424B5 1 bsmf2007-ar3_424b5.htm BSMF 2007-AR3 - 424B5




             Prospectus supplement dated March 29, 2007 (to prospectus dated March 20, 2007)
                                             $1,294,229,000
                                             (Approximate)

                              Bear Stearns Mortgage Funding Trust 2007-AR3
                                             Issuing Entity
                                        EMC Mortgage Corporation
                                          Servicer and Sponsor
                             Structured Asset Mortgage Investments II Inc.
                                               Depositor
                              Bear Stearns Mortgage Funding Trust 2007-AR3
                          Mortgage Pass-Through Certificates, Series 2007-AR3

__________________________________________________________________________________________________________

You should consider carefully the risk factors beginning on page S-13 in this prospectus supplement.
__________________________________________________________________________________________________________

The Trust
The trust will  consist  primarily  of a pool of 30-year  and  40-year  conventional,  adjustable  rate,
negative  amortization  mortgage  loans  secured  by  first  liens  on one- to  four-family  residential
properties,  divided  into two  primary  loan  groups,  designated  loan group I and loan group II. Loan
group II is further  divided  into two  sub-loan  groups,  designated  sub-loan  group II-1 and sub-loan
group II-2.
The trust will issue the  following  classes of  certificates  that are  offered  under this  prospectus
supplement:

o     4 classes of group I senior  certificates  designated Class I-A-1,  Class I-A-2, Class I-A-3 and
      Class I-X Certificates,
o     9 classes of group I subordinate  certificates designated Class I-B-1, Class I-B-2, Class I-B-3,
      Class I-B-4, Class I-B-5, Class I-B-6, Class I-B-7, Class I-B-8 and Class I-B-9 Certificates,
o     4 classes  of group II senior  certificates  designated  Class  II-1A-1,  Class  II-1A-2,  Class
      II-1A-3 and Class II-2A-1 Certificates, and
o     5 classes of group II subordinate  certificates  designated  Class II-B-1,  Class II-B-2,  Class
      II-B-3, Class II-B-4 and Class II-B-5 Certificates,

    each as more fully described in the tables beginning on page S-2 of this prospectus supplement.

Credit Enhancement
Credit  enhancement for the offered  certificates  will consist of excess spread,  overcollateralization
and additional  classes of subordinated  certificates.  The group II offered  certificates and the Class
II-B-6  Certificates  may receive  additional  distributions  in respect of interest from payments under
the related corridor contracts, as described herein.

Distributions on the  certificates  will be on the 25th of each month, or, if the 25th is not a business
day, on the next business day, beginning in April 2007.

Neither the Securities  and Exchange  Commission  nor any state  securities  commission has approved the
certificates  or determined  if this  prospectus  supplement or the  prospectus is accurate or complete.
Any representation to the contrary is a criminal offense.

The  Attorney  General  of the  State of New York has not  passed  on or  endorsed  the  merits  of this
offering. Any representation to the contrary is unlawful.

The price to  investors  will vary from  time to time and will be  determined  at the time of sale.  The
proceeds to the  depositor  from the offering are expected to be  approximately  99.85% of the aggregate
principal  amount of the offered  certificates,  plus  accrued  interest  thereon,  less  expenses.  See
"Method of Distribution" in this prospectus supplement.

The  underwriter  will deliver to purchasers  the offered  certificates  in  book-entry  form through The
Depository Trust Company,  Clearstream  Banking,  société anonyme and the Euroclear System, in each case,
on or about March 30, 2007.


                                        Bear, Stearns & Co. Inc.
                                              Underwriter



               Important notice about information presented in this prospectus supplement
                                    and the accompanying prospectus

You should rely only on the  information  contained in this document.  We have not authorized  anyone to
provide you with different information.


We  provide  information  to  you  about  the  offered  certificates  in  two  separate  documents  that
progressively provide more detail:

o   the accompanying prospectus, which provides general information,  some of which may not apply to
    this series of certificates; and

o   this prospectus supplement, which describes the specific terms of your certificates.


Schedule  1,  Annex I,  Annex II and  Schedule  A are  incorporated  into  and  comprise  a part of this
prospectus supplement as if fully set forth herein.

The description of your  certificates  in this prospectus  supplement is intended to enhance the related
description in the prospectus and you should rely on the  information in this  prospectus  supplement as
providing additional detail not available in the prospectus.

The Depositor's  principal  offices are located at 383 Madison Avenue,  New York, New York 10179 and its
telephone number is (212) 272-2000.

NOTWITHSTANDING ANY OTHER EXPRESS OR IMPLIED AGREEMENT TO THE CONTRARY,  THE SPONSOR, THE SERVICER,  THE
TRUSTEE,  THE CORRIDOR  COUNTERPARTY,  EACH RECIPIENT OF THE RELATED  PROSPECTUS  SUPPLEMENT AND, BY ITS
ACCEPTANCE  THEREOF,  EACH HOLDER OF A CERTIFICATE,  AGREES AND ACKNOWLEDGES  THAT EACH PARTY HERETO HAS
AGREED  THAT  EACH OF  THEM  AND  THEIR  EMPLOYEES,  REPRESENTATIVES  AND  OTHER  AGENTS  MAY  DISCLOSE,
IMMEDIATELY  UPON  COMMENCEMENT  OF  DISCUSSIONS,  TO ANY AND ALL  PERSONS  THE  TAX  TREATMENT  AND TAX
STRUCTURE OF THE  CERTIFICATES AND THE REMICS,  THE  TRANSACTIONS  DESCRIBED HEREIN AND ALL MATERIALS OF
ANY KIND  (INCLUDING  OPINIONS OR OTHER TAX ANALYSES)  THAT ARE PROVIDED TO ANY OF THEM RELATING TO SUCH
TAX TREATMENT AND TAX STRUCTURE.





                                         European Economic Area

        In  relation  to each Member  State of the  European  Economic  Area which has  implemented  the
Prospectus  Directive  (referred to herein as a Relevant Member State),  the Underwriter has represented
and  agreed  that  with  effect  from and  including  the  date on which  the  Prospectus  Directive  is
implemented  in that Relevant  Member State  (referred to herein as a Relevant  Implementation  Date) it
has not made and will not make an offer of notes to the public in that  Relevant  Member  State prior to
the  publication  of a  prospectus  in relation to the notes  which has been  approved by the  competent
authority in that  Relevant  Member State or, where  appropriate,  approved in another  Relevant  Member
State and notified to the competent  authority in that Relevant  Member  State,  all in accordance  with
the  Prospectus   Directive,   except  that  it  may,  with  effect  from  and  including  the  Relevant
Implementation Date, make an offer of notes to the public in that Relevant Member State at any time:

(a)     to legal entities  which are authorized or regulated to operate in the financial  markets or, if
        not so authorized or regulated, whose corporate purpose is solely to invest in securities;

(b)     to any legal  entity  which has two or more of (1) an average of at least 250  employees  during
        the last financial  year; (2) a total balance sheet of more than  €43,000,000  and (3) an annual
        net turnover of more than €50,000,000, as shown in its last annual or consolidated accounts; or

(c)     in any other  circumstances  which do not require the  publication by the Issuer of a prospectus
        pursuant to Article 3 of the Prospectus Directive.

        For the  purposes  of this  provision,  the  expression  an  "offer of notes to the  public"  in
relation  to any notes in any  Relevant  Member  State  means the  communication  in any form and by any
means of  sufficient  information  on the terms of the offer and the notes to be offered so as to enable
an  investor  to decide to purchase  or  subscribe  the notes,  as the same may be varied in that Member
State by any measure  implementing  the  Prospectus  Directive in that Member  State and the  expression
referred to herein as  Prospectus  Directive  means  Directive  2003/71/EC  and  includes  any  relevant
implementing measure in each Relevant Member State.

                                             United Kingdom

        The Underwriter has represented and agreed that:

(a)     it has only  communicated or caused to be communicated  and will only communicate or cause to be
        communicated  an invitation or inducement to engage in investment  activity  (within the meaning
        of Section 21 of the FSMA)  received by it in connection  with the issue or sale of the notes in
        circumstances in which Section 21(1) of the FSMA does not apply to the Issuing Entity; and

(b)     it has  complied  and will comply with all  applicable  provisions  of the FSMA with  respect to
        anything done by it in relation to the notes in, from or otherwise involving the United Kingdom.





                TABLE OF CONTENTS
              PROSPECTUS SUPPLEMENT



   Caption                                Page

SUMMARY OF PROSPECTUS
   SUPPLEMENT.............................S-1
RISK FACTORS.............................S-14
DESCRIPTION OF THE MORTGAGE LOANS........S-24
   General...............................S-24
   Billing and Payment Procedures........S-27
   Prepayment Charges on the
    Mortgage Loans.......................S-27
   Negative Amortization.................S-28
   Indices on the Mortgage Loans.........S-28
STATIC POOL INFORMATION..................S-29
THE ISSUING ENTITY.......................S-29
THE DEPOSITOR............................S-30
THE SPONSOR..............................S-30
THE SERVICER.............................S-31
   General...............................S-31
   The Servicer..........................S-31
MORTGAGE LOAN ORIGINATION................S-32
   General...............................S-32
DESCRIPTION OF THE
   CERTIFICATES..........................S-40
   General...............................S-40
   Book-Entry Registration...............S-42
   Definitive Certificates...............S-42
   Distributions on the Certificates.....S-43
   Final Maturity Reserve Account .......S-49
   Monthly Advances......................S-50
   Allocation of Realized Losses;
    Subordination........................S-51
   Excess Spread and Overcollateralization
    Provisions...........................S-52
   Pass-Through Rates....................S-52
   Calculation of One-Month LIBOR........S-52
   Optional Purchase of Defaulted Loans..S-53
   Restrictions on Transfer of the
    the Residual Certificates............S-53
THE CORRIDOR CONTRACTS...................S-54
YIELD AND PREPAYMENT
   CONSIDERATIONS........................S-55
   General...............................S-55
   Prepayment Considerations.............S-55
   Interest Shortfalls and
    Realized Losses......................S-57
   Pass-Through Rates....................S-58
   Assumed Final Distribution Date.......S-58
   Weighted Average Life.................S-59
   Yield Sensitivity of the Subordinate
    Certificates........................S-112
   Yield Sensitivity of the Class I-X
    Certificates........................S-112
THE POOLING AND SERVICING
   AGREEMENT............................S-113
   General..............................S-113
   Assignment of the Mortgage Loans.....S-113
   Representations and Warranties.......S-113
   The Custodian........................S-114
   The Trustee..........................S-114
   Servicing and Other Compensation
    and Payment of Expenses.............S-116
   Servicing Responsibilities...........S-117
   Table of Fees........................S-117
   Realization Upon Defaulted
    Mortgage Loans .....................S-117
   Monthly Reports to
    Certificateholders..................S-118
   Collection and Other Servicing
    Procedures and Modifications........S-119
   Hazard Insurance.....................S-120
   Evidence as to Compliance............S-121
   The Custodial Account................S-121
   The Distribution Account.............S-122
   The Reserve Fund.....................S-122
   Voting Rights........................S-122
   Termination..........................S-123
FEDERAL INCOME TAX CONSEQUENCES.........S-124
   Special Tax Considerations
    Applicable to the Class A
    Certificates and Class B
    Certificates........................S-124
   Characterization of the
    Offered Certificates................S-124
   Backup Withholding...................S-124
   Penalty Protection...................S-125
METHOD OF DISTRIBUTION..................S-125
SECONDARY MARKET........................S-125
LEGAL MATTERS...........................S-125
LEGAL PROCEEDINGS.......................S-125
AFFILIATIONS, RELATIONSHIPS AND
 RELATED TRANSACTIONS...................S-126
RATINGS.................................S-126
LEGAL INVESTMENT........................S-127
ERISA CONSIDERATIONS....................S-128
INCORPORATION OF INFORMATION
 BY REFERENCE...........................S-129
GLOSSARY................................S-130
SCHEDULE 1..............................S-148
ANNEX I.................................S-151
ANNEX II................................S-157



                                         TRANSACTION STRUCTURE







                                    SUMMARY OF PROSPECTUS SUPPLEMENT

        The following summary is a very broad overview of the offered  certificates and does not contain
all of the information  that you should consider in making your investment  decision.  To understand all
of the terms of the offered  certificates,  read  carefully  this entire  prospectus  supplement and the
entire  accompanying  prospectus.  A glossary  is  included  at the end of this  prospectus  supplement.
Capitalized  terms used but not defined in the glossary at the end of this  prospectus  supplement or in
the following summary have the meanings assigned to them in the glossary at the end of the prospectus.

Issuing Entity......................  Bear Stearns Mortgage Funding Trust 2007-AR3.
Title of Series.....................  Bear Stearns Mortgage Funding Trust 2007-AR3 Mortgage
                                      Pass-Through Certificates, Series 2007-AR3.
Cut-off Date........................  March 1, 2007.
Closing Date........................  On or about March 30, 2007.
Depositor...........................  Structured Asset Mortgage Investments II Inc.
Sponsor and Servicer................  EMC Mortgage Corporation, an affiliate of the
                                      depositor.
Originators.........................  Bear Stearns Residential Mortgage Corporation, EMC
                                      Mortgage Corporation, SouthStar Funding, LLC, Impac
                                      Funding Corporation, Aegis Mortgage Corporation and
                                      various other originators, none of which will
                                      originate more than 10% of the mortgage loans in
                                      either loan group or sub-loan group.
Trustee.............................  Wells Fargo Bank, National Association.
Corridor Counterparty...............  Bear Stearns Financial Products Inc.
Distribution Dates..................  Distributions on the offered certificates will be made
                                      on the 25th day of each month or, if such day is not a
                                      business day, on the next succeeding business day,
                                      beginning in April 2007.
Offered Certificates................  The classes of offered certificates and their
                                      pass-through rates and initial current principal
                                      amounts are set forth in the table below.






                                                Group I

                                          Offered Certificates

                       Pass-Through     Initial Current       Initial Rating
       Class              Rate          Principal Amount      (S&P/Moody's)      Designation
__________________________________________________________________________________________________
       I-A-1            Variable       $208,033,000          AAA/Aaa        Group I Super Senior
                          Rate
       I-A-2            Variable       $104,016,000          AAA/Aaa       Group I Senior Support
                          Rate
       I-A-3            Variable        $34,672,000          AAA/Aaa           Group I Senior
                          Rate                                                    Support
        I-X            Fixed Rate        Notional            AAA/Aaa           Group I Senior
                                                                               Interest Only
       I-B-1            Variable        $9,561,000           AA+/Aaa        Group I Subordinate
                          Rate
       I-B-2            Variable        $8,390,000            AA/Aa1        Group I Subordinate
                          Rate
       I-B-3            Variable        $2,537,000           AA-/Aa1        Group I Subordinate
                          Rate
       I-B-4            Variable        $4,878,000            A+/Aa2        Group I Subordinate
                          Rate
       I-B-5            Variable        $2,537,000            A/Aa3         Group I Subordinate
                          Rate
       I-B-6            Variable        $1,951,000            A-/A1         Group I Subordinate
                          Rate
       I-B-7            Variable        $3,317,000           BBB+/A2        Group I Subordinate
                          Rate
       I-B-8            Variable        $1,951,000           BBB/Baa1       Group I Subordinate
                          Rate
       I-B-9            Variable        $1,951,000          BBB-/Baa2       Group I Subordinate
                          Rate
Total Group I Offered
Certificates:                         $383,794,000





                                            Group I

                                    Non-Offered Certificates

                       Pass-Through     Initial Current       Initial Rating
       Class              Rate          Principal Amount      (S&P/Moody's)      Designation
___________________________________________________________________________________________________
       I-XP-1             N/A              N/A                 NR            Group I Subordinate
       I-XP-2             N/A              N/A                 NR            Group I Subordinate
       I-B-IO             N/A               $0                 NR            Group I Subordinate
Total Group I Non-Offered
Certificates:                               $0



                                            Group II

                                      Offered Certificates

                       Pass-Through     Initial Current       Initial Rating
       Class              Rate          Principal Amount      (S&P/Moody's)      Designation
_________________________________________________________________________________________________
      II-1A-1           Variable       $362,195,000          AAA/Aaa        Sub-Loan Group II-1
                          Rate                                                  Super Senior
      II-1A-2           Variable       $181,097,000          AAA/Aaa        Sub-Loan Group II-1
                          Rate                                                 Senior Support
      II-1A-3           Variable        $60,366,000          AAA/Aaa        Sub-Loan Group II-1
                          Rate                                                 Senior Support
      II-2A-1           Variable       $241,679,000          AAA/Aaa        Sub-Loan Group II-2
                          Rate                                                     Senior
       II-B-1           Variable        $31,378,000           AA/Aa1        Group II Subordinate
                          Rate
       II-B-2           Variable        $18,265,000           A/Aa3         Group II Subordinate
                          Rate
       II-B-3           Variable         $4,683,000          BBB+/A2        Group II Subordinate
                          Rate
       II-B-4           Variable         $5,620,000           BBB/A3        Group II Subordinate
                          Rate
       II-B-5           Variable         $5,152,000         BBB-/Baa1       Group II Subordinate
                          Rate
Total Group II Offered                 $910,435,000
Certificates:




                                            Group II

                                    Non-Offered Certificates

                       Pass-Through     Initial Current       Initial Rating
       Class              Rate          Principal Amount      (S&P/Moody's)      Designation
_________________________________________________________________________________________________
      II-B-6         Variable Rate       $17,797,000         BB/Ba2         Group II Subordinate
       II-XP              N/A                N/A               NR           Group II Subordinate
      II-B-IO             N/A                $0                NR           Group II Subordinate
Total Group II Non-Offered              $17,797,000
Certificates:

Total Offered Certificates   $1,294,229,000
Total Certificates           $1,312,026,000



                                      Residual Certificates

Residual Certificates
                       Pass-Through     Initial Current       Initial Rating
       Class              Rate          Principal Amount      (S&P/Moody's)      Designation
________________________________________________________________________________________________
         R                N/A               $0                 NR                 Residual
        R-X               N/A               $0                 NR                 Residual

Total Residual Certificates:                $0

Other Information:

The  pass-through  rates on the  certificates  are  described  in detail on pages  S-52 and S-58 in this
prospectus supplement.

Class I-X Certificates:

The Class I-X  Certificates  are sometimes  referred to herein as the Class X Certificates.  The Class X
Certificates do not have a principal amount.

The Class I-X  Certificates  will have a notional  amount equal to the aggregate  outstanding  principal
balance of the group I mortgage  loans having "hard"  prepayment  charges for a term of three years from
origination,  as set  forth in this  prospectus  supplement.  The Class  I-X  Certificates  will have an
initial notional amount of approximately $295,213,105.





The Issuing Entity

The depositor  will establish a trust with respect to the Bear Stearns  Mortgage  Funding Trust 2007-AR3
Mortgage  Pass-Through  Certificates,  Series  2007-AR3,  pursuant to a pooling and servicing  agreement
dated as of March 1, 2007, among the depositor, the servicer and sponsor and the trustee.

The certificates represent in the aggregate the entire beneficial ownership interest in the trust.

Distributions of interest and/or principal on the offered  certificates  will be made only from payments
received in connection with the related mortgage loans as described below.

See "Description of the Certificates" in this prospectus supplement.

The Sponsor

EMC  Mortgage  Corporation,  in its  capacity as mortgage  loan seller,  a Delaware  corporation  and an
affiliate of the depositor  and the  underwriter,  will sell the mortgage  loans to the  depositor.  The
corporation is sometimes referred to herein as the sponsor or EMC.

The Originators

Approximately  23.04%,  14.52% and 16.49% of the group I,  sub-group  II-1,  and sub-group II-2 mortgage
loans,  respectively,  were originated by Bear Stearns Residential Mortgage  Corporation.  Approximately
64.01%,  41.63%  and  41.49%  of the  group I,  sub-group  II-1,  and  sub-group  II-2  mortgage  loans,
respectively,  were  originated by EMC.  Approximately  9.71%,  8.85% and 15.59% the group I,  sub-group
II-1 and sub-group  II-2 mortgage  loans,  respectively,  were  originated  by SouthStar  Funding,  LLC.
Approximately  14.77% of the sub-group  II-1 mortgage  loans and  approximately  13.56% of the sub-group
II-2 mortgage loans were originated by Impac Funding Corporation.  Approximately 10.52% of the sub-group
II-1 mortgage loans and  approximately  6.72% of the sub-group  II-2 mortgage  loans were  originated by
Aegis  Mortgage   Corporation.   The  remainder  of  the  mortgage  loans  were  originated  by  various
originators,  none of which have  originated  more than 10% of the  mortgage  loans in the  aggregate of
either loan group or sub-loan group.

The Servicer

All of the mortgage loans will be serviced by EMC Mortgage Corporation.

The Mortgage Loans

The mortgage pool  consists of  approximately  3,565 first lien  adjustable  rate negative  amortization
mortgage loans secured by one- to four-family  residential  real  properties and individual  condominium
units.

The  mortgage  loans have an  aggregate  principal  balance of  approximately  $1,326,893,106  as of the
cut-off date.

The  mortgage  pool has been divided  into two loan  groups,  designated  as group I and group II and as
more fully  described in Schedule A to this prospectus  supplement.  The mortgage loans in group II have
been further  divided into two  sub-groups,  designated as sub-group II-1 and sub-group  II-2. The Class
I-A-1,  Class I-A-2,  Class I-A-3,  Class I-B-1,  Class I-B-2,  Class I-B-3,  Class I-B-4,  Class I-B-5,
Class  I-B-6,  Class  I-B-7,  Class  I-B-8 and Class  I-B-9  Certificates  will be  entitled  to receive
distributions  solely with respect to the group I mortgage loans.  The Class II-1A-1,  Class II-1A-2 and
Class  II-1A-3  Certificates  will be  entitled  to receive  distributions  solely  with  respect to the
sub-group II-1 mortgage loans,  except in limited  circumstances as further described herein.  The Class
II-2A-1  Certificates  will be entitled to receive  distributions  solely with respect to the  sub-group
II-2 mortgage loans,  except in limited  circumstances as further  described  herein.  The Class II-B-1,
Class II-B-2,  Class II-B-3,  Class II-B-4,  Class II-B-5 and Class II-B-6 Certificates will be entitled
to receive distributions solely with respect to the group II mortgage loans.
All of the  mortgage  loans have a negative  amortization  feature,  under which  accrued  interest on a
mortgage loan will be deferred and added to the  principal  balance of that mortgage loan if the minimum
monthly  payment on any payment  date is less than the amount of accrued  interest  due on the  mortgage
loan on that payment date. See  "Description  of the Mortgage  Loans--General--Negative  Amortization"  in
this prospectus supplement.

The group I mortgage  loans will include  mortgage  loans  originated  under the Bear Stearns Option ARM
program and the group II mortgage  loans will include  mortgage  loans  originated  under the 5 Yr. Bear
Stearns Secure Option ARM program, each as more fully described below.

The  mortgage  rate on each  group I mortgage  loan is  adjustable,  generally  after a period of one to
three months  following its  origination,  and  thereafter  adjusts  monthly.  The mortgage rate on each
group  II  mortgage  loan  is  adjustable,  generally  after  a  period  of  five  years  following  its
origination,  and  thereafter  adjusts every six (6) months as set forth in the related  mortgage  note.
Approximately  2.93% of the group I mortgage  loans and all of the group II mortgage  loans are still in
their initial fixed rate period.

With  respect to the group I mortgage  loans,  the  minimum  monthly  payment  will be an  interest-only
payment in an amount  equal to the full  amount of accrued  interest  of the  mortgage  loan  calculated
based on the  outstanding  principal  balance of the mortgage loan and the interest rate then in effect.
The minimum  monthly  payment will adjust  annually on a date  specified in the related  mortgage  note,
subject to the conditions  that (i) the amount of the monthly  payment (with the exception of each fifth
payment  adjustment  date or the final  payment  adjustment  date) will not  increase  or decrease by an
amount  that is more than 7.50% of the monthly  payment  prior to the  adjustment,  (ii) as of the fifth
payment  adjustment  date  and on the same day  every  fifth  year  thereafter  and on the last  payment
adjustment  date,  the monthly  payment will be recast  without  regard to the  limitation in clause (i)
above and (iii) if the unpaid  principal  balance exceeds a percentage  (either 110% or 115%,  depending
on the maximum negative  amortization for that mortgage loan) of the original  principal  balance due to
deferred  interest,  the monthly  payment will be recast  without regard to the limitation in clause (i)
to amortize fully the then unpaid principal balance over its remaining term to maturity.

With respect to the group II mortgage  loans,  during the initial fixed rate period,  the mortgagor will
be required to pay a minimum monthly  payment  calculated on the basis of the original loan amount and a
note rate below the original note rate by up to 3% per annum.  The minimum  monthly  payment will adjust
at the  earlier of (i) the end of the  initial  five-year  fixed rate period or (ii) the date upon which
the unpaid  principal  balance  equals or exceeds a percentage  (either  110% or 115%,  depending on the
maximum amount of negative  amortization  for that mortgage loan) of the original  principal  balance of
the  mortgage  loan due to  deferred  interest.  The period  from  origination  to the date on which the
minimum  monthly  payment  first  adjusts is  sometimes  referred to herein as the option  period.  Upon
adjustment,  the required  monthly  payment will be an  interest-only  payment in an amount equal to the
full amount of accrued  interest of the mortgage  loan  calculated  based on the  outstanding  principal
balance of the mortgage  loan and the interest  rate then in effect.  The required  monthly  payment may
change at the end of the  initial  fixed  rate  period  once every six  months  thereafter  based on the
semi-annual  adjustment of interest.  This interest-only  period will expire on the tenth anniversary of
the loan, at which time the monthly payment will be adjusted  semi-annually  or annually to pay interest
and amortize fully the then unpaid principal  balance over its remaining term to maturity  (assuming the
then current interest rate remains in effect until maturity).

With respect to the group I mortgage loans and with respect to the group II mortgage  loans,  during the
option period only, in addition to the minimum monthly  payment  option,  the mortgagor is offered three
additional  payment  options to the extent they  result in a larger  payment  than the  minimum  monthly
payment.  The  payment  options  include an  interest-only  payment,  a fully  amortizing  payment and a
15-year  amortizing  payment.  If a payment  option  would not  result  in an  amount  greater  than the
minimum payment due, the payment option will not be available to a mortgagor.

See "Description of the Mortgage Loans--General" in this prospectus supplement.

After the  initial  fixed-rate  period,  the  interest  rate on each group I mortgage  loans will adjust
monthly based on One-Year MTA, the 12-month  moving average yield on United States  Treasury  Securities
adjusted to a constant  maturity of one year.  After the option period,  the interest rate on each group
II mortgage loan, will adjust  semi-annually  based on Six-Month LIBOR. The rate adjustments are subject
to limitations set forth under "Description of the Mortgage Loans" in this prospectus supplement.

Mortgage Pool Characteristics

The Group I Mortgage Loans

The following table summarizes the approximate  characteristics  of the group I mortgage loans as of the
cut-off date:

Number of mortgage loans:                                             990

Aggregate principal balance:                                 $390,231,874

Range of principal
   balances:                                        $78,267 to $1,951,747
Average principal balance:                                       $394,174
Range of mortgage rates (per annum):                      1.000% to 9.950%
Weighted average mortgage rate (per annum):                         8.302%
Range of remaining terms to stated maturity (months):          352 to 480
Weighted average remaining term to stated maturity (months):          404
Weighted average loan-to-value ratio at origination:                77.74%
Weighted average gross margin (per annum):                          3.517%
Weighted average maximum lifetime mortgage rate (per annum):        9.950%
Weighted average months to next interest adjustment date (months):      1
Loan Index:
One-Year MTA                                                       100.00%

The Sub-Group II-1 Mortgage Loans

The following table summarizes the approximate  characteristics  of the sub-group II-1 mortgage loans as
of the cut-off date:

Number of mortgage loans:                                           1,586

Aggregate principal balance:                                 $668,872,813

Range of principal
   balances:                                        $94,874 to $1,964,900
Average principal balance:                                       $421,736
Range of mortgage rates (per annum):                     5.750% to 10.000%
Weighted average mortgage rate (per annum):                         7.583%
Range of remaining terms to stated maturity (months):          345 to 360
Weighted average remaining term to stated maturity (months):          358
Weighted average loan-to-value ratio at origination:                78.12%
Weighted average gross margin (per annum):                          2.334%
Weighted average maximum lifetime mortgage rate (per annum):       12.583%
Weighted average months to next interest adjustment date (months):     58
Loan Index:
Six-Month LIBOR                                                    100.00%

The Sub-Group II-2 Mortgage Loans

The following table summarizes the approximate  characteristics  of the sub-group II-2 mortgage loans as
of the cut-off date:

Number of mortgage loans:                                             989

Aggregate principal balance:                                 $267,788,419

Range of principal
   balances:                                          $67,900 to $633,580
Average principal balance:                                       $270,767
Range of mortgage rates (per annum):                     5.990% to 10.250%
Weighted average mortgage rate (per annum):                         7.472%
Range of remaining terms to stated maturity (months):          353 to 360
Weighted average remaining term to stated maturity (months):          358
Weighted average loan-to-value ratio at origination:                74.87%
Weighted average gross margin (per annum):                          2.327%
Weighted average maximum lifetime mortgage rate (per annum):       12.472%
Weighted average months to next interest adjustment date (months):     58
Loan Index:
Six-Month LIBOR                                                    100.00%

The principal  balances of the sub-group II-2 mortgage  loans will not exceed the limits  established by
Freddie Mac in connection with Freddie Mac's mortgage loan purchase program.

The Group II Mortgage Loans (Aggregate)

The following  table  summarizes the approximate  characteristics  of all of the group II mortgage loans
as of the cut-off date:


Number of mortgage loans:                                           2,575


Aggregate principal balance:                                 $936,661,232

Range of principal
   balances:                                        $67,900 to $1,964,900
Average principal balance:                                       $363,752
Range of mortgage rates (per annum):                     5.750% to 10.250%
Weighted average mortgage rate (per annum):                         7.551%
Range of remaining terms to stated maturity (months):          345 to 360
Weighted average remaining term to stated maturity (months):          358
Weighted average loan-to-value ratio at origination:                77.19%
Weighted average gross margin (per annum):                          2.332%
Weighted average maximum lifetime mortgage rate (per annum):       12.551%
Weighted average months to next interest adjustment date (months):     58
Loan Index:
Six-Month LIBOR                                                    100.00%

For additional  information  regarding the mortgage  loans,  see  "Description of the Mortgage Loans" in
this prospectus supplement and Schedule A, which is attached and is part of this prospectus supplement.

Removal and Substitution of a Mortgage Loan

The trustee will  acknowledge  the sale,  transfer and  assignment to it (or the custodian as its agent)
by the depositor and receipt of the mortgage loans,  subject to further review and the exceptions  which
may be noted  pursuant  to the  procedures  described  in the pooling and  servicing  agreement.  If the
trustee (or the  custodian  as its agent) finds that any  mortgage  loan appears  defective on its face,
appears to have not been  executed  or  received,  or  appears to be  unrelated  to the  mortgage  loans
identified in the mortgage  loan  schedule  (determined  on the basis of the  mortgagor  name,  original
principal  balance and loan number),  the trustee (or the  custodian as its agent) will promptly  notify
the  sponsor.  The sponsor  must then  correct or cure any such  defect  within 90 days from the date of
notice  from the  trustee  (or the  custodian  as its agent) of the defect and if the  sponsor  fails to
correct or cure such defect  within such period and such defect  materially  and  adversely  affects the
interests of the  certificateholders  in the related mortgage loan, the sponsor will, in accordance with
the terms of the pooling and servicing  agreement and the mortgage  loan purchase  agreement,  within 90
days of the date of notice,  provide the trustee  with a substitute  mortgage  loan (if within two years
of the closing  date) or repurchase  the mortgage  loan;  provided  that, if such defect would cause the
mortgage  loan to be other than a  "qualified  mortgage"  as defined  in  Section  860G(a)(3)(a)  of the
Internal  Revenue  Code,  any such cure or  substitution  must  occur  within 90 days from the date such
breach was discovered.

Description of the Certificates

General

The trust will issue the certificates in two certificate groups and two certificate sub-groups.

The  Class  I-A-1,  Class  I-A-2,  Class  I-A-3  and Class I-X  Certificates  will  represent  interests
principally in loan group I and are sometimes referred to herein as the group I senior certificates.

The Class  I-A-1,  Class  I-A-2 and Class I-A-3  Certificates  are  sometimes  referred to herein as the
Class I-A Certificates.

The Class I-X Certificates are sometimes referred to herein as the Class X Certificates.

The Class I-B-1,  Class I-B-2,  Class I-B-3,  Class I-B-4,  Class I-B-5, Class I-B-6, Class I-B-7, Class
I-B-8 and Class I-B-9  Certificates will each represent  subordinated  interests in the group I mortgage
loans and are  sometimes  referred to herein as the group I  subordinate  certificates  or the Class I-B
Certificates.

The group I senior  certificates  and the group I subordinate  certificates  are  sometimes  referred to
herein as the group I offered certificates.

The Class  I-XP-1,  Class  I-XP-2 and Class  I-B-IO  Certificates  are not  offered  by this  prospectus
supplement  and are  sometimes  referred to herein as the group I  non-offered  certificates.  The Class
I-XP-1, the Class I-XP-2 and the Class I-B-IO  Certificates will each represent  subordinated  interests
in the group I mortgage loans.

The group I offered  certificates  and the group I non-offered  certificates  are sometimes  referred to
herein as the group I certificates.

The Class II-1A-1,  Class II-1A-2 and Class II-1A-3  Certificates will represent  interests  principally
in the sub-group II-1 mortgage  loans and are sometimes  referred to herein as the sub-group II-1 senior
certificates or the Class II-1A  Certificates.  The Class II-2A-1  Certificates will represent interests
principally in the sub-group  II-2 mortgage loans and are sometimes  referred to herein as the sub-group
II-2 senior certificates or the Class II-A Certificates.

The  sub-group  II-1 senior  certificates  and the  sub-group  II-2 senior  certificates  are  sometimes
referred to herein as the group II senior certificates.

The group I senior  certificates and the group II senior  certificates are sometimes  referred to herein
as the senior certificates.

The Class II-B-1,  Class II-B-2,  Class II-B-3, Class II-B-4, Class II-B-5 and Class II-B-6 Certificates
will each represent  subordinated  interests in the group II mortgage  loans and are sometimes  referred
to herein as the group II subordinate certificates or the Class II-B Certificates.

The group II  senior  certificates  and the  group II  subordinate  certificates  (other  than the Class
II-B-6 Certificates) are sometimes referred to herein as the group II offered certificates.

The group I subordinate  certificates and the group II subordinate  certificates are sometimes  referred
to herein as the subordinate certificates.

The Class II-B-6, Class II-XP and Class II-B-IO  Certificates,  which are not offered by this prospectus
supplement,  and are sometimes  referred to herein as the group II non-offered  certificates,  will each
represent subordinated interests in the group II mortgage loans.

The group II offered  certificates and the group II non-offered  certificates are sometimes  referred to
herein as the group II certificates.

Payments of  interest  and  principal  on each class of group I  certificates  will be made from group I
mortgage loans.  Payments of interest and principal on each class of group II senior  certificates  will
be made first from mortgage loans in the related sub-group and thereafter,  in limited  circumstances as
further  described  herein,  from mortgage loans in the other sub-group in group II. Payment of interest
and  principal  on each  class of group  II  subordinate  certificates  will be made  from the  group II
mortgage loans.

The Class R  Certificates  and the Class  R-X  Certificates  (also  referred  to herein as the  residual
certificates)  are not offered by this  prospectus  supplement  and represent the residual  interests in
the real estate mortgage investment conduits established by the trust.
The group I offered  certificates  and the group II  offered  certificates  are  sometimes  referred  to
herein as the offered certificates.

The group I non-offered certificates,  the group II non-offered  certificates,  the Class R Certificates
and the Class R-X Certificates are sometimes referred to herein as the non-offered certificates.

The non-offered  certificates,  together with the offered  certificates are sometimes referred to herein
as the certificates.

The Class I-XP-1,  the Class I-XP-2 and the Class II-XP  Certificates  are sometimes  referred to as the
Class XP Certificates.

The assumed final  distribution  date for the group I offered  certificates  is March 2037.  The assumed
final distribution date for the group II offered certificates is April 2037.

With  respect to the group I mortgage  loans,  it is intended  that the amounts  deposited  in the final
maturity  reserve  account will be  sufficient to retire the group I offered  certificates  on the March
2037 assumed final  distribution  date,  even though the  outstanding  principal  balance of the group I
mortgage  loans having  40-year  original  terms to maturity  will not have been reduced to zero on such
assumed  final  distribution  date.  The actual  final  distribution  date for each class of the group I
offered certificates may be earlier, and could be substantially  earlier,  than the distribution date in
March 2037. If amounts on deposit in the final  maturity  reserve  account are not sufficient to pay the
outstanding  current  principal  amounts  of  the  group  I  certificates  to  zero,  the  actual  final
distribution date of the group I certificates could be later than March 2037.

Record Date

For each class of offered  certificates (other than the Class X Certificates),  and for any distribution
date, the business day preceding the applicable  distribution  date so long as the offered  certificates
remain in book-entry  form. For each class of Class X Certificates  and any other class of  certificates
that is no longer in book-entry  form, and for any  distribution  date, the record date will be the last
business day of the month preceding the month in which such distribution date occurs.
Denominations

For each class of  certificates,  other than the residual  certificates,  $25,000 and multiples of $1.00
in excess thereof.

Registration of Offered Certificates

The  trust  will  issue the  offered  certificates  initially  in  book-entry  form.  Persons  acquiring
interests in these offered  certificates  will hold their  beneficial  interests  through The Depository
Trust Company,  in the United States, or Clearstream  Banking,  société anonyme or the Euroclear System,
in Europe.

See "Description of the Certificates--Book-Entry Registration" in this prospectus supplement.

Interest Accrual Period

Interest will accrue at the rate described herein on each class of certificates.

The interest accrual period for the offered  certificates  (other than the Class X Certificates) and the
Class  II-B-6  Certificates  will  be the  period  commencing  on the  distribution  date  in the  month
preceding the month in which a  distribution  date occurs (or the closing date, in the case of the first
interest accrual period) and ending on the day immediately  prior to such  distribution  date.  Interest
on the offered  certificates  (other than the Class X Certificates) will be calculated on the basis of a
360-day year and the actual number of days elapsed in the applicable interest accrual period.

The  interest  accrual  period for the Class X  Certificates,  will be the  calendar  month  immediately
preceding  the  calendar  month  in  which  a  distribution  date  occurs.   Interest  on  the  Class  X
Certificates will be calculated on the basis of a 360-day year consisting of twelve 30-day months.

Pass -Through Rates

The pass-through rates on each class of offered certificates are as follows:

The offered  certificates  (other than the Class X  Certificates)  will bear interest at a  pass-through
rate  equal to the least of (i)  one-month  LIBOR plus the  related  margin,  (ii)  10.50% per annum and
(iii) the related net rate cap of the related mortgage loans.

The net rate cap for the group I offered  certificates  (other than the Class X  Certificates)  is equal
to the weighted  average of the net rates of the group I mortgage loans,  less the coupon strip rate (as
described  below),  if applicable,  and the pass-through  rate on the Class X Certificates (as described
below) adjusted to actual 360/basis.

The net rate cap for the group II offered  certificates  and the Class II-B-6  Certificates  is equal to
the weighted average of the net rates of the group II mortgage loans adjusted to actual 360/basis.

The  coupon  strip  rate for loan group I will  equal the  coupon  strip,  if any,  payable to the final
maturity  reserve  account on any  distribution  date,  expressed as a per annum rate  calculated on the
basis of the aggregate  stated principal  balance of the group I mortgage loans as of such  distribution
date.

The related  margin for the Class I-A-1,  Class  I-A-2,  Class I-A-3,  Class I-B-1,  Class I-B-2,  Class
I-B-3,  Class I-B-4,  Class I-B-5,  Class I-B-6,  Class I-B-7,  Class I-B-8, Class I-B-9, Class II-1A-1,
Class II-1A-2,  Class II-1A-3,  Class II-2A-1,  Class II-B-1,  Class II-B-2, Class II-B-3, Class II-B-4,
Class II-B-5 and Class II-B-6  Certificates will be 0.140%,  0.180%,  0.210%,  0.360%,  0.380%,  0.500%,
0.650%,  0.700%,  0.750%,  1.500%,  2.000%,  2.100%,  0.150%,  0.190%,  0.210%,  0.160%, 0.450%, 0.750%,
1.500%,  2.150%,  2.150% and 2.150%,  per annum,  respectively,  provided that, after the first possible
related optional  termination  date, the related margin for the Class I-A-1,  Class I-A-2,  Class I-A-3,
Class  I-B-1,  Class I-B-2,  Class I-B-3,  Class I-B-4,  Class I-B-5,  Class I-B-6,  Class I-B-7,  Class
I-B-8, Class I-B-9, Class II-1A-1,  Class II-1A-2,  Class II-1A-3,  Class II-2A-1,  Class II-B-1,  Class
II-B-2, Class II-B-3,  Class II-B-4, Class II-B-5 and Class II-B-6 Certificates will be 0.280%,  0.360%,
0.420%,  0.540%,  0.570%,  0.750%,  0.975%,  1.050%,  1.125%,  2.250%,  3.000%,  3.150%, 0.300%, 0.380%,
0.420%, 0.320%, 0.675%, 1.125%, 2.250%, 3.225%, 3.225% and 3.225%, per annum, respectively.

One-month  LIBOR for the first interest  accrual period and for all subsequent  accrual  periods will be
determined as described in  "Description  of the  Certificates--Calculation  of One-Month  LIBOR" in this
prospectus supplement.

The Class I-X  Certificates  will bear interest at a fixed  pass-through  rate equal to 0.500% per annum
based  on a  notional  amount  equal to the  aggregate  outstanding  principal  balance  of the  group I
mortgage loans having "hard" prepayment  charges for a term of three years from origination  immediately
prior to such  distribution  date. The Class I-X  Certificates  will have an initial  notional amount of
approximately $295,213,105.

The Class I-XP-1, Class I-XP-2, Class II-XP, Class
I-B-IO,  Class II-B-IO,  Class R and Class R-X Certificates do not have a pass-through rate and will not
bear interest.

Interest Payments

On each  distribution  date,  holders of the offered  certificates  and Class II-B-6  Certificates  will
generally be entitled to receive:

o       the  interest  that has  accrued on the  current  principal  amount or  notional  amount of such
        certificates at the applicable pass-through rate during the related interest accrual period, and
o       any interest due on a prior distribution date that was not paid plus interest accrued thereon,

    less

o       interest shortfalls allocated to such certificates.

However,  the amount of  interest  distributable  on a  distribution  date with  respect to the  offered
certificates and the Class II-B-6  Certificates  will be reduced by the amount,  if any, of net deferred
interest for the related  distribution date that is allocated to such class of certificates,  and, after
the  distribution  date  occurring  in April 2017,  any  amounts  paid into the final  maturity  reserve
account,  if applicable,  each as described under  "Description of the  Certificates" in this prospectus
supplement.

In the event that an increase in the applicable  index causes  interest to accrue on a mortgage loan for
a given month in excess of the monthly  payment for that  mortgage  loan,  the excess  interest  will be
added  to  the  outstanding   principal  balance  of  that  mortgage  loan  in  the  form  of  "negative
amortization."  For any distribution  date, the excess,  if any, of (i) the aggregate amount of negative
amortization  with  respect to all  mortgage  loans for the  calendar  month prior to that  distribution
date, over (ii) the aggregate  amount of scheduled and unscheduled  payments of principal  received with
respect to all mortgage  loans during the related due period and prepayment  period,  referred to herein
as net  deferred  interest,  will be  deducted  from  interest  payable to the related  certificates  as
described in this prospectus  supplement.  The amount  deducted from the interest  payable to each class
of offered  certificates  (other than the Class I-X Certificates) and the Class II-B-6 Certificates will
be added  to the  principal  balance  of that  class.  See  "Description  of the  Certificates"  in this
prospectus supplement.

Principal Payments

On each  distribution  date, to the extent that the scheduled and  unscheduled  payments of principal on
the mortgage loans during the related due period and prepayment  period exceed the deferred  interest on
the mortgage loans,  principal will be paid on each class of certificates  entitled to receive principal
payments  on each  distribution  date.  You should  review the  priority  of  payments  described  under
"Description of the Certificates --Distributions on the Certificates" in this prospectus supplement.

Final Maturity Reserve Account

If, on the distribution date occurring in April 2017 or on any distribution  date thereafter,  up to and
including  the  distribution  date for the  group I  offered  certificates  in March  2037,  any group I
offered  certificates  are  outstanding  and the  aggregate  stated  principal  balance  of the  group I
mortgage  loans with  original  terms to maturity in excess of 30 years is greater  than or equal to the
scheduled  amount  specified in Schedule 1 to this  prospectus  supplement for the related  distribution
date,  the trustee  will be required to deposit,  from  interest  collections  from the group I mortgage
loans,  into the final maturity reserve account on each such  distribution  date, an amount equal to the
lesser of (a) the  product of (i) 1.00%,  (ii) the  aggregate  stated  principal  balance of the group I
mortgage  loans with  original  terms to maturity in excess of 30 years as of the due date  occurring in
the month  prior to such  distribution  date and (iii)  one-twelfth  and (b) the excess of (i) the final
maturity  reserve  fund target for such  distribution  date over (ii) the amount on deposit in the final
maturity reserve fund immediately  prior to such  distribution  date, until the amount on deposit in the
final  maturity  reserve  account is equal to the final  maturity  reserve  account  target.  Amounts on
deposit in the final maturity reserve account will be used to pay the current  principal  balance of the
group I offered  certificates  outstanding on the distribution  date in March 2037 (or such earlier date
upon which the final  distribution  of  payments on the group I mortgage  loans and other  assets of the
trust is expected to be made).  See  "Description of the  Certificates--Final  Maturity  Reserve Account"
in this prospectus supplement.

Advances

The servicer will make cash advances  with respect to  delinquent  minimum  payments due on the mortgage
loans for which it acts as  servicer,  generally  to the extent that the  servicer  reasonably  believes
that such cash  advances  can be repaid from  future  payments on the  related  mortgage  loans.  If the
servicer fails to make any required  advances,  the trustee may be obligated to do so in its capacity as
successor servicer,  as described in this prospectus  supplement.  These cash advances are only intended
to maintain a regular flow of scheduled  interest and  principal  payments on the  certificates  and are
not intended to guarantee or insure  against  losses.  See "The Pooling and Servicing  Agreement--Monthly
Advances" in this prospectus supplement.

Servicing Fee and Trustee Compensation

The servicer will be entitled to receive a monthly  servicing  fee, as  compensation  for its activities
under the pooling and servicing  agreement,  equal to 1/12th of the servicing fee rate multiplied by the
aggregate  stated  principal  balance of the  mortgage  loans  serviced  by it as of the due date in the
month  preceding  the month in which such  distribution  date  occurs.  The  servicing  fee rate will be
0.375% per annum.  Interest  shortfalls on the related mortgage loans resulting from prepayments in full
in any  calendar  month  will be  offset  by the  servicer  on the  distribution  date in the  following
calendar  month to the  extent  of  compensating  interest  payments  as  described  in this  prospectus
supplement.

As  compensation  for its  activities  under the pooling and  servicing  agreement,  the trustee will be
entitled to the investment  income on amounts in the  distribution  account for the period  specified in
the pooling and servicing agreement.

Credit Enhancement

Credit enhancement  provides limited protection to holders of specified  certificates against shortfalls
in payments  received on the mortgage  loans.  This  transaction  employs the following  forms of credit
enhancement.

Excess  Spread and  Overcollateralization.  The mortgage  loans are expected to generate  more  interest
than is needed to pay interest on the related  certificates  because we expect the weighted  average net
interest  rate of the mortgage  loans to be higher than the weighted  average  pass-through  rate on the
related  certificates.  In  addition,  such  higher  interest  rate is paid on a  principal  balance  of
mortgage loans that is larger than the current  principal amount of the related  certificates.  Interest
payments  received  in  respect  of the  mortgage  loans in excess of the  amount  that is needed to pay
interest on the related  certificates,  related trust expenses and, with respect to the group I mortgage
loans,  on and after the  distribution  date  occurring  in April 2017,  any amounts paid into the final
maturity  reserve  account,  will be used to reduce the total  current  principal  amount of the related
certificates until a required level of overcollateralization has been achieved.

See  "Description  of the  Certificates--Excess  Spread  and  Overcollateralization  Provisions"  in this
prospectus supplement.

Subordination;  Allocation of Losses. By issuing senior certificates and subordinate  certificates,  the
trust has increased the  likelihood  that senior  certificateholders  will receive  regular  payments of
interest and principal.

The senior  certificates will have a payment priority over the related subordinate  certificates.  Among
the  classes of  subordinate  certificates,  each class of Class B  Certificates  in a loan group with a
lower numerical  class  designation  will have payment  priority over each class of Class B Certificates
in such loan group with a higher numerical class designation.

Subordination  provides the holders of certificates  having a higher payment priority protection against
losses  realized  when the remaining  unpaid  principal  balance on a related  mortgage loan exceeds the
amount of  proceeds  recovered  upon the  liquidation  of that  mortgage  loan.  In  general,  this loss
protection is accomplished  by allocating any realized  losses in excess of available  excess spread and
any current  overcollateralization to the related subordinate  certificates,  beginning with the related
subordinate  certificates with the lowest payment  priority,  until the current principal amount of that
subordinate  class has been reduced to zero and then  allocating  any loss to the next most junior class
of related  subordinate  certificates,  until the current  principal amount of each class of subordinate
certificates  is reduced  to zero.  If no  related  subordinate  certificates  remain  outstanding,  the
principal  portion of realized  losses on the mortgage  loans in each loan group or sub-loan  group,  as
applicable,  will be  allocated  to the  related  senior  certificates  thereof in  accordance  with the
priorities  set forth herein  under  "Description  of the  Certificates--Allocation  of Realized  Losses;
Subordination."

As of the closing date, the aggregate  current principal amount of the Class I-B-1,  Class I-B-2,  Class
I-B-3,  Class I-B-4,  Class I-B-5,  Class I-B-6,  Class I-B-7,  Class I-B-8 and Class I-B-9 Certificates
will equal  approximately  9.50% of the aggregate  principal balance of the group I mortgage loans as of
the cut-off date.

As of the closing  date,  the aggregate  current  principal  amount of the Class  II-B-1,  Class II-B-2,
Class II-B-3,  Class II-B-4,  Class II-B-5 and Class II-B-6  Certificates will equal approximately 8.85%
of the aggregate principal balance of the group II mortgage loans as of the cut-off date.

See "Description of the  Certificates--Allocation  of Realized Losses;  Subordination" in this prospectus
supplement.

The Corridor Contracts

The group II offered  certificates  and the Class II-B-6  Certificates  will be entitled to the benefits
provided by the related corridor  contract.  There can be no assurance as to the extent of benefits,  if
any, that may be realized by the certificateholders as a result of the corridor contracts.

See "The Corridor Contracts" in this prospectus supplement.

Optional Termination

At its  option,  the  depositor  or its  designee  may  purchase  from the  trust all of the (i) group I
mortgage  loans,  together with any  properties in respect  thereof  acquired on behalf of the trust and
thereby effect  termination and early retirement of the group I certificates  after the stated principal
balance of the group I mortgage loans (and  properties  acquired in respect  thereof),  remaining in the
trust has been reduced to less than 10% of the stated  principal  balance of the group I mortgage  loans
as of the  cut-off  date and (ii) group II  mortgage  loans,  together  with any  properties  in respect
thereof  acquired on behalf of the trust and thereby  effect  termination  and early  retirement  of the
group II  certificates  after  the  stated  principal  balance  of the  group  II  mortgage  loans  (and
properties  acquired in respect  thereof),  remaining  in the trust has been reduced to less than 10% of
the stated principal balance of the group II mortgage loans as of the cut-off date.
See "Pooling and Servicing Agreement--Termination" in this prospectus supplement.
Federal Income Tax Consequences
One or more  elections  will be made to treat the mortgage  loans and certain  related  assets as one or
more real estate mortgage investment conduits for federal income tax purposes.
See "Federal Income Tax Consequences" in this prospectus supplement.
Ratings
It is a  condition  to the  issuance  of the  certificates  that the  offered  certificates  receive the
following  ratings from  Standard & Poor's Rating  Services,  a division of The  McGraw-Hill  Companies,
Inc.,  which is referred  to herein as S&P and Moody's  Investors  Service,  Inc.,  which is referred to
herein as Moody's:

Offered Certificates      S&P     Moody's
________________________________________________
      Class I-A-1          AAA       Aaa
      Class I-A-2          AAA       Aaa
      Class I-A-3          AAA       Aaa
       Class I-X           AAA       Aaa
     Class II-1A-1         AAA       Aaa
     Class II-1A-2         AAA       Aaa
     Class II-1A-3         AAA       Aaa
     Class II-2A-1         AAA       Aaa
      Class I-B-1          AA+       Aaa
      Class I-B-2          AA        Aa1
      Class I-B-3          AA-       Aa1
      Class I-B-4          A+        Aa2
      Class I-B-5           A        Aa3
      Class I-B-6          A-        A1
      Class I-B-7         BBB+       A2
      Class I-B-8          BBB      Baa1
      Class I-B-9         BBB-      Baa2
     Class II-B-1          AA        Aa1
     Class II-B-2           A        Aa3
     Class II-B-3         BBB+       A2
     Class II-B-4          BBB       A3
     Class II-B-5         BBB-      Baa1

A rating is not a  recommendation  to buy, sell or hold  securities  and either rating agency can revise
or withdraw such ratings at any time.  In general,  ratings  address  credit risk and do not address the
likelihood of prepayments.
See "Yield and  Prepayment  Considerations"  and  "Ratings"  in this  prospectus  supplement  and "Yield
Considerations" in the prospectus.

Legal Investment

The offered  certificates  (other than the Class I-B-4,  Class I-B-5,  Class I-B-6,  Class I-B-7,  Class
I-B-8, Class I-B-9, Class II-B-3,  Class II-B-4,  Class II-B-5  Certificates) will constitute  "mortgage
related  securities"  for purposes of SMMEA,  so long as they are rated in one of the two highest rating
categories by a nationally  recognized  statistical rating  organization.  The Class I-B-4, Class I-B-5,
Class  I-B-6,  Class I-B-7,  Class  I-B-8,  Class  I-B-9,  Class  II-B-3,  Class II-B-4 and Class II-B-5
Certificates will not constitute "mortgage related securities" for purposes of SMMEA.

See "Legal Investment" in this prospectus supplement and "Legal Investment Matters" in the prospectus.

ERISA Considerations

The offered  certificates  may be purchased by persons  investing  assets of employee  benefit  plans or
individual  retirement accounts,  subject to important  considerations.  Plans should consult with their
legal  advisors  before  investing  in the  offered  certificates.  See "ERISA  Considerations"  in this
prospectus supplement.





                                                  RISK FACTORS

        You are  encouraged  to carefully  consider the following  risk factors in  connection  with the
purchase of the offered certificates:

       Your Yield on the  Certificates  Will be  Subject to any  Negative  Amortization  on the  Related
Mortgage Loans.

        All of the mortgage loans in the trust fund are negative amortization loans.

        Negative amortization may occur with respect to the group I mortgage loans, because,  generally,
after the initial fixed rate period  following  origination (as set forth in the related mortgage note),
the interest rates on the negative  amortization  loans  included in loan group I will typically  adjust
monthly but their  monthly  payments and  amortization  schedules  adjust  annually.  During a period of
rising  interest  rates,  the amount of interest  accruing on the  principal  balance of these  mortgage
loans may exceed the amount of the minimum monthly  payment.  In addition,  in most  circumstances,  the
amount by which a monthly  payment may be adjusted on an annual payment  adjustment  date may be limited
and may not be sufficient  to amortize  fully the unpaid  principal  balance of a mortgage loan over its
remaining  term to maturity.  Approximately  2.93% of the group I mortgage loans and all of the group II
mortgage loans are still in their initial fixed rate period.  The initial  interest rates on most of the
group I mortgage  loans  during the  initial  fixed  rate  period are lower than the sum of the  indices
applicable  and the  related  margins  and range  from not lower  than  1.000%  per annum and in no case
exceeding  3.000% per annum. For  approximately  1.71% of the group I mortgage loans, the interest rates
are currently 1.000% per annum.

        Negative  amortization  may occur with respect to the group II mortgage loans because during the
initial  fixed  rate  period,  monthly  payments  made by the  mortgagor  may be less than the  interest
accrued on such group II mortgage loan for the related payment period.

        As a result,  a portion  of the  accrued  interest  on  negatively  amortizing  loans may become
deferred  interest  which will be added to their  principal  balances and will also bear interest at the
applicable  interest  rates.  The amount of any deferred  interest  accrued on a mortgage  loan during a
due period will reduce the amount of interest  available  to be  distributed  on the related  classes of
certificates on the related distribution date.

        If the interest  rates on the mortgage  loans  decrease  prior to an  adjustment  in the monthly
payment,  a larger  portion of the monthly  payment will be applied to the unpaid  principal  balance of
the  mortgage  loan,  which may cause the related  classes of  certificates  to amortize  more  quickly.
Conversely,  if the interest  rates on the mortgage loans increase prior to an adjustment in the monthly
payment,  a smaller  portion of the monthly payment will be applied to the unpaid  principal  balance of
the mortgage loan,  which may cause the related classes of  certificates  to amortize more slowly.  With
respect to the group I mortgage  loans,  on the fifth  payment  adjustment  date of a mortgage  loan and
every fifth  payment  adjustment  date  thereafter  and the last  payment  adjustment  date prior to the
mortgage  loan's  maturity,  the monthly  payment due on such mortgage loan will be reset without regard
to the related periodic  payment cap or if the unpaid principal  balance exceeds a percentage of 110% or
115%, as applicable,  of the original  principal balance due to deferred  interest,  the monthly payment
due on that mortgage loan will be reset,  without  regard to the related  periodic  payment cap, in each
case in order to provide  for the  outstanding  balance of the  mortgage  loan to be paid in full at its
maturity by the payment of equal  monthly  installments.  With  respect to the group II mortgage  loans,
the initial  minimum  monthly  payment is  calculated  on the basis of the  original  loan amount and an
interest  rate below the original  interest  rate by generally up to 3% per annum.  After the end of the
five-year  period after  origination or if the unpaid  principal  balance equals or exceeds a percentage
of 110% or 115% (as  applicable)  of the  original  principal  balance  due to  deferred  interest,  the
monthly payment due on that mortgage loan will be reset without regard to the related  periodic  payment
cap,  to an  interest-only  payment in an amount  equal to the full  amount of accrued  interest  on the
mortgage  loan  calculated  based on the  outstanding  principal  balance of the  mortgage  loan and the
interest  rate then in effect.  These  adjustment  features  are likely to  substantially  increase  the
monthly  payment  due from  borrowers  and are  likely to affect  the rate at which  principal  on these
mortgage  loans is paid. In addition,  the  adjustment  features may create a greater risk of default if
the  borrowers  are unable to pay the  higher  monthly  payments  that may  result in  increases  in the
interest  rates and  increased  principal  balances.  It is  expected  that if a borrower  paid only the
minimum  monthly  payment due under the mortgage  loan,  such mortgage  loan would reach the  applicable
negative amortization percentage within approximately four years of origination.

        The amount of deferred  interest,  if any, with respect to the mortgage  loans for a given month
will reduce the amount of interest  collected on these  mortgage  loans and available to be  distributed
as a  distribution  of interest to the related  classes of  certificates.  The  resulting  reduction  in
interest  collections  on the  mortgage  loans  will be offset,  in part or in whole,  by  applying  all
payments of  principal  received  on the  mortgage  loans in a loan group or sub-loan  group to interest
distributions  on the related  classes of  certificates.  For any  distribution  date,  the net deferred
interest on the mortgage loans will be allocated to those classes of  certificates  as set forth in this
prospectus  supplement under  "Description of the  Certificates--Distributions  on the Certificates." The
amount of the reduction of accrued  interest  distributable  to a class of certificates  attributable to
net deferred  interest will be added to the current  principal amount of that class.  Only the amount by
which the payments of principal  received on the mortgage  loans exceed the amount of deferred  interest
on the  mortgage  loans will be  distributed  as  principal to the related  classes of  certificates  in
accordance  with the  priorities  set forth in this  prospectus  supplement  under  "Description  of the
Certificates--Distributions  on the  Certificates."  The increase in the current  principal amount of any
class of certificates  and the slower reduction in the current  principal  amounts due to the use of all
principal  collected on the related mortgage loans to offset the deferred  interest will have the effect
of increasing the weighted  average lives of the  certificates  and increasing your exposure to realized
losses on the related  mortgage  loans.  We cannot  predict the extent to which  mortgagors  will prepay
their  mortgage  loans and therefore  cannot  predict the extent of the effect of the  allocation of net
deferred interest on your certificates.

        In addition,  as the principal balance of a mortgage loan subject to negative  amortization will
increase by the amount of deferred  interest  allocated to such loan, the increasing  principal  balance
of a negative  amortization  loan may  approach or exceed the value of the related  mortgaged  property,
thus  increasing the likelihood of defaults as well as the amount of any loss  experienced  with respect
to any such negative  amortization  that is required to be liquidated.  Furthermore,  each mortgage loan
provides for the payment of any remaining  unamortized  principal  balance  thereto (due to the addition
of deferred  interest,  if any, to the principal  balance of the mortgage  loan) in a single  payment at
the maturity of such  mortgage  loan.  Because the related  mortgagors  may be required to make a larger
single  payment upon  maturity,  it is possible that the default risk  associated  with  mortgage  loans
subject to negative amortization is greater than associated with fully amortizing mortgage loans.

        Some of the Mortgage Loans Have a Limited Performance History.

        The 5 Yr. Bear Stearns  Secure Option ARM loans  included in loan group II are a relatively  new
product in the mortgage  marketplace.  The  performance  of these  mortgage  loans may be  significantly
different  than mortgage loans that fully  amortize or have other  negative  amortization  features that
are  more  common  to the  mortgage  marketplace.  In  particular,  the  depositor  is not  aware of any
performance  history for mortgage loans of this type,  including  with respect to losses,  delinquencies
or  prepayments.  If the  performance of these mortgage loans is  substantially  worse or different than
assumed by an  investor,  there may be delays in payment and  increased  losses on the  mortgage  loans.
Such  delays and losses on the  mortgage  loans  could  affect  the rate and timing of  payments  on the
certificates and could increase the risk that realized losses will be allocated to the certificates.

       The  Offered  Certificates  Will  Have  Limited  Liquidity,  So You May Be  Unable  to Sell  Your
Securities or May Be Forced to Sell Them at a Discount from Their Fair Market Value.

        The  underwriter  intends to make a secondary  market in the offered  certificates,  however the
underwriter  will not be obligated to do so. There can be no assurance  that a secondary  market for the
offered  certificates  will develop or, if it does develop,  that it will provide holders of the offered
certificates  with  liquidity  of  investment  or that  it will  continue  for the  life of the  offered
certificates.  As a result,  any resale prices that may be available for any offered  certificate in any
market that may develop may be at a discount  from the initial  offering  price or the fair market value
thereof. The offered certificates will not be listed on any securities exchange.

       Credit  Enhancement  Is Limited;  The Failure of Credit  Enhancement to Cover Losses on the Trust
Fund Assets May Result in Losses Allocated to the Offered Certificates.

        The  subordination  of the  subordinate  certificates  to the  related  senior  certificates  as
described  in this  prospectus  supplement,  is intended to enhance the  likelihood  that holders of the
senior  certificates  and, to a more limited extent,  holders of the offered  subordinate  certificates,
will  receive  regular  payments  of  interest  and  principal  and to provide the holders of the senior
certificates  and,  to  a  more  limited  extent,  the  holders  of  the  related  offered   subordinate
certificates  with a  higher  payment  priority,  with  protection  against  losses  realized  when  the
remaining unpaid principal  balance on a related mortgage loan exceeds the amount of proceeds  recovered
upon the  liquidation  of that  mortgage  loan. In general,  this loss  protection  is  accomplished  by
allocating the principal  portion of any realized losses,  to the extent not covered by excess spread or
any  overcollateralization,  among the  certificates  in the  related  loan  group,  beginning  with the
subordinate  certificates with the lowest payment  priority,  until the current principal amount of that
subordinate  class  has been  reduced  to zero.  The  principal  portion  of  realized  losses  are then
allocated  to the next most  junior  class of  subordinate  certificates,  until the  current  principal
amount of each class of  subordinate  certificates  is reduced to zero. If no  subordinate  certificates
remain  outstanding,  the  principal  portion of realized  losses on the mortgage  loans in a loan group
will be  allocated  to the  related  senior  certificates  in the  order of  priority  set forth in this
prospectus   supplement  under   "Description  of  the   Certificates--Allocation   of  Realized  Losses;
Subordination."  Accordingly,  if the  aggregate  current  principal  amount of the related  subordinate
certificates  were to be reduced to zero,  delinquencies  and defaults on the  mortgage  loans in a loan
group  would  reduce the amount of funds  available  for  monthly  distributions  to the  holders of the
related senior certificates.

        The ratings of the offered  certificates  by the rating  agencies may be lowered  following  the
initial  issuance  thereof  as a result of losses on the  mortgage  loans in the  related  loan group in
excess of the levels  contemplated by the rating agencies at the time of their initial rating  analysis.
None of the depositor,  the sponsor,  the trustee nor any of their  respective  affiliates will have any
obligation  to replace or  supplement  any credit  enhancement,  or to take any other action to maintain
the  ratings  of  the  offered   certificates.   See  "Description  of  Credit   Enhancement--Subordinate
Securities" in the prospectus.

        Developments  in Specified  Regions Could Have a  Disproportionate  Effect on the Mortgage Loans
due to Geographical Concentrations of Mortgaged Properties.

        Approximately  60.08% of the mortgage  loans as of the cut-off date are secured by properties in
California.  Property  in certain  regions  may be more  susceptible  than  properties  located in other
parts of the country to certain types of uninsurable  hazards,  such as earthquakes,  floods,  mudslides
and other natural disasters.  In addition:

o        economic  conditions  in a  specific  region  with a  significant  concentration  of  properties
         underlying  the  mortgage  loans (which may or may not affect real  property  values) may
         affect the ability of borrowers to repay their loans on time;

o       declines  in a region's  residential  real  estate  market  may reduce the values of  properties
        located in that region,  which would result in an increase in the  loan-to-value  ratios;
        and

o       any increase in the market value of properties  located in a particular  region would reduce the
        loan-to-value  ratios  and  could,  therefore,  make  alternative  sources  of  financing
        available to the borrowers at lower  interest  rates,  which could result in an increased
        rate of prepayment of the mortgage loans.

        Any risks  associated with mortgage loan  concentration  may affect the yield to maturity of the
offered  certificates  to the extent  losses  caused by these  risks are not  covered  by  subordination
provided by the subordinate certificates.

        A Transfer of Servicing May Result in an Increased Risk of Delinquency  and Loss on the Mortgage
Loans.

        The primary  servicing for a majority of the mortgage  loans was  transferred  to EMC within the
last three months.  Any servicing  transfer  involves  notifying  mortgagors to remit  payments to a new
servicer,  transferring  physical  possession of loan files and records to the new servicer and entering
loan and mortgagor data on the management  information  systems of the new servicer.  Accordingly,  such
transfers  could result in  misdirected  notices,  misapplied  payments,  data input  problems and other
problems.   In  addition,   investors  should  note  that  when  the  servicing  of  mortgage  loans  is
transferred,  there is  generally  an increase in  delinquencies  associated  with such  transfer.  Such
increase in  delinquencies  and  problems  incurred  with the transfer to the new servicer may result in
losses,  which,  to the  extent  they are not  absorbed  by credit  enhancement,  will  cause  losses or
shortfalls to be incurred by the holders of the offered  certificates.  In addition,  any higher default
rate resulting from such transfer may result in an acceleration of prepayments on those mortgage loans.

        Recent Developments in the Residential Mortgage Market May Adversely Affect the Market Value of
Your Securities.

        Recently,  the  residential  mortgage  market in the United States has  experienced a variety of
difficulties  and changed  economic  conditions  that may adversely  affect the  performance  and market
value  of your  securities.  Delinquencies  and  losses  with  respect  to  residential  mortgage  loans
generally have increased in recent months,  and may continue to increase,  particularly  in the subprime
sector.  In addition,  in recent months housing prices and appraisal values in many states have declined
or stopped appreciating,  after extended periods of significant appreciation.  A continued decline or an
extended  flattening of those values may result in additional  increases in delinquencies  and losses on
residential  mortgage  loans  generally,   particularly  with  respect  to  second  homes  and  investor
properties and with respect to any residential  mortgage loans whose  aggregate loan amounts  (including
any subordinate liens) are close to or greater than the related property values.

        Another factor that may in the future  contribute to higher  delinquency  rates is the potential
increase in monthly  payments on adjustable  rate mortgage  loans.  Borrowers  with  adjustable  payment
mortgage  loans may be exposed to  increased  monthly  payments if the related  mortgage  interest  rate
adjusts upward from the initial fixed rate or a low introductory  rate, as applicable,  in effect during
the initial  period of the mortgage loan to the rate computed in accordance  with the  applicable  index
and margin.  This  increase in  borrowers'  monthly  payments,  together with any increase in prevailing
market  interest  rates,  after the initial  fixed rate period,  may result in  significantly  increased
monthly payments for borrowers with adjustable rate mortgage loans.

        You should consider that the general market conditions  discussed above may adversely affect the
performance and market value of your securities.

        Investors should note that on March 28, 2007, a stipulated  preliminary injunction was issued by
an Ohio state court against New Century  Mortgage  Corp.  with respect to mortgage  loans  originated by
New  Century in Ohio.  The  injunction  was agreed to by New  Century  and the  Attorney  General of the
State of Ohio.  Among other items,  the court  instituted  certain  limitations  on  foreclosure  by New
Century with  respect to Ohio  mortgage  loans,  including a  requirement  to attempt to enter into loss
mitigation  measures and to not commence  foreclosure for at least 180 days following  delinquency.  Any
proposed  foreclosure is subject to a 30 day prior review period by the state.  The injunction  does not
apply to any of the mortgage  loans  included in the trust.  However,  borrowers,  regulators  and other
governmental  authorities  may seek to obtain  similar  injunctions  or relief,  or other adverse action
including  requirements  to provide  loan  modifications,  against  other  parties  which may affect the
mortgage loans  included in the trust.  If this  occurred,  delinquencies  and losses may be higher than
would otherwise be the case, and amounts received with respect to the mortgage loans could be reduced.

        The  Underwriting  Standards  of Some of the Mortgage  Loans Do Not Conform to the  Standards of
Fannie Mae or Freddie Mac, And May Present a Greater Risk of Loss with Respect to those Mortgage Loans.

        Some  of the  mortgage  loans  were  underwritten  generally  in  accordance  with  underwriting
standards which are primarily intended to provide for single family  "non-conforming"  mortgage loans. A
"non-conforming"  mortgage loan means a mortgage loan which is ineligible  for purchase by Fannie Mae or
Freddie Mac due to either credit  characteristics  of the related  mortgagor or documentation  standards
in  connection  with the  underwriting  of the related  mortgage loan that do not meet the Fannie Mae or
Freddie Mac underwriting  guidelines for "A" credit  mortgagors.  These credit  characteristics  include
mortgagors whose  creditworthiness  and repayment  ability do not satisfy such Fannie Mae or Freddie Mac
underwriting  guidelines  and  mortgagors  who may  have a  record  of  credit  write-offs,  outstanding
judgments,  prior  bankruptcies  and other  credit  items that do not satisfy such Fannie Mae or Freddie
Mac underwriting  guidelines.  These documentation  standards may include mortgagors who provide limited
or no  documentation  in connection  with the  underwriting of the related  mortgage loan.  Accordingly,
mortgage  loans  underwritten  under  the  related  originator's   non-conforming   credit  underwriting
standards are likely to experience rates of delinquency,  foreclosure and loss that are higher,  and may
be  substantially  higher,  than mortgage loans  originated in accordance with the Fannie Mae or Freddie
Mac underwriting  guidelines.  Any resulting  losses,  to the extent not covered by credit  enhancement,
may affect the yield to maturity of the related offered certificates.

        Book-Entry Securities May Delay Receipt of Payment and Reports.

        If the trust fund issues  certificates  in book-entry  form,  certificateholders  may experience
delays in receipt of payments  and/or  reports since  payments and reports will initially be made to the
book-entry  depository or its nominee.  In addition,  the issuance of  certificates  in book-entry  form
may  reduce  the  liquidity  of  certificates  so issued in the  secondary  trading  market  since  some
investors  may  be  unwilling  to  purchase   certificates   for  which  they  cannot  receive  physical
certificates.

        The Yield to Maturity on the Offered Certificates Will Depend on a Variety of Factors.

        The yield to maturity on the offered certificates will depend, in general, on:

o       the applicable purchase price; and

o       the rate and timing of principal payments (including  prepayments and collections upon defaults,
        liquidations and repurchases)  relative to the amount and timing of deferred  interest on
        the related  mortgage loans and the allocation  thereof to reduce or increase the current
        principal amount of the related offered certificates, as well as other factors.

       The yield to investors on the offered  certificates will be adversely  affected by any allocation
thereto of interest shortfalls on the related mortgage loans.

       In general,  if the offered  certificates are purchased at a premium and principal  distributions
on the related  mortgage  loans occur at a rate faster than  anticipated  at the time of  purchase,  the
investor's  actual  yield  to  maturity  will be  lower  than  that  assumed  at the  time of  purchase.
Conversely,  if the offered certificates are purchased at a discount and principal  distributions on the
related  mortgage  loans occur at a rate  slower  than that  anticipated  at the time of  purchase,  the
investor's actual yield to maturity will be lower than that originally assumed.

       The proceeds to the depositor from the sale of the offered  certificates  were  determined  based
on a number of assumptions,  including a 25% constant rate of prepayment each month or CPR,  relative to
the then  outstanding  principal  balance of the  mortgage  loans.  No  representation  is made that the
mortgage  loans will prepay at this rate or at any other rate or that the mortgage  loans will prepay at
the same rate. The yield  assumptions for the offered  certificates  will vary as determined at the time
of sale. See "Yield and Prepayment Considerations" in this prospectus supplement.

        The rate and timing of  distributions  allocable to principal on the offered  certificates  will
depend, in general,  on the rate and timing of principal payments  (including  prepayments,  collections
upon defaults,  liquidations  and  repurchases  and the allocation of deferred  interest) on the related
mortgage  loans and the  allocation  thereof to pay principal on such  certificates  as provided in this
prospectus supplement.  As is the case with mortgage pass-through  certificates  generally,  the offered
certificates  are subject to substantial  inherent  cash-flow  uncertainties  because the mortgage loans
may be prepaid at any time.  However,  with respect to  approximately  78.29% of the mortgage  loans,  a
prepayment  within four months to five years of its origination  may subject the related  mortgagor to a
prepayment  charge,  which  may act as a  deterrent  to  prepayment  of the  mortgage  loan  during  the
applicable  period.  However,  under certain  circumstances,  the prepayment charge may be waived by the
servicer.  There can be no assurance that any prepayment  charges will have any effect on the prepayment
performance  of the  mortgage  loans.  See  "Description  of the  Mortgage  Loans"  in  this  prospectus
supplement.

        The sponsor may, from time to time, implement programs designed to encourage refinancing.  These
programs  may  include,  without  limitation,  modifications  of  existing  loans,  general or  targeted
solicitations,  the offering of pre-approved applications,  reduced origination fees or closing costs or
other financial incentives.  Targeted solicitations may be based on a variety of factors,  including the
credit of the  borrower  or the  location  of the  mortgaged  property.  In  addition,  the  sponsor may
encourage  assumptions of mortgage loans,  including  defaulted mortgage loans, under which creditworthy
borrowers  assume the  outstanding  indebtedness  of the  mortgage  loans which may be removed  from the
related  mortgage pool. As a result of these programs,  with respect to the mortgage pool underlying any
trust,  the rate of principal  prepayments of the mortgage loans in the mortgage pool may be higher than
would  otherwise  be the case and,  in some  cases,  the  average  credit or  collateral  quality of the
mortgage loans remaining in the mortgage pool may decline.

        Generally,  when prevailing interest rates increase,  prepayment rates on mortgage loans tend to
decrease.  A decrease in the  prepayment  rates on the  mortgage  loans will result in a reduced rate of
return of  principal  to investors in the offered  certificates  at a time when  reinvestment  at higher
prevailing rates would be desirable.

        Conversely,  when prevailing interest rates decline,  prepayment rates on mortgage loans tend to
increase.  An increase in the  prepayment  rates on the mortgage  loans will result in a greater rate of
return of principal to investors in the offered  certificates at a time when  reinvestment at comparable
yields may not be possible.

        During at least the first three years after the closing  date,  the entire amount of payments of
principal with respect to the mortgage loans will be allocated to the related  senior  certificates,  as
described  herein,  unless the current  principal amount of the senior  certificates has been reduced to
zero.  This will  accelerate  the  amortization  of the senior  certificates  as a whole  while,  in the
absence  of losses  in  respect  of the  mortgage  loans,  increasing  the  percentage  interest  in the
principal balance of the mortgage loans that  the subordinate certificates evidence.

        For further  information  regarding the effect of principal  prepayments on the weighted average
lives of the  offered  certificates,  see  "Yield  and  Prepayment  Considerations"  in this  prospectus
supplement.

       Excess Spread May be Inadequate to Cover Losses and/or to Build Overcollateralization.

        The mortgage  loans are expected to generate more interest than is needed to pay interest on the
offered  certificates  and the Class  II-B-6  Certificates  because we expect the  weighted  average net
interest  rate on the mortgage  loans to be higher than the weighted  average  pass-through  rate on the
offered  certificates  and the Class II-B-6  Certificates.  If the mortgage loans generate more interest
than is needed to pay interest on the offered  certificates and the Class II-B-6  Certificates,  related
trust expenses and, with respect to loan group I, on or after the  distribution  date occurring in April
2017, any amounts paid into the final maturity  reserve  account,  such "excess  spread" will be used to
make additional  principal  payments on the related offered  certificates and, if applicable,  the Class
II-B-6  Certificates,  which  will  reduce the total  principal  amount of such  certificates  below the
aggregate  principal  balance of the related mortgage loans,  thereby creating  "overcollateralization."
Overcollateralization  is intended to provide limited protection to  certificateholders by absorbing the
certificate's  share of losses  from  liquidated  mortgage  loans.  However,  we cannot  assure you that
enough  excess  spread will be  generated  on the  mortgage  loans to establish or maintain the required
level of  overcollateralization.  On the closing date the  required  level of  overcollateralization  is
expected   to  be  met  with   respect   to  both  loan   groups.   If  the   protection   afforded   by
overcollateralization is insufficient, then you could experience a loss on your investment.

        The excess spread  available on any  distribution  date will be affected by the actual amount of
interest  received,  advanced or recovered in respect of the related mortgage loans during the preceding
month.  Such  amount may be  influenced  by  changes  in the  weighted  average  of the  mortgage  rates
resulting from  prepayments,  defaults and  liquidations of the related  mortgage  loans.  The amount of
deferred  interest on a mortgage loan resulting from negative  amortization  will decrease the amount of
excess  spread  available  to  increase  the  overcollateralization,  which  may  reduce  the  amount of
overcollateralization available to provide credit enhancement on the certificates.

        If at any time the amount of  overcollateralization  is at a level below the required level, the
overcollateralization   provisions  are  intended  to  result  in  an  accelerated   rate  of  principal
distributions  to holders of the classes of certificates  then entitled to  distributions  of principal.
An  earlier  return  of  principal  to the  holders  of the  offered  certificates  as a  result  of the
overcollateralization  provisions  will influence the yield on such  certificates in a manner similar to
the  manner in which  principal  prepayments  on the  mortgage  loans  will  influence  the yield on the
related offered certificates.

        The Subordinate Certificates Have a Greater Risk of Loss than the Senior Certificates.

        When  certain  classes  of  certificates   provide  credit  enhancement  for  other  classes  of
certificates  it  is  sometimes  referred  to  as  "subordination."  For  purposes  of  this  prospectus
supplement,   subordination  with  respect  to  the  offered   certificates  (other  than  the  Class  X
Certificates) and the Class II-B-6 Certificates or "subordinated classes" generally means:

o       with respect to the Class I-A-1  Certificates:  the Class  I-A-2,  the Class I-A-3 and the Class
        I-B Certificates;

o       with respect to the Class I-A-2  Certificates:  the Class I-A-3  Certificates  and the Class I-B
        Certificates;

o       with respect to the Class I-A-3 Certificates: the Class I-B Certificates;

o       with  respect to the Class I-B-1  Certificates:  the Class  I-B-2,  the Class  I-B-3,  the Class
        I-B-4,  the Class I-B-5,  the Class I-B-6, the Class I-B-7, the Class I-B-8 and the Class
        I-B-9 Certificates;

o       with  respect to the Class I-B-2  Certificates:  the Class  I-B-3,  the Class  I-B-4,  the Class
        I-B-5,  the  Class  I-B-6,  the  Class  I-B-7,  the  Class  I-B-8  and  the  Class  I-B-9
        Certificates;

o       with  respect to the Class I-B-3  Certificates:  the Class  I-B-4,  the Class  I-B-5,  the Class
        I-B-6, the Class I-B-7, the Class I-B-8 and the Class I-B-9 Certificates;

o       with  respect to the Class I-B-4  Certificates:  the Class  I-B-5,  the Class  I-B-6,  the Class
        I-B-7, the Class I-B-8 and the Class I-B-9 Certificates;
o       with respect to the Class I-B-5 Certificates:  the Class I-B-6, the Class I-B-7, the Class I-B-8
        and the Class I-B-9 Certificates;

o       with respect to the Class I-B-6  Certificates:  the Class  I-B-7,  the Class I-B-8 and the Class
        I-B-9 Certificates;

o       with respect to the Class I-B-7  Certificates:  the Class I-B-8 Certificates and the Class I-B-9
        Certificates;

o       with respect to the Class I-B-8 Certificates: the Class I-B-9 Certificates;

o       with respect to the Class II-1A-1 Certificates:  the Class II-1A-2,  Class II-1A-3 and the Class
        II-B Certificates;

o       with respect to the Class II-1A-2  Certificates:  the Class II-1A-3  Certificates  and the Class
        II-B Certificates;

o       with respect to the Class II-1A-3 Certificates: the Class II-B Certificates;

o       with respect to the Class II-2A-1 Certificates: the Class II-B Certificates;

o       with respect to the Class II-B-1  Certificates:  the Class II-B-2,  the Class II-B-3,  the Class
        II-B-4, the Class II-B-5 and the Class II-B-6 Certificates;

o       with respect to the Class II-B-2  Certificates:  the Class II-B-3,  the Class II-B-4,  the Class
        II-B-5 and the Class II-B-6 Certificates;

o       with respect to the Class II-B-3 Certificates:  the Class II-B-4, the Class II-B-5 and the Class
        II-B-6 Certificates;

o       with  respect to the Class II-B-4  Certificates:  the Class  II-B-5  Certificates  and the Class
        II-B-6 Certificates; and

o       with respect to the Class II-B-5 Certificates: the Class II-B-6 Certificates.

        In addition to excess spread and the overcollateralization  features, credit enhancement for the
senior  certificates will be provided by the right of the holders of the senior  certificates to receive
certain payments of interest and principal,  as applicable,  prior to the related  subordinated  classes
and by the allocation of realized  losses to the  subordinated  classes before  allocation to the senior
certificates.  This form of credit  enhancement uses collections on the mortgage loans otherwise payable
to the  holders of the  subordinate  classes to pay amounts  due on the  related  more  senior  classes.
Realized   losses  in  excess  of  any  related   available   excess  spread  and  any  related  current
overcollateralization  are  allocated  to the  related  subordinate  certificates,  beginning  with  the
related Class B Certificates with the highest numerical designation,  until the current principal amount
of the related Class B  Certificates  has been reduced to zero.  Accordingly,  if the aggregate  current
principal amount of a subordinated  class were to be reduced to zero,  delinquencies and defaults on the
mortgage loans would reduce the amount of funds  available for monthly  distributions  to holders of the
related  remaining  subordinated  class  or  classes  of  certificates  and,  if the  aggregate  current
principal amount of all the related subordinated  classes were to be reduced to zero,  delinquencies and
defaults  on the  mortgage  loans in each loan group  would  reduce the  amount of funds  available  for
monthly  distributions  to holders of the related  senior  certificates.  You should fully  consider the
risks of investing  in a  subordinate  certificate,  including  the risk that you may not fully  recover
your initial  investment as a result of realized losses.  See "Description of the  Certificates" in this
prospectus supplement.

        The weighted  average  lives of, and the yields to maturity  on, the Class  I-B-1,  Class I-B-2,
Class  I-B-3,  Class  I-B-4,  Class  I-B-5,  Class  I-B-6,  Class  I-B-7,  Class  I-B-8 and Class  I-B-9
Certificates  will be  progressively  more sensitive,  in that order, to the rate and timing of mortgage
defaults and the  severity of ensuing  losses on the group I mortgage  loans.  The Class  II-B-1,  Class
II-B-2,  Class II-B-3,  Class II-B-4,  Class II-B-5 and Class II-B-6  Certificates will be progressively
more  sensitive,  in that  order,  to the rate and timing of  mortgagor  defaults  and the  severity  of
ensuing  losses on the  group II  mortgage  loans.  If the  actual  rate and  severity  of losses on the
mortgage  loans is higher than those  assumed by an investor in such  certificates,  the actual yield to
maturity of such  certificates  may be lower than the yield  anticipated  by such  holder  based on such
assumption.  The timing of losses on the mortgage  loans will also affect an investor's  actual yield to
maturity,  even if the rate of defaults and  severity of losses over the life of the mortgage  loans are
consistent  with an  investor's  expectations.  In general,  the earlier a loss occurs,  the greater the
effect on an  investor's  yield to  maturity.  Realized  losses on the group I  mortgage  loans,  to the
extent they exceed the amount of excess  spread and  overcollateralization  following  distributions  of
principal  on the related  distribution  date,  will reduce the current  principal  amounts of the Class
I-B-9,  Class I-B-8,  Class I-B-7,  Class I-B-6,  Class I-B-5, Class I-B-4, Class I-B-3, Class I-B-2 and
Class  I-B-1  Certificates,  in that  order.  Realized  losses on the group II  mortgage  loans,  to the
extent they exceed the amount of  overcollateralization  following  distributions  of  principal  on the
related  distribution  date,  will  reduce the  current  principal  amounts of the Class  II-B-6,  Class
II-B-5,  Class II-B-4,  Class II-B-3,  Class II-B-2 and Class II-B-1  Certificates,  in that order. As a
result of such  reductions,  less interest will accrue on such class of  subordinate  certificates  than
would  otherwise  be the case.  Once a realized  loss is  allocated  to a  subordinate  certificate,  no
interest  will be  distributable  with respect to such written down amount.  However,  the amount of any
realized  losses  allocated to the  subordinate  certificates  may be  reimbursed  to the holders of the
subordinate   certificates   according  to  the   priorities  set  forth  under   "Description   of  the
Certificates--Distributions on the Certificates" in this prospectus supplement.

        Unless the current  principal  amounts of the related senior  certificates  have been reduced to
zero, the subordinate  certificates will not be entitled to any principal  distributions  until at least
the distribution  date occurring in April 2010 or during any period in which  delinquencies or losses on
the related  mortgage  loans  exceed  certain  levels.  As a result,  the  weighted  average life of the
subordinate  certificates  will be longer than would otherwise be the case if distributions of principal
were  allocated  among all of the  related  certificates  at the same  time.  As a result of the  longer
weighted  average  lives of the  subordinate  certificates,  the  holders  of such  certificates  have a
greater risk of suffering a loss on their  investments.  Furthermore,  because such  certificates  might
not receive any principal if certain  delinquency  levels occur, it is possible for such certificates to
receive no principal distributions even if no losses have occurred on the mortgage pool.

        In addition,  the multiple class structure of the subordinate  certificates  causes the yield of
such  classes  to be  particularly  sensitive  to  changes  in the rates of  prepayment  of the  related
mortgage  loans.  Because  distributions  of principal will be made to the holders of such  certificates
according to the  priorities  described  herein,  the yield to maturity on such classes of  certificates
will be sensitive to the rates of prepayment  on the mortgage  loans  experienced  both before and after
the commencement of principal  distributions  on such classes.  The yield to maturity on such classes of
certificates  will also be extremely  sensitive to losses due to defaults on the mortgage  loans and the
timing thereof,  to the extent such losses are not covered by  overcollateralization,  excess spread, or
a class of subordinate  certificates with a lower payment priority.  Furthermore,  the timing of receipt
of principal and interest by the subordinate  certificates  may be adversely  affected by losses even if
such classes of certificates do not ultimately bear such loss.

        The Applicable  Net Rate Cap May Reduce the Yields on the Class A  Certificates  and the Class B
Certificates.

        The pass-through  rates on the offered  certificates  (other than the Class X Certificates)  and
the Class II-B-6 Certificates are each subject to a net rate cap equal to,  approximately,  the weighted
average of the net mortgage  rates on the related  mortgage  loans  adjusted on an actual/360  basis (in
the case of the group I offered  certificates,  less the  coupon  strip  rate,  if  applicable,  and the
pass-through  rate on the Class X Certificates)  as more fully described in this prospectus  supplement.
If on any  distribution  date the  pass-through  rate for a class of offered  certificates  or the Class
II-B-6  Certificates is limited by the related net rate cap, the holders of the applicable  certificates
will receive a smaller  amount of interest than they would have received on that  distribution  date had
the  pass-through  rate for that  class not been  calculated  based on the  related  net rate  cap.  The
holders of those  certificates  will not be entitled to recover any  resulting  shortfall in interest on
that  distribution  date or on any  other  distribution  date  except to the  extent of excess  cashflow
available  for that  purpose.  If  mortgage  loans  with  relatively  higher  mortgage  rates  prepay or
default, the related net rate cap would result in lower interest than otherwise would be the case.

        The Class A Certificates  and the Class B Certificates  May Not Always Receive Interest Based on
One-Month LIBOR Plus the Related Margin.

        The  offered  certificates  (other  than  the  Class  I-X  Certificates)  and the  Class  II-B-6
Certificates  will receive  interest at a  pass-through  rate equal to the least of (i) one-month  LIBOR
plus the related  margin,  (ii) 10.50% per annum and (iii) the  applicable  net rate cap (in the case of
the group I offered certificates,  less the coupon strip rate, if applicable,  and the pass-through rate
on the  Class X  Certificates).  For any  class of such  certificates,  the  prepayment  of the  related
mortgage  loans with  relatively  higher  pass-through  rates may cause the  related  net rate cap to be
lower than  one-month  LIBOR plus the  related  margin,  in which  case the  pass-through  rate for such
certificates will be more likely to be limited to the related net rate cap.

        If on any distribution  date the pass-through  rate for any class of the certificates is limited
by the  applicable  net rate cap, a carryover  shortfall  amount,  equal to the  difference  between (i)
interest  that would have  accrued at the lesser of one-month  LIBOR plus the related  margin and 10.50%
per annum and (ii)  interest  accrued on that class of  certificates  as limited by the related net rate
cap, will be payable to such  certificates,  to the extent of available funds on that  distribution date
or future  distribution  dates,  provided  that any basis risk  shortfall  carry-forward  amount will be
reduced by the amount of net deferred  interest  that is added to the current  principal  amount of that
class of  certificates.  Such  shortfall will be covered to the extent of excess cash flow available for
that purpose  and,  for the group II offered  certificates  and the Class  II-B-6  Certificates,  to the
extent of  available  payments  under the  corridor  contracts.  However,  payments  under the  corridor
contracts  are based on the  lesser of the  actual  current  principal  amount of the  related  class of
certificates  and an  assumed  principal  amount  of  such  certificates  based  on  certain  prepayment
assumptions  regarding  the  related  mortgage  loans.  If the  related  mortgage  loans  do not  prepay
according to those  assumptions,  it may result in the corridor contracts  providing  insufficient funds
to cover such  shortfalls.  In addition,  each corridor  contract  provides for payment of the excess of
the lesser of One-Month  LIBOR or the related  ceiling rate over a specified per annum rate,  which also
may not provide  sufficient  funds to cover such  shortfalls.  Accordingly,  such  shortfalls may remain
unpaid on the final  distribution  date,  including the related optional  termination  date. The holders
of the  certificates  will be subject to the risk that interest  distributable  to those classes will be
limited by the  applicable  net rate cap.  See  "Description  of the  Certificates--Distributions  on the
Certificates" in this prospectus supplement.

        In addition,  although the group II offered  certificates and the Class II-B-6  Certificates are
entitled to payments under the related corridor  contracts  during periods of increased  One-Month LIBOR
rates,  the  counterparty  thereunder  will  only be  obligated  to make  such  payments  under  certain
circumstances.

        To the  extent  that  payments  on the  group  II  offered  certificates  and the  Class  II-B-6
Certificates  depend in part on payments to be received  under the  corridor  contracts,  the ability of
the trust to make  payments on those classes of  certificates  will be subject to the credit risk of the
corridor counterparty.

        The  corridor  contracts  terminate  in  accordance  with their terms and on the dates set forth
therein.  This date was selected based on certain prepayment  assumptions regarding the related mortgage
loans and that the optional  termination  right becomes  exercisable  and is  exercisable  at that time.
These prepayment  assumptions were used to determine the projected  principal  balance of the applicable
class of  certificates  under the corridor  contracts.  If  prepayments  on the related  mortgage  loans
occur at rates that are slower than those  assumptions,  or even if such mortgage loans prepay according
to those assumptions,  if the optional termination right is not exercised,  the contracts will terminate
prior to the repayment in full of the related  classes of  certificates.  See "The  Corridor  Contracts"
in this prospectus supplement.

        Specific Considerations for the Class X Certificates.

        Interest  accruing  on the Class I-X  Certificates  will be based on a fixed  rate of 0.500% per
annum and a  notional  balance  equal to the  aggregate  outstanding  principal  balance  of the group I
mortgage loans having "hard" prepayment  charges for a term of three years from origination,  calculated
on the basis of a year of 360 days with  twelve  30-day  months.  Prepayments  on  mortgage  loans  with
relatively  higher  pass-through  rates may cause the weighted average net rates of the related mortgage
loans to be lower,  which  could  reduce the amount of interest  accrued on the Class I-X  Certificates.
See "Description of the Certificates--Distributions on the Certificates" in this prospectus supplement.

        The Securities Are Not Suitable Investments for All Investors.

        The  certificates  are complex  investments  that are not  appropriate  for all  investors.  The
interaction  of the factors  described  above is  difficult  to analyze and may change from time to time
while the  certificates  are  outstanding.  It is impossible to predict with any certainty the amount or
timing  of  distributions  on the  certificates  or the  likely  return  on an  investment  in any  such
securities.  As a result,  only  sophisticated  investors  with the  resources to analyze the  potential
risks and rewards of an investment in the certificates should consider such an investment.

       Statutory and Judicial  Limitations  on  Foreclosure  Procedures May Delay Recovery in Respect of
the  Mortgaged  Property  and,  in Some  Instances,  Limit  the  Amount  that  May Be  Recovered  by the
Foreclosing  Lender,  Resulting in Losses on the  Mortgage  Loans That Might be Allocated to the Offered
Certificates.
        Foreclosure  procedures  may vary from state to state.  Two  primary  methods of  foreclosing  a
mortgage   instrument  are  judicial   foreclosure,   involving  court  proceedings,   and  non-judicial
foreclosure  pursuant to a power of sale granted in the mortgage  instrument.  A  foreclosure  action is
subject to most of the delays and  expenses of other  lawsuits if defenses  are raised or  counterclaims
are asserted.  Delays may also result from difficulties in locating necessary  defendants.  Non-judicial
foreclosures  may be subject to delays  resulting  from state laws  mandating the recording of notice of
default  and notice of sale and,  in some  states,  notice to any party  having an interest of record in
the real property,  including junior lienholders.  Some states have adopted  "anti-deficiency"  statutes
that limit the ability of a lender to collect the full  amount owed on a loan if the  property  sells at
foreclosure  for less than the full amount owed. In addition,  United  States courts have  traditionally
imposed general equitable  principles to limit the remedies available to lenders in foreclosure  actions
that are  perceived  by the  court as harsh  or  unfair.  The  effect  of these  statutes  and  judicial
principles  may be to delay and/or  reduce  distributions  in respect of the offered  certificates.  See
"Legal Aspects of Mortgage Loans--Foreclosure on Mortgages and Some Contracts" in the prospectus.

The Value of the  Mortgage  Loans May Be  Affected  By,  Among  Other  Things,  a Decline in Real Estate
Values, Which May Result in Losses on the Offered Certificates.

        No assurance can be given that values of the mortgaged  properties  have remained or will remain
at their levels on the dates of origination  of the related  mortgage  loans.  If the  residential  real
estate market should  experience an overall decline in property values so that the outstanding  balances
of the mortgage loans,  and any secondary  financing on the mortgaged  properties,  in the mortgage pool
become  equal  to or  greater  than  the  value  of  the  mortgaged  properties,  the  actual  rates  of
delinquencies,  foreclosures  and losses  could be higher than those now  generally  experienced  in the
mortgage  lending  industry.  In some areas of the United  States,  real  estate  values have risen at a
greater  rate in recent  years than in the past.  In  particular,  mortgage  loans  with high  principal
balances or high  loan-to-value  ratios will be  affected  by any  decline in real estate  values.  Real
estate  values in any area of the  country  may be affected  by several  factors,  including  population
trends,  mortgage  interest rates,  and the economic  well-being of that area. Any decrease in the value
of the  mortgage  loans  may  result  in the  allocation  of  losses  which  are not  covered  by credit
enhancement to the offered certificates.

       The  Ratings  on the  Offered  Certificates  are Not a  Recommendation  to Buy,  Sell or Hold the
Offered  Certificates  and are Subject to Withdrawal at any Time,  Which May Affect the Liquidity or the
Market Value of the Offered Certificates.

        It is a  condition  to the  issuance  of the  offered  certificates  that each  class of offered
certificates  be rated in the categories  shown on pages S-2 and S-3 of this  prospectus  supplement.  A
security rating is not a  recommendation  to buy, sell or hold securities and may be subject to revision
or withdrawal at any time. In general,  ratings  address  credit risk and do not address the  likelihood
of  prepayments or basis risk  shortfalls.  No person is obligated to maintain the rating on any offered
certificate,  and,  accordingly,  there can be no  assurance  that the  ratings  assigned to any offered
certificate on the date on which the offered  certificates  are initially  issued will not be lowered or
withdrawn by a rating  agency at any time  thereafter.  In the event any rating is revised or withdrawn,
the liquidity or the market value of the related offered  certificates  may be adversely  affected.  See
"Ratings" in this prospectus supplement and "Ratings" in the prospectus.

       The  Mortgage  Loans May Have  Limited  Recourse  to the  Related  Borrower,  Which May Result in
Losses with Respect to These Mortgage Loans.

        Some or all of the  mortgage  loans  included  in the trust fund will be  non-recourse  loans or
loans for which recourse may be restricted or  unenforceable.  As to those mortgage  loans,  recourse in
the event of mortgagor  default will be limited to the specific real property and other assets,  if any,
that were pledged to secure the mortgage loan.  However,  even with respect to those mortgage loans that
provide for recourse  against the mortgagor  and its assets  generally,  there can be no assurance  that
enforcement of the recourse  provisions will be  practicable,  or that the other assets of the mortgagor
will be  sufficient  to permit a  recovery  in  respect of a  defaulted  mortgage  loan in excess of the
liquidation  value of the related mortgaged  property.  Any risks associated with mortgage loans with no
or limited  recourse may affect the yield to maturity of the offered  certificates  to the extent losses
caused by these  risks  which are not  covered  by  credit  enhancement  are  allocated  to the  offered
certificates.

       The  Mortgage  Loans May Have  Environmental  Risks,  Which May Result in  Increased  Losses with
Respect to These Mortgage Loans.

        To the extent that the  servicer or the trustee (in its capacity as  successor  servicer)  for a
mortgage  loan  acquires  title to any  related  mortgaged  property  on behalf of the  trust,  which is
contaminated  with or affected by hazardous  wastes or hazardous  substances,  these  mortgage loans may
incur  additional  losses.  See  "Servicing  of  Mortgage  Loans--Realization  Upon or Sale of  Defaulted
Mortgage Loans" and "Legal Aspects of Mortgage  Loans--Environmental  Legislation" in the prospectus.  To
the extent these  environmental  risks result in losses on the mortgage loans,  the yield to maturity of
the offered certificates, to the extent not covered by credit enhancement, may be affected.

       Violation of Various Federal, State and Local Laws May Result in Losses on the Mortgage Loans.

        Applicable  state and local laws generally  regulate  interest rates and other charges,  require
specific  disclosure,  and require  licensing of the related  originator.  In addition,  other state and
local laws,  public  policy and general  principles of equity  relating to the  protection of consumers,
unfair and deceptive  practices and debt collection  practices may apply to the  origination,  servicing
and collection of the mortgage loans.  The mortgage loans are also subject to various federal laws.

        Depending on the  provisions  of the  applicable  law and the specific  facts and  circumstances
involved,  violations of these federal or state laws,  policies and  principles may limit the ability of
the trust to collect all or part of the  principal  of or interest on the  mortgage  loans,  may entitle
the  borrower  to a refund of amounts  previously  paid and,  in  addition,  could  subject the trust to
damages and administrative enforcement. See "Legal Aspects of Mortgage Loans" in the prospectus.

        Under the  anti-predatory  lending laws of some  states,  the borrower is required to meet a net
tangible  benefits test in connection with the  origination of the related  mortgage loan. This test may
be highly  subjective  and open to  interpretation.  As a result,  a court may determine that a mortgage
loan does not meet the test even if the  originator  reasonably  believed that the test was satisfied at
the time of origination.  Any  determination by a court that a mortgage loan does not meet the test will
result in a  violation  of the state  anti-predatory  lending  law,  in which case the  sponsor  will be
required to purchase that mortgage loan from the trust.

        On the closing date,  the sponsor will represent that each mortgage loan at the time it was made
complied  in all  material  respects  with all  applicable  laws  and  regulations,  including,  without
limitation,  usury,  equal credit  opportunity,  disclosure and recording laws and all predatory lending
laws;  and each  mortgage  loan has been  serviced  in all  material  respects  in  accordance  with all
applicable  laws and  regulations,  including,  without  limitation,  usury,  equal credit  opportunity,
disclosure  and  recording  laws and all  predatory  lending laws and the terms of the related  mortgage
note,  the  mortgage  and other loan  documents.  In the event of a breach of this  representation,  the
sponsor will be  obligated to cure the breach or  repurchase  or replace the affected  mortgage  loan in
the manner described in the prospectus.

       The Return on the Offered  Certificates  Could be Reduced by Shortfalls Due to The Application of
the Servicemembers' Civil Relief Act and Similar State Laws.

        The  Servicemembers'  Civil Relief Act or the Relief Act and similar state or local laws provide
relief to mortgagors  who enter active  military  service and to  mortgagors  in reserve  status who are
called  to  active  military  service  after the  origination  of their  mortgage  loans.  The  military
operations  by the  United  States in Iraq and  Afghanistan  has  caused an  increase  in the  number of
citizens in active  military duty,  including  those citizens  previously in reserve  status.  Under the
Relief Act, the interest rate  applicable  to a mortgage loan for which the related  mortgagor is called
to active military  service will be reduced from the percentage  stated in the related  mortgage note to
6.00%.  This interest rate  reduction and any reduction  provided under similar state or local laws will
result  in an  interest  shortfall  because  the  servicer  will not be able to  collect  the  amount of
interest  which  otherwise  would be payable  with  respect to such  mortgage  loan if the Relief Act or
similar  state law was not  applicable  thereto.  This  shortfall  will not be paid by the  mortgagor on
future due dates or advanced by the servicer  and,  therefore,  will reduce the amount  available to pay
interest to the  certificateholders  on subsequent  distribution dates. We do not know how many mortgage
loans in the  mortgage  pool  have been or may be  affected  by the  application  of the  Relief  Act or
similar  state law. In  addition,  the Relief Act imposes  limitations  that would impair the ability of
the servicer to  foreclose on an affected  single  family loan during the  mortgagor's  period of active
duty status,  and, under some circumstances,  during an additional three month period thereafter.  Thus,
in the event that the Relief Act or similar  legislation  or  regulations  applies to any mortgage  loan
which goes into  default,  there may be delays in payment and losses on the  certificates  in connection
therewith.  Any other  interest  shortfalls,  deferrals or forgiveness of payments on the mortgage loans
resulting  from  similar  legislation  or  regulations  may  result in delays in  payments  or losses to
holders of the offered certificates.

                                   DESCRIPTION OF THE MORTGAGE LOANS

General

        References to percentages of the mortgage loans unless  otherwise noted are calculated  based on
the aggregate unpaid principal balance of the mortgage loans as of the Cut-off Date.

        All of the  mortgage  loans will be  acquired  by the  Depositor  on the date of issuance of the
Offered  Certificates from the Sponsor,  an affiliate of the Depositor and the Underwriter,  pursuant to
the Mortgage Loan Purchase  Agreement.  The Sponsor  acquired the mortgage  loans  directly in privately
negotiated transactions.  See "Mortgage Loan Origination--General" in this prospectus supplement.

        We have provided below and in Schedule A to this prospectus supplement  information with respect
to the  conventional  mortgage  loans  that we expect to include  in the pool of  mortgage  loans in the
trust  fund as of the  Closing  Date.  Prior  to the  closing  date of March  30,  2007,  we may  remove
mortgage  loans from the  mortgage  pool and we may  substitute  other  mortgage  loans for the mortgage
loans we remove.  The Depositor  believes that the information  set forth in this prospectus  supplement
will be  representative  of the  characteristics  of the mortgage pool as it will be  constituted at the
time the  Certificates  are  issued,  although  the range of  mortgage  rates and  maturities  and other
characteristics  of the mortgage  loans may vary.  The actual  mortgage loans included in the trust fund
as of the Closing Date may vary from the mortgage  loans as described in this  prospectus  supplement by
up to plus or minus 5% as to any  material  characteristics  described  herein.  If,  as of the  Closing
Date, any material pool  characteristic  differs by 5% or more from the  description in this  prospectus
supplement,  revised  disclosure  will be provided either in a supplement or in a Current Report on Form
8-K.

        The  mortgage  pool will  consist of  approximately  3,565 first lien  adjustable-rate  negative
amortization  mortgage  loans  secured by one- to  four-family  residences  and  individual  condominium
units,  having  an  aggregate  unpaid  principal  balance  as  of  the  Cut-off  Date  of  approximately
$1,326,893,106.  The mortgage  loans  generally  have original  terms to maturity of not greater than 30
years,  provided,  however,  approximately  38.14% of the group I mortgage  loans have original terms to
maturity of not greater than 40 years.

        The mortgage pool has been divided into two primary loan groups,  designated as Loan Group I and
Loan Group II, and the mortgage  loans  therein are  referred to in this  prospectus  supplement  as the
group I mortgage  loans and the group II mortgage  loans,  respectively.  Loan Group I and Loan Group II
are each referred to herein as a Loan Group.

        Loan Group II has been further divided into sub-loan  groups,  designated as Sub-Loan Group II-1
and Sub-Loan Group
II-2,  and the mortgage  loans therein are referred to in this  prospectus  supplement as sub-group II-1
mortgage  loans and  sub-group  II-2  mortgage  loans,  respectively.  Sub-Loan  Group II-1 and Sub-Loan
Group II-2 are each referred to herein as a Sub-Loan Group.

        Loan Group I will  consist  of 990 first lien  adjustable-rate  negative  amortization  mortgage
loans secured by one- to four-family  residences and individual  condominium units,  having an aggregate
unpaid principal balance as of the Cut-off Date of approximately $390,231,874.

        Loan Group II will consist of 2,575 first lien adjustable-rate  negative  amortization  mortgage
loans secured by one- to four-family  residences and individual  condominium units,  having an aggregate
unpaid principal balance as of the Cut-off Date of approximately $936,661,232.

        Sub-Loan  Group II-1 will  consist of 1,586  first lien  adjustable-rate  negative  amortization
mortgage loans secured by one- to four-family  residences and individual  condominium  units,  having an
aggregate  unpaid  principal  balance  as of the  Cut-off  Date  of  approximately  $668,872,813,  after
application of scheduled payments due on or before the Cut-off Date whether or not received.

        Sub-Loan  Group  II-2 will  consist  of 989 first  lien  adjustable-rate  negative  amortization
mortgage loans secured by one- to four-family  residences and individual  condominium  units,  having an
aggregate  unpaid  principal  balance  as of the  Cut-off  Date  of  approximately  $267,788,419,  after
application  of  scheduled  payments  due on or before the Cut-off  Date  whether or not  received.  The
principal  balance of each mortgage loan in Sub-Loan  Group II-2 will not exceed the limits  established
by Freddie Mac in connection with Freddie Mac's mortgage loan purchase program.

        The group I mortgage loans will include  mortgage loans originated under the Bear Stearns Option
ARM program and the group II mortgage  loans will  include  mortgage  loans  originated  under the 5 Yr.
Bear Stearns Secure Option ARM program, each as more fully described below.

        The mortgage  loans will be selected for  inclusion in the mortgage  pool based on rating agency
criteria,  compliance with  representations  and warranties,  and conformity to criteria relating to the
characterization of securities for tax, ERISA, SMMEA, Form S-3 eligibility and other legal purposes.

        The  mortgage  loans are being  serviced as  described  below under "The  Servicer--EMC"  in this
prospectus  supplement.  The mortgage loans were originated  generally in accordance with the guidelines
described under "Mortgage Loan Origination--Underwriting Guidelines" in this prospectus supplement.

        All of the mortgage loans have scheduled monthly payments due on the Due Date.

        Approximately  58.07%,  56.07%  and 56.68% of the group I,  sub-group  II-1 and  sub-group  II-2
mortgage loans,  respectively,  are assumable under some  circumstances  if, in the sole judgment of the
servicer,  the prospective  purchaser of a mortgaged  property is creditworthy  and the security for the
mortgage  loan is not impaired by the  assumption.  The  remainder of the mortgage  loans are subject to
customary due-on-sale provisions.

        Any  mortgage  loan may be  prepaid  in full or in part at any  time.  However,  certain  of the
mortgage  loans  provided at  origination  for the payment by the  borrower  of a  prepayment  charge on
voluntary  prepayments  typically  made up to the first  five years  from the date of  execution  of the
related  mortgage  note.  The  holders  of  the  Class  I-XP-2  Certificates  will  be  entitled  to the
three-year  "hard"  prepayment  charges  received  on the  group  I  mortgage  loans  with a  three-year
prepayment  charge term on the group I mortgage loans, and the holders of the Class I-XP-1  Certificates
will be entitled to all other  prepayment  charges received on the group I mortgage loans, to the extent
not  retained  by the  Servicer.  The holders of the Class  II-XP  Certificates  will be entitled to the
prepayment  charges  received on the group II mortgage  loans.  No prepayment  charges will be available
for  distribution  on the other classes of  Certificates.  There can be no assurance that the prepayment
charges will have any effect on the prepayment performance of the mortgage loans.

        Bear Stearns Option ARM Loans

        The mortgage  rates for the Bear Stearns Option ARM loans included in loan group I are fixed for
the one to three month period following their  origination.  After the initial  fixed-rate  period,  the
interest  rate borne by each Bear Stearns  Option ARM mortgage  loan will be adjusted  monthly  based on
One-Year  MTA,  referred  to herein as an Index as  described  below,  computed in  accordance  with the
related  note,  plus (or minus) the related  gross margin and  generally  subject to rounding.  The Bear
Stearns  Option ARM mortgage  loans  generally  contain a maximum  lifetime  mortgage rate and a minimum
lifetime  mortgage rate. As of the Cut-off Date,  approximately  2.93% of the group I mortgage loans are
in their initial fixed rate period.

        Each month,  the mortgagor will be required to pay a minimum  monthly payment as provided in the
related  mortgage  note.  The minimum  monthly  payment  will be an  interest-only  payment in an amount
equal to the full amount of accrued  interest of the mortgage loan  calculated  based on the outstanding
principal  balance of the  mortgage  loan and the  interest  rate then in effect.  The  minimum  monthly
payment  will  adjust  annually  on a date  specified  in the  related  mortgage  note,  subject  to the
conditions  that (i) the  amount of the  monthly  payment  (with the  exception  of each  fifth  payment
adjustment  date or the final payment  adjustment  date) will not increase or decrease by an amount that
is more  than  7.50% of the  monthly  payment  prior to the  adjustment,  (ii) as of the  fifth  payment
adjustment  date and on the same day every  fifth year  thereafter  and on the last  payment  adjustment
date,  the monthly  payment  will be recast  without  regard to the  limitation  in clause (i) above and
(iii) if the unpaid  principal  balance  exceeds a  percentage  (either  110% or 115%,  depending on the
maximum  negative  amortization  for  that  mortgage  loan) of the  original  principal  balance  due to
deferred  interest,  the monthly  payment will be recast  without regard to the limitation in clause (i)
to amortize fully the then unpaid principal balance over its remaining term to maturity.

        In addition to the minimum monthly  payment  option,  under the Bear Stearns Option ARM program,
the  mortgagor  is offered  three  additional  payment  options to the  extent  they  result in a larger
payment than the minimum monthly payment.  The payment options  include:  (i) the Interest Only Payment,
where the  mortgagor  would pay the full amount of accrued  interest on the mortgage loan at the current
interest rate and the principal  balance would not be decreased by any amount,  (ii) the Fully Amortized
Payment,  where the  mortgagor  would make  payments in an amount that would pay  interest  and amortize
fully the then unpaid  principal  balance over its  remaining  term to maturity in  substantially  equal
payments  (assuming  the  interest  rate was not  adjusted  prior to  maturity)  and  (iii)  the 15 Year
Amortized  Payment,  where the  mortgagor  would make  payments in an amount that would pay interest and
amortize  fully the then  unpaid  principal  balance  over a  remaining  term of  fifteen  (15) years in
substantially  equal  payments  (assuming  the then  current  interest  rate  remains  in  effect  until
maturity).  If a payment  option  would not result in an amount  greater  than the minimum  payment due,
the payment option will not be available to a mortgagor.

        5 Yr. Bear Stearns Secure Option ARM Loans

        The mortgage  rates for the 5 Yr. Bear Stearns Secure Option ARM loans included in loan group II
are fixed for the five year period  following the  origination of the mortgage  loan.  After the initial
fixed rate period,  the interest  rate borne by each 5 Yr. Bear Stearns  Secure  Option ARM loan will be
adjusted  semi-annually  based on Six-Month LIBOR such index referred to herein as an Index as described
below,  computed in  accordance  with the related  note,  plus (or minus) the related  gross  margin and
generally  subject to rounding and to certain other  limitations.  The 5 Yr. Bear Stearns  Secure Option
ARM loans will generally  contain a maximum  mortgage rate cap for the first adjustment date, a periodic
adjustment  cap of 1% and a maximum  lifetime  mortgage  rate. As of the Cut-off Date,  all of the group
II mortgage loans are in their initial fixed rate period.

        During the option  period,  the  mortgagor  will be  required to pay a minimum  monthly  payment
calculated  on the basis of the original  loan amount and a note rate below the original note rate of up
to 3%. The optional  period will end and the minimum  monthly  payment  will  adjust,  at the earlier of
(i) the end of the  initial  five-year  fixed  period or (ii) the date upon which the  unpaid  principal
balance  equals or  exceeds a  percentage  (either  110% or 115%,  depending  on the  maximum  amount of
negative  amortization  for that mortgage loan) of the original  principal  balance of the mortgage loan
due to deferred  interest.  Upon  adjustment,  the required  monthly  payment  will be an  interest-only
payment in an amount  equal to the full  amount of accrued  interest  of the  mortgage  loan  calculated
based on the  outstanding  principal  balance of the mortgage loan and the interest rate then in effect.
The required  monthly  payment may change at the end of the initial fixed rate period and once every six
months  thereafter  based on the  semi-annual  adjustment of interest.  This  interest-only  period will
expire  on the tenth  anniversary  of the loan,  at which  time the  monthly  payment  will be  adjusted
semi-annually  to pay interest and amortize fully the then unpaid  principal  balance over its remaining
term to maturity  (assuming  the then current  interest  rate is not  adjusted  prior to  maturity).  In
addition  to the  minimum  monthly  payment  option,  under the 5 Yr.  Bear  Stearns  Secure  Option ARM
program,  during the option period,  the mortgagor is offered three  additional  payment  options to the
extent they result in a larger payment than the minimum  monthly  payment.  The payment  options include
the Interest Only Payment,  the Fully Amortized  Payment and the 15 Year Amortized  Payment,  as offered
pursuant to the Bear Stearns  Option ARM  program.  As with the Bear  Stearns  Option ARM program,  if a
payment  option would not result in an amount  greater than the minimum  payment due, the payment option
will not be available to a mortgagor.

Billing and Payment Procedures

        The mortgage loans require monthly  payments to be made no later than either the 1st or 15th day
of each  month,  with a grace  period as  specified  in the  related  mortgage  note.  Each  month,  the
Servicer  sends  monthly  invoices to  borrowers  which  provide the payment  options  available to each
borrower.  Borrowers may elect for monthly payments to be deducted  automatically  from deposit accounts
and may make  payments by various  means,  including  online  transfers  and phone  payment  although an
additional fee may be charged for these payment methods.

Prepayment Charges on the Mortgage Loans

        Approximately  94.37%,  71.59%  and 71.61% of the group I,  sub-group  II-1 and  sub-group  II-2
mortgage  loans,  respectively,  provide  for  payment  by  the  mortgagor  of a  prepayment  charge  in
connection  with some  prepayments.  The amount of the  prepayment  charge is as provided in the related
mortgage note, and the prepayment  charge will  generally  apply if, in any  twelve-month  period during
the first  year,  first three years or other  period as provided in the related  mortgage  note from the
date of origination of the mortgage loan,  the mortgagor  prepays an aggregate  amount  exceeding 20% of
the original  principal  balance of the mortgage loan or another  amount  permitted by  applicable  law.
The amount of the  prepayment  charge  will,  for the  majority  of the  mortgage  loans,  be equal to 6
months'  advance  interest  calculated  on the basis of the  mortgage  rate in effect at the time of the
prepayment  on the amount  prepaid in excess of 20% of the  original  principal  balance of the mortgage
loan,  but it may be a lesser or greater  amount as provided in the related  mortgage note. A prepayment
charge  may  not  apply  with  respect  to a sale  of  the  related  mortgaged  property,  and  in  some
circumstances, such as illegality, may be unenforceable.

        Generally,  the Servicer shall not waive any prepayment  charge unless:  (i) the  enforceability
thereof shall have been limited by bankruptcy,  insolvency,  moratorium,  receivership and other similar
laws relating to creditors' rights  generally,  (ii) the enforcement  thereof is illegal,  or any local,
state or federal agency has threatened  legal action if the  prepayment  penalty is enforced,  (iii) the
mortgage debt has been  accelerated  in connection  with a foreclosure or other  involuntary  payment or
(iv) such  waiver is  standard  and  customary  in  servicing  similar  mortgage  loans and 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.  Accordingly,  there can be no assurance  that the prepayment  charges will have
any effect on the prepayment performance of the mortgage loans.

        Certain  prepayment  charges are  classified  as "hard"  prepayment  charges,  meaning  that the
mortgagor has to cover the prepayment charge  regardless of the reason for prepayment,  while others are
classified  as  "soft,"  meaning  that the  mortgagor  has to cover the  prepayment  charge  unless  the
mortgagor has conveyed the related mortgaged  property to a third-party.  Approximately  93.56%,  35.17%
and 26.88% of the group I,  sub-group II-1 and sub-group II-2 mortgage  loans,  respectively,  have hard
prepayment  charges,  and  approximately  0.82%,  3.84%  and 3.78% of the  group I,  sub-group  II-1 and
sub-group II-2 mortgage loans, respectively, have soft prepayment charges.

Negative Amortization

        All of the mortgage loans have a negative  amortization  feature,  under which accrued  interest
may be deferred  and added to the  principal  balance of the mortgage  loan.  In the case of the group I
mortgage loans,  negative  amortization results from the fact that while the interest rate on a negative
amortization  loan adjusts  monthly,  the amount of the monthly payment adjusts only on an annual basis.
In addition,  the monthly payment may not fully amortize the principal  balance of the loan on an annual
adjustment date if a payment cap applies.

        In the case of the group II mortgage loans,  negative amortization may result because during the
initial  fixed  rate  period,  monthly  payments  made by the  mortgagor  may be less than the  interest
accrued on such group II mortgage loan for the related payment period.

        In any given month, the mortgage loan may be subject to:

(1)     reduced  amortization if the monthly  payment is sufficient to pay current  accrued  interest at
        the mortgage rate but is not  sufficient to reduce  principal in accordance  with a fully
        amortizing schedule;

(2)     negative  amortization,  if current accrued interest is greater than the monthly payment,  which
        would  result in the  accrued  interest  not  currently  paid being  treated as  Deferred
        Interest; or

(3)     accelerated  amortization  if the monthly  payment is greater  than the amount  necessary to pay
        Current Interest and to reduce principal in accordance with a fully amortizing schedule.

        Deferred Interest may result in a final lump sum payment at maturity  significantly greater than
the monthly payment that would otherwise be payable.

        The total  amount of  Deferred  Interest  that may be added is  limited  by a  provision  in the
mortgage note to the effect that the  principal  amount of the mortgage loan may not exceed a percentage
or periodic cap, multiplied by the principal amount of the loan at origination.

Indices on the Mortgage Loans

        One-Year  MTA.  The interest  rate on the group I mortgage  loans will adjust  monthly  based on
One-Year MTA.  One-Year MTA will be a per annum rate equal to the  twelve-month  moving average  monthly
yield on United States Treasury  Securities  adjusted to a constant maturity of one year as published by
the Federal Reserve Board in the Federal Reserve  Statistical  Release "Selected Interest Rates (H.15),"
determined by averaging the monthly  yields for the most recently  available  twelve  months.  The index
figure used for each interest  rate  adjustment  date will be the most recent index figure  available as
of fifteen days before that date.

        The  following  levels of One-Year MTA do not purport to be  representative  of future levels of
One-Year  MTA. No  assurance  can be given as to the level of  One-Year  MTA on any  adjustment  date or
during the life of any mortgage loan with an Index of One-Year MTA.





                                 One-Year MTA

Date                      2002       2003       2004       2005       2006     2007
_____________________________________________________________________________________
January 1.............   3.260%     1.935%     1.234%     2.022%     3.751%   4.983%
February 1............   3.056      1.858      1.229      2.171      3.888    5.014
March 1...............   2.912      1.747      1.225      2.347      4.011
April 1...............   2.786      1.646      1.238      2.504      4.143
May 1.................   2.668      1.548      1.288      2.633      4.282
June 1................   2.553      1.449      1.381      2.737      4.432
July 1................   2.414      1.379      1.463      2.865      4.563
August 1..............   2.272      1.342      1.522      3.019      4.664
September 1...........   2.180      1.302      1.595      3.163      4.758
October 1.............   2.123      1.268      1.677      3.326      4.827
November 1............   2.066      1.256      1.773      3.478      4.883
December 1............   2.002      1.244      1.887      3.618      4.933

        Six-Month  LIBOR.  The  interest  rates  on all of the  group  II  mortgage  loans  will  adjust
semi-annually  based on Six-Month  LIBOR.  Six-Month LIBOR will be a per annum rate equal to the average
of interbank  offered rates for six-month  U.S.  dollar-denominated  deposits in the London market based
on  quotations of major banks as published in The Wall Street  Journal and are most  recently  available
as of the time specified in the related mortgage note.

        The following  does not purport to be  representative  of future levels of Six-Month  LIBOR.  No
assurance can be given as to the level of Six-Month  LIBOR on any adjustment  date or during the life of
any mortgage loan with an Index of Six-Month LIBOR.

                                                      Six-Month LIBOR

Date                              2002        2003      2004      2005       2006      2007
_____________________________________________________________________________________________
January 1................         2.03%       1.38%     1.22%     2.78%      4.71%     5.36%
February 1...............         2.08        1.35      1.21      2.97       4.82      5.40
March 1..................         2.04        1.34      1.17      3.19       5.26      5.33
April 1..................         2.36        1.23      1.16      3.39       5.14
May 1....................         2.12        1.29      1.38      3.41       5.22
June 1...................         2.08        1.21      1.60      3.54       5.39
July 1...................         1.95        1.12      1.89      3.73       5.59
August 1.................         1.87        1.21      1.99      3.95       5.51
September 1..............         1.80        1.20      1.98      4.00       5.42
October 1................         1.71        1.14      2.20      4.27       5.37
November 1...............         1.60        1.23      2.32      4.47       5.37
December 1...............         1.47        1.27      2.63      4.63       5.35

                                        STATIC POOL INFORMATION

        The Depositor will provide static pool information,  material to this offering,  with respect to
the experience of the Sponsor in  securitizing  asset pools of a type similar to the Bear Stearns Option
ARM   loans   and   the   5   Yr.    Bear    Stearns    Secure    Option   ARM    mortgage    loans   at
http://www.bearstearns.com/transactions/sami_ii/bsmf2007-ar3/.

        Information  provided through the internet address above will not be deemed to be a part of this
prospectus  supplement or the registration  statement for the securities offered hereby if it relates to
any prior  securities  pool formed  before  January 1, 2006 or vintage  data  related to periods  before
January 1, 2006, or with respect to the mortgage pool (if  applicable)  for any period before January 1,
2006.

                                           THE ISSUING ENTITY

        Bear Stearns Mortgage  Funding Trust 2007-AR3,  referred to herein as the Trust, is a common law
trust  formed  under  the  laws of the  State of New  York  pursuant  to the  Agreement.  The  Agreement
constitutes  the "governing  instrument"  under the laws of the State of New York.  After its formation,
Bear Stearns  Mortgage  Funding Trust  2007-AR3 will not engage in any activity other than (i) acquiring
and holding the mortgage  loans and the other assets of the trust and proceeds  therefrom,  (ii) issuing
the  certificates,  (iii) making payments on the certificates and (iv) engaging in other activities that
are  necessary,  suitable or  convenient  to  accomplish  the  foregoing  or are  incidental  thereto or
connected  therewith.  The foregoing  restrictions are contained in the Agreement.  For a description of
other provisions relating to amending the Pooling and Servicing  Agreement,  please see "The Agreements--
Amendment" in the prospectus.

        The assets of the Trust will consist of the mortgage loans and certain related assets.

        The Trust's fiscal year end is December 31.

                                             THE DEPOSITOR

        Structured Asset Mortgage  Investments II Inc., referred to herein as the Depositor,  was formed
in the  state of  Delaware  on June 10,  2003,  and is a  wholly-owned  subsidiary  of The Bear  Stearns
Companies  Inc. The  Depositor  was  organized  for the sole  purpose of serving as a private  secondary
mortgage  market  conduit.  The Depositor  does not have,  nor is it expected in the future to have, any
significant assets.

        The Depositor has been serving as a private  secondary  mortgage  market conduit for residential
mortgage  loans since 2003.  As of December 31, 2006,  the  Depositor  has been involved in the issuance
of securities  backed by residential  mortgage  loans in excess of  approximately  $137,650,514,879.  In
conjunction  with the  Sponsor's  acquisition  of the  mortgage  loans,  the  Depositor  will  execute a
mortgage loan purchase  agreement  through which the loans will be  transferred  to itself.  These loans
are subsequently  deposited in a common law or statutory trust,  described herein, which will then issue
the Certificates.

        After issuance and  registration of the securities  contemplated  in this prospectus  supplement
and any  supplement  hereto,  the Depositor  will have no significant  duties or  responsibilities  with
respect to the pool assets or the securities.

        The Depositor's  principal  executive  offices are located at 383 Madison Avenue,  New York, New
York 10179.  Its telephone number is (212) 272-2000.

                                              THE SPONSOR

        EMC Mortgage  Corporation,  referred to herein as EMC or the Sponsor,  was  incorporated  in the
State of Delaware on September 26, 1990, as a wholly owned  subsidiary  corporation  of The Bear Stearns
Companies  Inc., and is an affiliate of the Depositor and the  Underwriter.  The Sponsor was established
as a mortgage  banking  company to  facilitate  the  purchase  and  servicing  of whole loan  portfolios
containing  various levels of quality from  "investment  quality" to varying degrees of  "non-investment
quality" up to and  including  real estate  owned assets  ("REO").  The Sponsor  commenced  operation in
Texas on October 9, 1990.

        The Sponsor  maintains its principal office at 2780 Lake Vista Drive,  Lewisville,  Texas 75067.
Its telephone number is (214) 626-3800.

        Since its inception in 1990, the Sponsor has purchased  over $100 billion in  residential  whole
loans and  servicing  rights,  which  include the  purchase  of newly  originated  alternative  A, jumbo
(prime) and sub-prime  loans.  Loans are  purchased on a bulk and flow basis.  The Sponsor is one of the
United States' largest purchasers of scratch and dent and sub-performing  residential  mortgages and REO
from  various  institutions,  including  banks,  mortgage  companies,  thrifts and the U.S.  government.
Loans are  generally  purchased  with the  ultimate  strategy  of  securitization  into an array of Bear
Stearns'  securitizations based upon product type and credit parameters,  including those where the loan
has become re-performing or cash-flowing.

        Performing  loans  include  first  lien  fixed  rate and ARMs,  as well as closed end fixed rate
second liens and lines of credit  ("HELOCs").  Performing  loans  acquired by the Sponsor are subject to
varying  levels of due  diligence  prior to  purchase.  Portfolios  may be  reviewed  for  credit,  data
integrity,  appraisal  valuation,  documentation,  as well as compliance  with certain laws.  Performing
loans  purchased  will have been  originated  pursuant to the Sponsor's  underwriting  guidelines or the
related originator's underwriting guidelines that are acceptable to the Sponsor.

        Subsequent to purchase by the Sponsor,  performing loans are pooled together by product type and
credit  parameters and structured  into RMBS, with the assistance of Bear Stearns'  Financial  Analytics
and Structured Transactions Group, for distribution into the primary market.

        The Sponsor has been  securitizing  residential  mortgage loans since 1999. The following  table
describes  size,  composition  and growth of the Sponsor's  total portfolio of assets it has securitized
as of the dates indicated.



                                   December 31, 2003                  December 31, 2004                 December 31, 2005                  December 31, 2006
                               _________________________________________________________________________________________________________________________________________

                                          Total Portfolio of                 Total Portfolio of                Total Portfolio of                  Total Portfolio of
Loan Type                      Number            Loans            Number          Loans               Number         Loans            Number              Loans
________________________________________________________________________________________________________________________________________________________________________
Alt-A ARM.............         12,268     $ 3,779,319,393.84      44,821     $11,002,497,283.49       73,638  $19,087,119,981.75      61,738      $  18,656,292,603.55
Alt-A Fixed...........         15,907       3,638,653,583.24      15,344       4,005,790,504.28       17,294    3,781,150,218.13      11,514          2,752,302,975.51
HELOC.................              -                   -              -                   -           9,309      509,391,438.93      18,730          1,280,801,433.05
Prime ARM.............         16,279       7,179,048,567.39      30,311      11,852,710,960.78       27,384   13,280,407,388.92       7,050          3,481,137,519.89
Prime Fixed...........          2,388       1,087,197,396.83       1,035         509,991,605.86        3,526    1,307,685,538.44       6,268          1,313,449,131.86
Prime Short Duration
ARM (incl. Neg-Am ARM)          7,089       2,054,140,083.91      23,326       7,033,626,375.35       38,819   14,096,175,420.37      61,973         23,396,979,620.82
Reperforming..........          2,800         247,101,330.36       2,802         311,862,677.46        2,877      271,051,465.95       1,084            115,127,847.83
Seconds...............              -                   -         14,842         659,832,093.32      114,899    5,609,656,263.12     116,576          6,697,082,133.33
SubPrime..............         29,303       2,898,565,285.44      98,426      13,051,338,552.19      101,156   16,546,152,274.44      60,796         11,394,775,124.07
Totals................         86,034     $20,884,025,641.01     230,907     $48,427,650,052.73      388,902  $74,488,789,990.05     345,729      $  69,087,948,389.91

        With respect to some of the securitizations  organized by the Sponsor, a "step-down" trigger has
occurred with respect to the loss and  delinquency  experience of the mortgage  loans  included in those
securitizations,  resulting in a sequential payment of principal to the Offered  Certificates,  from the
certificates  with the  highest  credit  rating to the one with the lowest  rating.  In  addition,  with
respect to one  securitization  organized by the Sponsor,  a servicing  trigger  required by the related
financial  guaranty  insurer has  occurred;  however,  the insurer has granted  extensions  enabling the
normal servicing activities to continue.

        The Sponsor has received a civil  investigative  demand (CID), from the Federal Trade Commission
(FTC),  seeking documents and data relating to the Sponsor's business and servicing  practices.  The CID
was issued pursuant to a December 8, 2005 resolution of the FTC  authorizing  non-public  investigations
of various unnamed  subprime  lenders,  loan servicers and loan brokers to determine  whether there have
been  violations  of certain  consumer  protections  laws.  The  Sponsor is  cooperating  with the FTC's
inquiry.

                                              THE SERVICER

General

        EMC will act as the  Servicer of the  mortgage  loans  pursuant  to the  Pooling  and  Servicing
Agreement,  referred to herein as the  Agreement,  dated as of the Cut-off  Date,  among the  Depositor,
EMC, in its capacity as Sponsor and Servicer and the Trustee.  Among other things,  the  Agreement  will
require that the Servicer  accurately and fully report its borrower credit files to credit  repositories
in a timely manner.

        The  information  set forth in the  following  paragraphs  with respect to the Servicer has been
provided  by the  Servicer.  None  of the  Depositor,  the  Underwriter,  the  Trustee  or any of  their
respective  affiliates  (other than the Servicer)  have made or will make any  representation  as to the
accuracy or completeness of such information.

The Servicer

EMC

        For a further description of EMC, please see "--The Sponsor" in this prospectus  supplement.  EMC
will  service  the  mortgage  loans in  accordance  with the  description  of the  applicable  servicing
procedures contained in this section of the prospectus supplement.

        The  principal  business  of EMC  since  inception  has been  specializing  in the  acquisition,
securitization,  servicing  and  disposition  of mortgage  loans.  EMC's  servicing  portfolio  consists
primarily of two categories:

o       "performing  loans," or performing  investment  quality loans  serviced for EMC's own account or
         the  account of Fannie  Mae,  Freddie  Mac,  private  mortgage  conduits  and  various
         institutional investors; and

o       "non-performing loans," or non-investment grade,  sub-performing loans, non-performing loans and
         REO  properties  serviced  for EMC's own account and for the account of  investors  in
         securitized performing and non-performing collateral transactions.

        EMC has been servicing  residential  mortgage loans since 1990. As of December 31, 2006, EMC was
acting as servicer for  approximately  280 series of  residential  mortgage-backed  securities and other
mortgage loans with an outstanding  principal balance of approximately  $72 billion.  From year end 2004
to December 31, 2006 the loan count of EMC's  servicing  portfolio grew by  approximately  97.4% and the
unpaid principal balance of EMC's servicing portfolio grew by approximately 159.1%.

        There have been no appreciable changes to EMC's servicing procedures outside of the normal
changes warranted by regulatory and product type changes in the portfolio.

        The following table describes size,  composition and growth of EMC's total residential  mortgage
loan servicing portfolio as of the dates indicated.

                                   As of December 31, 2003                                      As of December 31, 2004
                   ______________________________________________________________________________________________________________________
                                                    Percent by                                                                 Percent by
                   No. of                             No. of      Percent by    No. of                          Percent by      Dollar
   Loan Type        Loans         Dollar Amount        Loans     Dollar Amount   Loans       Dollar Amount      No. of Loans     Amount
__________________________________________________________________________________________________________________________________________
Alt-A Arm...        2,439       $  653,967,869         1.40%        4.75%       19,498      $4,427,820,708          7.96%        15.94%
Alt-A Fixed.       19,396        3,651,416,057        11.14        26.51        25,539       4,578,725,473         10.43         16.48
PrimeArm....        7,978          868,798,347         4.58         6.31         8,311       1,045,610,015          3.39          3.76
PrimeFixed..       16,377        1,601,411,491         9.40        11.63        14,560       1,573,271,574          5.95          5.66
Seconds.....       25,290          690,059,169        14.52         5.01        39,486       1,381,961,155         16.13          4.98
Subprime....       76,166        5,058,932,126        43.73        36.73       114,436      13,706,363,250         46.74         49.34
Other.......       26,523        1,249,014,373        15.23         9.07        23,010       1,063,682,459          9.40          3.83
Total.......      174,169      $13,773,599,432       100.00%      100.00%      244,840     $27,777,434,635        100.00%       100.00%


                                   As of December 31, 2005                                      As of December 31, 2006
                   _______________________________________________________________________________________________________________________
                                                    Percent by                                                                 Percent by
                   No. of                             No. of      Percent by    No. of                          Percent by      Dollar
   Loan Type        Loans         Dollar Amount        Loans     Dollar Amount   Loans       Dollar Amount      No. of Loans     Amount
__________________________________________________________________________________________________________________________________________
Alta-A Arm.        57,510     $13,625,934,322     12.69%       23.00%           52,563     $13,691,917,206       10.87%          19.03%
Alt-A Fixed        17,680       3,569,563,859      3.90         6.03            24,841       5,066,670,855        5.14            7.04
Prime Arm..         7,428       1,010,068,679      1.64         1.71             6,374         879,656,182        1.32            1.22
Prime Fixed        15,975       2,140,487,566      3.52         3.61            14,872       2,152,608,940        3.08            2.99
Seconds....       155,510       7,164,515,426     34.31        12.10           169,022       8,428,612,513       34.97           11.71
Subprime...       142,890      20,373,550,691     31.53        34.40           132,808      20,106,000,306       27.47           27.94
Other......        56,216      11,347,144,056     12.40        19.16            82,918      21,636,703,709       17.15           30.07
Total......       453,209     $59,231,264,599    100.00%      100.00%          483,398     $71,962,169,710      100.00%         100.00%


                                       MORTGAGE LOAN ORIGINATION

General

        Approximately  64.01%,  41.63%  and 41.49% of the group I,  sub-group  II-1 and  sub-group  II-2
mortgage loans,  respectively,  were originated or acquired by the Sponsor from various sellers and were
originated  generally in accordance with the underwriting  guidelines  established by the Sponsor as set
forth  below.  Approximately  23.04%,  14.52% and 16.49% of the group I,  sub-group  II-1 and  sub-group
II-2  mortgage  loans,  respectively,   were  originated  by  BSRM  generally  in  accordance  with  the
underwriting  guidelines  established by BSRM as set forth below.  Approximately 9.71%, 8.85% and 15.59%
of the group I, sub-group  II-1 and sub-group  II-2 mortgage  loans,  respectively,  were  originated by
SouthStar  Funding,  LLC.  Approximately  14.77% of the sub-group II-1 mortgage loans and  approximately
13.56%  of  the  sub-group   II-2  mortgage  loans  were   originated  by  Impac  Funding   Corporation.
Approximately  10.52% of the sub-group  II-1  mortgage  loans and  approximately  6.72% of the sub-group
II-2 mortgage loans were originated by Aegis Mortgage  Corporation.  The remainder of the mortgage loans
were  originated by various  originators,  none of which have  originated  more than 10% of the mortgage
loans in the aggregate of either Loan Group or Sub-Loan Group.

EMC

        Approximately  48.18% of the mortgage  loans in the aggregate  have been acquired by the Sponsor
from  various  sellers and were  originated  generally in  accordance  with the  following  underwriting
guidelines established by the Sponsor.

        EMC Underwriting Guidelines

        The following is a description of the  underwriting  policies  customarily  employed by EMC with
respect to the  residential  mortgage loans that EMC originated  during the period of origination of the
mortgage  loans.  EMC  has  represented  to the  Depositor  that  the  mortgage  loans  were  originated
generally in accordance with such policies.

        The mortgage loans  originated by EMC, or EMC mortgage loans, are  "conventional  non-conforming
mortgage  loans"  (i.e.,  loans that are not  insured  by the  Federal  Housing  Authority,  or FHA,  or
partially  guaranteed by the Veterans  Administration  or which do not qualify for sale to Fannie Mae or
Freddie Mac) and are secured by first liens on one-to four-family  residential  properties.  These loans
typically  differ from those  underwritten  to the guidelines  established by Fannie Mae and Freddie Mac
primarily  with respect to the original  principal  balances,  loan-to-value  ratios,  borrower  income,
required  documentation,  interest rates,  borrower occupancy of the mortgaged property,  property types
and/or mortgage loans with  loan-to-value  ratios over 80% that do not have primary mortgage  insurance.
The EMC mortgage  loans have either been  originated  or purchased by an originator  and were  generally
underwritten  in  accordance  with  the  standards  described  herein.  Exceptions  to the  underwriting
guidelines are permitted  when the seller's  performance  supports such action and the variance  request
is approved by credit management.

        Such underwriting  standards are applied to evaluate the prospective  borrower's credit standing
and  repayment  ability  and the value and  adequacy of the  mortgaged  property  as  collateral.  These
standards  are  applied in  accordance  with the  applicable  federal  and state  laws and  regulations.
Exceptions to the underwriting  standards are permitted where  compensating  factors are present and are
managed through a formal exception process.

        Generally,  each  mortgagor  will have been  required  to complete  an  application  designed to
provide to the lender pertinent  credit  information  concerning the mortgagor.  The mortgagor will have
given information with respect to its assets,  liabilities,  income (except as described below),  credit
history,  employment  history  and  personal  information,  and will  have  furnished  the  lender  with
authorization  to obtain a credit report which  summarizes the mortgagor's  credit history.  In the case
of investment  properties and two- to four-unit  dwellings,  income derived from the mortgaged  property
may have been  considered  for  underwriting  purposes,  in addition to the income of the mortgagor from
other  sources.  With  respect  to second  homes or  vacation  properties,  no income  derived  from the
property will have been considered for underwriting purposes.

        With respect to purchase money or rate/term  refinance loans secured by single family residences
the following  loan-to-value  ratios and original principal balances are allowed:  loan-to-value  ratios
at origination of up to 97% for EMC mortgage  loans with original  principal  balances of up to $375,000
if the loan is secured by the  borrower's  primary  residence,  up to 95% for EMC mortgage loans secured
by  one-to-four  family,  primary  residences  and single family  second homes with  original  principal
balances of up to $650,000,  up to 90% for EMC mortgage  loans secured by  one-to-four  family,  primary
residences,  single family second homes with original  principal  balances of up to $1,000,000 and up to
70% for mortgage loans secured by  one-to-four,  primary  residences and single family second homes with
original  principal  balances of up to $2,000,000,  or super jumbos.  For cash out refinance  loans, the
maximum  loan-to-value  ratio  generally is 95% and the maximum "cash out" amount  permitted is based in
part on the original amount of the related EMC mortgage loan.

        With  respect to  mortgage  loans  secured by  investment  properties,  loan-to-value  ratios at
origination  of up to 90% for  mortgage  loans with  original  principal  balances  up to  $500,000  are
permitted.  Mortgage loans secured by investment  properties may have higher original principal balances
if they have lower  loan-to-value  ratios at  origination.  For cash out  refinance  loans,  the maximum
loan-to-value  ratio  generally is 90% and the maximum  "cash out" amount  permitted is based in part on
the original amount of the related mortgage loan.

        Substantially  all other EMC mortgage loans  included in the mortgage pool with a  loan-to-value
ratio at origination  exceeding 80%, have primary mortgage  insurance policies insuring a portion of the
balance  of the EMC  Loan at  least  equal to the  product  of the  original  principal  balance  of the
mortgage  loan and a fraction,  the numerator of which is the excess of the original  principal  balance
of such  mortgage  loan over 75% of the  lesser of the  appraised  value  and the  selling  price of the
related  mortgaged  property  and the  denominator  of which is the  original  principal  balance of the
related  mortgage loan,  plus accrued  interest  thereon and related  foreclosure  expenses is generally
required.  No such  primary  mortgage  insurance  policy will be required  with  respect to any such EMC
Loan after the date on which the related  loan-to-value  ratio  decreases  to 80% or less or, based upon
new appraisal,  the principal  balance of such mortgage loan represents 80% or less of the new appraised
value.  All of the insurers that have issued  primary  mortgage  insurance  policies with respect to the
EMC  mortgage  loans meet  Fannie  Mae's or  Freddie  Mac's  standard  or are  acceptable  to the Rating
Agencies.

        In determining  whether a prospective  borrower has sufficient  monthly income  available (i) to
meet the  borrower's  monthly  obligation on their  proposed  mortgage loan and (ii) to meet the monthly
housing  expenses and other financial  obligations on the proposed  mortgage loan, each lender generally
considers,  when  required by the  applicable  documentation  program,  the ratio of such amounts to the
proposed  borrower's  acceptable stable monthly gross income.  Such ratios vary depending on a number of
underwriting criteria, including loan-to-value ratios, and are determined on a loan-by-loan basis.

        Each lender also examines a prospective borrower's credit report.  Generally, each credit report
provides  a credit  score  for the  borrower.  Credit  scores  generally  range  from 350 to 840 and are
available from three major credit bureaus:  Experian  (formerly TRW  Information  Systems and Services),
Equifax and Trans Union.  If three credit scores are obtained,  the originator  applies the middle score
of the primary wage earner.  If a primary wage earner cannot be determined  because of the documentation
type,  the lowest middle score of all  borrowers is used.  Credit  scores are  empirically  derived from
historical   credit   bureau  data  and   represent  a  numerical   weighing  of  a  borrower's   credit
characteristics  over a two-year  period. A credit score is generated  through the statistical  analysis
of a number of credit-related  characteristics or variables.  Common characteristics  include the number
of credit lines (trade lines), payment history, past delinquencies,  severity of delinquencies,  current
levels of  indebtedness,  types of credit  and length of credit  history.  Attributes  are the  specific
values of each  characteristic.  A scorecard  (the model) is created with weights or points  assigned to
each  attribute.  An  individual  loan  applicant's  credit  score is  derived  by adding  together  the
attribute weights for that applicant.

        EMC Documentation Types

        The mortgage loans have been  underwritten  under one of the following  documentation  programs:
"Full/Alternative  Documentation"  (Full/ALT Doc),  "Stated  Income/Verified  Assets"  (SIVA),  "Limited
Documentation",   "Lite   Documentation",   "No   Ratio/Verified   Assets"  (No  Ratio),  "No  Income/No
Employment/Verified    Assets"   (NIVA),   "Stated   Income/Stated   Assets"   (SISA),   "No   Income/No
Assets/Verified  Employment"  (NINA  w/employment),  and "No Income/No  Assets/No  Employment" (NINA (No
Doc)).  All of the programs  require that the  applicant  submit a signed and dated  current  Fannie Mae
Residential Loan Application Form 1003.

        Full/Alternative  (Full/ALT  Doc):  The  Full/ALT  Doc type is based upon  current  year to date
income  documentation  as well as the  previous two year's  income  documentation  (i.e.,  W-2 forms for
salaried  borrowers  and tax  returns,  including  schedules,  for  self-employed  borrowers).  Salaried
borrowers must submit a written  verification of employment  (VOE) or most recent pay stub(s) covering a
30-day period and indicating  year-to-date  earnings.  Each loan is required to have a verbal VOE within
10 calendar days of funding.  In addition,  the borrower must submit a written  verification  of deposit
(VOD)  with 2 months'  average  balance  or  his/her  most  recent  bank  statements  covering a 2-month
period.  The  borrower's  employment  must be  located  within  100  miles of his or her  residence.  In
addition,  self-employed  borrowers must provide a year to date  profit-and-loss  statement and a signed
IRS Form 4506-T (as  revised on June 1,  2004).  Business  funds for such  applicant  may be used in the
provision  of the  required  VOD as long as the  business is a sole  proprietorship  and a CPA letter is
provided  asserting  that (i) 100% of the funds can be  withdrawn  and (ii)  there  will be no  negative
impact on the business as a result of such withdrawal of funds.

        Stated  Income/Verified  Assets (SIVA):  Under the SIVA program,  more emphasis is placed on the
value and  adequacy of the  mortgaged  property as  collateral,  credit  history and other assets of the
borrower than on the verified  income of the  borrower.  Income is stated on the  application.  However,
the income must be reasonable  given the  employment  stated.  The  borrower's  assets are verified.  In
addition,  the applicant must submit a written  verification  of deposit with 2 months'  average balance
or his/her most recent bank statements  covering a 2-month period.  A verbal  verification of employment
is required  within 10 calendar days of funding the loan, and the borrower's  employment must be located
within 100 miles of his or her  residence.  For  self-employed  borrowers,  a CPA's  certification  or a
copy of a business license is also required.

        Limited  Documentation:  The Limited  Documentation  program is based on the recent  twelve (12)
months of  consecutive  personal bank  statements (or business bank  statements  for sole  proprietors).
All  individuals  shown on the bank  statement  must be  borrowers  on the loan,  and the income must be
reasonable given the employment  stated. In determining the borrower's  eligibility for a loan,  monthly
income is  calculated  by averaging  deposits of a consistent  amount for each month.  Large and unusual
deposits are excluded as are deposits  transferred  from another  account or line of credit.  Particular
attention is paid to borrowers  whose income is derived from  seasonal  employment  and  recurrences  of
insufficient  and overdraft  charges.  Assets must be verified for reserves,  closing costs and required
down payment,  as applicable.  A verbal  verification  of employment is required within 10 calendar days
of funding  the loan,  and the  borrower's  employment  must be  located  within 100 miles of his or her
residence.  For self-employed  borrowers,  a CPA's certification or a copy of a business license is also
required.

        Lite  Documentation:  The Lite  Documentation  type is based on the  recent  six (6)  months  of
personal bank  statements (or business bank  statements for sole  proprietorships).  The borrower's Form
1003 covers a 2-year  period.  All  individuals  shown on the bank  statement  must be  borrowers on the
loan,  and the borrower's  income must be reasonable  given the employment  stated.  In determining  the
borrower's  eligibility for a loan,  monthly income is calculated by averaging  deposits of a consistent
amount for each  month.  Large and  unusual  deposits  are  excluded as are  deposits  transferred  from
another  account or line of credit.  Particular  attention is paid to borrowers  whose income is derived
from  seasonal  employment  and  recurrences  of  insufficient  and  overdraft  charges.  Assets must be
verified for reserves,  closing costs and required down payment,  as applicable.  A verbal  verification
of employment is required  within 10 calendar days of funding the loan,  and the  borrower's  employment
must be  located  within  100  miles  of his or her  residence.  For  self-employed  borrowers,  a CPA's
certification or a copy of a business license is also required.

        No Ratio/Verified  Assets (No Ratio): Under the No Ratio program, the borrower's  employment and
assets are  stated on the Form  1003,  but  his/her  income is not  stated.  The  borrower's  assets are
verified  through a written  verification  of deposit  with 2 months'  average  balance or his/her  most
recent bank statements  covering a 2-month period. In addition,  a verbal  verification of employment is
required  within 10 calendar days of funding the loan,  and the  borrower's  employment  must be located
within 100 miles of his or her residence.  For self-employed  borrowers, a CPA's certification or a copy
of a business license is also required.

        No Income/No  Employment/Verified  Assets  (NIVA):  The NIVA program  requires that the borrower
state  his/her  assets on the Form 1003,  but the  borrower's  employment  or income need not be stated.
The applicant must submit a written  verification  of deposit with 2 months'  average balance or his/her
most recent bank statements  covering a 2-month period.  Any large increases between the average balance
and the current balance of the account must be satisfactorily explained.

        Stated Income/Stated Assets (SISA):  Under the SISA program, the borrower's  employment,  income
and assets are stated on the Form 1003, but income and assets are not verified.  The  borrower's  income
must be reasonable given the employment  stated. A verbal  verification of employment is required within
10 calendar days of funding the loan,  and the  borrower's  employment  must be located within 100 miles
of his or her residence.  For  self-employed  borrowers,  a CPA's  certification or a copy of a business
license is also required.

        No  Income/No  Assets/Verified  Employment  (NINA  w/Employment):  Under  the NINA  w/employment
program,  the borrower  states his/her  employment on the Form 1003 but not his/her income or assets.  A
verbal  verification  of  employment is required  within 10 calendar  days of funding the loan,  and the
borrower's  employment  must be located  within  100 miles of his or her  residence.  For  self-employed
borrowers, a CPA's certification or a copy of a business license is also required.

        No  Income/No  Assets/No  Employment  (NINA  (No  Doc)):  Under the NINA (No Doc)  program,  the
borrower does not provide his/her employment, income, or assets on the Form 1003.

        Each  mortgaged  property  relating to an EMC  mortgage  loan has been  appraised by a qualified
independent  appraiser  who is approved by each lender.  All  appraisals  are required to conform to the
Uniform  Standards of Professional  Appraisal  Practice  adopted by the Appraisal  Standard Board of the
Appraisal  Foundation.  Each appraisal must meet the  requirements of Fannie Mae and Freddie Mac. Fannie
Mae and Freddie  Mac  require,  among  other  things,  that the  appraiser,  or its agent on its behalf,
personally  inspect the property  inside and out,  verify whether the property was in good condition and
verify that construction,  if new, had been substantially  completed.  The appraisal generally will have
been based on prices  obtained on recent sales of comparable  properties,  determined in accordance with
Fannie Mae and Freddie Mac guidelines.  In certain cases an analysis based on income  generated from the
property or a  replacement  cost  analysis  based on the current cost of  constructing  or  purchasing a
similar property may be used.

        Reserves are calculated based on a borrower's  qualifying  payment.  For investment  properties,
reserves are required for all  properties  owned and not just the subject  property.  Gift funds may not
be used to satisfy  reserve  requirements,  and reserves  must be sourced and seasoned for 60 days.  The
use of proceeds  from a cash-out  refinance to satisfy  one's  reserve  requirements  is  permitted  for
primary  residences and second homes when the combined  loan-to-value  (CLTV) of such properties is less
than or equal to 80%.  Such use of proceeds is not  permitted  for primary  residences  and second homes
when the CLTV of such properties is greater than 80% or for investment properties.

        The  following  table  describes  the amount that a home buyer must have  available to pay for a
property's  principal,  interest,  taxes,  and insurance (or PITI  reserves)  under EMC's  documentation
programs.



        Primary and Secondary Homes
        Full/Alt, Lite, Limited and SIVA Documentation             Required PITI Reserves
        o          CLTV <= 90%                                            2 months
        o          CLTV 90.01 - 95.00%                                    3 months
        o          CLTV 95.01 - 100.00%                                   4 months
        No Ratio and NIVA Documentation
        o          CLTV <= 90%                                            3 months
        o          CLTV 90.01 - 95.00%                                    4 months
        o          CLTV 95.01 - 100.00%                                   5 months
        SISA Documentation
        o          CLTV <= 90%                                            4 months
        o          CLTV 90.01 - 95.00%                                    6 months
        o          CLTV 95.01 - 100.00%                                   8 months
        Investment Property
        Full/Alt, Lite, Limited and SIVA Documentation
        o          All CLTVs                                              6 months
        No Ratio, NIVA and SISA Documentation
        o          All CLTVs                                              8 months

BSRM

        The following is a description of BSRM and the  underwriting  policies  customarily  employed by
BSRM  with  respect  to the  residential  mortgage  loans  that BSRM  originated  during  the  period of
origination of the mortgage  loans.  BSRM has  represented to the Depositor that the mortgage loans were
originated generally in accordance with such policies.

        BSRM is a Delaware  corporation  and a wholly-owned  subsidiary  of The Bear Stearns  Companies,
Inc., a  publicly  traded  financial  services  firm (under "BSC" on the NYSE),  with an  executive  and
administrative  office  located  in Scottsdale, Arizona.   BSRM is a full-service  residential  mortgage
banking  company that is licensed to originate  loans  throughout  the United  States.  BSRM  originates
single-family  (1-4 unit)  residential  mortgage loans for both prime and sub-prime credit borrowers and
offers a full range of loan  products  from 30 yr fixed rate to hybrid and  short-term  adjustable  rate
mortgages.

        BSRM has been in the  residential  mortgage  banking  business  since March 2005.  For the first
five months ending May 31, 2006, BSRM has originated  approximately  $1.3 billion in mortgage loans, all
of which are secured by one- to four-family residential real estate properties.

        The following  table  describes the size and  composition of BSRM's total  residential  mortgage
loan production in 2006.


------------------------------ ----------------------- ------------------------ ----------------------- ------------------------ --------------------------
                                    1st Qtr. 2006            2nd Qtr. 2006           3rd Qtr. 2006            4th Qtr. 2006                 Total
       Loan Type                ----------------------- ------------------------ ----------------------- ------------------------ --------------------------
                                Loan Amount     Units    Loan Amount     Units    Loan Amount    Units     Loan Amount    Units     Loan Amount     Units
------------------------------ --------------- ------- --------------- -------- --------------- ------- ---------------- ------- ---------------- ---------
          Alt-A Arm             $256,139,998      826    $257,187,077      849    $136,259,850     444     $220,198,957     730     $869,785,882     2,849
                               --------------- ------- --------------- -------- --------------- ------- ---------------- ------- ---------------- ---------
         Option Arm             $149,955,670      409    $252,203,046      664    $455,324,686   1,148     $409,623,190   1,008   $1,267,106,592     3,229
                               --------------- ------- --------------- -------- --------------- ------- ---------------- ------- ---------------- ---------
   Bear Secure Option Arm         $4,367,514       14    $499,133,809    1,502    $625,170,724   1,766     $835,115,028   2,190   $1,963,787,075     5,472
                               --------------- ------- --------------- -------- --------------- ------- ---------------- ------- ---------------- ---------
         Alt-A Fixed             $57,511,280      254     $35,653,993      159     $48,839,899     237      $99,961,919     453     $241,967,091     1,103
                               --------------- ------- --------------- -------- --------------- ------- ---------------- ------- ---------------- ---------
        Alt-A Second            $74,542,985    1,052    $180,156,880    2,460    $215,864,534   2,776     $246,088,886   3,154     $716,653,285     9,442
                               --------------- ------- --------------- -------- --------------- ------- ---------------- ------- ---------------- ---------
       Sub-Prime First           $42,328,937      209     $25,048,532      125     $50,594,589     242      $75,964,208     367     $193,936,266      943
                               --------------- ------- --------------- -------- --------------- ------- ---------------- ------- ---------------- ---------
      Sub-Prime Second            $2,175,817       45      $2,092,795       38      $1,902,509      39       $1,773,486      32       $7,944,607       154
------------------------------ --------------- ------- --------------- -------- --------------- ------- ---------------- ------- ---------------- ---------
     TOTAL                       587,022,201    2,809   1,251,476,130    5,797   1,533,956,791   6,652    1,888,725,673   7,934   $5,261,180,795    23,192
------------------------------ --------------- ------- --------------- -------- --------------- ------- ---------------- ------- ---------------- ---------

        BSRM Underwriting Guidelines

        The BSRM Alt-A Underwriting  Guidelines are intended to ensure that (i) the loan terms relate to
the borrower's  willingness  and ability to repay and (ii) the value and  marketability  of the property
are  acceptable.  Both the Bear Stearns  Option ARM loans  originated by BSRM and the 5 Yr. Bear Stearns
Secure Option ARM loans are originated pursuant to the BSRM Alt-A Underwriting Guidelines.

        The  BSRM  Alt-A  Underwriting  Guidelines  are less  stringent  than  the  standards  generally
acceptable to Fannie Mae and Freddie Mac with regard to: (i)  documentation  parameters and (ii) debt to
income ratios.  The BSRM Underwriting  Guidelines  establish the maximum permitted  loan-to-value  ratio
and maximum loan amount for each loan type based upon prior payment  history,  credit  score,  occupancy
type and other risk factors.  The maximum loan amount allowable for the Alt-A program is $3,000,000.

        All of the  Alt-A  mortgage  loans  originated  by BSRM are based on loan  application  packages
submitted  through the wholesale or correspondent  channel.  Based on the  documentation  type each loan
application package has an application  completed by the prospective  borrower that includes information
with respect to the applicant's assets,  liabilities,  income, credit and employment history, as well as
certain other personal  information.  During the underwriting  process, BSRM calculates and verifies the
loan applicant's  sources of income (except  documentation  types, which do not require such information
to be stated or  independently  verified),  reviews the credit history of the applicant,  calculates the
debt-to-income  ratio to determine the applicant's  ability to repay the loan, and reviews the mortgaged
property for compliance with the BSRM  Underwriting  Guidelines.  The mortgage loan file also contains a
credit report on each applicant from an approved credit  reporting  company.  Credit history is measured
on credit depth,  number of obligations,  delinquency  patterns and demonstrated  intent to repay debts,
which can be used to underwrite any file.

        The maximum allowable  loan-to-value ratio varies based upon the income documentation,  property
type,  creditworthiness,  debt service-to-income ratio of the applicant and the overall risks associated
with the loan decision.  BSRM may provide secondary financing to a borrower  contemporaneously  with the
origination  of a mortgage  loan,  subject to a maximum  combined  loan-to-value  ratio of 100%.  BSRM's
Underwriting  Guidelines  do not  prohibit or otherwise  restrict a borrower  from  obtaining  secondary
financing from lenders other than BSRM, whether at origination of the mortgage loan or thereafter.

        With respect to purchase money or rate/term  refinance loans secured by single family residences
the following  loan-to-value  ratios and original principal balances are allowed:  loan-to-value  ratios
at origination of up to 95% for BSRM mortgage loans with original  principal  balances of up to $500,000
if the loan is secured by the borrower's  primary  residence,  up to 90% for BSRM mortgage loans secured
by one-to-two  family,  primary  residences  with original  balances up to $650,000,  up to 80% for BSRM
mortgage  loans  secured  by  one-to-two  family,  primary  residences  with  original  balances  up  to
$1,000,000,  up to 75% for  mortgage  loans  secured  by  one-to-two  family,  primary  residences  with
original  principal  balances of up to  $3,000,000,  up to 90% for BSRM mortgage loans secured by single
family  second homes with  original  principal  balances of up to $500,000,  up to 80% for BSRM mortgage
loans secured by single family second homes with original  principal  balances of up to  $1,000,000,  up
to 70% for mortgage loans secured by single family second homes with original  principal  balances of up
to  $1,500,000  and up to 65% for mortgage  loans  secured by single  family  second homes with original
principal balances of up to $2,000,000.  For cash out refinance loans, the maximum  loan-to-value  ratio
generally is 90% and the maximum  "cash out" amount  permitted  is based in part on the original  amount
of the related BSRM mortgage loan.

        With  respect to  mortgage  loans  secured by  investment  properties,  loan-to-value  ratios at
origination  of up to 90% for  mortgage  loans with  original  principal  balances  up to  $650,000  are
permitted.  Mortgage loans secured by investment  properties may have higher original principal balances
if they have lower  loan-to-value  ratios at  origination.  For cash out  refinance  loans,  the maximum
loan-to-value  ratio  generally is 90% and the maximum  "cash out" amount  permitted is based in part on
the original amount of the related mortgage loan.

        Exceptions to the BSRM  Underwriting  Guidelines are  considered  with  reasonable  compensating
factors on a case-by-case  basis and at the sole discretion of senior  management.  When exception loans
are reviewed,  all loan elements are examined as a whole to determine the level of risk  associated with
approving the loan including appraisal,  credit report, employment,  compensating factors and borrower's
willingness  and ability to repay the loan.  Compensating  factors may include,  but are not limited to,
validated  or  sourced/seasoned  liquid  reserves  in excess  of the  program  requirements,  borrower's
demonstrated  ability to  accumulate  savings or devote a greater  portion of income to housing  expense
and  borrowers'  potential  for  increased  earnings  based  on  education,   job  training,  etc.  Loan
characteristics  such as refinance  transactions  where  borrowers  are reducing  mortgage  payments and
lowering debt ratios may become compensating factors as well.

        BSRM Documentation Types

        The BSRM mortgage loans were originated in accordance  with guidelines  established by BSRM with
one  of  the  following  documentation  types:  "Full  Documentation";  "Limited  Documentation";  "Lite
Documentation";  "Stated  Income/Verified  Assets"; "No Ratio/Verified  Assets";  "Stated  Income/Stated
Assets";  "No  Income/No  Assets  (NINA)";  "No  Doc";  and "No Doc  with  Assets".  The  nature  of the
information  that a borrower is required to disclose and whether the  information  is verified  depends,
in part, on the documentation type used in the origination process.

        Full  Documentation:  The Full  Documentation  type is based upon  current  year to date  income
documentation  as well as the previous two year's income  documentation  (i.e.,  tax returns  and/or W-2
forms) and either one recent  pay-stub  with  current  year  income on pay stub or two recent  pay-stubs
within 30 days of closing if year to date income is not  provided on pay-stub)  or bank  statements  for
the previous 24 months.  Self-employed  borrowers  must be  self-employed  in the same  business or have
received 1099 income in the same job for the past two years.  Borrowers  self-employed for less than two
years (but at least one year) are  considered on a case-by-case  basis subject to a two-year  history of
previous  successful  employment in the same occupation or related field.  Assets must be documented and
independently  verified  by means of a written  verification  of deposit  with two (2)  months'  average
balance;  most recent bank statements,  stocks or securities statements covering a two (2) month period.
The borrower  must  demonstrate  that they have  sufficient  reserves  (sourced and seasoned) of greater
than or equal to three  months  principal,  interest,  taxes and  insurance.  A verbal  verification  of
employment is also completed within 10 days of funding the loan.

        Limited Documentation:  The Limited Documentation type is based on the recent twelve (12) months
of consecutive  bank statements.  Self-employed  borrowers must be self-employed in the same business or
have  received  1099  income  in the same job for the past two  years.  Assets  must be  documented  and
independently  verified  by means of a written  verification  of deposit  with two (2)  months'  average
balance;  most recent bank statements,  stocks or securities statements covering a two (2) month period.
The borrower  must  demonstrate  that they have  sufficient  reserves  (sourced and seasoned) of greater
than or equal to three  months  principal,  interest,  taxes and  insurance.  A verbal  verification  of
employment is also completed within 10 days of funding the loan.

        Lite  Documentation:  The Lite  Documentation  type is based on the  recent  six (6)  months  of
consecutive  bank  statements.  Self-employed  borrowers must be  self-employed  in the same business or
have  received  1099  income  in the same job for the past two  years.  Assets  must be  documented  and
independently  verified  by means of a written  verification  of deposit  with two (2)  months'  average
balance;  most recent bank statements,  stocks or securities statements covering a two (2) month period.
The borrower  must  demonstrate  that they have  sufficient  reserves  (sourced and seasoned) of greater
than or equal to three  months  principal,  interest,  taxes and  insurance.  A verbal  verification  of
employment is also completed within 10 days of funding the loan.

        Stated Income:  The Stated Income  documentation  type requires the  applicant's  employment and
income  sources  covering  the past two (2) year period to be stated on the  application.  Self-employed
borrowers  must be  self-employed  in the same business or have received 1099 income in the same job for
the past two years.  The  applicant's  income as stated must be reasonable  for the related  occupation,
borrowers'  credit  profile  and  stated  asset,  in the loan  underwriter's  discretion.  However,  the
applicant's  income  as  stated  on the  application  is not  independently  verified.  Assets  must  be
documented  and  independently  verified  by means of a written  verification  of  deposit  with two (2)
months' average balance;  most recent bank statements,  stocks or securities  statements  covering a two
(2) month  period.  The  borrower  must  demonstrate  that they have  sufficient  reserves  (sourced and
seasoned) of greater than or equal to three months principal,  interest,  taxes and insurance.  A verbal
verification of employment is also completed within 10 days of funding the loan.

        No Ratio: The No Ratio  documentation type requires the applicant's  employment sources covering
the  past  two (2)  year  period  to be  stated  on the  application.  Self-employed  borrowers  must be
self-employed  in the  same  business  or have  received  1099  income  in the same job for the past two
years.  The  applicant's   employment  is  independently  verified  through  a  verbal  verification  of
employment,  however  the  income is not  stated  on the  application.  Assets  must be  documented  and
independently  verified  by means of a written  verification  of deposit  with two (2)  months'  average
balance;  most recent bank statements,  stocks or securities statements covering a two (2) month period.
The borrower  must  demonstrate  that they have  sufficient  reserves  (sourced and seasoned) of greater
than or equal to three months principal, interest, taxes and insurance.

        Stated  Income/Stated  Assets: The Stated  Income/Stated  Assets documentation type requires the
applicant's  employment  and income  sources  covering  the past two (2) year period to be stated on the
application.  Self-employed  borrowers must be  self-employed in the same business or have received 1099
income in the same job for the past two  years.  The  applicant's  income as stated  must be  reasonable
for the related  occupation,  borrowers'  credit  profile and stated  asset,  in the loan  underwriter's
discretion.  However,  the  applicant's  income  as  stated  on the  application  is  not  independently
verified.  Assets as  stated on the  application  are not  independently  verified.  The  borrower  must
demonstrate  that they have  sufficient  reserves  (sourced  and  seasoned)  of greater than or equal to
three months  principal,  interest,  taxes and insurance.  A verbal  verification  of employment is also
completed within 10 days of funding the loan.

        No Income/No  Assets (NINA):  The NINA  documentation  type requires the applicant's  employment
sources  covering  the  past  two  (2)  year  period  to be  stated  on the  application.  Self-employed
borrowers  must be  self-employed  in the same business or have received 1099 income in the same job for
the past two years. The applicant's  employment is independently  verified through a verbal verification
of  employment;  however  the  income  and the  assets  are not  stated on the  application.  Borrower's
ability to repay the loan is based upon past credit history and FICO score.

        No Doc:  The No Doc  documentation  type does not require  the  applicant's  income,  employment
sources or assets to be stated on the  application.  Borrower's  ability to repay the loan is based upon
past credit history and FICO score.

        No Doc with Assets:  The No Doc with Assets  documentation type does not require the applicant's
income,   employment  sources  to  be  stated  on  the  application.   Assets  must  be  documented  and
independently  verified  by means of a written  verification  of deposit  with two (2)  months'  average
balance;  most recent bank statements,  stocks or securities statements covering a two-(2) month period.
The borrower  must  demonstrate  that they have  sufficient  reserves  (sourced and seasoned) of greater
than or equal to three months  principal,  interest,  taxes and insurance.  Borrower's  ability to repay
the loan is based upon past credit history; FICO score and verified assets.

        Credit Profile

        The mortgage loan file also contains a credit report on each applicant  from an approved  credit
reporting  company.  Credit  history is measured on credit  depth,  number of  obligations,  delinquency
patterns  and  demonstrated  intent to repay  reports,  which  can be used to  underwrite  any  file.  A
tri-merged  credit  report is  required  for all loan  submissions.  The  report  must be from the three
nationally  recognized  credit  repositories  and show all  credit  trades  regardless  of  negative  or
positive status.

        The credit profile review must encompass the last twenty-four  months. If the borrower has lived
in his or her current  residence  for less than twelve  months,  credit must be searched  using both the
current and former address(es).  In assessing a prospective  borrower's  creditworthiness,  BSRM may use
FICO Credit Scores.  "FICO Credit Scores" are statistical  credit scores designed to assess a borrower's
creditworthiness  and likelihood to default on a consumer  obligation  over a two-year period based on a
borrower's  credit  history.  FICO Credit Scores were not developed to predict the likelihood of default
on mortgage  loans and,  accordingly,  may not be  indicative  of the ability of a borrower to repay its
mortgage loan. FICO Credit Scores range from  approximately 250 to approximately 900, with higher scores
indicating an individual  with a more favorable  credit history  compared to an individual  with a lower
score.  Underwriters  arrive at each  borrower's  credit  score by  selecting  the middle score of three
credit scores or the lower of two scores,  when only two scores are reported.  The representative  score
for the loan is determined by the score of the primary  wage-earner  or the  lowest-scoring  borrower in
the case in which the income is not verified or documented.  The minimum  representative  score for each
loan underwritten to BSRM's Alt-A underwriting guidelines is 620.

        Property Requirements

        The BSRM  Underwriting  Guidelines are applied in accordance with a procedure that complies with
applicable  federal and state laws and  regulations  and  requires  (i) an  appraisal  of the  mortgaged
property that conforms to the Uniform  Standards of  Professional  Appraisal  Practice and are generally
on forms  similar  to  those  acceptable  to  Fannie  Mae and  Freddie  Mac and  (ii) a  review  of such
appraisal, which review is conducted by a BSRM underwriter.

        Properties that secure BSRM mortgage loans have a valuation  appraisal  performed by a qualified
and licensed  appraiser.  All appraisers  providing  services must comply with the respective  state and
federal  laws.  An  appraisal   must  not  be  more  than  120  days  old  at  the  Closing  Date  or  a
re-certification  of value is required.  The original  appraiser  must perform  re-certification.  As an
alternative,  a field review with  comparable  properties that sold in the last three months and support
the  value  is also  acceptable,  in lieu of the  re-certification  of  value.  After  180  days,  a new
appraisal  is required  regardless  of whether an existing or new  construction  property.  All combined
loan  amounts  greater  than  $650,000  and less  than or  equal  to  $1,000,000  require  two  original
appraisals.  The second appraisal must be from a BSRM nationally approved  appraiser.  The value used to
determine the LTV/CLTV will be the lesser of the two values.  BSRM combined  loans amounts  greater that
$1,500,000 in the state of California will require two appraisals;  the second  appraisal must be from a
BSRM  nationally  approved  appraiser.  The value used to determine  the LTV/CLTV  will be the lesser of
the two values.

        Each  appraisal is reviewed by a  representative  of BSRM, who has the right to request a second
appraisal,  additional  information or explanations,  lower the approved loan amount, reduce the maximum
allowable loan-to-value ratio or deny the loan based on the appraisal.

       Generally,  each mortgage with an LTV at  origination of greater than 80% is covered by a primary
mortgage  insurance policy issued by a mortgage  insurance  company  acceptable to Fannie Mae or Freddie
Mac. The policy provides  coverage in the amount equal to a specified  percentage  multiplied by the sum
of the remaining  principal  balance of the related  mortgage loan,  the accrued  interest on it and the
related foreclosure  expenses.  The specified coverage  percentage is, generally,  12% for LTV's between
80.01%  and  85.00%,  25% for LTV's  between  85.01% and 90% and 30% for LTV's  between  90.01% and 95%.
However,  under certain  circumstances,  the specified coverage levels for these mortgage loans may vary
from the  foregoing.  No  primary  mortgage  insurance  policy  will be  required  with  respect  to any
mortgage loan if  maintaining  the policy is prohibited by applicable  law,  after the date on which the
related LTV is 80% or less, or where,  based on a new appraisal,  the principal  balance of the mortgage
loan represents 80% or less of the new appraised value.

        BSRM  requires  title  insurance  on all of its  mortgage  loans  secured by first liens on real
property.  In addition,  BSRM requires that fire and extended coverage casualty  insurance be maintained
on the  mortgaged  property  in an  amount  at  least  equal to the  principal  balance  of the  related
single-family  mortgage  loan or the  replacement  cost of the  mortgaged  property,  whichever is less.
BSRM also requires flood insurance to be maintained on the mortgaged  property if and to the extent such
insurance is required by applicable law or regulation.

                                     DESCRIPTION OF THE CERTIFICATES

        The Trust will issue the Certificates  pursuant to the Agreement.  The  Certificates  consist of
the classes of  certificates  reflected  on pages S-2 and S-3 of this  prospectus  supplement,  which we
refer to collectively as the Offered  Certificates,  and the Class II-B-6,  Class I-XP-1,  Class I-XP-2,
Class II-XP,  Class I-B-IO,  Class II-B-IO and Residual  Certificates.  The Class II-B-6,  Class I-XP-1,
Class I-XP-2,  Class II-XP,  Class I-B-IO,  Class II-B-IO and the Residual  Certificates are not offered
publicly and are collectively  referred to herein as the Non-Offered  Certificates.  The various classes
of Class A Certificates  and the Class X Certificates  are also referred to  collectively  as the Senior
Certificates;  and the various  classes of Class B  Certificates  are  referred to herein as the Class B
Certificates or the Subordinate Certificates.

        Holders of the Class  I-B-IO,  Class II-B-IO and the Residual  Certificates  will be entitled to
receive any  residual  cash flow from the mortgage  pool,  which is not  expected to be  significant.  A
holder of a Class  I-B-IO,  Class II-B-IO or a Residual  Certificate  will not have a right to alter the
structure  of the  transaction.  The initial  owner of the Class  I-B-IO,  Class  II-B-IO  and  Residual
Certificates is expected to be Bear, Stearns Securities Corp.

General

        The  certificates  issued  by the  Trust  will  consist  of the  Offered  Certificates  and  the
Non-Offered Certificates.  Only the Offered Certificates are offered by this prospectus supplement.

        The Certificates  represent in the aggregate the entire beneficial ownership interest in a trust
fund consisting of the following:

o       all of the  Depositor's  right,  title and  interest in and to the mortgage  loans,  the related
        mortgage notes,  mortgages and other related  documents,  including all interest and principal
        due with respect to the mortgage  loans after the Cut-off Date,  but excluding any payments of
        principal or interest due on or prior to the Cut-off Date;

o       any mortgaged properties acquired on behalf of  certificateholders  by foreclosure or by deed in
        lieu of foreclosure and any revenues received thereon;

o       the rights of the Trustee under all  insurance  policies  required to be maintained  pursuant to
        the Agreement;

o       the rights of the  Depositor  under the Mortgage  Loan  Purchase  Agreement  and any  subsequent
        transfer instruments between the Depositor and the Sponsor;

o       the rights of the Depositor with respect to the Corridor Contracts;

o       such assets  relating to the  mortgage  loans as from time to time may be held in the  Custodial
        Account, the Distribution Account and the Final Maturity Reserve Account; and

o       any proceeds of the foregoing.

        The aggregate  principal  balance of the mortgage loans as of the Cut-off Date, is approximately
$1,326,893,106,  subject to a permitted  variance  as  described  in this  prospectus  supplement  under
"Additional Information."

        Each class of the  Certificates  will have the approximate  initial Current  Principal Amount or
notional  amount  as set  forth  on  pages  S-2 and S-3  hereof  and will  have  the  pass-through  rate
determined as provided  under  "Summary of Prospectus  Supplement--Description  of the  Certificates--Pass
Through Rates" in this  prospectus  supplement.  The Residual  Certificates  also represent the right to
receive  additional  distributions  in  respect  of the trust  fund on any  distribution  date after all
required  payments  of  principal  and  interest  have been made on such  date in  respect  of the other
classes of  Certificates in the related Loan Group,  although it is not  anticipated  that funds will be
available for any  additional  distribution.  The Class I-XP-1,  Class  I-XP-2,  Class I-B-IO,  Class R,
Class R-X,  Class  II-B-6,  Class II-XP and Class  II-B-IO  Certificates  are not being  offered by this
prospectus supplement.

        For each  distribution  date,  the Class I-X  Certificates  will  accrue  interest on a notional
amount.  The Class I-X  Certificates  will have a notional  amount  equal to the  aggregate  outstanding
principal  balance of such  mortgage  loans having "hard"  prepayment  charges for a term of three years
from origination.

        The initial notional amount of the Class I-X Certificates will be approximately $295,213,105.

        The Offered Certificates (other than the Residual  Certificates) will be issued,  maintained and
transferred  on the book-entry  records of DTC,  Clearstream,  Luxembourg  and the Euroclear  System and
each of their  participants  in minimum  denominations  of $25,000 and  integral  multiples  of $1.00 in
excess thereof.  One certificate of each of these classes may be issued in a different  principal amount
to accommodate the remainder of the initial  principal  amount of the  certificates  of such class.  The
Offered  Certificates will be issued as global  securities.  See Annex II to this prospectus  supplement
and "Description of the Securities" in the prospectus.

        The Book-Entry  Certificates  will  initially be  represented  by one or more Global  Securities
registered  in the name of a nominee of DTC. The  Depositor  has been informed by DTC that DTC's nominee
will be Cede & Co. No person  acquiring  an interest in any class of the  Book-Entry  Certificates  will
be entitled to receive a  certificate  representing  such person's  interest,  except as set forth below
under  "--Definitive  Certificates".  Unless  and until  definitive  certificates  are  issued  under the
limited  circumstances   described  in  this  prospectus  supplement,   all  references  to  actions  by
certificateholders  with  respect to the  Book-Entry  Certificates  shall refer to actions  taken by DTC
upon  instructions  from  its  participants  and  all  references  in  this  prospectus   supplement  to
distributions,  notices,  reports and  statements to  certificateholders  with respect to the Book-Entry
Certificates  shall refer to  distributions,  notices,  reports and  statements to DTC or Cede & Co., as
the  registered  holder of the  Book-Entry  Certificates,  for  distribution  to  Certificate  Owners in
accordance with DTC procedures.  See "--Book-Entry  Registration" and "--Definitive  Certificates" in this
prospectus supplement.

        The Residual  Certificates may not be purchased by or transferred to a Plan except upon delivery
of a certification  of facts or an opinion of counsel,  as provided in this prospectus  supplement.  See
"--Restrictions on Transfer of the Residual  Certificates" and "ERISA  Considerations" in this prospectus
supplement.  Transfer  of the  Residual  Certificates  will be subject to  additional  restrictions  and
transfer of the Residual  Certificates to any non-United States person will be prohibited,  in each case
as described under "Federal Income Tax  Consequences--REMICS--Tax  and  Restrictions on Transfers of REMIC
Residual   Certificates  to  Certain   Organizations"   and  "--Taxation  of  Owners  of  REMIC  Residual
Certificates--Noneconomic  REMIC  Residual  Certificates"  in the  prospectus.  No service charge will be
imposed  for any  registration  of transfer or  exchange,  but the Trustee may require  payment of a sum
sufficient to cover any tax or other governmental charge imposed in connection therewith.

        All distributions to holders of the Offered  Certificates,  other than the final distribution on
any  class of  Offered  Certificates,  will be made on each  distribution  date by or on  behalf  of the
Trustee to the persons in whose names the Offered  Certificates  are registered at the close of business
on the related  Record  Date.  Distributions  will be made either (a) by check  mailed to the address of
each  certificateholder  as it appears in the  certificate  register or (b) upon written  request to the
Trustee  at least  five  Business  Days  prior to the  relevant  Record  Date by any  holder of  Offered
Certificate,  by wire transfer in immediately  available funds to the account of the  certificateholders
specified in the request.  The final  distribution on any class of Offered  Certificates will be made in
a like manner,  but only upon  presentment  and  surrender of the related  Certificate  at the corporate
trust  office of the  Trustee,  for  these  purposes  located  at Sixth  Street  and  Marquette  Avenue,
Minneapolis,  Minnesota  55479,  Attention:  Corporate Trust Group,  Bear Stearns Mortgage Funding Trust
2007-AR3,   or  any  other  location  specified  in  the  notice  to  certificateholders  of  the  final
distribution.

        The  Certificates  will not be  listed on any  securities  exchange  or quoted in the  automated
quotation system of any registered securities  association.  As a result,  investors in the Certificates
may  experience  limited  liquidity.  See "Risk  Factors--The  Offered  Certificates  Will  Have  Limited
Liquidity,  So You May Be  Unable to Sell Your  Securities  or May Be Forced to Sell Them at a  Discount
from Their Fair Market Value" in this prospectus supplement.

Book-Entry Registration

        DTC is a  limited-purpose  trust  company  organized  under the laws of the State of New York, a
member of the  Federal  Reserve  System,  a  "clearing  corporation"  within the meaning of the New York
Uniform  Commercial Code, and a "clearing agency"  registered  pursuant to the provisions of Section 17A
of the Exchange Act. DTC was created to hold  securities  for its  participants  and to  facilitate  the
clearance  and  settlement of securities  transactions  between  participants  through  electronic  book
entries, thereby eliminating the need for physical movement of certificates.

        Certificate  Owners that are not  participants or indirect  participants but desire to purchase,
sell or otherwise  transfer  ownership of, or other interests in, the Book-Entry  Certificates may do so
only through participants and indirect  participants.  In addition,  Certificate Owners will receive all
distributions of principal of and interest on the Book-Entry  Certificates  from the Trustee through DTC
and DTC  participants.  The Trustee will forward  payments to DTC in same day funds and DTC will forward
payments  to  participants  in next  day  funds  settled  through  the New  York  Clearing  House.  Each
participant will be responsible for disbursing the payments.  Unless and until  definitive  certificates
are issued, it is anticipated that the only  certificateholders  of the Book-Entry  Certificates will be
Cede &  Co.,  as  nominee  of  DTC.  Certificate  Owners  will  not be  recognized  by  the  Trustee  as
certificateholders,  as such term is used in the Agreement,  and Certificate Owners will be permitted to
exercise the rights of certificateholders only indirectly through DTC and its participants.

        Under the Rules, DTC is required to make book-entry  transfers of Book-Entry  Certificates among
participants  and to  receive  and  transmit  distributions  of  principal  of,  and  interest  on,  the
Book-Entry  Certificates.  Participants and indirect  participants  with which  Certificate  Owners have
accounts  with  respect  to the  Book-Entry  Certificates  similarly  are  required  to make  book-entry
transfers and receive and transmit  these  payments on behalf of their  respective  Certificate  Owners.
Accordingly,  although Certificate Owners will not possess definitive certificates,  the Rules provide a
mechanism  by which  Certificate  Owners  through  their  participants  and indirect  participants  will
receive payments and will be able to transfer their interest.

        Because  DTC can only act on behalf  of  participants,  who in turn act on  behalf  of  indirect
participants  and on behalf of certain banks,  the ability of a Certificate  Owner to pledge  Book-Entry
Certificates  to persons or entities  that do not  participate  in the DTC system,  or to otherwise  act
with  respect to  Book-Entry  Certificates,  may be limited due to the absence of physical  certificates
for the  Book-Entry  Certificates.  In  addition,  under a  book-entry  format,  Certificate  Owners may
experience  delays in their receipt of payments since  distribution  will be made by the Trustee to Cede
& Co., as nominee for DTC.

        Under the Rules,  DTC will take action permitted to be taken by a  certificateholders  under the
Agreement  only at the  direction  of one or more  participants  to whose  DTC  account  the  Book-Entry
Certificates  are  credited.  Additionally,  under the  Rules,  DTC will take  actions  with  respect to
specified  voting  rights  only at the  direction  of and on behalf of  participants  whose  holdings of
Book-Entry  Certificates  evidence these specified voting rights. DTC may take conflicting  actions with
respect to voting rights,  to the extent that  participants  whose  holdings of Book-Entry  Certificates
evidence voting rights authorize divergent action.

        The  Depositor,  the  Servicer  and the  Trustee  will have no  liability  for any aspect of the
records  relating to or payments made on account of  beneficial  ownership  interests in the  Book-Entry
Certificates  held by Cede & Co., as nominee for DTC, or for  maintaining,  supervising or reviewing any
records relating to beneficial ownership interests or transfers thereof.

Definitive Certificates

        Definitive  certificates will be issued to Certificate  Owners or their nominees,  respectively,
rather than to DTC or its  nominee,  only if (1) the  Depositor  advises the Trustee in writing that DTC
is no longer  willing or able to  properly  discharge  its  responsibilities  as  clearing  agency  with
respect to the  Book-Entry  Certificates  and the  Depositor  is unable to locate a qualified  successor
within 30 days or (2) the Depositor,  at its option,  elects to terminate the book-entry  system through
DTC.  Additionally,
after the occurrence of an event of default under the Agreement,  any Certificate  Owner  materially and
adversely  affected thereby may, at its option,  request and, subject to the procedures set forth in the
Agreement,  receive a definitive  certificate  evidencing such Certificate Owner's fractional  undivided
interest in the related class of Certificates.

        Upon its  receipt  of  notice  of the  occurrence  of any  event  described  in the  immediately
preceding  paragraph,  the Trustee is required to request that DTC notify all Certificate Owners through
its  participants  of  the  availability  of  definitive  certificates.  Upon  surrender  by  DTC of the
definitive  certificates  representing  the  Book-Entry  Certificates  and receipt of  instructions  for
re-registration,  the Trustee  will  reissue the  Book-Entry  Certificates  as  definitive  certificates
issued in the respective  principal amounts owned by individual  Certificate  Owners, and thereafter the
Trustee will  recognize the holders of such  definitive  certificates  as  certificateholders  under the
Agreement.





Distributions on the Certificates

Loan Group I

        On each  distribution  date, the Trustee will withdraw the available funds for Loan Group I from
the Distribution Account for such distribution date and apply such amounts as follows:

        First,  from  Interest  Funds  from  Loan  Group I on each  distribution  date on and  after the
distribution date in April 2017, if applicable,  to the Final Maturity Reserve Account,  an amount equal
to the Coupon Strip for such distribution date.

        Second,  from  Interest  Funds  with  respect  to Loan  Group I, to pay any  accrued  and unpaid
interest on the Group I Offered Certificates in the following order of priority:

        (1) to each  class of Class  I-A  Certificates  and the  Class  I-X  Certificates,  the  Current
        Interest and then any Interest  Carry  Forward  Amount for each such class,  pro rata,  based on
        the Current Interest and Interest Carry Forward Amount due to each such class;

        (2) to the Class I-B-1,  Class I-B-2,  Class I-B-3, Class I-B-4, Class I-B-5, Class I-B-6, Class
        I-B-7,  Class  I-B-8 and Class I-B-9  Certificates,  sequentially,  in that  order,  the Current
        Interest for each such class of certificates;

        (3) any Excess  Spread with  respect to Loan Group I to the extent  necessary to meet a level of
        overcollateralization  equal to the  Group I  Overcollateralization  Target  Amount  will be the
        Extra  Principal  Distribution  Amount with respect to Loan Group I and will be included as part
        of the Group I Principal  Distribution  Amount and  distributed in accordance with Third (A) and
        (B) below; and

        (4) any  remaining  Excess  Spread  with  respect to Loan Group I will be the  Remaining  Excess
        Spread  with  respect  to  Loan  Group  I and  will  be  applied,  together  with  the  Group  I
        Overcollateralization  Release  Amount,  as Excess Cashflow for Loan Group I pursuant to clauses
        Fourth through Seventeenth below.

        As described in the  definition  of "Current  Interest,"  the Current  Interest on each class of
Group I  Certificates  is  subject  to  reduction  in the event of  specified  interest  shortfalls  and
shortfalls  resulting from Net Deferred  Interest on the group I mortgage loans  allocated to such class
of Group I  Certificates,  the sum of the Coupon  Strip,  if  applicable,  and the  interest  portion of
Realized Losses on the group I mortgage loans allocated to that class of Certificates.

        On any  distribution  date, any shortfalls  resulting from the application of the Relief Act and
any Prepayment Interest  Shortfalls to the extent not covered by Compensating  Interest Payments will be
allocated,  first, in reduction of amounts otherwise  distributable to the Class I-B-IO and the Residual
Certificates,  and thereafter,  to the Current  Interest payable to the Class I-A Certificates and Class
I-X  Certificates  (in each case, with respect to shortfalls  resulting from the group I mortgage loans)
and Class I-B  Certificates,  on a pro rata basis, on such  distribution  date,  based on the respective
amounts of interest accrued on such  certificates for such  distribution  date. The holders of the Class
I-A, Class I-X and Class I-B Certificates  will not be entitled to  reimbursement  for any such interest
shortfalls.

        Third,  to pay as principal on the Class I-A  Certificates  and Class I-B  Certificates,  in the
following order of priority:

(A)     On each  distribution  date (i) prior to the  related  Stepdown  Date or (ii) on which a Group I
        Trigger Event is in effect,  Group I Principal  Distribution  Amount for such  distribution date
        will be distributed as follows:

1.      to each class of Class I-A  Certificates on a pro rata basis until the Current  Principal Amount
        of each such class is reduced to zero;

2.      to the Class I-B-1 Certificates,  any remaining Group I Principal  Distribution Amount until the
        Current Principal Amount thereof is reduced to zero;

3.      to the Class I-B-2 Certificates,  any remaining Group I Principal  Distribution Amount until the
        Current Principal Amount thereof is reduced to zero;

4.      to the Class I-B-3 Certificates,  any remaining Group I Principal  Distribution Amount until the
        Current Principal Amount thereof is reduced to zero;

5.      to the Class I-B-4 Certificates,  any remaining Group I Principal  Distribution Amount until the
        Current Principal Amount thereof is reduced to zero;

6.      to the Class I-B-5 Certificates,  any remaining Group I Principal  Distribution Amount until the
        Current Principal Amount thereof is reduced to zero;

7.      to the Class I-B-6 Certificates,  any remaining Group I Principal  Distribution Amount until the
        Current Principal Amount thereof is reduced to zero;

8.      to the Class I-B-7 Certificates,  any remaining Group I Principal  Distribution Amount until the
        Current Principal Amount thereof is reduced to zero;

9.      to the Class I-B-8 Certificates,  any remaining Group I Principal  Distribution Amount until the
        Current Principal Amount thereof is reduced to zero; and

10.     to the Class I-B-9 Certificates,  any remaining Group I Principal  Distribution Amount until the
        Current Principal Amount thereof is reduced to zero.

(B)     On each  distribution  date on or after the related  Stepdown Date, so long as a Group I Trigger
        Event is not in effect,  Group I Principal  Distribution  Amount for such distribution date will
        be distributed as follows:

1.      to the Class I-A Certificates,  from the Group I Principal  Distribution Amount, an amount equal
        to the Class I-A Principal  Distribution  Amount will be  distributed to each class of Class I-A
        Certificates  on a pro rata  basis  until the  Current  Principal  Amount of each such  class is
        reduced to zero;

2.      to the Class I-B-1 Certificates,  from any remaining Group I Principal  Distribution Amount, the
        Class I- B-1  Principal  Distribution  Amount,  until the Current  Principal  Amount  thereof is
        reduced to zero;

3.      to the Class I-B-2 Certificates,  from any remaining Group I Principal  Distribution Amount, the
        Class I-B-2  Principal  Distribution  Amount,  until the  Current  Principal  Amount  thereof is
        reduced to zero;

4.      to the Class I-B-3 Certificates,  from any remaining Group I Principal  Distribution Amount, the
        Class I-B-3  Principal  Distribution  Amount,  until the  Current  Principal  Amount  thereof is
        reduced to zero;

5.      to the Class I-B-4 Certificates,  from any remaining Group I Principal  Distribution Amount, the
        Class I-B-4  Principal  Distribution  Amount,  until the  Current  Principal  Amount  thereof is
        reduced to zero;

6.      to the Class I-B-5 Certificates,  from any remaining Group I Principal  Distribution Amount, the
        Class I-B-5  Principal  Distribution  Amount,  until the  Current  Principal  Amount  thereof is
        reduced to zero;

7.      to the Class I-B-6 Certificates,  from any remaining Group I Principal  Distribution Amount, the
        Class I-B-6  Principal  Distribution  Amount,  until the  Current  Principal  Amount  thereof is
        reduced to zero;

8.      to the Class I-B-7 Certificates,  from any remaining Group I Principal  Distribution Amount, the
        Class I-B-7  Principal  Distribution  Amount,  until the  Current  Principal  Amount  thereof is
        reduced to zero;

9.      to the Class I-B-8 Certificates,  from any remaining Group I Principal  Distribution Amount, the
        Class I-B-8  Principal  Distribution  Amount,  until the  Current  Principal  Amount  thereof is
        reduced to zero; and

10.     to the Class I-B-9 Certificates,  from any remaining Group I Principal  Distribution Amount, the
        Class I-B-9  Principal  Distribution  Amount,  until the  Current  Principal  Amount  thereof is
        reduced to zero.

        Fourth,  from any Excess  Cashflow with respect to Loan Group I, to the Class I-A  Certificates,
pro rata in accordance  with the  respective  amounts owed to each such class an amount equal to (a) any
remaining  Interest Carry Forward  Amount,  and then (b) any Unpaid  Realized Loss Amount for such class
for such distribution date;

        Fifth,  from any  remaining  Excess  Cashflow  with  respect to Loan Group I, to the Class I-B-1
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Sixth,  from any  remaining  Excess  Cashflow  with  respect to Loan Group I, to the Class I-B-2
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Seventh,  from any  remaining  Excess  Cashflow with respect to Loan Group I, to the Class I-B-3
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Eighth,  from any  remaining  Excess  Cashflow  with respect to Loan Group I, to the Class I-B-4
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Ninth,  from any  remaining  Excess  Cashflow  with  respect to Loan Group I, to the Class I-B-5
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Tenth,  from any  remaining  Excess  Cashflow  with  respect to Loan Group I, to the Class I-B-6
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Eleventh,  from any remaining  Excess  Cashflow with respect to Loan Group I, to the Class I-B-7
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Twelfth,  from any  remaining  Excess  Cashflow with respect to Loan Group I, to the Class I-B-8
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Thirteenth,  from any remaining Excess Cashflow with respect to Loan Group I, to the Class I-B-9
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Fourteenth,  from any remaining  Excess  Cashflow with respect to Loan Group I, to the Class I-A
Certificates,  any Basis Risk Shortfall  Carry-forward  Amount for each such class for such distribution
date, pro rata, based on the Basis Risk Shortfall Carry-forward Amount owed to each such class;

        Fifteenth,  from any remaining Excess Cashflow with respect to Loan Group I, to the Class I-B-1,
Class I-B-2,  Class  I-B-3,  Class I-B-4,  Class I-B-5,  Class I-B-6,  Class I-B-7 Class I-B-8 and Class
I-B-9  Certificates,  sequentially,  in that order, any Basis Risk Shortfall  Carry-forward  Amount,  in
each case for such class for such distribution date;

        Sixteenth,  from any  remaining  Excess  Cashflow  with  respect  to Loan  Group I, to the Class
I-B-IO certificates an amount specified in the Agreement; and

        Seventeenth, any remaining amounts to the Residual Certificates.

        On each distribution date, all amounts  representing  prepayment charges in respect of the group
I mortgage loans received during the related  Prepayment  Period will be withdrawn from the Distribution
Account  and  shall  not  be  available  for  distribution  to  the  holders  of  the  Group  I  Offered
Certificates.  All amounts  representing  "hard" prepayment charges on the group I mortgage loans with a
three-year  prepayment charge term will be distributed to the Class I-XP-2  Certificates,  and all other
prepayment  charges  with  respect to the group I mortgage  loans,  to the  extent not  permitted  to be
retained by the Servicer, will be distributed to the Class I-XP-1 Certificates.

Loan Group II

        On each distribution  date, the Trustee will withdraw the available funds for Loan Group II from
the Distribution Account for such distribution date and apply such amounts as follows:
        First, to pay as interest on the Class II-A and Class II-B Certificates,  in the following order
of priority:

(A)    to pay interest on the Class II-A Certificates, in the following order of priority:

1.      from  Interest  Funds  with  respect  to  Sub-Loan  Group  II-1,  to each  class of Class  II-1A
        Certificates,  the Current  Interest and then any Interest  Carry  Forward  Amount for each such
        class,  pro rata,  based on the Current  Interest and Interest  Carry Forward Amount due to each
        such class;

2.      from Interest Funds with respect to Sub-Loan Group II-2, to the Class II-2A-1 Certificates,  the
        Current Interest and then any Interest Carry Forward Amount for such class;

3.                (a) to the  extent  that  Interest  Funds  with  respect  to  Sub-Loan  Group II-1 are
        insufficient  to pay the Current  Interest and any Interest Carry Forward Amount with respect to
        any class of the Class II-1A  Certificates  on such  distribution  date, any Interest Funds with
        respect to Sub-Loan  Group II-2  remaining  after the payments  described in paragraph (2) above
        shall be paid to each class of the Class II-1A  Certificates  to cover any such  deficiency  for
        each such class,  pro rata,  based on the unpaid  Current  Interest and Interest  Carry  Forward
        Amount due to each such class; or

                  (b) to the extent that  Interest  Funds with  respect to  Sub-Loan  Group II-2 are
       insufficient  to pay the Current  Interest and any Interest  Carry Forward Amount with respect to
       the Class II-2A-1  Certificates  on such  distribution  date,  any Interest Funds with respect to
       Sub-Loan Group II-1 remaining  after the payments  described in paragraph (1) above shall be paid
       to the Class II-2A-1 Certificates to cover any such deficiency;

(B)    any remaining  Interest  Funds with respect to both  Sub-Loan  Groups will be included as part of
       the Interest  Funds with respect to Loan Group II to pay interest on the Class II-B  Certificates
       in the following order of priority:

1.      to the Class II-B-1,  Class II-B-2,  Class II-B-3,  Class II-B-4,  Class II-B-5 and Class II-B-6
        Certificates, sequentially, in that order, the Current Interest for each such class;

2.      any Excess  Spread  with  respect to Loan  Group II to the extent  necessary  to meet a level of
        overcollateralization  equal to the Group II  Overcollateralization  Target  Amount  will be the
        Extra Principal  Distribution  Amount with respect to Loan Group II and will be included as part
        of the Group II Principal  Distribution Amount and distributed in accordance with Second (A) and
        (B) below; and

3.       any remaining  Excess Spread with respect to Loan Group II will be the Remaining  Excess Spread
        with   respect  to  Loan   Group  II  and  will  be   applied,   together   with  the  Group  II
        Overcollateralization  Release Amount with respect to Loan Group II, as Excess Cashflow for Loan
        Group II pursuant to clauses Third through Thirteenth below.

        As described in the  definition  of "Current  Interest,"  the Current  Interest on each class of
Group II  Certificates  is  subject to  reduction  in the event of  specified  interest  shortfalls  and
shortfalls  resulting from Net Deferred  Interest on the group II mortgage loans allocated to that class
of Group II  Certificates  and the interest  portion of Realized  Losses on the group II mortgage  loans
allocated to that class of Certificates.

        On any  distribution  date, any shortfalls  resulting from the application of the Relief Act and
any Prepayment Interest  Shortfalls to the extent not covered by Compensating  Interest Payments will be
allocated,  first, in reduction of amounts  otherwise  distributable  to the Class II-B-IO  Certificates
and the  Residual  Certificates,  and  thereafter,  to the  Current  Interest  payable to the Class II-A
Certificates  (in each case,  with respect to  shortfalls  resulting  from the related group II mortgage
loans) and Class  II-B  Certificates,  on a pro rata  basis,  on such  distribution  date,  based on the
respective  amounts of interest  accrued on such  certificates for such  distribution  date. The holders
of the Class II-A  Certificates and Class II-B  Certificates  will not be entitled to reimbursement  for
any such interest shortfalls.

        Second, to pay as principal on the Class II-A Certificates and Class II-B  Certificates,  in the
following order of priority:

(A)     On each  distribution  date (i) prior to the related  Stepdown  Date or (ii) on which a Group II
        Trigger Event is in effect,  the Group II Principal  Distribution  Amount for such  distribution
        date will be distributed as follows:

1.      to each  class of Class  II-A  Certificates,  concurrently,  (i) the  Sub-Group  II-1  Principal
        Distribution  Amount, to the Class II-1A-1,  Class II-1A-2 and Class II-1A-3  Certificates,  pro
        rata, and (ii) Sub-Group II-2 Principal  Distribution Amount, to the Class II-2A-1 Certificates,
        until the Current Principal Amount of each such class is reduced to zero;

2.                (a) if,  following the payment of the Sub-Group  II-1  Principal  Distribution  Amount
        pursuant  to  paragraph  1 above,  the  aggregate  Current  Principal  Amount of the Class II-1A
        Certificates  is  reduced  to  zero  and the  Current  Principal  Amount  of the  Class  II-2A-1
        Certificates  after taking into account the  Sub-Group  II-2  Principal  Distribution  Amount is
        greater than zero, then any such remaining  amount of the Sub-Group II-1 Principal  Distribution
        Amount  shall be  distributed  to the Class  II-2A-1  Certificates  until the Current  Principal
        Amount of such class is reduced to zero; or

                  (b) if,  following the payment of the  Sub-Group  II-2  Principal  Distribution
        Amount  pursuant  to  paragraph  1 above,  the  Current  Principal  Amount of the Class  II-2A-1
        Certificates  is  reduced  to zero and the  Current  Principal  Amount of any class of the Class
        II-1A  Certificates after taking into account the Sub-Group II-1 Principal  Distribution  Amount
        is  greater  than  zero,  then  any  such  remaining  amount  of the  Sub-Group  II-2  Principal
        Distribution  Amount shall be distributed to the Class II-1A  Certificates,  pro rata, until the
        Current Principal Amount of each such class is reduced to zero;

3.      any remaining  Principal  Distribution  Amount with respect to both Sub-Loan Groups will be paid
        to the Class II-B Certificates in the following order of priority:

                      (a)  to  the  Class  II-B-1   Certificates,   any  remaining  Group  II  Principal
        Distribution Amount until the Current Principal Amount thereof is reduced to zero;

                      (b)  to  the  Class  II-B-2   Certificates,   any  remaining  Group  II  Principal
        Distribution Amount until the Current Principal Amount thereof is reduced to zero;

                      (c)  to  the  Class  II-B-3   Certificates,   any  remaining  Group  II  Principal
        Distribution Amount until the Current Principal Amount thereof is reduced to zero;

                      (d)  to  the  Class  II-B-4   Certificates,   any  remaining  Group  II  Principal
        Distribution Amount until the Current Principal Amount thereof is reduced to zero;

                      (e)  to  the  Class  II-B-5   Certificates,   any  remaining  Group  II  Principal
        Distribution Amount until the Current Principal Amount thereof is reduced to zero; and

                      (f)  to  the  Class  II-B-6   Certificates,   any  remaining  Group  II  Principal
        Distribution Amount until the Current Principal Amount thereof is reduced to zero.

(B)     On each  distribution  date on or after the related Stepdown Date, so long as a Group II Trigger
        Event is not in effect,  Group II Principal  Distribution Amount for such distribution date will
        be distributed as follows:

1.      to the Class  II-A  Certificates,  concurrently,  (i) the  Class  II-1A  Principal  Distribution
        Amount,  to the  Class  II-1A  Certificates,  pro  rata,  and (ii)  the  Class  II-2A  Principal
        Distribution  Amount, to the Class II-2A-1  Certificates,  until the Current Principal Amount of
        each such class is reduced to zero;

2.                (a) if,  following  the  payment  of the Class  II-1A  Principal  Distribution  Amount
        pursuant  to  paragraph  1 above,  the  aggregate  Current  Principal  Amount of the Class II-1A
        Certificates  is  reduced  to  zero  and the  Current  Principal  Amount  of the  Class  II-2A-1
        Certificates after taking into account the Class II-2A Principal  Distribution Amount is greater
        than zero,  then any such  remaining  amount of the Class II-1A  Principal  Distribution  Amount
        shall be distributed to the Class II-2A-1  Certificates  until the Current  Principal  Amount of
        such class is reduced to zero; or

                  (b) if, following the payment of the Class II-2A Principal  Distribution Amount
        pursuant to paragraph 1 above, the Current  Principal  Amount of the Class II-2A-1  Certificates
        is  reduced  to  zero  and  the  Current  Principal  Amount  of any  class  of the  Class  II-1A
        Certificates after taking into account the Class II-1A Principal  Distribution Amount is greater
        than zero,  then any such  remaining  amount of the Class II-2A  Principal  Distribution  Amount
        shall be  distributed to the Class II-1A  Certificates,  pro rata,  until the Current  Principal
        Amount of each such class is reduced to zero;

3.      any remaining Principal  Distribution Amount with respect to either Sub-Loan Groups will be paid
        to the Class II-B Certificates in the following order of priority:

                      (a) to the  Class  II-B-1  Certificates,  from any  remaining  Group II  Principal
       Distribution  Amount,  the  Class  II-B-1  Principal   Distribution  Amount,  until  the  Current
       Principal Amount thereof is reduced to zero;

                      (b) to the  Class  II-B-2  Certificates,  from any  remaining  Group II  Principal
        Distribution  Amount,  the  Class  II-B-2  Principal  Distribution  Amount,  until  the  Current
        Principal Amount thereof is reduced to zero;

                      (c) to the  Class  II-B-3  Certificates,  from any  remaining  Group II  Principal
        Distribution  Amount,  the  Class  II-B-3  Principal  Distribution  Amount,  until  the  Current
        Principal Amount thereof is reduced to zero;

                      (d) to the  Class  II-B-4  Certificates,  from any  remaining  Group II  Principal
        Distribution  Amount,  the  Class  II-B-4  Principal  Distribution  Amount,  until  the  Current
        Principal Amount thereof is reduced to zero;

                      (e) to the  Class  II-B-5  Certificates,  from any  remaining  Group II  Principal
        Distribution  Amount,  the  Class  II-B-5  Principal  Distribution  Amount,  until  the  Current
        Principal Amount thereof is reduced to zero; and

                      (f) to the  Class  II-B-6  Certificates,  from any  remaining  Group II  Principal
        Distribution  Amount,  the  Class  II-B-6  Principal  Distribution  Amount,  until  the  Current
        Principal Amount thereof is reduced to zero.

        Third,  from any Excess Cashflow with respect to Loan Group II, to the Class II-A  Certificates,
pro rata in accordance  with the  respective  amounts owed to each such class an amount equal to (a) any
remaining  Interest Carry Forward  Amount,  and then (b) any Unpaid  Realized Loss Amount for such class
for such distribution date;

        Fourth,  from any remaining  Excess  Cashflow with respect to Loan Group II, to the Class II-B-1
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Fifth,  from any  remaining  Excess  Cashflow with respect to Loan Group II, to the Class II-B-2
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Sixth,  from any  remaining  Excess  Cashflow with respect to Loan Group II, to the Class II-B-3
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Seventh,  from any remaining  Excess Cashflow with respect to Loan Group II, to the Class II-B-4
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Eighth,  from any remaining  Excess  Cashflow with respect to Loan Group II, to the Class II-B-5
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Ninth,  from any  remaining  Excess  Cashflow with respect to Loan Group II, to the Class II-B-6
Certificates,  an  amount  equal to (a) any  Interest  Carry  Forward  Amount,  and then (b) any  Unpaid
Realized Loss Amount for such class for such distribution date;

        Tenth,  from any  remaining  Excess  Cashflow  with  respect to Loan Group II, to the Class II-A
Certificates,  any Basis Risk Shortfall  Carry-forward  Amount for each such class for such distribution
date, pro rata, based on the Basis Risk Shortfall Carry-forward Amount owed to each such class;

        Eleventh,  from any  remaining  Excess  Cashflow  with  respect  to Loan  Group II, to the Class
II-B-1, Class II-B-2, Class
II-B-3,  Class II-B-4,  Class II-B-5 and Class II-B-6  Certificates,  sequentially,  in that order,  any
Basis Risk Shortfall Carry-forward Amount, in each case for such class for such distribution date;

        Twelfth,  from any remaining Excess Cashflow with respect to Loan Group II, to the Class II-B-IO
certificates an amount specified in the Agreement; and

        Thirteenth, any remaining amounts to the Residual Certificates.

        On each distribution date, all amounts  representing  prepayment charges in respect of the group
II mortgage  loans  received  during the related  Prepayment  Period,  to the extent not permitted to be
retained by the Servicer,  will be withdrawn  from the  Distribution  Account and shall not be available
for distribution to the holders of the Group II Offered Certificates or the Class
II-B-6  Certificates.  Such  prepayment  charges  with  respect to the group II  mortgage  loans will be
distributed to the Class II-XP Certificates.

        When a borrower  prepays all or a portion of a mortgage  loan  between Due Dates,  the  borrower
pays interest on the amount prepaid only to the date of prepayment.  Accordingly,  an interest shortfall
will  result  equal to the  difference  between  the  amount of  interest  collected  and the  amount of
interest  that would have been due absent such  prepayment.  We refer to this  interest  shortfall  as a
Prepayment  Interest Shortfall.  Any Prepayment Interest Shortfalls  resulting from a prepayment in full
or in part that are distributed to the  certificateholders  in the calendar month following the month in
which the  prepayment  was made are  required  to be paid by the  Servicer,  but only to the extent that
such amount does not exceed the aggregate of the  Servicing  Fees on the mortgage  loans  serviced by it
for the  applicable  distribution  date.  The  Servicer is not  obligated  to fund  interest  shortfalls
resulting  from the  application of the Relief Act. The amount of the Servicing Fees used to offset such
Prepayment Interest Shortfalls is referred to herein as Compensating Interest Payments.

Final Maturity Reserve Account

        If, on the distribution  date occurring in April 2017, or on any  distribution  date thereafter,
up to and  including  the  distribution  date in March  2037,  if any Group I Offered  Certificates  are
outstanding  and the  aggregate  Stated  Principal  Balance of the group I mortgage  loans with original
terms to  maturity  in excess of 30 years is greater  than the amount  specified  in  Schedule 1 to this
prospectus  supplement for the related  distribution  date, the Trustee will be required to deposit from
Interest Funds with respect to the group I mortgage loans into the Final  Maturity  Reserve  Account the
Coupon  Strip for such  distribution  date until the amount on  deposit  in the Final  Maturity  Reserve
Account is equal to the Final Maturity  Reserve Account  Target.  On any applicable  distribution  date,
the  "Coupon  Strip" for Loan Group I shall be an amount  equal to the lesser of (a) the  product of (i)
1.00%,  (ii) the  aggregate  Stated  Principal  Balance of the  mortgage  loans with  original  terms to
maturity in excess of 30 years in Loan Group I as of the Due Date  occurring  in the month prior to such
distribution  date and (iii)  one-twelfth  and (b) the excess of (i) the Final Maturity  Reserve Account
Target  for such  distribution  date  over (ii) the  amount on  deposit  in the Final  Maturity  Reserve
Account  immediately  prior to such  distribution  date. The "Final  Maturity  Reserve  Account  Target"
means, for any distribution  date beginning with the distribution  date in April 2017, the lesser of (a)
the product of (i) the aggregate  principal  balance of the group I mortgage  loans with original  terms
to maturity in excess of 30 years as of the Due Date  occurring in the month prior to such  distribution
date and (ii) the fraction  the  numerator of which is 1.00 and the  denominator  of which is 0.85,  and
(b) $15,832,991.

        On each  distribution  date,  any amounts on deposit in the Final  Maturity  Reserve  Account in
excess of the lesser of (i) the Current  Principal  Amount of the Group I Offered  Certificates and (ii)
the aggregate  Stated  Principal  Balance of the group I mortgage  loans with original terms to maturity
in excess of 30 years, will be distributed to the Class I-B-IO Certificates.

        On the earlier of the  distribution  date occurring in March 2037 and the  distribution  date on
which the final  distribution  of payments  from the group I mortgage  loans and the other assets in the
trust is expected to be made,  any remaining  amounts on deposit in the Final Maturity  Reserve  Account
will be distributed to the Group I Offered Certificates in the following order of priority:

        (1)    to the Class I-A Certificates,  pro rata, in accordance with their respective outstanding
Current Principal Amounts until the Current Principal Amounts thereof have been reduced to zero;

        (2)     to the Class I-B-1,  Class I-B-2,  Class I-B-3,  Class I-B-4,  Class I-B-5, Class I-B-6,
Class I-B-7, Class I-B-8 and Class I-B-9  Certificates,  sequentially in that order, after giving effect
to principal  distributions on such distribution  date, until the Current Principal Amounts thereof have
been reduced to zero;

        (3)    to each class of Group I Offered  Certificates,  any Current  Interest and Interest Carry
Forward Amount for each such class  remaining  unpaid after giving effect to interest  distributions  on
such  distribution  date in  accordance  with  payment  priorities  set  forth  in  "Description  of the
Certificates--Distributions on the Certificates;"

        (4)    to each class of Group I Offered  Certificates,  any Basis Risk  Shortfall  Carry-forward
Amount  for  each  such  class  remaining  unpaid  after  giving  effect  to the  distributions  on such
distribution   date  in  accordance   with  payment   priorities  set  forth  in   "Description  of  the
Certificates--Distributions on the Certificates--Loan Group I;" and

        (5)    to the Class I-B-IO Certificates, any remaining amounts.

        If the group I mortgage loans are purchased in connection  with an optional  termination of Loan
Group I, the funds on deposit in the Final  Maturity  Reserve  Account will be used to make  payments in
accordance  with  priorities  (4) and (5) above after  application of the purchase price pursuant to the
exercise of the optional termination.

Monthly Advances

        If the  minimum  payment on a mortgage  loan which was due on a related  Due Date is  delinquent
other than as a result of  application  of the Relief Act or similar  state law,  the  Servicer  will be
required to deposit in to the Custodial  Account on the date  specified in the Agreement an amount equal
to such  delinquency,  net of the Servicing Fee Rate,  except to the extent the Servicer  determines any
such  advance  to be  nonrecoverable  from  Liquidation  Proceeds,  Insurance  Proceeds  or from  future
payments on the mortgage loan for which such advance was made.  Subject to the foregoing,  such advances
will be made by the Servicer or  subservicer,  if applicable,  through final  disposition or liquidation
of the related  mortgaged  property.  Any failure of the Servicer to make such advances would constitute
an Event of Default  under the  Agreement,  in which case the Trustee,  as successor  servicer,  will be
required to make such advance in accordance with the Agreement.  See "The  Agreements--Events  of Default
and Rights Upon Event of Default" in the prospectus.

        All Monthly  Advances will be  reimbursable  to the party making such Monthly  Advance from late
collections,  Insurance  Proceeds  and  Liquidation  Proceeds  from the  mortgage  loan as to which  the
unreimbursed  Monthly Advance was made. In addition,  any Monthly Advances previously made in respect of
any mortgage loan that are deemed by the Servicer or a  subservicer  to be  nonrecoverable  from related
late  collections,  Insurance  Proceeds or  Liquidation  Proceeds may be reimbursed to such party out of
any funds in the Custodial Account prior to the distributions on the Certificates.

Allocation of Realized Losses; Subordination

General

        Subordination   provides  the  holders  of  the  Offered   Certificates  and  the  Class  II-B-6
Certificates  having a higher payment  priority with protection  against  Realized Losses on the related
mortgage  loans.  In general,  this loss protection is accomplished by allocating any Realized Losses in
a Loan Group in excess of available  Excess  Spread and any current  overcollateralization  (if any) for
such  Loan  Group  among  the  related   Subordinate   Certificates,   beginning  with  the  Subordinate
Certificates  with the lowest payment  priority until the Current  Principal  Amount of that subordinate
class has been reduced to zero.

        With respect to any  defaulted  mortgage  loan that is finally  liquidated  through  foreclosure
sale,  disposition of the related mortgaged property if acquired on behalf of the  certificateholders by
deed-in-lieu  of foreclosure or otherwise,  the amount of loss realized,  if any, will equal the portion
of the unpaid  principal  balance  remaining,  if any, plus interest thereon through the last day of the
month in which such mortgage loan was finally  liquidated,  after  application of all amounts  recovered
(net of amounts  reimbursable  to the  Servicer  for Monthly  Advances,  the  Servicing  Fee,  servicing
advances and certain other amounts  specified in the Agreement)  towards interest and principal owing on
the mortgage  loan.  The amount of such loss  realized on a mortgage  loan,  together with the amount of
any  Bankruptcy  Loss  (if  any) in  respect  of a  mortgage  loan  is  referred  to in this  prospectus
supplement as a Realized Loss.

        There are two types of  Bankruptcy  Losses that can occur with respect to a mortgage  loan.  The
first type of Bankruptcy  Loss,  referred to in this  prospectus  supplement  as a Deficient  Valuation,
results if a court,  in connection with a personal  bankruptcy of a mortgagor,  establishes the value of
a mortgaged  property at an amount less than the unpaid  principal  balance of the mortgage loan secured
by such  mortgaged  property.  In  such a case,  the  holder  of such  mortgage  loan  would  become  an
unsecured  creditor  to the  extent of the  difference  between  the  unpaid  principal  balance of such
mortgage  loan and such reduced  unsecured  debt.  The second type of  Bankruptcy  Loss,  referred to in
this  prospectus  supplement as a Debt Service  Reduction,  results from a court  reducing the amount of
the monthly  payment on the related  mortgage  loan,  in  connection  with the personal  bankruptcy of a
mortgagor.

        The  principal  portion of Debt  Service  Reductions  will not be  allocated in reduction of the
Current  Principal  Amount of any class of  Certificates.  Regardless  of when they occur,  Debt Service
Reductions may reduce the amount of available funds that would  otherwise be available for  distribution
on a distribution  date. As a result of the  subordination  of the  Subordinate  Certificates  in a Loan
Group in right of distribution of available funds to the related Senior  Certificates,  any Debt Service
Reductions will be borne by the  Subordinate  Certificates  (to the extent then  outstanding) in inverse
order of priority.

        Any  allocation  of a  principal  portion of a Realized  Loss to a  Certificate  will be made by
reducing the Current  Principal  Amount thereof by the amount so allocated as of the  distribution  date
in the month following the calendar month in which such Realized Loss was incurred.

        An allocation  of a Realized Loss on a pro rata basis among two or more classes of  Certificates
means an  allocation to each such class of  Certificates  on the basis of its then  outstanding  Current
Principal Amount prior to giving effect to distributions to be made on such distribution date.

        The interest portion of Realized Losses will be allocated among the outstanding  related classes
of   Certificates   offered   hereby   to   the   extent   described   under   "Distributions   on   the
Certificates--Interest" above.

        In the  event  that the  Servicer  or any  subservicer  recovers  any  amount  in  respect  of a
Liquidated  Mortgage Loan with respect to which a Realized Loss has been incurred after  liquidation and
disposition of such mortgage loan, any such amount,  which is referred to in this prospectus  supplement
as a  Subsequent  Recovery,  will be  distributed  as part of  available  funds in  accordance  with the
priorities described under "Description of the  Certificates--Distributions  on the Certificates" in this
prospectus  supplement.  Additionally,  the  Current  Principal  Amount  of each  class  of  Subordinate
Certificates  that has been reduced by the  allocation  of a Realized Loss to such  Certificate  will be
increased,  in order of seniority,  by the amount of such Subsequent Recovery,  but not in excess of the
amount of any Realized  Losses  previously  allocated to such class of  Certificates  and not previously
offset by Subsequent  Recoveries.  Holders of such  Certificates  will not be entitled to any payment in
respect of Current  Interest on the amount of such increases for an Interest  Accrual  Period  preceding
the distribution date on which such increase occurs.

Allocation of Realized Losses

        The Applied  Realized Loss Amount for the group I mortgage loans will be allocated  first to the
Class I-B-9,  Class I-B-8,  Class I-B-7, Class I-B-6, Class I-B-5, Class I-B-4, Class I-B-3, Class I-B-2
and Class  I-B-1  Certificates,  sequentially  in that order,  in each case until the Current  Principal
Amount of each such class has been  reduced  to zero.  Thereafter,  the  principal  portion of  Realized
Losses on the group I mortgage  loans will be  allocated  on any  distribution  date to the Class I-A-3,
Class I-A-2 and Class  I-A-1  Certificates,  sequentially  in that  order,  until the Current  Principal
Amount of each such  class has been  reduced  to zero.  Realized  Losses  will not be  allocated  to the
Class I-X Certificates.

        The Applied  Realized Loss Amount for the group II mortgage loans will be allocated first to the
Class II-B-6,  Class II-B-5,  Class II-B-4,  Class II-B-3,  Class II-B-2 and Class II-B-1  Certificates,
sequentially  in that  order,  in each case until the  Current  Principal  Amount of each such class has
been reduced to zero.  Thereafter,  (i) the principal  portion of Realized  Losses on the sub-group II-1
mortgage  loans will be allocated on any  distribution  date first to the Class  II-1A-3,  Class II-1A-2
and Class II-1A-1  Certificates,  sequentially in that order, until the Current Principal Amount of each
such class has been reduced to zero and (ii) the principal  portion of Realized  Losses on the sub-group
II-2 mortgage loans will be allocated on any distribution  date first to the Class II-2A-1  Certificates
until the Current Principal Amount of such class has been reduced to zero.

       No reduction of the Current  Principal Amount of any class will be made on any distribution  date
on account of Realized  Losses to the extent that such  allocation  would result in the reduction of the
aggregate  Current  Principal  Amounts of all  Certificates as of such  distribution  date, after giving
effect to all  distributions  and prior  allocations  of Realized  Losses on the  mortgage  loans in the
related Loan Group on such date, to an amount less than the aggregate  Stated  Principal  Balance of all
of the mortgage  loans in the related  Loan Group as of the first day of the month of such  distribution
date.  The  limitation  described  in this  paragraph  is  referred  to  herein  as the Loss  Allocation
Limitation.

        Excess Spread and Overcollateralization Provisions

       Excess  Spread in each Loan Group or  Sub-Loan  Group,  as  applicable,  will be  required  to be
applied as an Extra Principal  Distribution Amount with respect to the related Offered  Certificates and
the  Class  II-B-6  Certificates  whenever  the  related  Overcollateralization  Amount is less than the
related  Overcollateralization  Target  Amount.  If on any  distribution  date,  after giving  effect to
allocations of Principal  Distribution  Amounts,  the aggregate  Current Principal Amount of the Offered
Certificates in a Loan Group (or, in the case of Loan Group II, the aggregate  Current  Principal Amount
of the Group II Offered  Certificates  and the Class II-B-6  Certificates)  exceeds the aggregate Stated
Principal  Balance of the related  mortgage  loans for such  distribution  date,  the Current  Principal
Amounts  of the  Subordinate  Certificates  in such Loan  Group will be  reduced,  in  inverse  order of
seniority  (beginning with the related Class B Certificates with the highest  numerical  designation) by
an amount equal to such excess.  Any such reduction is an Applied Realized Loss Amount.

Pass-Through Rates

        The  pass-through  rate per  annum  for the  Offered  Certificates  (other  than the  Class  I-X
Certificates) and the Class II-B-6 Certificates will be equal to the least of:

1.      the London interbank  offered rate for one month United States dollar  deposits,  which we refer
        to as One-Month  LIBOR,  calculated as described below under  "--Calculation  of One-Month
        LIBOR", plus the related Margin;

2.      10.50% per annum; and

3.      the related Net Rate Cap.

        The pass-through  rate for the Class I-X  Certificates  will be a fixed rate equal to 0.500% per
annum.

               Calculation of One-Month LIBOR

        On the second LIBOR business day preceding the  commencement of each Interest Accrual Period for
the Offered  Certificates,  which date we refer to as an interest  determination  date, the Trustee will
determine  One-Month  LIBOR for such Interest  Accrual Period on the basis of such rate as it appears on
Reuters Screen LIBOR01 Page, as of 11:00 a.m. London time on such interest  determination  date. If such
rate does not appear on such page,  or such other page as may replace that page on that  service,  or if
such service is no longer offered,  such other service for displaying  LIBOR or comparable  rates as may
be reasonably  selected by the Trustee,  One-Month LIBOR for the applicable Interest Accrual Period will
be the  Reference  Bank Rate.  If no such  quotations  can be  obtained  and no  Reference  Bank Rate is
available,  One-Month LIBOR will be the One-Month  LIBOR  applicable to the preceding  Interest  Accrual
Period.

        The Reference Bank Rate with respect to any Interest Accrual Period,  means the arithmetic mean,
rounded  upwards,  if  necessary,  to the nearest whole  multiple of 0.03125%,  of the offered rates for
United  States  dollar  deposits  for one month that are quoted by the  Reference  Banks,  as  described
below, as of 11:00 a.m., New York City time, on the related interest  determination  date to prime banks
in the  London  interbank  market  for a period  of one  month  in  amounts  approximately  equal to the
aggregate  Current  Principal  Amount of all classes of Offered  Certificates  for such Interest Accrual
Period,  provided  that at least two such  Reference  Banks provide such rate. If fewer than two offered
rates appear,  the Reference Bank Rate will be the arithmetic mean,  rounded upwards,  if necessary,  to
the nearest  whole  multiple  of  0.03125%,  of the rates  quoted by one or more major banks in New York
City,  selected by the  Trustee,  as of 11:00 a.m.,  New York City time,  on such date for loans in U.S.
dollars  to  leading  European  banks for a period of one month in  amounts  approximately  equal to the
aggregate  Current  Principal  Amount of all classes of Offered  Certificates.  As used in this section,
LIBOR  business day means a day on which banks are open for dealing in foreign  currency and exchange in
London and New York City;  and Reference  Banks means leading banks  selected by the Trustee and engaged
in transactions in Eurodollar deposits in the international Eurocurrency market:

1.      with an established place of business in London;

2.      which have been designated as such by the Trustee; and

3.      which are not  controlling,  controlled  by, or under common  control with, the Depositor or the
               Sponsor.

        The establishment of one-month LIBOR on each interest  determination date by the Trustee and the
Trustee's  calculation of the pass-through rates applicable to the related Offered  Certificates for the
related Interest Accrual Period shall, in the absence of manifest error, be final and binding.

               Optional Purchase of Defaulted Loans

        With respect to any mortgage  loan which as of the first day of a Fiscal  Quarter is  delinquent
in payment by 90 days or more or is an REO  Property,  the Sponsor shall have the right to purchase such
mortgage loan from the trust at a price equal to the Repurchase Price;  provided,  however (i) that such
mortgage  loan is  still  90  days  or more  delinquent  or is an REO  Property  as of the  date of such
purchase and (ii) this  purchase  option,  if not  theretofore  exercised,  shall  terminate on the date
prior to the last day of the related Fiscal  Quarter.  This purchase  option,  if not  exercised,  shall
not be thereafter  reinstated  unless the  delinquency is cured and the mortgage loan  thereafter  again
becomes 90 days or more  delinquent  or becomes an REO  Property,  in which case the option  shall again
become exercisable as of the first day of the related Fiscal Quarter.

        In addition, the Sponsor may, at its option,  purchase any mortgage loan from the issuing entity
for which the first  scheduled  payment due to the issuing  entity after the closing date becomes thirty
or more  days  past  due;  provided  however,  such  mortgage  loan was  purchased  by EMC or one of its
affiliates  from an originator  pursuant to a loan purchase  agreement that obligated such originator to
repurchase  such  mortgage loan if one or more  scheduled  payments  becomes 30 or more days  delinquent
(and such  originator  has agreed to repurchase  such mortgage  loan).  Such purchase shall be made at a
price  equal to 100% of the Stated  Principal  Balance  thereof  plus  accrued  interest  thereon at the
applicable  mortgage rate,  from the date through which interest was last paid by the related  mortgagor
or advanced to the first day of the month in which such amount is to be distributed.

Restrictions on Transfer of the Residual Certificates

        The Residual  Certificates will be subject to additional  restrictions  described under "Federal
Income  Tax  Consequences--Special  Tax  Considerations  Applicable  to  Residual  Certificates"  in this
prospectus supplement and "Federal Income Tax  Consequences--REMICS--Tax  and Restrictions on Transfers of
REMIC Residual Certificates to Certain Organizations" and
"--Taxation of Owners of REMIC  Residual  Certificates--Noneconomic  REMIC Residual  Certificates"  in the
prospectus.

                                         THE CORRIDOR CONTRACTS

        The  Trustee,  on behalf of the  Trust,  will  enter  into one or more  corridor  contracts,  or
Corridor  Contracts,  with Bear Stearns Financial Products Inc. that provide for payments to the Trustee
for the benefit of the holders of the related  Certificates.  The  Corridor  Contracts  are  intended to
provide partial  protection to the Group II Offered  Certificates  and the Class II-B-6  Certificates in
the event that the  applicable  pass-through  rate for such  classes of  Certificates  is limited by the
related Net Rate Cap and to cover certain interest shortfalls.

        The  Corridor  Counterparty  is Bear Stearns  Financial  Products  Inc., a Delaware  corporation
("BSFP").  BSFP is a bankruptcy  remote  derivatives  product  company based in New York,  New York that
has been  established as a wholly owned subsidiary of The Bear Stearns  Companies,  Inc. BSFP engages in
a wide array of  over-the-counter  interest  rate,  currency,  and equity  derivatives,  typically  with
counterparties  who  require a highly  rated  derivative  provider.   As of the date of this  prospectus
supplement,  BSFP has a ratings  classification  of "AAA" from  Standard & Poor's and "Aaa" from Moody's
Investors  Service.   BSFP will  provide  upon  request,  without  charge,  to each  person to whom this
prospectus  supplement is delivered,  a copy of (i) the ratings  analysis from each of Standard & Poor's
and Moody's  Investors  Service  evidencing  those  respective  ratings or (ii) the most recent  audited
annual  financial  statements of BSFP.  Requests for  information  should be directed to the DPC Manager
of Bear Stearns  Financial  Products Inc. at (212)  272-4009 or in writing at 383 Madison  Avenue,  36th
Floor, New York, New York 10179.  BSFP is an affiliate of Bear, Stearns & Co. Inc.

        The information  contained in the preceding  paragraph has been provided by BSFP for use in this
prospectus  supplement.  BSFP  has not  been  involved  in the  preparation  of,  and  does  not  accept
responsibility for, this prospectus supplement as a whole or the accompanying prospectus.

        On or prior to each  distribution  date through and including the distribution date set forth in
the applicable  Corridor Contract,  payments under the applicable  Corridor Contract will be made to the
Trustee,  under an account established and maintained by the Trustee,  for the benefit of the holders of
the  related  Certificates.  The payment to be made by the  Corridor  Counterparty  under each  Corridor
Contract  will be equal to the  interest  accrued  during the  Interest  Accrual  Period on the  related
notional  balance at a rate equal to the excess,  if any, of (i) the lesser of (a)  One-Month  LIBOR and
(b) the  ceiling  rate set  forth  in  Annex I over  (ii)  the  strike  rate  set  forth in Annex I. The
notional  balance  will be equal to the  lesser of (i) the  Current  Principal  Amount of such  class of
Certificates  for the related  distribution  date and (ii) the related  certificate  notional amount set
forth in Annex I.

        On each  distribution  date,  amounts received under each Corridor  Contract with respect to the
Group II Offered  Certificates  and the Class II-B-6  Certificates  will be  allocated in the  following
order of priority:

        First,  to the holders of the  related  class of  Certificates,  the payment of any Basis
        Risk  Shortfall  Carry-forward  Amount for such class,  to the extent not covered by the related
        Excess Cashflow on such distribution date;

        Second,  from any remaining  amounts,  to the holders of the related class of Certificates,  the
        payment of any Current  Interest and Interest  Carry Forward Amount for such class to the extent
        not covered by Interest Funds or Excess Cashflow on such distribution date;

        Third,  from any excess  amounts  available from the Corridor  Contracts,  to the holders of the
        Class  II-A  Certificates,  pro rata,  and then to the  holders of the Class  II-B-1,  the Class
        II-B-2, the Class II-B-3, the Class II-B-4, the Class II-B-5 and the Class II-B-6  Certificates,
        in that order, to the extent not paid pursuant to clauses first or second above; and

        Fourth,  from any remaining  amounts,  for deposit into the Reserve  Fund,  allocated as further
        described herein.

        On each  distribution  date,  amounts on deposit in the Reserve Fund will be allocated  first to
the Class II-A  Certificates,  pro rata,  based on the current  Realized  Losses and any Unpaid Realized
Loss Amount for each such class for such  distribution  date,  and then to the Class  II-B-1,  the Class
II-B-2,  the Class II-B-3,  the Class  II-B-4,  the Class II-B-5 and the Class II-B-6  Certificates,  in
that order, to pay any current  Realized  Losses and any Unpaid Realized Loss Amount,  in each case, for
such class and for such  distribution  date.  Any  remaining  amounts on deposit in the Reserve  Fund on
such distribution date will be distributed as described in the Agreement.

        The Corridor Contracts terminate after the distribution date occurring in February 2012.

        The Depositor has  determined  that the  significance  percentage of payments under the Corridor
Contracts,  as calculated in accordance  with  Regulation AB under the  Securities  Act of 1933, is less
than 10%.

                                  YIELD AND PREPAYMENT CONSIDERATIONS

        General

        The yield to maturity and weighted  average life of each class of Offered  Certificates  and the
Class  II-B-6  Certificates  will be  affected  by the amount and timing of  principal  payments  on the
related  mortgage  loans,  the  allocation  of  available  funds  to such  class  of  Certificates,  the
applicable  Pass-Through  Rate  for  such  class  of  Certificates,  the  purchase  price  paid for such
Certificates  and the amount of Excess  Spread.  In  addition,  the yields on the  Certificates  will be
adversely  affected by Realized  Losses and  interest  shortfalls  on the related  mortgage  loans.  The
interaction  of  the  foregoing   factors  may  have  different   effects  on  the  various  classes  of
Certificates,  and may have varying  effects with  respect to any one class of  Certificates  during the
life  of  such  class.  No  representation  is made as to the  anticipated  rate of  prepayments  on the
mortgage  loans,  the  amount  and  timing  of  Realized  Losses  or  interest  shortfalls  or as to the
anticipated  yield to  maturity  of any  class  of  Certificates.  Prospective  investors  are  urged to
consider  their own estimates as to the  anticipated  rate of future  prepayments  on the mortgage loans
and the suitability of the  Certificates to their  investment  objectives.  Investors  should  carefully
consider the  associated  risks  discussed  below and under the heading  "Legal  Investment"  herein and
under  the  headings  "Yield  Considerations,"  "Maturity  and  Prepayment  Considerations"  and  "Legal
Investment Matters" in the prospectus.

        The  mortgage  interest  rates on the  mortgage  loans will adjust  monthly,  semi-annually,  as
applicable,   after  the  expiration  of  the  applicable   initial  fixed-rate  period,  and  may  vary
significantly  over time.  When a mortgage loan begins its  adjustable  period,  increases and decreases
in the mortgage  interest rate on that mortgage loan will be calculated for each monthly  accrual period
based on the index as of a specified  date. The index may not rise and fall  consistently  with mortgage
interest  rates.  As a result,  the mortgage  interest  rates on the mortgage  loans at any time may not
equal the prevailing  mortgage  interest rates for similar  adjustable-rate  loans and  accordingly  the
prepayment  rate may be lower or higher than would  otherwise be  anticipated.  Moreover,  each mortgage
loan is subject to a maximum interest rate.

        Although  mortgage interest rates will increase (subject to a maximum interest rate) or decrease
as the index changes  (following the initial  fixed-rate  period),  the Monthly Payments on the group II
mortgage  loans  generally  will adjust  only  semi-annually.  Monthly  payments on the group I mortgage
loans  generally  will  adjust  annually.  As a result,  an increase or decrease in the index will cause
the  amortization  of the mortgage loans to decelerate or accelerate,  thereby  causing a  corresponding
change in the  amortization of the  Certificates.  In the event that an increase in the index causes the
interest  due on a mortgage  loan for a given month to exceed the current  minimum  monthly  payment for
that  month,  the  shortfall  in interest  will be added to the  outstanding  principal  balance of that
mortgage loan as Deferred  Interest.  In addition,  because the initial  minimum  monthly payment is set
based on the initial fixed rate rather than the sum of the Margin and  then-current  Index,  the minimum
monthly  payment  could be less than the  interest due on that  mortgage  loan during at least the first
year (or during the first five years,  with respect to the 5 Yr. Bear Stearns  Secure  Option ARM loans)
of a mortgage  loan.  If a mortgagor  only pays the minimum  monthly  payment due,  there will likely be
negative  amortization  on the mortgage  loan until such time that the minimum  monthly  payment will be
reset to a fully amortizing amount.

Prepayment Considerations

        The rate of principal payments on each class of Offered  Certificates  (other than the Class I-X
Certificates)  and the Class II-B-6  Certificates,  the aggregate  amount of  distributions on each such
class of Certificates  and the yield to maturity of each such class of  Certificates  will be related to
the rate and timing of payments  of  principal  on the related  mortgage  loans.  The rate of  principal
payments on the mortgage loans will in turn be affected by the  amortization  schedules of such mortgage
loans and by the rate and timing of Principal  Prepayments on the related  mortgage loans (including for
this purpose payments resulting from  refinancings,  liquidations of the mortgage loans due to defaults,
casualties,   condemnations  and  repurchases,   whether  optional  or  required).  The  mortgage  loans
generally may be prepaid by the mortgagors at any time;  however,  as described  under  "Description  of
the  Mortgage  Loans"  in this  prospectus  supplement,  with  respect  to  approximately  78.29% of the
mortgage  loans,  a prepayment  may subject the related  mortgagor to a  prepayment  charge.  Prepayment
charges  may be  restricted  under  some state  laws as  described  under  "Legal  Aspects  of  Mortgage
Loans--Enforceability  of Certain  Provisions" in the  prospectus.  Prepayment  charges may be restricted
under some state laws as  described  under  "Legal  Aspects of Mortgage  Loans" in the  prospectus.  All
amounts  representing  "hard"  prepayment  charges  received  on  the  group  I  mortgage  loans  with a
three-year  prepayment  charge  term on the group I mortgage  loans  will be paid to the  holders of the
Class  I-XP-2  Certificates,  and all other  prepayment  charges  with  respect  to the group I mortgage
loans,  to the extent not  retained by the  Servicer,  will be paid to the  holders of the Class  I-XP-1
Certificates.  All  prepayment  charges with respect to the group II mortgage  loans will be paid to the
holders  of the Class  II-XP  Certificates.  Approximately  58.07%,  56.07%  and  56.68% of the group I,
sub-group  II-1 and sub-group II-2 mortgage  loans,  respectively,  are assumable.  The remainder of the
mortgage loans are subject to customary due-on-sale provisions.

        Because the interest rate on each mortgage loan adjust monthly or semi-annually,  as applicable,
(after any initial fixed period) and the minimum  monthly  payment  adjusts  semi-annually  or annually,
the  portion  of the  monthly  payment  that will be  applied  to reduce  the  principal  balance of the
mortgage loan may vary.

        The  negative  amortization  feature  of  the  mortgage  loans  may  affect  the  yield  on  the
Certificates.  As a  result  of  the  negative  amortization  of the  mortgage  loans,  the  outstanding
principal  balance of a mortgage loan will  increase by the amount of Deferred  Interest as described in
this prospectus  supplement under  "Description of the  Certificates--Interest."  During periods in which
the  outstanding  principal  balance of a mortgage  loan is  increasing  due to the addition of Deferred
Interest,  the  increasing  principal  balance of the mortgage  loan may approach or exceed the value of
the related  mortgaged  property,  thus  increasing both the likelihood of defaults and the risk of loss
on any mortgage  loan that is required to be  liquidated.  Furthermore,  each mortgage loan provides for
the payment of any remaining  unamortized  principal  balance of such mortgage loan (due to the addition
of Deferred  Interest,  if any, to the principal  balance of the mortgage  loan) in a single  payment at
the maturity of the mortgage  loan.  Because the  mortgagors  may be so required to make a larger single
payment upon  maturity,  it is possible  that the default  risk  associated  with the mortgage  loans is
greater than that associated with fully  amortizing  mortgage  loans.  The rate of Deferred  Interest on
the mortgage  loans will also affect the rate of  principal  distributions  on the related  certificates
because scheduled and unscheduled  principal  collections on the mortgage loans will be applied to cover
Deferred Interest on the mortgage loans.

        Principal  Prepayments,  liquidations  and repurchases of the related  mortgage loans,  and with
respect to the group I mortgage loans,  together with payments from the Final Maturity  Reserve Account,
will  result  in  distributions  in  respect  of  principal  to  the  holders  of  the  related  Offered
Certificates  then  entitled  to  receive  these  principal   distributions   that  otherwise  would  be
distributed   over  the  remaining   terms  of  the  mortgage   loans.   See  "Maturity  and  Prepayment
Considerations"  in the  prospectus.  Since the rate and timing of payments of principal on the mortgage
loans  will  depend  on  future  events  and a variety  of  factors  (as  described  more  fully in this
prospectus  supplement and in the prospectus under "Yield  Considerations"  and "Maturity and Prepayment
Considerations"),  no  assurance  can be given as to the rate of  Principal  Prepayments.  The extent to
which the yield to maturity of any class of Offered  Certificates  may vary from the  anticipated  yield
will  depend  upon the degree to which they are  purchased  at a discount  or premium  and the degree to
which the timing of payments on the Offered  Certificates  is sensitive to  prepayments  on the mortgage
loans.  Further,  an investor should  consider,  in the case of any Offered  Certificate  purchased at a
discount,  the risk that a slower than anticipated  rate of Principal  Prepayments on the mortgage loans
could  result in an actual  yield to an investor  that is lower than the  anticipated  yield and, in the
case of any Offered  Certificate  purchased at a premium,  the risk that a faster than  anticipated rate
of  principal  payments  could  result  in an  actual  yield  to the  investor  that is  lower  than the
anticipated  yield.  In general,  the earlier a  prepayment  of principal  on the  mortgage  loans,  the
greater  will be the  effect  on the  investor's  yield to  maturity.  As a  result,  the  effect  on an
investor's yield of principal  payments  occurring at a rate higher (or lower) than the rate anticipated
by the investor during the period immediately  following the issuance of the Offered  Certificates would
not be fully offset by a subsequent like reduction (or increase) in the rate of principal payments.

        It is highly  unlikely that the mortgage  loans will prepay at any constant rate until  maturity
or that all of the mortgage loans will prepay at the same rate.  Moreover,  the timing of prepayments on
the mortgage loans may  significantly  affect the actual yield to maturity on the Offered  Certificates,
even if the average rate of principal  payments  experienced  over time is consistent with an investor's
expectation.

        Because principal  distributions are paid to some classes of Offered  Certificates  before other
classes,  holders  of  classes  of  Offered  Certificates  having a later  priority  of  payment  bear a
greater risk of losses than holders of classes having earlier priorities for distribution of principal.

        The rate of payments  (including  prepayments)  on pools of mortgage  loans is  influenced  by a
variety  of  economic,  geographic,  social  and  other  factors.  If  prevailing  mortgage  rates  fall
significantly  below the mortgage rates on the mortgage loans, the rate of prepayment (and  refinancing)
would be expected to increase.  Conversely,  if prevailing  mortgage rates rise significantly  above the
mortgage  rates on the mortgage  loans,  the rate of prepayment on the mortgage  loans would be expected
to decrease.  Other factors  affecting  prepayment  of mortgage  loans  include  changes in  mortgagors'
housing  needs,  job transfers,  unemployment,  mortgagors'  net equity in the mortgaged  properties and
servicing  decisions.  In addition,  the existence of the applicable periodic rate cap, maximum mortgage
rate and minimum  mortgage rate may effect the  likelihood of prepayments  resulting from  refinancings.
There can be no  certainty  as to the rate of  prepayments  on the  mortgage  loans during any period or
over  the  life  of  the  Certificates.   See  "Yield   Considerations"  and  "Maturity  and  Prepayment
Considerations" in the prospectus.

        Excess  Spread.  The  weighted  average  life and yield to  maturity  of each  class of  Offered
Certificates  and the Class II-B-6  Certificates  will also be influenced by the amount of Excess Spread
generated by the related  mortgage  loans and applied in reduction of the Current  Principal  Amounts of
the  related  Certificates.   The  level  of  Excess  Spread  for  each  Loan  Group  available  on  any
distribution  date to be applied in reduction of the Current  Principal  Amounts of the related  Offered
Certificates  and, if applicable,  the Class II-B-6  Certificates and will be influenced by, among other
factors:

o       the  overcollateralization  level of the assets in the related mortgage pool at such time, i.e.,
        the extent to which  interest  on the  related  mortgage  loans is  accruing  on a higher
        Stated  Principal  Balance than the  aggregate  Current  Principal  Amount of the related
        Certificates;

o       the delinquency and default experience of the related mortgage loans;

o       whether a Coupon Strip payment, if applicable, is required to be made;

o       the level of One-Month LIBOR, Six-Month LIBOR and One-Year MTA; and

o       the  provisions of the Agreement  that permit  principal  collections  to be  distributed to the
        related Class B-IO  Certificates  and the Residual  Certificates in each case as provided
        in the Agreement when required overcollateralization levels have been met.

        To the extent that greater  amounts of Excess Spread are distributed in reduction of the Current
Principal  Amount of a class of Offered  Certificates  or the Class  II-B-6  Certificates,  the weighted
average life thereof can be expected to shorten.  No assurance,  however,  can be given as to the amount
of Excess Spread to be distributed at any time or in the aggregate.

        The yields to maturity of the Offered  Certificates  and the Class  II-B-6  Certificates  and in
particular,  the Subordinate Certificates,  in the order of payment priority, will be progressively more
sensitive  to the rate,  timing and severity of Realized  Losses on the related  mortgage  loans.  If an
Applied  Realized  Loss  Amount is  allocated  to a class of Offered  Certificates  or the Class  II-B-6
Certificates,  that class  will  thereafter  accrue  interest  on a reduced  Current  Principal  Amount.
Although the Applied  Realized  Loss Amount so allocated may be recovered on future  distribution  dates
to the extent  Excess  Cashflow is available  for that  purpose,  there can be no  assurance  that those
amounts will be available or sufficient.

        In general,  defaults on mortgage  loans are expected to occur with  greater  frequency in their
early years.  In addition,  default rates  generally are higher for mortgage  loans used to refinance an
existing  mortgage  loan.  In the event of a  mortgagor's  default on a mortgage  loan,  there can be no
assurance that recourse beyond the specific  mortgaged  property  pledged as security for repayment will
be available.

        The Sponsor may, from time to time, implement programs designed to encourage refinancing.  These
programs  may  include,  without  limitation,  modifications  of  existing  loans,  general or  targeted
solicitations,  the offering of pre-approved applications,  reduced origination fees or closing costs or
other financial incentives.  Targeted solicitations may be based on a variety of factors,  including the
credit of the  borrower  or the  location  of the  mortgaged  property.  In  addition,  the  Sponsor may
encourage  assumptions of mortgage loans,  including  defaulted mortgage loans, under which creditworthy
borrowers  assume the  outstanding  indebtedness  of the  mortgage  loans which may be removed  from the
related  mortgage pool. As a result of these programs,  with respect to the mortgage pool underlying any
trust,  the rate of Principal  Prepayments of the mortgage loans in the mortgage pool may be higher than
would  otherwise  be the case and in some  cases,  the  average  credit  or  collateral  quality  of the
mortgage loans remaining in the mortgage pool may decline.

Interest Shortfalls and Realized Losses

        When a  Principal  Prepayment  in full is made on a  mortgage  loan,  the  mortgagor  is charged
interest  only for the period from the Due Date of the preceding  monthly  payment up to the date of the
Principal  Prepayment,  instead of for a full month.  When a partial  Principal  Prepayment is made on a
mortgage  loan,  the mortgagor is not charged  interest on the amount of the prepayment for the month in
which the  prepayment is made. In addition,  the  application  of the Relief Act or similar state law to
any  mortgage  loan will  adversely  affect,  for an  indeterminate  period of time,  the ability of the
Servicer to collect  full  amounts of  interest on the  mortgage  loan.  See "Legal  Aspects of Mortgage
Loans--The  Servicemembers Civil Relief Act" in the prospectus.  Any interest shortfalls resulting from a
Principal  Prepayment  in  full  or a  partial  Principal  Prepayment  are  required  to be  paid by the
Servicer,  but only to the extent  that such amount does not exceed the  Servicing  Fee on the  mortgage
loans  serviced by it for the  related  Due Period.  The  Servicer  is not  obligated  to fund  interest
shortfalls  resulting  from the  application  of the Relief Act or similar  state law.  See "Pooling and
Servicing  Agreement--Servicing  and Other  Compensation  and  Payment of  Expenses"  in this  prospectus
supplement  and  "Legal  Aspects  of  Mortgage  Loans--The   Servicemembers  Civil  Relief  Act"  in  the
prospectus.  Accordingly,  the effect of (1) any Principal  Prepayments  on the mortgage  loans,  to the
extent  that  any  resulting  interest  shortfall  due  to  such  Principal   Prepayments   exceeds  any
Compensating  Interest  Payments or (2) any shortfalls  resulting from the application of the Relief Act
or similar  state law, will be to reduce the aggregate  amount of interest  collected  that is available
for distribution to holders of the  Certificates.  Any resulting  shortfalls will be allocated among the
Certificates   as   provided   in   this    prospectus    supplement    under    "Description   of   the
Certificates--Interest Distributions."

        The yields to maturity and the aggregate  amount of  distributions  on the Offered  Certificates
and the Class  II-B-6  Certificates  will be affected by the timing of mortgagor  defaults  resulting in
Realized  Losses.  The timing of Realized  Losses on the related  mortgage  loans and the  allocation of
Realized Losses to the related Offered  Certificates and, if applicable,  the Class II-B-6  Certificates
could  significantly  affect  the  yield  to an  investor  in the  related  Certificates.  In  addition,
Realized Losses on the mortgage loans may affect the market value of the related  Certificates,  even if
these losses are not allocated to the related Certificates.

        If the current principal amount of a class of Subordinate  Certificates in a Loan Group has been
reduced to zero,  the yield to maturity on the class of  Subordinate  Certificates  in a Loan Group then
outstanding  with the lowest  payment  priority  will be  extremely  sensitive  to losses on the related
mortgage  loans and the timing of those losses  because the entire  amount of losses that are covered by
subordination  will be allocated to that class of  Subordinate  Certificates.  If the current  principal
amounts of all  classes of  Subordinate  Certificates  in a Loan  Group have been  reduced to zero,  the
yield to maturity on the related  classes of Senior  Certificates  then  outstanding  will be  extremely
sensitive  to losses on the related  mortgage  loans and the timing of those  losses  because the entire
amount of losses  that are  covered  by  subordination  will be  allocated  to those  classes  of Senior
Certificates.

        As  described  under   "Description   of  the   Certificates--Allocation   of  Realized   Losses;
Subordination"  in this  prospectus  supplement,  amounts  otherwise  distributable  to  holders  of the
Subordinate  Certificates  in a Loan Group may be made  available  to protect the holders of the related
Senior  Certificates  against  interruptions in  distributions  due to mortgagor  delinquencies,  to the
extent  not  covered  by  Monthly  Advances  and  amounts  otherwise  distributable  to  holders  of the
Subordinate  Certificates  in a Loan Group with a lower  priority  may be made  available to protect the
holders of Subordinate  Certificates with a higher priority in such Loan Group against  interruptions in
distributions.  Delinquencies  on the  mortgage  loans may affect the yield to  investors on the related
Subordinate  Certificates,  and, even if  subsequently  cured,  will affect the timing of the receipt of
distributions by the holders of the related Subordinate Certificates.

Pass-Through Rates

        The yields to maturity on the Offered  Certificates  and the Class II-B-6  Certificates  will be
affected by their pass-through  rates. The pass-through rates on the Offered  Certificates and the Class
II-B-6  Certificates  will be sensitive to the adjustable  mortgage rates on the related mortgage loans.
As a result,  these  pass-through  rates  will be  sensitive  to the index on the  mortgage  loans,  any
periodic caps, maximum and minimum rates, and the related gross margins.

Assumed Final Distribution Date

        The assumed final  distribution  date for  distributions on the Group I Offered  Certificates is
March  2037  and the  assumed  final  distribution  date  for  distributions  on the  Group  II  Offered
Certificates  and the Class II-B-6  Certificates  is April 2037. It is intended  that amounts  deposited
in the Final Maturity  Reserve Account will be sufficient to retire the Group I Offered  Certificates on
the  assumed  final  distribution  date even  though the  outstanding  Principal  Balance of the group I
mortgage  loans having 40 year  original  terms to maturity have not been reduced to zero on the assumed
final  distribution  date.  Since  the rate of  payment  (including  prepayments)  of  principal  on the
mortgage  loans can be expected to exceed the scheduled  rate of payments and could exceed the scheduled
rate by a substantial  amount,  the  disposition of the last remaining  mortgage loan may be earlier and
could be  substantially  earlier,  than the assumed final  distribution  date.  Furthermore,  the actual
final  distribution date with respect to each class of Offered  Certificates  could occur  significantly
earlier  than the assumed  final  distribution  date  because  Excess  Spread for each Loan Group to the
extent  available  and, with respect to Loan Group I, any amounts  available for  distribution  from the
Final Maturity  Reserve Account,  will be applied as an accelerated  payment of principal on the related
Offered Certificates to the extent described in this prospectus  supplement.  In addition, the Depositor
or its designee  may, at its option,  repurchase  all the mortgage  loans in a Loan Group from the Trust
and thereby effect the  termination of the Trust and early  retirement of the related  Certificates,  on
or after any distribution  date on which the aggregate  unpaid principal  balances of the mortgage loans
in the  related  Loan  Group are less than 10% of the  Cut-off  Date  Stated  Principal  Balance  of the
mortgage  loans in such Loan Group.  See "The Pooling and  Servicing  Agreement--Termination"  herein and
"The Agreements--Termination; Retirement of Securities" in the prospectus.

Weighted Average Life

        The  weighted  average  life  refers to the  amount of time  that will  elapse  from the date of
issuance of a security  until each dollar of principal of the security  will be repaid to the  investor.
The  weighted  average  life of a  Certificate  is  determined  by (a)  multiplying  the  amount  of the
reduction,  if any, of the Current  Principal Amount of such Certificate by the number of years from the
date of issuance of such  Certificate to the related  distribution  date, (b) adding the results and (c)
dividing the sum by the aggregate  amount of the net reductions in the Current  Principal Amount of such
Certificate  referred to in clause (a). The weighted  average life of the Offered  Certificates  and the
Class II-B-6  Certificates  will be influenced by the rate at which  principal on the mortgage  loans is
paid,  which  may be in the  form  of  scheduled  payments  or  prepayments  (including  prepayments  of
principal  by the  mortgagor  as well as  amounts  received  by virtue  of  condemnation,  insurance  or
foreclosure with respect to the mortgage loans) and the timing thereof.

        Prepayments  on  mortgage  loans are  commonly  measured  relative to a  prepayment  standard or
model.  The prepayment  model used in this  prospectus  supplement  with respect to the mortgage  loans,
assumes a constant  rate of prepayment  each month or CPR,  relative to the then  outstanding  principal
balance of a pool of mortgage  loans  similar to the  mortgage  loans.  To assume a 25% CPR or any other
CPR is to assume  that the  stated  percentage  of the  outstanding  principal  balance  of the  related
mortgage pool is prepaid over the course of a year. No  representation  is made that the mortgage  loans
will prepay at these or any other rates.

        The Certificates  were structured  assuming,  among other things, a 25% CPR on the Certificates.
The  prepayment  assumption  to be used for  pricing  purposes  for the  respective  classes may vary as
determined at the time of sale. The actual rate of prepayment may vary  considerably  from the rate used
for any prepayment assumption.

        The tables  following  the next  paragraph  indicate the  percentages  of the initial  principal
amount of the indicated  classes of Offered  Certificates  that would be  outstanding  after each of the
dates  shown at  various  percentages  of the CPR and the  corresponding  weighted  average  life of the
indicated class of Offered Certificates. The table is based on the following modeling assumptions:

        (1)    the mortgage pool  consists of 178 group I mortgage  loans,  718 sub-group  II-1 mortgage
loans, and 471 sub-group II-2 mortgage loans with the characteristics set forth in the table below;

        (2)    the mortgage loans prepay at the specified percentages of the CPR;

        (3)    no  defaults  or  delinquencies  occur in the  payment by  mortgagors  of  principal  and
interest on the mortgage loans;

        (4)    scheduled payments on the mortgage loans are received,  in cash, on the first day of each
month,  commencing in April 2007 and are computed prior to giving effect to prepayments  received on the
last day of the prior month;

        (5)    prepayments are allocated as described  herein  assuming the loss and  delinquency  tests
are satisfied;

        (6)    there are no  interest  shortfalls  caused by (a) the  application  of the  Relief Act or
similar  state law or (b)  prepayments  on the  mortgage  loans,  which in the case of (b) have not been
covered by Compensating  Interest Payments and prepayments  represent  prepayments in full of individual
mortgage loans and are received on the last day of each month, commencing in March 2007;

        (7)    Scheduled  Monthly  Payments  of  principal  and  interest  on  the  mortgage  loans  are
calculated  on their  respective  principal  balances  (prior to giving effect to  prepayments  received
thereon  during the preceding  calendar  month),  mortgage rate and remaining  terms to stated  maturity
such that the mortgage loans will fully amortize by their stated maturities;

        (8)    the levels of  One-Month  LIBOR,  Six-Month  LIBOR and  One-Year  MTA remain  constant at
5.32%, 5.36% and 4.983%, respectively;

        (9)    the mortgage  rate on each  mortgage  loan will be adjusted on each  interest  adjustment
date (as  necessary)  to a rate equal to the Index (as  described  in (8)  above),  plus the  applicable
gross margin,  subject to maximum lifetime mortgage rates,  minimum lifetime mortgage rates and periodic
caps (as applicable);

        (10)   Scheduled  Monthly  Payments of principal and interest on the group I mortgage loans will
be  adjusted  in the  payment  adjustment  date set forth in the  following  table,  subject to periodic
payment  caps of  7.50%,  negative  amortization  limits of 110% or 115%,  as  applicable,  rate  change
frequencies  of 1  month  (after  expiration  of  the  initial  interest  periods)  and  payment  change
frequencies of twelve months,  and Scheduled  Monthly Payments of principal and interest on the group II
mortgage  loans will adjust every 6 months  after the first 5 years  following  origination,  subject to
negative  amortization  limits of 110% or 115%, as applicable,  of the principal  balance of the related
mortgage loan as of the Cut-off Date;

        (11)   the initial  principal  amounts and notional amounts of the Certificates are as set forth
on pages S-2 and S-3 in this  prospectus  supplement  and under  "Summary of  Prospectus  Supplement  --
Description of the Certificates";

        (12)  distributions  in respect of the Offered  Certificates  are  received in cash on the 25th
day of each month, commencing in April 2007;

        (13)   the Offered Certificates are purchased on March 30, 2007;

        (14)   the Servicing Fee Rate Rate remains constant at 0.375%;

        (15)   neither the  Depositor nor its designee  exercises the option to repurchase  the mortgage
loans  in   either   Loan   Group   described   under   the   caption   "The   Pooling   and   Servicing
Agreement--Termination"; and

        (16)   the Group I Offered  Certificates  will be paid in full on the distribution date in March
2037 without application of the amounts in the Final Maturity Reserve Account.





                                                              MORTGAGE LOAN ASSUMPTIONS

            Group                                                                    Original    Remaining
              or                        Current           Current      Initial       Term to      Term to                         Initial       Subsequent
   Loan      Sub-     Current       Gross Mortgage      Net Mortgage   Monthly       Maturity     Maturity         Gross         Periodic      Periodic Rate
  Number    Group   Balance ($)         Rate (%)          Rate (%)    Payment ($)   (in months) (in months)      Margin (%)    Rate Cap (%)      Cap (%)
____________________________________________________________________________________________________________________________________________________________
    1         I      261,375.63       8.5000000000      8.1250000000    842.70         360          359         3.5000000000      No Cap          No Cap
    2         I      304,542.02       8.3750000000      8.0000000000   1,120.69        360          357         3.4000000000      No Cap          No Cap
    3         I      421,616.75       8.3750000000      8.0000000000   1,363.11        360          359         3.4000000000      No Cap          No Cap
    4         I      490,098.27       7.8750000000      7.5000000000   1,569.60        360          357         2.9500000000      No Cap          No Cap
    5         I      981,000.00       1.0000000000      0.6250000000   3,155.29        360          360         3.5000000000      No Cap          No Cap
    6         I      255,920.00       1.0000000000      0.6250000000    823.14         360          360         3.5000000000      No Cap          No Cap
    7         I      232,000.00       2.0000000000      1.6250000000    857.52         360          360         3.5000000000      No Cap          No Cap
    8         I     1,884,298.85      8.4261435825      8.0511435825   6,075.15        360          359         3.4261435825      No Cap          No Cap
    9         I     1,786,133.36      8.5000000000      8.1250000000   5,758.64        360          359         3.5000000000      No Cap          No Cap
    10        I      359,768.35       8.3750000000      8.0000000000   1,332.48        360          359         3.4000000000      No Cap          No Cap
    11        I      359,610.92       8.3830000000      8.0080000000   1,515.83        360          359         3.4000000000      No Cap          No Cap
    12        I     2,152,379.84      8.5000000000      8.1250000000   6,913.50        360          358         3.5000000000      No Cap          No Cap
    13        I     1,437,343.58      8.5000000000      8.1250000000   4,599.44        360          357         3.5000000000      No Cap          No Cap
    14        I      217,109.24       8.5000000000      8.1250000000    694.74         360          357         3.5000000000      No Cap          No Cap
    15        I      163,844.82       7.9330000000      7.5580000000    779.63         360          357         2.9500000000      No Cap          No Cap
    16        I      312,958.47       8.5000000000      8.1250000000    990.65         360          354         3.5000000000      No Cap          No Cap
    17        I     1,770,243.91      8.4458621192      8.0708621192   4,483.79        480          479         3.4458621192      No Cap          No Cap
    18        I      419,986.81       8.5000000000      8.1250000000   1,063.77        480          479         3.5000000000      No Cap          No Cap
    19        I      554,244.31       8.5000000000      8.1250000000   1,680.69        480          479         3.5000000000      No Cap          No Cap
    20        I      320,944.49       8.7500000000      8.3750000000    809.14         480          478         3.5000000000      No Cap          No Cap
    21        I      824,637.54       8.1337295307      7.7587295307   2,071.40        480          477         3.1426448328      No Cap          No Cap
    22        I      660,491.30       8.5000000000      8.1250000000   1,643.56        480          475         3.5000000000      No Cap          No Cap
    23        I      716,000.00       1.7500000000      1.3750000000   2,557.87        360          360         3.5000000000      No Cap          No Cap
    24        I      335,905.62       7.6250000000      7.2500000000   1,083.93        360          359         2.6500000000      No Cap          No Cap
    25        I      106,832.23       8.3750000000      8.0000000000    394.38         360          358         3.4000000000      No Cap          No Cap
    26        I      526,251.35       8.3750000000      8.0000000000   1,942.72        360          358         3.4000000000      No Cap          No Cap
    27        I      454,705.24       8.3830000000      8.0080000000   1,912.69        360          358         3.4000000000      No Cap          No Cap
    28        I      160,708.20       8.3750000000      8.0000000000    591.39         360          357         3.4000000000      No Cap          No Cap
    29        I      204,902.96       8.3750000000      8.0000000000    754.02         360          357         3.4000000000      No Cap          No Cap
    30        I      125,157.99       8.3750000000      8.0000000000    595.10         360          357         3.4000000000      No Cap          No Cap
    31        I      274,706.88       8.3750000000      8.0000000000    829.74         480          478         3.4000000000      No Cap          No Cap
    32        I      153,348.81       8.3830000000      8.0080000000    546.83         480          478         3.4000000000      No Cap          No Cap
    33        I      148,922.53       7.8750000000      7.5000000000    549.99         360          358         2.9500000000      No Cap          No Cap
    34        I      984,548.16       8.5000000000      8.1250000000   3,174.26        360          359         3.5000000000      No Cap          No Cap
    35        I      630,858.76       8.5000000000      8.1250000000   2,026.32        360          358         3.5000000000      No Cap          No Cap
    36        I      969,756.65       8.5000000000      8.1250000000   2,451.19        480          479         3.5000000000      No Cap          No Cap
    37        I      380,000.00       1.0000000000      0.6250000000   1,222.24        360          360         3.5000000000      No Cap          No Cap
    38        I      769,649.30       8.5000000000      8.1250000000   2,483.06        360          359         3.5000000000      No Cap          No Cap
    39        I      496,676.09       8.5000000000      8.1250000000   1,595.33        360          358         3.5000000000      No Cap          No Cap
    40        I      483,000.00       1.0000000000      0.6250000000   1,553.52        360          360         3.5000000000      No Cap          No Cap
    41        I      399,000.00       2.0000000000      1.6250000000   1,474.79        360          360         3.3750000000      No Cap          No Cap
    42        I     10,236,471.07     8.4293086376      8.0543086376   32,984.25       360          359         3.4148286470      No Cap          No Cap
    43        I     1,431,630.81      8.5000000000      8.1250000000   5,298.87        360          359         3.5000000000      No Cap          No Cap
    44        I     11,086,400.90     8.4281205650      8.0531205650   35,613.36       360          358         3.4281205650      No Cap          No Cap
    45        I      340,561.54       8.8750000000      8.5000000000   1,133.06        360          358         3.8500000000      No Cap          No Cap
    46        I     1,178,825.11      8.4718893161      8.0968893161   4,352.55        360          358         3.4718893161      No Cap          No Cap
    47        I     5,164,330.25      8.4939745110      8.1189745110   16,543.33       360          357         3.4248033315      No Cap          No Cap
    48        I     1,053,299.84      8.5000000000      8.1250000000   3,357.92        360          356         3.5000000000      No Cap          No Cap
    49        I     1,061,006.03      8.7370949932      8.3620949932   3,366.91        360          355         3.4237094993      No Cap          No Cap
    50        I      515,986.61       8.3750000000      8.0000000000   1,633.93        360          354         3.3750000000      No Cap          No Cap
    51        I      448,000.00       1.0000000000      0.6250000000   1,132.80        480          480         3.5000000000      No Cap          No Cap
    52        I     4,233,342.30      8.4568921910      8.0818921910   10,722.46       480          479         3.4568921910      No Cap          No Cap
    53        I     1,229,510.14      8.4373984036      8.0623984036   3,114.19        480          479         3.4373984036      No Cap          No Cap
    54        I     8,279,442.08      8.4843629761      8.1093629761   20,882.62       480          478         3.4843629761      No Cap          No Cap
    55        I      449,105.62       8.5000000000      8.1250000000   1,356.51        480          478         3.5000000000      No Cap          No Cap
    56        I     2,208,198.70      8.5000000000      8.1250000000   5,547.15        480          477         3.5000000000      No Cap          No Cap
    57        I      746,328.91       7.8750000000      7.5000000000   1,871.13        480          476         2.8750000000      No Cap          No Cap
    58        I     1,387,251.38      8.4819243674      8.1069243674   3,452.75        480          475         3.4819243674      No Cap          No Cap
    59        I      478,856.13       7.2500000000      6.8750000000   1,543.87        360          359         2.2500000000      No Cap          No Cap
    60        I      345,910.34       8.7500000000      8.3750000000   1,106.44        360          357         3.5000000000      No Cap          No Cap
    61        I      507,080.18       8.5000000000      8.1250000000   1,294.63        480          479         3.5000000000      No Cap          No Cap
    62        I      650,805.52       8.5000000000      8.1250000000   2,402.53        360          358         3.5000000000      No Cap          No Cap
    63        I      542,849.93       1.7500000000      1.3750000000   1,943.40        360          359         3.5000000000      No Cap          No Cap
    64        I      977,928.18       1.7500000000      1.3750000000   3,500.99        360          359         3.5000000000      No Cap          No Cap
    65        I      177,441.53       8.3750000000      8.0000000000    569.95         360          358         3.4000000000      No Cap          No Cap
    66        I      878,132.80       8.3750000000      8.0000000000   3,241.75        360          358         3.4000000000      No Cap          No Cap
    67        I      251,116.44       8.3830000000      8.0080000000   1,194.00        360          357         3.4000000000      No Cap          No Cap
    68        I      319,350.55       8.3750000000      8.0000000000   1,182.78        360          359         3.4500000000      No Cap          No Cap
    69        I      400,494.88       8.3750000000      8.0000000000   1,478.48        360          358         3.4500000000      No Cap          No Cap
    70        I      359,388.02       8.4330000000      8.0580000000   1,712.81        360          358         3.4500000000      No Cap          No Cap
    71        I      163,324.61       8.4330000000      8.0580000000    778.20         360          358         3.4500000000      No Cap          No Cap
    72        I      159,820.87       8.3750000000      8.0000000000    588.06         360          357         3.4500000000      No Cap          No Cap
    73        I      147,390.29       8.3750000000      8.0000000000    527.36         480          479         3.4500000000      No Cap          No Cap
    74        I      408,250.50       8.3750000000      8.0000000000   1,233.10        480          478         3.4500000000      No Cap          No Cap
    75        I      404,211.71       9.0000000000      8.6250000000   1,659.09        360          357         3.9750000000      No Cap          No Cap
    76        I     4,427,651.85      8.3220902946      7.9470902946   14,261.01       360          359         3.4304668712      No Cap          No Cap
    77        I      216,559.60       8.5000000000      8.1250000000    802.07         360          359         3.5000000000      No Cap          No Cap
    78        I      699,952.79       8.5000000000      8.1250000000   2,248.26        360          358         3.5000000000      No Cap          No Cap
    79        I      522,670.37       8.5000000000      8.1250000000   1,672.53        360          357         3.5000000000      No Cap          No Cap
    80        I     2,558,676.55      8.5000000000      8.1250000000   6,464.03        480          479         3.5000000000      No Cap          No Cap
    81        I      661,847.60       8.5000000000      8.1250000000   2,006.98        480          479         3.5000000000      No Cap          No Cap
    82        I     2,823,059.03      8.5000000000      8.1250000000   7,119.54        480          478         3.5000000000      No Cap          No Cap
    83        I      394,827.61       8.5000000000      8.1250000000    991.20         480          477         3.5000000000      No Cap          No Cap
    84        I      466,892.20       7.0000000000      6.6250000000   1,718.74        360          356         3.6250000000      No Cap          No Cap
    85        I      170,401.67       8.4330000000      8.0580000000    710.76         360          353         3.4500000000      No Cap          No Cap
    86        I      159,176.94       8.5000000000      8.1250000000    576.61         360          352         3.5000000000      No Cap          No Cap
    87        I      401,525.32       8.3750000000      8.0000000000   1,684.26        360          357         3.4500000000      No Cap          No Cap
    88        I      225,379.94       8.3750000000      8.0000000000    680.75         480          478         3.4500000000      No Cap          No Cap
    89        I     1,574,826.19      1.0000000000      0.6250000000   5,081.92        360          360         3.4846290672      No Cap          No Cap
    90        I      348,200.00       2.0000000000      1.6250000000   1,287.02        360          360         3.6932079265      No Cap          No Cap
    91        I     18,108,835.42     8.4635884604      8.0885884604   58,380.39       360          359         3.4635884604      No Cap          No Cap
    92        I     4,853,791.89      8.4457420639      8.0707420639   15,662.96       360          359         3.4358764550      No Cap          No Cap
    93        I     6,695,123.46      8.5387660148      8.1637660148   24,844.03       360          359         3.5425849142      No Cap          No Cap
    94        I     44,378,871.72     8.5714102441      8.1964102441  142,294.31       360          358         3.5729073146      No Cap          No Cap
    95        I     1,629,590.30      8.6277836153      8.2527836153   5,233.72        360          358         3.6277836153      No Cap          No Cap
    96        I     2,674,776.55      8.1433031602      7.7683031602   9,221.61        360          358         3.1474966946      No Cap          No Cap
    97        I     14,098,095.49     8.5841063571      8.2091063571   51,952.84       360          358         3.5709073115      No Cap          No Cap
    98        I      466,977.99       8.3750000000      8.0000000000   1,723.91        360          358         3.4500000000      No Cap          No Cap
    99        I      400,417.51       8.4330000000      8.0580000000   1,684.26        360          358         3.4500000000      No Cap          No Cap
   100        I     1,658,383.55      8.5862588452      8.2112588452   6,984.08        360          358         3.5862588452      No Cap          No Cap
   101        I      331,913.20       8.8750000000      8.5000000000   1,468.30        360          358         3.8400000000      No Cap          No Cap
   102        I      453,686.14       8.3079274655      7.9329274655   2,163.66        360          358         3.3706555191      No Cap          No Cap
   103        I     8,480,770.14      8.5041775500      8.1291775500   27,371.92       360          357         3.4642602252      No Cap          No Cap
   104        I     1,890,293.41      8.4694265836      8.0944265836   6,050.69        360          357         3.4694265836      No Cap          No Cap
   105        I      277,171.76       8.0000000000      7.6250000000    936.06         360          357         3.0750000000      No Cap          No Cap
   106        I      968,774.52       8.5000000000      8.1250000000   3,326.96        360          357         3.5500000000      No Cap          No Cap
   107        I      490,290.44       8.3750000000      8.0000000000   1,743.35        360          357         3.4500000000      No Cap          No Cap
   108        I     2,066,086.19      8.5775558352      8.2025558352   7,598.31        360          357         3.5491872885      No Cap          No Cap
   109        I      139,830.69       8.3750000000      8.0000000000    514.51         360          357         3.4500000000      No Cap          No Cap
   110        I     1,718,642.14      8.3936624897      8.0186624897   5,480.42        360          356         3.4089306340      No Cap          No Cap
   111        I      387,430.62       8.5000000000      8.1250000000   1,235.10        360          356         3.5000000000      No Cap          No Cap
   112        I      605,085.45       8.7500000000      8.3750000000   2,217.72        360          356         3.7500000000      No Cap          No Cap
   113        I      229,045.36       8.4330000000      8.0580000000   1,087.19        360          356         3.4500000000      No Cap          No Cap
   114        I     2,450,725.07      8.4997512746      8.1247512746   7,797.83        360          355         3.4997512746      No Cap          No Cap
   115        I      323,147.58       8.6250000000      8.2500000000   1,029.25        360          355         3.5000000000      No Cap          No Cap
   116        I     1,107,624.08      8.0417770350      7.6667770350   4,070.98        360          355         3.5153487806      No Cap          No Cap
   117        I      715,146.96       7.9803509932      7.6053509932   2,267.56        360          354         3.3419735102      No Cap          No Cap
   118        I      195,275.02       8.7500000000      8.3750000000    663.86         360          352         3.7500000000      No Cap          No Cap
   119        I     2,302,300.00      1.0000000000      0.6250000000   5,821.53        480          480         3.3954306563      No Cap          No Cap
   120        I      260,000.00       1.0000000000      0.6250000000    657.43         480          480         3.5000000000      No Cap          No Cap
   121        I      579,750.00       2.0000000000      1.6250000000   1,755.64        480          480         3.5000000000      No Cap          No Cap
   122        I     16,535,113.92     8.5089672176      8.1339672176   41,874.00       480          479         3.5089672176      No Cap          No Cap
   123        I     4,607,582.65      8.5390446672      8.1640446672   11,671.42       480          479         3.5390446672      No Cap          No Cap
   124        I     6,659,487.40      8.5614140348      8.1864140348   20,194.31       480          479         3.5614140348      No Cap          No Cap
   125        I     25,279,514.64     8.5742704256      8.1992704256   63,749.62       480          478         3.5742704256      No Cap          No Cap
   126        I     1,592,428.00      8.6540979310      8.2790979310   4,015.97        480          478         3.6540979310      No Cap          No Cap
   127        I     4,610,086.69      8.7500000000      8.3750000000   13,922.63       480          478         3.7500000000      No Cap          No Cap
   128        I      212,415.13       8.4330000000      8.0580000000    884.71         480          478         3.4500000000      No Cap          No Cap
   129        I     5,535,258.67      8.4959980041      8.1209980041   13,897.34       480          477         3.4959980041      No Cap          No Cap
   130        I      969,911.10       9.2884553657      8.9134553657   2,913.94        480          477         3.7500000000      No Cap          No Cap
   131        I     1,827,965.45      8.1688037867      7.7938037867   4,649.53        480          476         3.1688037867      No Cap          No Cap
   132        I      226,026.35       8.6250000000      8.2500000000    566.40         480          476         3.6250000000      No Cap          No Cap
   133        I     1,466,456.89      8.2127237150      7.8377237150   3,657.31        480          475         3.2421975500      No Cap          No Cap
   134        I     1,064,074.57      8.7500000000      8.3750000000   3,299.28        480          475         3.7500000000      No Cap          No Cap
   135        I      656,033.80       8.5000000000      8.1250000000   2,068.79        480          473         3.5000000000      No Cap          No Cap
   136        I      361,682.62       8.2500000000      7.8750000000    890.05         480          472         3.2500000000      No Cap          No Cap
   137        I      265,392.75       8.7500000000      8.3750000000    788.56         480          471         3.8250000000      No Cap          No Cap
   138        I      645,988.41       1.7500000000      1.3750000000   1,875.01        480          479         3.4655907991      No Cap          No Cap
   139        I      316,700.00       1.7500000000      1.3750000000   1,131.40        360          360         3.4276128829      No Cap          No Cap
   140        I      235,393.67       7.8750000000      7.5000000000    869.35         360          358         2.9500000000      No Cap          No Cap
   141        I      403,037.24       8.6250000000      8.2500000000   1,299.42        360          359         3.6250000000      No Cap          No Cap
   142        I      933,301.99       8.4757271157      8.1007271157   3,456.68        360          359         3.5205089810      No Cap          No Cap
   143        I     1,788,746.55      8.3750000000      8.0000000000   5,746.42        360          358         3.4500000000      No Cap          No Cap
   144        I      392,226.02       8.0000000000      7.6250000000   1,329.48        360          358         3.0750000000      No Cap          No Cap
   145        I     2,575,206.97      8.3881395177      8.0131395177   9,514.93        360          358         3.4591976624      No Cap          No Cap
   146        I     2,811,841.83      8.3979902548      8.0229902548   10,380.40       360          358         3.4278989427      No Cap          No Cap
   147        I      480,399.25       8.4330000000      8.0580000000   2,021.11        360          358         3.4500000000      No Cap          No Cap
   148        I      206,999.93       7.9330000000      7.5580000000    987.06         360          358         2.9500000000      No Cap          No Cap
   149        I      903,868.09       8.4052121455      8.0302121455   4,306.81        360          358         3.4222121455      No Cap          No Cap
   150        I     1,507,594.11      8.3750000000      8.0000000000   4,825.22        360          357         3.4500000000      No Cap          No Cap
   151        I      333,047.90       7.6250000000      7.2500000000   1,125.82        360          357         2.6500000000      No Cap          No Cap
   152        I     2,718,426.98      8.3540011547      7.9790011547   10,003.75       360          357         3.4290011547      No Cap          No Cap
   153        I     3,299,070.91      8.3955658379      8.0205658379   12,146.06       360          357         3.4500000000      No Cap          No Cap
   154        I      411,090.65       8.3461095538      7.9711095538   1,724.69        360          357         3.3631095538      No Cap          No Cap
   155        I      101,099.71       8.3750000000      8.0000000000    480.65         360          357         3.4500000000      No Cap          No Cap
   156        I      124,365.15       8.4330000000      8.0580000000    591.28         360          357         3.4500000000      No Cap          No Cap
   157        I      675,113.44       8.6250000000      8.2500000000   2,143.41        360          355         3.6250000000      No Cap          No Cap
   158        I      778,123.31       8.3750000000      8.0000000000   1,972.27        480          479         3.4500000000      No Cap          No Cap
   159        I      859,762.10       8.3750000000      8.0000000000   2,596.88        480          478         3.4500000000      No Cap          No Cap
   160        I      725,279.10       8.3750000000      8.0000000000   2,192.46        480          478         3.4500000000      No Cap          No Cap
   161        I      394,827.61       8.3750000000      8.0000000000    991.20         480          477         3.4500000000      No Cap          No Cap
   162        I     1,005,320.92      8.3750000000      8.0000000000   3,024.78        480          477         3.4500000000      No Cap          No Cap
   163        I      383,293.75       8.3750000000      8.0000000000   1,153.16        480          477         3.4500000000      No Cap          No Cap
   164        I      248,807.97       8.3750000000      8.0000000000    804.10         360          358         3.4500000000      No Cap          No Cap
   165        I      135,447.52       8.3750000000      8.0000000000    502.68         360          358         3.4500000000      No Cap          No Cap
   166        I      576,039.50       8.3750000000      8.0000000000   1,461.51        480          478         3.4500000000      No Cap          No Cap
   167        I      473,197.28       8.7500000000      8.3750000000   1,492.41        360          355         3.7500000000      No Cap          No Cap
   168        I     20,934,429.76     8.5330091783      8.1580091783   67,404.85       360          359         3.5390468671      No Cap          No Cap
   169        I     1,668,557.43      8.7500000000      8.3750000000   5,366.23        360          359         3.7500000000      No Cap          No Cap
   170        I     8,206,061.79      8.7353016079      8.3603016079   30,343.20       360          359         3.6988174634      No Cap          No Cap
   171        I      658,867.41       8.7500000000      8.3750000000   2,782.59        360          359         3.7500000000      No Cap          No Cap
   172        I     3,265,602.66      8.4843950917      8.1093950917   10,489.31       360          358         3.4843950917      No Cap          No Cap
   173        I     1,863,069.29      8.5014111861      8.1264111861   6,883.33        360          358         3.4730614152      No Cap          No Cap
   174        I      225,761.77       8.7500000000      8.3750000000    830.35         360          357         3.7500000000      No Cap          No Cap
   175        I     23,250,394.16     8.6283244613      8.2533244613   58,822.52       480          479         3.6351048431      No Cap          No Cap
   176        I     4,488,879.64      8.7500000000      8.3750000000   13,612.02       480          479         3.7500000000      No Cap          No Cap
   177        I     7,225,046.25      8.6122909904      8.2372909904   18,215.63       480          478         3.5784405731      No Cap          No Cap
   178        I      829,131.80       7.9048147321      7.5298147321   2,505.88        480          478         3.7500000000      No Cap          No Cap
   179       II-1    336,199.58       7.1250000000      6.7500000000   1,141.25        360          355         2.2500000000   5.0000000000    1.0000000000
   180       II-1    315,483.85       7.8750000000      7.5000000000   1,272.05        360          357         2.2500000000   5.0000000000    1.0000000000
   181       II-1    327,130.85       7.7500000000      7.3750000000   1,288.83        360          358         2.2500000000   5.0000000000    1.0000000000
   182       II-1    996,860.92       6.0000000000      5.6250000000   2,490.00        360          356         2.2500000000   5.0000000000    1.0000000000
   183       II-1    552,430.15       6.8750000000      6.5000000000   1,769.58        360          356         2.2500000000   5.0000000000    1.0000000000
   184       II-1    290,905.29       7.0000000000      6.6250000000    960.00         360          356         2.2500000000   5.0000000000    1.0000000000
   185       II-1    341,705.05       7.1250000000      6.7500000000   1,168.75        360          356         2.2500000000   5.0000000000    1.0000000000
   186       II-1    163,617.20       7.3750000000      7.0000000000    590.63         360          356         2.2500000000   5.0000000000    1.0000000000
   187       II-1    323,233.17       8.2500000000      7.8750000000   1,400.00        360          356         2.2500000000   5.0000000000    1.0000000000
   188       II-1    248,239.64       7.1250000000      6.7500000000    849.75         360          357         2.2500000000   5.0000000000    1.0000000000
   189       II-1    265,323.57       6.5000000000      6.1250000000    770.00         360          358         2.2500000000   5.0000000000    1.0000000000
   190       II-1   1,005,014.06      6.7500000000      6.3750000000   3,125.00        360          358         2.2500000000   5.0000000000    1.0000000000
   191       II-1    273,364.11       7.2500000000      6.8750000000    963.33         360          358         2.2500000000   5.0000000000    1.0000000000
   192       II-1    931,849.99       7.2500000000      6.8750000000   3,283.84        360          358         2.2500000000   5.0000000000    1.0000000000
   193       II-1    902,250.00       7.5000000000      7.1250000000   3,375.00        360          358         2.2500000000   5.0000000000    1.0000000000
   194       II-1   3,576,486.21      7.6250000000      7.2500000000   13,727.77       360          358         2.2500000000   5.0000000000    1.0000000000
   195       II-1    205,827.42       8.0000000000      7.6250000000    853.33         360          358         2.2500000000   5.0000000000    1.0000000000
   196       II-1    194,886.00       10.0000000000     9.6250000000   1,134.00        360          359         2.2500000000   5.0000000000    1.0000000000
   197       II-1   1,472,769.16      6.5000000000      6.1250000000   4,286.05        360          359         2.2500000000   5.0000000000    1.0000000000
   198       II-1    673,679.99       6.8750000000      6.5000000000   2,170.01        360          359         2.2500000000   5.0000000000    1.0000000000
   199       II-1   1,315,004.33      7.0000000000      6.6250000000   4,384.00        360          359         2.2500000000   5.0000000000    1.0000000000
   200       II-1    585,459.99       7.1250000000      6.7500000000   2,007.51        360          359         2.2500000000   5.0000000000    1.0000000000
   201       II-1    340,818.75       7.1250000000      6.7500000000   1,168.75        360          359         2.2500000000   5.0000000000    1.0000000000
   202       II-1    992,475.00       7.2500000000      6.8750000000   3,506.25        360          359         2.2500000000   5.0000000000    1.0000000000
   203       II-1    982,700.62       7.3750000000      7.0000000000   3,573.83        360          359         2.2500000000   5.0000000000    1.0000000000
   204       II-1    364,910.00       7.3750000000      7.0000000000   1,327.08        360          359         2.2500000000   5.0000000000    1.0000000000
   205       II-1   2,067,155.00      7.5000000000      7.1250000000   7,732.50        360          359         2.2500000000   5.0000000000    1.0000000000
   206       II-1    664,055.99       7.5000000000      7.1250000000   2,484.01        360          359         2.2500000000   5.0000000000    1.0000000000
   207       II-1   1,162,900.00      7.6250000000      7.2500000000   4,470.83        360          359         2.2500000000   5.0000000000    1.0000000000
   208       II-1   1,840,569.95      7.6250000000      7.2500000000   7,076.18        360          359         2.2500000000   5.0000000000    1.0000000000
   209       II-1   1,692,220.00      7.7500000000      7.3750000000   6,681.67        360          359         2.2500000000   5.0000000000    1.0000000000
   210       II-1    260,650.00       7.7500000000      7.3750000000   1,029.17        360          359         2.2500000000   5.0000000000    1.0000000000
   211       II-1    830,061.98       7.8750000000      7.5000000000   3,363.72        360          359         2.2500000000   5.0000000000    1.0000000000
   212       II-1    111,879.00       8.0000000000      7.6250000000    465.00         360          359         2.2500000000   5.0000000000    1.0000000000
   213       II-1    994,479.99       8.0000000000      7.6250000000   4,133.34        360          359         2.2500000000   5.0000000000    1.0000000000
   214       II-1    492,427.99       8.1250000000      7.7500000000   2,097.84        360          359         2.2500000000   5.0000000000    1.0000000000
   215       II-1   1,224,052.50      8.2500000000      7.8750000000   5,341.88        360          359         2.2500000000   5.0000000000    1.0000000000
   216       II-1    668,216.37       8.2500000000      7.8750000000   2,916.16        360          359         2.2500000000   5.0000000000    1.0000000000
   217       II-1    436,477.89       8.8750000000      8.5000000000   2,134.59        360          359         2.2500000000   5.0000000000    1.0000000000
   218       II-1    429,276.00       6.7500000000      6.3750000000   1,341.49        360          360         2.2500000000   5.0000000000    1.0000000000
   219       II-1   1,037,600.00      7.2500000000      6.8750000000   3,674.84        360          360         2.2500000000   5.0000000000    1.0000000000
   220       II-1    820,000.00       7.3750000000      7.0000000000   2,989.59        360          360         2.2500000000   5.0000000000    1.0000000000
   221       II-1    268,000.00       7.3750000000      7.0000000000    977.09         360          360         2.2500000000   5.0000000000    1.0000000000
   222       II-1    718,250.00       7.5000000000      7.1250000000   2,693.45        360          360         2.2500000000   5.0000000000    1.0000000000
   223       II-1    284,000.00       7.7500000000      7.3750000000   1,124.17        360          360         2.2500000000   5.0000000000    1.0000000000
   224       II-1    278,400.00       7.7500000000      7.3750000000   1,102.00        360          360         2.2500000000   5.0000000000    1.0000000000
   225       II-1    164,000.00       7.8750000000      7.5000000000    666.26         360          360         2.2500000000   5.0000000000    1.0000000000
   226       II-1    353,600.00       7.8750000000      7.5000000000   1,436.51        360          360         2.2500000000   5.0000000000    1.0000000000
   227       II-1    538,270.78       6.2500000000      5.8750000000   1,443.27        360          356         2.2500000000   5.0000000000    1.0000000000
   228       II-1    412,801.06       8.2500000000      7.8750000000   1,792.44        360          356         2.2500000000   5.0000000000    1.0000000000
   229       II-1    383,839.97       8.3750000000      8.0000000000   1,702.08        360          356         2.2500000000   5.0000000000    1.0000000000
   230       II-1    460,444.30       5.8750000000      5.5000000000   1,094.90        360          357         2.7500000000   5.0000000000    1.0000000000
   231       II-1    663,363.76       6.2500000000      5.8750000000   1,783.17        360          357         2.2500000000   5.0000000000    1.0000000000
   232       II-1    526,405.04       6.3750000000      6.0000000000   1,472.06        360          357         2.2500000000   5.0000000000    1.0000000000
   233       II-1   1,477,274.72      6.6250000000      6.2500000000   4,431.56        360          357         2.2500000000   5.0000000000    1.0000000000
   234       II-1    299,763.97       6.7500000000      6.3750000000    929.75         360          357         2.2500000000   5.0000000000    1.0000000000
   235       II-1    535,206.45       6.7500000000      6.3750000000   1,660.00        360          357         2.2500000000   5.0000000000    1.0000000000
   236       II-1    625,865.86       6.8750000000      6.5000000000   2,008.54        360          357         2.2500000000   5.0000000000    1.0000000000
   237       II-1    322,353.64       6.8750000000      6.5000000000   1,035.92        360          357         2.2500000000   5.0000000000    1.0000000000
   238       II-1    272,036.82       6.9900000000      6.6150000000    897.75         360          357         2.7500000000   5.0000000000    1.0000000000
   239       II-1   1,686,003.31      7.0000000000      6.6250000000   5,577.93        360          357         2.2500000000   5.0000000000    1.0000000000
   240       II-1   1,083,311.10      7.0000000000      6.6250000000   3,584.01        360          357         2.6235119072   5.0000000000    1.0000000000
   241       II-1    276,369.45       7.1000000000      6.7250000000    937.19         360          357         2.8750000000   5.0000000000    1.0000000000
   242       II-1    290,172.81       7.1000000000      6.7250000000    984.00         360          357         2.7500000000   5.0000000000    1.0000000000
   243       II-1   1,089,598.22      7.1250000000      6.7500000000   3,721.09        360          357         2.4448510801   5.0000000000    1.0000000000
   244       II-1    171,189.89       7.1250000000      6.7500000000    584.06         360          357         2.2500000000   5.0000000000    1.0000000000
   245       II-1    439,289.66       7.2000000000      6.8250000000   1,526.00        360          357         3.8750000000   5.0000000000    1.0000000000
   246       II-1   1,197,179.56      7.2500000000      6.8750000000   4,208.26        360          357         2.2500000000   5.0000000000    1.0000000000
   247       II-1   2,700,171.12      7.2500000000      6.8750000000   9,491.65        360          357         2.3007472189   5.0000000000    1.0000000000
   248       II-1    480,599.54       7.3750000000      7.0000000000   1,739.06        360          357         2.2500000000   5.0000000000    1.0000000000
   249       II-1   1,184,344.53      7.3750000000      7.0000000000   4,285.70        360          357         2.2500000000   5.0000000000    1.0000000000
   250       II-1   1,400,893.32      7.5000000000      7.1250000000   5,214.00        360          357         2.4364211723   5.0000000000    1.0000000000
   251       II-1   3,048,148.97      7.5000000000      7.1250000000   11,354.70       360          357         2.3152342871   5.0000000000    1.0000000000
   252       II-1   1,779,974.15      7.6250000000      7.2500000000   6,808.93        360          357         2.2500000000   5.0000000000    1.0000000000
   253       II-1   1,158,994.29      7.6250000000      7.2500000000   4,433.49        360          357         2.2500000000   5.0000000000    1.0000000000
   254       II-1   3,246,825.19      7.7500000000      7.3750000000   12,755.72       360          357         2.3223816917   5.0000000000    1.0000000000
   255       II-1   1,589,155.95      7.7500000000      7.3750000000   6,243.28        360          357         2.2500000000   5.0000000000    1.0000000000
   256       II-1   2,508,620.27      7.8750000000      7.5000000000   10,123.06       360          357         2.2500000000   5.0000000000    1.0000000000
   257       II-1   1,557,472.00      7.8750000000      7.5000000000   6,288.75        360          357         2.3755011775   5.0000000000    1.0000000000
   258       II-1    152,341.53       7.9500000000      7.5750000000    623.70         360          357         2.7500000000   5.0000000000    1.0000000000
   259       II-1    213,600.63       8.0000000000      7.6250000000    883.33         360          357         2.2500000000   5.0000000000    1.0000000000
   260       II-1    286,547.47       8.1250000000      7.7500000000   1,214.63        360          357         2.2500000000   5.0000000000    1.0000000000
   261       II-1   1,080,678.41      8.1250000000      7.7500000000   4,577.86        360          357         2.2500000000   5.0000000000    1.0000000000
   262       II-1   1,739,730.30      8.2500000000      7.8750000000   7,568.75        360          357         2.4401587850   5.0000000000    1.0000000000
   263       II-1    378,839.43       8.2500000000      7.8750000000   1,645.00        360          357         2.2500000000   5.0000000000    1.0000000000
   264       II-1    523,927.70       8.5000000000      8.1250000000   2,383.33        360          357         2.7500000000   5.0000000000    1.0000000000
   265       II-1    874,361.55       6.3750000000      6.0000000000   2,446.88        360          358         2.4982758648   5.0000000000    1.0000000000
   266       II-1    320,920.18       6.5000000000      6.1250000000    933.33         360          358         2.2500000000   5.0000000000    1.0000000000
   267       II-1    189,193.86       6.6250000000      6.2500000000    568.67         360          358         2.2500000000   5.0000000000    1.0000000000
   268       II-1    598,227.27       6.6250000000      6.2500000000   1,800.06        360          358         2.2500000000   5.0000000000    1.0000000000
   269       II-1    459,793.88       6.7000000000      6.3250000000   1,410.63        360          358         2.7500000000   5.0000000000    1.0000000000
   270       II-1   2,590,810.64      6.8750000000      6.5000000000   8,328.68        360          358         2.7107460467   5.0000000000    1.0000000000
   271       II-1    426,126.07       6.8750000000      6.5000000000   1,369.17        360          358         2.2500000000   5.0000000000    1.0000000000
   272       II-1    537,582.05       6.9900000000      6.6150000000   1,779.54        360          358         2.7500000000   5.0000000000    1.0000000000
   273       II-1    353,966.14       7.0000000000      6.6250000000   1,174.00        360          358         2.2500000000   5.0000000000    1.0000000000
   274       II-1   1,011,929.08      7.0000000000      6.6250000000   3,356.27        360          358         2.2500000000   5.0000000000    1.0000000000
   275       II-1   1,792,827.75      7.1250000000      6.7500000000   6,135.94        360          358         2.2500000000   5.0000000000    1.0000000000
   276       II-1   2,051,235.83      7.2500000000      6.8750000000   7,228.54        360          358         2.5106565404   5.0000000000    1.0000000000
   277       II-1    272,041.51       7.2500000000      6.8750000000    958.67         360          358         2.2500000000   5.0000000000    1.0000000000
   278       II-1   1,193,269.88      7.3750000000      7.0000000000   4,331.25        360          358         2.2500000000   5.0000000000    1.0000000000
   279       II-1    730,043.16       7.3750000000      7.0000000000   2,648.33        360          358         2.2500000000   5.0000000000    1.0000000000
   280       II-1   1,184,913.43      7.5000000000      7.1250000000   4,421.25        360          358         2.2500000000   5.0000000000    1.0000000000
   281       II-1   1,703,807.01      7.5000000000      7.1250000000   6,357.39        360          358         2.3490972710   5.0000000000    1.0000000000
   282       II-1   1,715,086.57      7.6250000000      7.2500000000   6,579.06        360          358         2.2500000000   5.0000000000    1.0000000000
   283       II-1   3,020,243.33      7.7500000000      7.3750000000   11,895.59       360          358         2.2500000000   5.0000000000    1.0000000000
   284       II-1   1,466,247.37      7.7500000000      7.3750000000   6,548.66        360          358         2.2500000000   5.0000000000    1.0000000000
   285       II-1    650,583.14       7.8750000000      7.5000000000   2,632.50        360          358         2.4101454965   5.0000000000    1.0000000000
   286       II-1   1,100,791.46      7.8750000000      7.5000000000   4,450.45        360          358         2.2500000000   5.0000000000    1.0000000000
   287       II-1    722,807.97       7.9900000000      7.6150000000   2,990.67        360          358         2.7500000000   5.0000000000    1.0000000000
   288       II-1    211,053.74       8.0000000000      7.6250000000    880.00         360          358         2.2500000000   5.0000000000    1.0000000000
   289       II-1    381,906.34       8.0000000000      7.6250000000   1,583.33        360          358         2.2500000000   5.0000000000    1.0000000000
   290       II-1    433,363.24       8.0600000000      7.6850000000   1,818.23        360          358         2.7500000000   5.0000000000    1.0000000000
   291       II-1   1,162,088.63      8.1250000000      7.7500000000   4,944.13        360          358         2.2500000000   5.0000000000    1.0000000000
   292       II-1    186,450.73       8.1250000000      7.7500000000    792.33         360          358         2.2500000000   5.0000000000    1.0000000000
   293       II-1    442,207.56       8.2500000000      7.8750000000   1,925.00        360          358         2.2500000000   5.0000000000    1.0000000000
   294       II-1    209,043.60       8.2900000000      7.9150000000    916.93         360          358         2.8750000000   5.0000000000    1.0000000000
   295       II-1    449,082.50       6.7500000000      6.3750000000   1,400.00        360          359         2.2500000000   5.0000000000    1.0000000000
   296       II-1    333,832.50       6.8000000000      6.4250000000   1,054.50        360          359         2.7500000000   5.0000000000    1.0000000000
   297       II-1    466,663.75       7.2500000000      6.8750000000   1,648.65        360          359         2.2500000000   5.0000000000    1.0000000000
   298       II-1   1,743,548.00      7.3750000000      7.0000000000   6,340.83        360          359         2.2500000000   5.0000000000    1.0000000000
   299       II-1   1,434,577.50      7.5000000000      7.1250000000   5,366.25        360          359         2.2500000000   5.0000000000    1.0000000000
   300       II-1    469,320.37       7.8750000000      7.5000000000   1,901.86        360          359         2.2500000000   5.0000000000    1.0000000000
   301       II-1    421,050.00       7.9250000000      7.5500000000   1,723.75        360          359         2.7500000000   5.0000000000    1.0000000000
   302       II-1    150,074.25       8.0000000000      7.6250000000    623.75         360          359         2.2500000000   5.0000000000    1.0000000000
   303       II-1    452,155.48       6.3750000000      6.0000000000   1,265.34        360          358         2.2500000000   5.0000000000    1.0000000000
   304       II-1    528,638.08       7.3750000000      7.0000000000   1,917.71        360          358         2.2500000000   5.0000000000    1.0000000000
   305       II-1    884,413.75       7.5000000000      7.1250000000   3,300.00        360          356         2.2500000000   5.0000000000    1.0000000000
   306       II-1    322,415.78       7.8750000000      7.5000000000   1,300.00        360          357         2.2500000000   5.0000000000    1.0000000000
   307       II-1    335,212.30       6.6250000000      6.2500000000   1,007.57        360          358         2.2500000000   5.0000000000    1.0000000000
   308       II-1   1,461,290.45      6.7500000000      6.3750000000   4,543.75        360          358         2.2500000000   5.0000000000    1.0000000000
   309       II-1    586,928.37       6.8750000000      6.5000000000   1,885.83        360          358         2.2500000000   5.0000000000    1.0000000000
   310       II-1    368,177.75       6.8750000000      6.5000000000   1,183.17        360          358         2.2500000000   5.0000000000    1.0000000000
   311       II-1   1,213,371.46      7.0000000000      6.6250000000   4,026.33        360          358         2.2500000000   5.0000000000    1.0000000000
   312       II-1    450,246.65       7.1250000000      6.7500000000   1,540.00        360          358         2.2500000000   5.0000000000    1.0000000000
   313       II-1    482,407.37       7.3750000000      7.0000000000   1,750.00        360          358         2.2500000000   5.0000000000    1.0000000000
   314       II-1    435,774.24       7.3750000000      7.0000000000   1,580.83        360          358         2.2500000000   5.0000000000    1.0000000000
   315       II-1    642,405.99       7.5000000000      7.1250000000   2,397.00        360          358         2.2500000000   5.0000000000    1.0000000000
   316       II-1   1,165,818.43      7.6250000000      7.2500000000   4,470.83        360          358         2.2500000000   5.0000000000    1.0000000000
   317       II-1    147,737.36       7.7500000000      7.3750000000    581.88         360          358         2.2500000000   5.0000000000    1.0000000000
   318       II-1   1,618,076.41      7.8750000000      7.5000000000   6,540.63        360          358         2.2500000000   5.0000000000    1.0000000000
   319       II-1    522,558.55       8.1250000000      7.7500000000   2,220.62        360          358         2.2500000000   5.0000000000    1.0000000000
   320       II-1   1,008,981.99      8.2500000000      7.8750000000   4,392.26        360          358         2.2500000000   5.0000000000    1.0000000000
   321       II-1    737,840.00       6.2500000000      5.8750000000   1,993.33        360          359         2.2500000000   5.0000000000    1.0000000000
   322       II-1    336,238.50       6.3750000000      6.0000000000    943.31         360          359         2.2500000000   5.0000000000    1.0000000000
   323       II-1    978,440.00       6.5000000000      6.1250000000   2,846.67        360          359         2.2500000000   5.0000000000    1.0000000000
   324       II-1   1,655,328.00      6.7500000000      6.3750000000   5,160.00        360          359         2.2500000000   5.0000000000    1.0000000000
   325       II-1    818,040.00       6.7500000000      6.3750000000   2,550.00        360          359         2.2500000000   5.0000000000    1.0000000000
   326       II-1   2,080,235.33      6.8750000000      6.5000000000   6,706.33        360          359         2.2500000000   5.0000000000    1.0000000000
   327       II-1    924,625.80       6.8750000000      6.5000000000   2,978.33        360          359         2.2500000000   5.0000000000    1.0000000000
   328       II-1   3,536,018.00      7.0000000000      6.6250000000   11,757.34       360          359         2.2500000000   5.0000000000    1.0000000000
   329       II-1    330,424.00       7.0000000000      6.6250000000   1,098.67        360          359         2.2500000000   5.0000000000    1.0000000000
   330       II-1   2,359,283.50      7.1250000000      6.7500000000   8,089.82        360          359         2.2500000000   5.0000000000    1.0000000000
   331       II-1   1,296,144.53      7.1250000000      6.7500000000   4,444.73        360          359         2.2500000000   5.0000000000    1.0000000000
   332       II-1   5,081,872.99      7.2500000000      6.8750000000   17,953.42       360          359         2.2500000000   5.0000000000    1.0000000000
   333       II-1    781,950.00       7.2500000000      6.8750000000   2,762.50        360          359         2.2500000000   5.0000000000    1.0000000000
   334       II-1   4,165,487.75      7.3750000000      7.0000000000   15,148.79       360          359         2.2500000000   5.0000000000    1.0000000000
   335       II-1    929,624.26       7.3750000000      7.0000000000   3,380.80        360          359         2.2500000000   5.0000000000    1.0000000000
   336       II-1   9,877,464.07      7.5000000000      7.1250000000   36,948.14       360          359         2.2500000000   5.0000000000    1.0000000000
   337       II-1   2,539,422.72      7.5000000000      7.1250000000   9,499.09        360          359         2.2500000000   5.0000000000    1.0000000000
   338       II-1   6,755,714.16      7.6250000000      7.2500000000   25,972.71       360          359         2.2500000000   5.0000000000    1.0000000000
   339       II-1   1,434,778.00      7.6250000000      7.2500000000   5,516.08        360          359         2.2500000000   5.0000000000    1.0000000000
   340       II-1   2,101,290.12      7.7500000000      7.3750000000   8,296.87        360          359         2.2500000000   5.0000000000    1.0000000000
   341       II-1   2,921,429.35      7.7500000000      7.3750000000   11,535.15       360          359         2.2500000000   5.0000000000    1.0000000000
   342       II-1   1,863,848.00      7.8750000000      7.5000000000   7,553.00        360          359         2.2500000000   5.0000000000    1.0000000000
   343       II-1   3,061,163.83      7.8750000000      7.5000000000   12,404.97       360          359         2.2500000000   5.0000000000    1.0000000000
   344       II-1   1,709,362.75      8.0000000000      7.6250000000   7,104.59        360          359         2.2500000000   5.0000000000    1.0000000000
   345       II-1    513,280.00       8.0000000000      7.6250000000   2,133.33        360          359         2.2500000000   5.0000000000    1.0000000000
   346       II-1   2,439,583.75      8.1250000000      7.7500000000   10,393.07       360          359         2.2500000000   5.0000000000    1.0000000000
   347       II-1   4,503,330.25      8.2500000000      7.8750000000   19,652.94       360          359         2.2500000000   5.0000000000    1.0000000000
   348       II-1   3,784,397.40      8.2500000000      7.8750000000   16,515.46       360          359         2.2500000000   5.0000000000    1.0000000000
   349       II-1    565,410.00       8.3750000000      8.0000000000   2,526.25        360          359         2.2500000000   5.0000000000    1.0000000000
   350       II-1   1,316,483.00      8.3750000000      8.0000000000   5,882.04        360          359         2.2500000000   5.0000000000    1.0000000000
   351       II-1    522,608.81       8.1250000000      7.7500000000   2,220.83        360          358         2.2500000000   5.0000000000    1.0000000000
   352       II-1    200,876.41       6.7500000000      6.3750000000    625.00         360          358         2.2500000000   5.0000000000    1.0000000000
   353       II-1    532,658.01       7.2500000000      6.8750000000   1,877.08        360          358         2.2500000000   5.0000000000    1.0000000000
   354       II-1    378,689.89       7.5000000000      7.1250000000   1,413.00        360          358         2.2500000000   5.0000000000    1.0000000000
   355       II-1    384,776.46       7.7500000000      7.3750000000   1,515.47        360          358         2.2500000000   5.0000000000    1.0000000000
   356       II-1    767,832.93       8.1250000000      7.7500000000   3,262.92        360          358         2.2500000000   5.0000000000    1.0000000000
   357       II-1    493,230.00       8.2500000000      7.8750000000   2,152.50        360          359         2.2500000000   5.0000000000    1.0000000000
   358       II-1    563,906.24       6.7500000000      6.3750000000   1,757.82        360          359         2.2500000000   5.0000000000    1.0000000000
   359       II-1    569,419.99       7.0000000000      6.6250000000   1,893.34        360          359         2.2500000000   5.0000000000    1.0000000000
   360       II-1   1,419,790.61      7.8750000000      7.5000000000   5,753.53        360          359         2.2500000000   5.0000000000    1.0000000000
   361       II-1    569,420.00       8.0000000000      7.6250000000   2,366.67        360          359         2.2500000000   5.0000000000    1.0000000000
   362       II-1    434,684.00       8.1250000000      7.7500000000   1,851.83        360          359         2.2500000000   5.0000000000    1.0000000000
   363       II-1    418,962.38       7.1250000000      6.7500000000   1,436.88        360          359         2.2500000000   5.0000000000    1.0000000000
   364       II-1    258,244.00       7.2500000000      6.8750000000    912.33         360          359         2.2500000000   5.0000000000    1.0000000000
   365       II-1    432,197.80       7.7500000000      7.3750000000   1,706.52        360          359         2.2500000000   5.0000000000    1.0000000000
   366       II-1   1,116,484.25      7.8750000000      7.5000000000   4,524.41        360          359         2.2500000000   5.0000000000    1.0000000000
   367       II-1   2,533,606.93      8.0000000000      7.6250000000   10,530.37       360          359         2.2500000000   5.0000000000    1.0000000000
   368       II-1    469,170.00       8.0000000000      7.6250000000   1,950.00        360          359         2.2500000000   5.0000000000    1.0000000000
   369       II-1   1,023,552.50      8.2500000000      7.8750000000   4,466.88        360          359         2.2500000000   5.0000000000    1.0000000000
   370       II-1    838,009.80       8.3750000000      8.0000000000   3,744.22        360          359         2.2500000000   5.0000000000    1.0000000000
   371       II-1    635,000.00       6.8750000000      6.5000000000   2,050.53        360          360         2.2500000000   5.0000000000    1.0000000000
   372       II-1   1,000,000.00      7.6250000000      7.2500000000   3,854.17        360          360         2.2500000000   5.0000000000    1.0000000000
   373       II-1    226,412.00       8.0000000000      7.6250000000    943.39         360          360         2.2500000000   5.0000000000    1.0000000000
   374       II-1    881,600.00       8.2500000000      7.8750000000   3,857.01        360          360         2.2500000000   5.0000000000    1.0000000000
   375       II-1    576,000.00       8.7500000000      8.3750000000   2,760.00        360          360         2.2500000000   5.0000000000    1.0000000000
   376       II-1    289,444.73       7.8750000000      7.5000000000   1,170.00        360          354         2.7500000000   5.0000000000    1.0000000000
   377       II-1    935,739.55       6.5000000000      6.1250000000   2,702.00        360          356         2.7500000000   5.0000000000    1.0000000000
   378       II-1    154,139.10       7.2500000000      6.8750000000    540.46         360          356         2.2500000000   5.0000000000    1.0000000000
   379       II-1    484,854.21       8.9900000000      8.6150000000   2,396.00        360          356         2.7500000000   5.0000000000    1.0000000000
   380       II-1    258,581.68       6.7500000000      6.3750000000    800.00         360          356         2.2500000000   5.0000000000    1.0000000000
   381       II-1    115,666.48       7.6250000000      7.2500000000    442.46         360          357         2.7500000000   5.0000000000    1.0000000000
   382       II-1    386,896.53       6.8750000000      6.5000000000   1,240.00        360          357         3.5000000000   5.0000000000    1.0000000000
   383       II-1    281,609.11       7.3500000000      6.9750000000   1,013.19        360          357         2.7500000000   5.0000000000    1.0000000000
   384       II-1    381,404.59       7.3500000000      6.9750000000   1,377.50        360          357         2.7500000000   5.0000000000    1.0000000000
   385       II-1    676,668.55       7.5000000000      7.1250000000   2,518.50        360          357         2.5239726045   5.0000000000    1.0000000000
   386       II-1    248,260.15       7.8750000000      7.5000000000   1,001.00        360          357         2.7500000000   5.0000000000    1.0000000000
   387       II-1    717,375.57       7.9750000000      7.6000000000   2,951.83        360          357         2.7500000000   5.0000000000    1.0000000000
   388       II-1    602,206.15       8.1250000000      7.7500000000   2,559.08        360          358         2.2500000000   5.0000000000    1.0000000000
   389       II-1    293,093.95       6.2500000000      5.8750000000    789.84         360          358         2.2500000000   5.0000000000    1.0000000000
   390       II-1    511,275.00       6.3500000000      5.9750000000   1,423.75        360          358         2.2500000000   5.0000000000    1.0000000000
   391       II-1    195,475.08       6.3750000000      6.0000000000    547.03         360          358         2.2500000000   5.0000000000    1.0000000000
   392       II-1    609,265.30       6.5000000000      6.1250000000   1,773.33        360          358         2.2500000000   5.0000000000    1.0000000000
   393       II-1    703,509.66       6.6250000000      6.2500000000   2,114.58        360          358         2.2500000000   5.0000000000    1.0000000000
   394       II-1    655,671.17       6.7500000000      6.3750000000   2,038.75        360          358         2.2500000000   5.0000000000    1.0000000000
   395       II-1    889,437.62       6.8500000000      6.4750000000   2,839.38        360          358         2.7500000000   5.0000000000    1.0000000000
   396       II-1    168,842.41       6.8750000000      6.5000000000    542.50         360          358         2.2500000000   5.0000000000    1.0000000000
   397       II-1    273,363.96       7.0000000000      6.6250000000    906.67         360          358         2.2500000000   5.0000000000    1.0000000000
   398       II-1   1,057,476.33      7.0000000000      6.6250000000   3,507.34        360          358         2.2500000000   5.0000000000    1.0000000000
   399       II-1    251,655.72       7.1250000000      6.7500000000    860.75         360          358         2.2500000000   5.0000000000    1.0000000000
   400       II-1    498,487.36       7.1250000000      6.7500000000   1,705.00        360          358         2.7500000000   5.0000000000    1.0000000000
   401       II-1    244,299.07       7.2500000000      6.8750000000    860.91         360          358         2.2500000000   5.0000000000    1.0000000000
   402       II-1    293,464.41       7.2500000000      6.8750000000   1,034.17        360          358         2.2500000000   5.0000000000    1.0000000000
   403       II-1   1,038,100.47      7.3750000000      7.0000000000   3,765.86        360          358         2.2500000000   5.0000000000    1.0000000000
   404       II-1    629,541.62       7.3750000000      7.0000000000   2,283.75        360          358         2.2500000000   5.0000000000    1.0000000000
   405       II-1    156,782.44       7.5000000000      7.1250000000    585.00         360          358         2.2500000000   5.0000000000    1.0000000000
   406       II-1    687,430.69       7.5000000000      7.1250000000   2,565.00        360          358         2.2500000000   5.0000000000    1.0000000000
   407       II-1    494,467.82       7.6250000000      7.2500000000   1,896.25        360          358         2.2500000000   5.0000000000    1.0000000000
   408       II-1    498,487.29       7.6250000000      7.2500000000   1,911.67        360          358         2.2500000000   5.0000000000    1.0000000000
   409       II-1    946,323.20       7.7500000000      7.3750000000   3,727.17        360          358         2.2500000000   5.0000000000    1.0000000000
   410       II-1   1,812,194.53      7.7500000000      7.3750000000   7,139.25        360          358         2.2500000000   5.0000000000    1.0000000000
   411       II-1   1,095,092.76      7.8750000000      7.5000000000   4,426.61        360          358         2.2500000000   5.0000000000    1.0000000000
   412       II-1    416,470.65       7.8750000000      7.5000000000   1,683.50        360          358         2.2500000000   5.0000000000    1.0000000000
   413       II-1    572,859.49       7.9900000000      7.6150000000   2,370.25        360          358         2.7500000000   5.0000000000    1.0000000000
   414       II-1    434,167.20       8.0000000000      7.6250000000   1,800.00        360          358         2.2500000000   5.0000000000    1.0000000000
   415       II-1    530,648.80       8.0000000000      7.6250000000   2,200.00        360          358         2.2500000000   5.0000000000    1.0000000000
   416       II-1    224,721.78       8.1250000000      7.7500000000    954.96         360          358         2.2500000000   5.0000000000    1.0000000000
   417       II-1    349,745.89       8.1250000000      7.7500000000   1,486.25        360          358         2.7500000000   5.0000000000    1.0000000000
   418       II-1    426,127.29       8.2500000000      7.8750000000   1,855.00        360          358         2.2500000000   5.0000000000    1.0000000000
   419       II-1    162,059.11       8.5000000000      8.1250000000    739.06         360          358         4.0000000000   5.0000000000    1.0000000000
   420       II-1    438,593.75       7.2500000000      6.8750000000   1,549.48        360          359         2.7500000000   5.0000000000    1.0000000000
   421       II-1    327,366.37       7.3750000000      7.0000000000   1,190.55        360          359         2.2500000000   5.0000000000    1.0000000000
   422       II-1    365,411.25       7.8750000000      7.5000000000   1,480.78        360          359         2.2500000000   5.0000000000    1.0000000000
   423       II-1    577,440.00       8.2500000000      7.8750000000   2,520.00        360          359         2.8750000000   5.0000000000    1.0000000000
   424       II-1    667,330.05       7.7500000000      7.3750000000   2,628.33        360          358         2.2500000000   5.0000000000    1.0000000000
   425       II-1    627,884.33       8.1250000000      7.7500000000   2,668.20        360          358         2.2500000000   5.0000000000    1.0000000000
   426       II-1    498,488.39       8.1250000000      7.7500000000   2,118.33        360          358         2.2500000000   5.0000000000    1.0000000000
   427       II-1    442,704.00       8.0000000000      7.6250000000   1,840.00        360          359         2.2500000000   5.0000000000    1.0000000000
   428       II-1    421,050.00       7.2500000000      6.8750000000   1,487.50        360          359         2.2500000000   5.0000000000    1.0000000000
   429       II-1    579,846.00       7.2500000000      6.8750000000   2,048.50        360          359         2.2500000000   5.0000000000    1.0000000000
   430       II-1    360,900.00       7.3750000000      7.0000000000   1,312.50        360          359         2.2500000000   5.0000000000    1.0000000000
   431       II-1    540,342.49       7.5000000000      7.1250000000   2,021.23        360          359         2.2500000000   5.0000000000    1.0000000000
   432       II-1    858,140.00       7.6250000000      7.2500000000   3,299.17        360          359         2.2500000000   5.0000000000    1.0000000000
   433       II-1   1,066,660.00      7.7500000000      7.3750000000   4,211.67        360          359         2.2500000000   5.0000000000    1.0000000000
   434       II-1   1,383,450.00      7.8750000000      7.5000000000   5,606.25        360          359         2.2500000000   5.0000000000    1.0000000000
   435       II-1   2,015,426.00      8.0000000000      7.6250000000   8,376.67        360          359         2.2500000000   5.0000000000    1.0000000000
   436       II-1    651,625.00       8.1250000000      7.7500000000   2,776.04        360          359         2.2500000000   5.0000000000    1.0000000000
   437       II-1   1,002,500.00      8.2500000000      7.8750000000   4,375.00        360          359         2.2500000000   5.0000000000    1.0000000000
   438       II-1   1,762,332.84      8.2500000000      7.8750000000   7,690.98        360          359         2.2500000000   5.0000000000    1.0000000000
   439       II-1    402,604.00       8.3750000000      8.0000000000   1,798.83        360          359         2.2500000000   5.0000000000    1.0000000000
   440       II-1    433,080.00       7.7500000000      7.3750000000   1,710.00        360          359         2.2500000000   5.0000000000    1.0000000000
   441       II-1    745,583.01       7.1250000000      6.7500000000   2,543.75        360          357         2.2500000000   5.0000000000    1.0000000000
   442       II-1    216,018.29       7.7500000000      7.3750000000    848.67         360          357         2.2500000000   5.0000000000    1.0000000000
   443       II-1    532,658.01       7.2500000000      6.8750000000   1,877.08        360          358         2.2500000000   5.0000000000    1.0000000000
   444       II-1    553,864.11       7.5000000000      7.1250000000   2,066.63        360          358         2.2500000000   5.0000000000    1.0000000000
   445       II-1    723,611.62       7.7500000000      7.3750000000   2,850.00        360          358         2.2500000000   5.0000000000    1.0000000000
   446       II-1    505,260.00       6.5000000000      6.1250000000   1,470.00        360          359         2.2500000000   5.0000000000    1.0000000000
   447       II-1    511,585.78       6.6250000000      6.2500000000   1,541.56        360          359         2.2500000000   5.0000000000    1.0000000000
   448       II-1    877,187.50       6.7500000000      6.3750000000   2,734.38        360          359         2.2500000000   5.0000000000    1.0000000000
   449       II-1    413,030.00       6.8750000000      6.5000000000   1,330.42        360          359         2.2500000000   5.0000000000    1.0000000000
   450       II-1    473,179.99       7.0000000000      6.6250000000   1,573.34        360          359         2.2500000000   5.0000000000    1.0000000000
   451       II-1    413,030.00       7.0000000000      6.6250000000   1,373.33        360          359         2.2500000000   5.0000000000    1.0000000000
   452       II-1    545,359.99       7.1250000000      6.7500000000   1,870.01        360          359         2.2500000000   5.0000000000    1.0000000000
   453       II-1    169,221.99       7.2500000000      6.8750000000    597.84         360          359         2.2500000000   5.0000000000    1.0000000000
   454       II-1   1,430,066.25      7.3750000000      7.0000000000   5,200.78        360          359         2.2500000000   5.0000000000    1.0000000000
   455       II-1   2,082,944.35      7.5000000000      7.1250000000   7,791.59        360          359         2.2500000000   5.0000000000    1.0000000000
   456       II-1    342,453.99       7.5000000000      7.1250000000   1,281.01        360          359         2.2500000000   5.0000000000    1.0000000000
   457       II-1   2,758,729.61      7.7500000000      7.3750000000   10,892.76       360          359         2.2500000000   5.0000000000    1.0000000000
   458       II-1   3,382,033.97      7.7500000000      7.3750000000   13,353.87       360          359         2.2500000000   5.0000000000    1.0000000000
   459       II-1   1,148,865.00      7.8750000000      7.5000000000   4,655.63        360          359         2.2500000000   5.0000000000    1.0000000000
   460       II-1   2,341,114.16      7.8750000000      7.5000000000   9,487.09        360          359         2.2500000000   5.0000000000    1.0000000000
   461       II-1   1,156,634.36      8.0000000000      7.6250000000   4,807.30        360          359         2.2500000000   5.0000000000    1.0000000000
   462       II-1    456,338.00       8.0000000000      7.6250000000   1,896.67        360          359         2.2500000000   5.0000000000    1.0000000000
   463       II-1    641,944.86       8.2500000000      7.8750000000   2,801.51        360          359         2.2500000000   5.0000000000    1.0000000000
   464       II-1   2,203,093.99      8.2500000000      7.8750000000   9,614.51        360          359         2.2500000000   5.0000000000    1.0000000000
   465       II-1    846,210.25       8.3750000000      8.0000000000   3,780.86        360          359         2.2500000000   5.0000000000    1.0000000000
   466       II-1    416,900.00       6.6250000000      6.2500000000   1,259.39        360          360         2.2500000000   5.0000000000    1.0000000000
   467       II-1    740,000.00       6.8750000000      6.5000000000   2,389.59        360          360         2.2500000000   5.0000000000    1.0000000000
   468       II-1    470,000.00       7.0000000000      6.6250000000   1,566.67        360          360         2.2500000000   5.0000000000    1.0000000000
   469       II-1    440,000.00       7.0000000000      6.6250000000   1,466.67        360          360         2.2500000000   5.0000000000    1.0000000000
   470       II-1    575,200.00       7.1250000000      6.7500000000   1,977.27        360          360         2.2500000000   5.0000000000    1.0000000000
   471       II-1    876,000.00       7.2500000000      6.8750000000   3,102.51        360          360         2.2500000000   5.0000000000    1.0000000000
   472       II-1    584,000.00       7.2500000000      6.8750000000   2,068.34        360          360         2.2500000000   5.0000000000    1.0000000000
   473       II-1   1,307,200.00      7.3750000000      7.0000000000   4,765.85        360          360         2.2500000000   5.0000000000    1.0000000000
   474       II-1   2,384,000.00      7.5000000000      7.1250000000   8,940.04        360          360         2.2500000000   5.0000000000    1.0000000000
   475       II-1   1,795,459.00      7.5000000000      7.1250000000   6,733.02        360          360         2.2500000000   5.0000000000    1.0000000000
   476       II-1    560,000.00       7.6250000000      7.2500000000   2,158.34        360          360         2.2500000000   5.0000000000    1.0000000000
   477       II-1   1,119,200.00      7.6250000000      7.2500000000   4,313.60        360          360         2.2500000000   5.0000000000    1.0000000000
   478       II-1    196,580.00       7.7500000000      7.3750000000    778.13         360          360         2.2500000000   5.0000000000    1.0000000000
   479       II-1    870,672.00       7.7500000000      7.3750000000   3,446.41        360          360         2.2500000000   5.0000000000    1.0000000000
   480       II-1   1,126,750.00      7.8750000000      7.5000000000   4,577.44        360          360         2.2500000000   5.0000000000    1.0000000000
   481       II-1   2,681,130.00      7.8750000000      7.5000000000   10,892.14       360          360         2.2500000000   5.0000000000    1.0000000000
   482       II-1    425,485.26       8.2500000000      7.8750000000   1,872.50        360          360         2.2500000000   5.0000000000    1.0000000000
   483       II-1    300,000.00       8.2500000000      7.8750000000   1,312.51        360          360         2.2500000000   5.0000000000    1.0000000000
   484       II-1    580,000.00       9.2500000000      8.8750000000   3,020.84        360          360         2.2500000000   5.0000000000    1.0000000000
   485       II-1    425,315.16       7.4000000000      7.0250000000   1,540.00        360          355         2.7500000000   5.0000000000    1.0000000000
   486       II-1    551,912.01       7.0000000000      6.6250000000   1,821.33        360          356         2.7500000000   5.0000000000    1.0000000000
   487       II-1    419,388.47       7.0000000000      6.6250000000   1,384.00        360          356         2.2500000000   5.0000000000    1.0000000000
   488       II-1    431,205.87       7.3750000000      7.0000000000   1,559.68        360          356         2.2500000000   5.0000000000    1.0000000000
   489       II-1    339,391.63       7.5000000000      7.1250000000   1,260.00        360          356         2.7500000000   5.0000000000    1.0000000000
   490       II-1   1,195,144.24      7.6250000000      7.2500000000   4,560.25        360          356         2.2500000000   5.0000000000    1.0000000000
   491       II-1    454,140.45       7.8750000000      7.5000000000   1,826.50        360          356         2.2500000000   5.0000000000    1.0000000000
   492       II-1    529,291.81       7.8750000000      7.5000000000   2,128.75        360          356         2.2500000000   5.0000000000    1.0000000000
   493       II-1    517,173.04       8.2500000000      7.8750000000   2,240.00        360          356         2.2500000000   5.0000000000    1.0000000000
   494       II-1    390,305.24       8.5000000000      8.1250000000   1,771.00        360          356         2.7500000000   5.0000000000    1.0000000000
   495       II-1    632,732.60       5.7500000000      5.3750000000   1,439.17        360          357         2.2500000000   5.0000000000    1.0000000000
   496       II-1    817,065.13       6.5000000000      6.1250000000   2,365.27        360          357         2.5274523678   5.0000000000    1.0000000000
   497       II-1    387,701.96       6.6250000000      6.2500000000   1,162.42        360          357         2.7500000000   5.0000000000    1.0000000000
   498       II-1   1,108,296.49      6.7500000000      6.3750000000   3,437.50        360          357         2.7500000000   5.0000000000    1.0000000000
   499       II-1    686,136.50       6.8000000000      6.4250000000   2,156.50        360          357         2.7500000000   5.0000000000    1.0000000000
   500       II-1    304,681.02       6.8750000000      6.5000000000    976.50         360          357         2.7500000000   5.0000000000    1.0000000000
   501       II-1    241,810.52       7.0000000000      6.6250000000    800.00         360          357         2.7500000000   5.0000000000    1.0000000000
   502       II-1    180,602.38       7.1250000000      6.7500000000    616.17         360          357         2.7500000000   5.0000000000    1.0000000000
   503       II-1    246,646.51       7.1250000000      6.7500000000    841.50         360          357         2.2500000000   5.0000000000    1.0000000000
   504       II-1    361,456.90       7.2500000000      6.8750000000   1,270.58        360          357         3.2334494790   5.0000000000    1.0000000000
   505       II-1    289,417.62       7.3750000000      7.0000000000   1,047.27        360          357         2.7500000000   5.0000000000    1.0000000000
   506       II-1    777,825.64       7.3750000000      7.0000000000   2,814.59        360          357         2.2500000000   5.0000000000    1.0000000000
   507       II-1    564,226.30       7.5000000000      7.1250000000   2,100.00        360          357         2.2500000000   5.0000000000    1.0000000000
   508       II-1   1,084,081.41      7.5000000000      7.1250000000   4,035.00        360          357         2.4377391155   5.0000000000    1.0000000000
   509       II-1    312,719.82       7.6000000000      7.2250000000   1,196.00        360          357         2.7500000000   5.0000000000    1.0000000000
   510       II-1   1,120,393.11      7.6250000000      7.2500000000   4,285.83        360          357         2.7500000000   5.0000000000    1.0000000000
   511       II-1    737,444.93       7.7500000000      7.3750000000   2,897.18        360          357         2.2500000000   5.0000000000    1.0000000000
   512       II-1   1,198,882.55      7.7500000000      7.3750000000   4,712.00        360          357         2.2500000000   5.0000000000    1.0000000000
   513       II-1    415,110.25       7.8500000000      7.4750000000   1,665.17        360          357         2.7500000000   5.0000000000    1.0000000000
   514       II-1   1,030,974.85      7.8750000000      7.5000000000   4,156.95        360          357         2.4607256302   5.0000000000    1.0000000000
   515       II-1    281,303.31       7.8750000000      7.5000000000   1,134.25        360          357         2.2500000000   5.0000000000    1.0000000000
   516       II-1    288,663.11       8.0000000000      7.6250000000   1,193.75        360          357         2.2500000000   5.0000000000    1.0000000000
   517       II-1    307,907.24       8.0000000000      7.6250000000   1,273.33        360          357         2.2500000000   5.0000000000    1.0000000000
   518       II-1    338,537.10       8.1250000000      7.7500000000   1,435.00        360          357         2.2500000000   5.0000000000    1.0000000000
   519       II-1    851,903.88       8.1250000000      7.7500000000   3,618.25        360          357         2.2500000000   5.0000000000    1.0000000000
   520       II-1    479,594.60       8.2500000000      7.8750000000   2,082.50        360          357         2.7500000000   5.0000000000    1.0000000000
   521       II-1    217,631.16       8.2500000000      7.8750000000    945.00         360          357         2.2500000000   5.0000000000    1.0000000000
   522       II-1    543,801.70       8.2900000000      7.9150000000   2,380.50        360          357         2.7500000000   5.0000000000    1.0000000000
   523       II-1    526,859.43       8.3750000000      8.0000000000   2,356.05        360          357         2.5322094643   5.0000000000    1.0000000000
   524       II-1    507,805.83       8.5000000000      8.1250000000   2,310.00        360          357         2.7500000000   5.0000000000    1.0000000000
   525       II-1    699,489.24       6.3750000000      6.0000000000   1,957.50        360          358         2.2500000000   5.0000000000    1.0000000000
   526       II-1    482,406.62       6.6250000000      6.2500000000   1,450.00        360          358         2.7500000000   5.0000000000    1.0000000000
   527       II-1   1,085,415.19      6.7500000000      6.3750000000   3,375.00        360          358         2.7500000000   5.0000000000    1.0000000000
   528       II-1    484,014.88       6.8500000000      6.4750000000   1,545.13        360          358         2.7500000000   5.0000000000    1.0000000000
   529       II-1    339,192.42       7.0000000000      6.6250000000   1,125.00        360          358         2.7500000000   5.0000000000    1.0000000000
   530       II-1    864,312.55       7.0000000000      6.6250000000   2,866.66        360          358         2.7500000000   5.0000000000    1.0000000000
   531       II-1    554,768.11       7.0500000000      6.6750000000   1,863.00        360          358         2.7500000000   5.0000000000    1.0000000000
   532       II-1    186,530.78       7.1750000000      6.8000000000    645.73         360          358         2.7500000000   5.0000000000    1.0000000000
   533       II-1    412,232.04       7.2300000000      6.8550000000   1,445.87        360          358         2.7500000000   5.0000000000    1.0000000000
   534       II-1   1,540,085.16      7.2500000000      6.8750000000   5,427.24        360          358         2.4272383191   5.0000000000    1.0000000000
   535       II-1    474,367.13       7.2500000000      6.8750000000   1,671.67        360          358         4.0000000000   5.0000000000    1.0000000000
   536       II-1    558,788.55       7.3750000000      7.0000000000   2,027.08        360          358         4.0000000000   5.0000000000    1.0000000000
   537       II-1   1,523,538.29      7.5000000000      7.1250000000   5,685.00        360          358         2.4201705377   5.0000000000    1.0000000000
   538       II-1    269,344.25       7.6250000000      7.2500000000   1,032.92        360          358         2.2500000000   5.0000000000    1.0000000000
   539       II-1    456,305.94       7.6250000000      7.2500000000   1,759.04        360          358         2.7500000000   5.0000000000    1.0000000000
   540       II-1    241,203.85       7.7000000000      7.3250000000    940.00         360          358         2.7500000000   5.0000000000    1.0000000000
   541       II-1    402,006.46       7.7500000000      7.3750000000   1,583.33        360          358         2.7500000000   5.0000000000    1.0000000000
   542       II-1    224,319.44       7.7500000000      7.3750000000    883.50         360          358         2.2500000000   5.0000000000    1.0000000000
   543       II-1    603,009.84       7.8750000000      7.5000000000   2,437.50        360          358         2.7500000000   5.0000000000    1.0000000000
   544       II-1    422,103.12       7.8750000000      7.5000000000   1,706.25        360          358         2.2500000000   5.0000000000    1.0000000000
   545       II-1    696,225.29       8.0000000000      7.6250000000   2,886.46        360          358         2.7500000000   5.0000000000    1.0000000000
   546       II-1    301,505.00       8.0000000000      7.6250000000   1,250.00        360          358         2.2500000000   5.0000000000    1.0000000000
   547       II-1    327,233.50       8.1250000000      7.7500000000   1,390.58        360          358         2.2500000000   5.0000000000    1.0000000000
   548       II-1    273,364.60       8.1250000000      7.7500000000   1,161.67        360          358         2.7500000000   5.0000000000    1.0000000000
   549       II-1    975,268.68       8.2500000000      7.8750000000   4,245.50        360          358         2.7500000000   5.0000000000    1.0000000000
   550       II-1    159,918.33       8.2500000000      7.8750000000    696.15         360          358         2.2500000000   5.0000000000    1.0000000000
   551       II-1    641,600.00       6.6250000000      6.2500000000   1,933.33        360          359         2.7500000000   5.0000000000    1.0000000000
   552       II-1    682,550.12       7.1250000000      6.7500000000   2,340.42        360          359         2.2500000000   5.0000000000    1.0000000000
   553       II-1    521,300.00       7.4500000000      7.0750000000   1,928.33        360          359         2.7500000000   5.0000000000    1.0000000000
   554       II-1    785,158.00       7.6800000000      7.3050000000   3,054.48        360          359         2.7500000000   5.0000000000    1.0000000000
   555       II-1    449,120.00       7.9400000000      7.5650000000   1,844.27        360          359         2.7500000000   5.0000000000    1.0000000000
   556       II-1    453,932.00       8.0000000000      7.6250000000   1,886.67        360          359         2.2500000000   5.0000000000    1.0000000000
   557       II-1    494,468.07       7.8750000000      7.5000000000   1,998.75        360          358         2.2500000000   5.0000000000    1.0000000000
   558       II-1    671,350.44       7.5000000000      7.1250000000   2,505.00        360          358         2.2500000000   5.0000000000    1.0000000000
   559       II-1    409,020.00       6.8750000000      6.5000000000   1,317.50        360          359         2.2500000000   5.0000000000    1.0000000000
   560       II-1    741,298.62       7.2500000000      6.8750000000   2,618.89        360          359         2.2500000000   5.0000000000    1.0000000000
   561       II-1    441,100.00       7.5000000000      7.1250000000   1,650.00        360          359         2.2500000000   5.0000000000    1.0000000000
   562       II-1    432,328.12       7.6250000000      7.2500000000   1,662.11        360          359         2.2500000000   5.0000000000    1.0000000000
   563       II-1    625,560.00       7.7500000000      7.3750000000   2,470.00        360          359         2.2500000000   5.0000000000    1.0000000000
   564       II-1    214,936.00       7.7500000000      7.3750000000    848.67         360          359         2.2500000000   5.0000000000    1.0000000000
   565       II-1    469,170.00       7.8750000000      7.5000000000   1,901.25        360          359         2.2500000000   5.0000000000    1.0000000000
   566       II-1    189,221.87       8.0000000000      7.6250000000    786.46         360          359         2.2500000000   5.0000000000    1.0000000000
   567       II-1   2,636,324.37      8.2500000000      7.8750000000   11,505.16       360          359         2.2500000000   5.0000000000    1.0000000000
   568       II-1    263,200.00       8.2500000000      7.8750000000   1,151.50        360          359         2.2500000000   5.0000000000    1.0000000000
   569       II-1    381,743.97       7.1250000000      6.7500000000   1,308.98        360          359         2.2500000000   5.0000000000    1.0000000000
   570       II-1    671,173.75       7.2500000000      6.8750000000   2,371.15        360          359         2.2500000000   5.0000000000    1.0000000000
   571       II-1    457,139.99       7.5000000000      7.1250000000   1,710.01        360          359         2.2500000000   5.0000000000    1.0000000000
   572       II-1    311,977.99       8.1250000000      7.7500000000   1,329.09        360          359         2.2500000000   5.0000000000    1.0000000000
   573       II-1    530,000.00       7.5000000000      7.1250000000   1,987.51        360          360         2.2500000000   5.0000000000    1.0000000000
   574       II-1    799,200.00       7.8750000000      7.5000000000   3,246.76        360          360         2.2500000000   5.0000000000    1.0000000000
   575       II-1    371,718.13       8.2500000000      7.8750000000   1,610.00        360          356         2.2500000000   5.0000000000    1.0000000000
   576       II-1    362,714.37       6.3750000000      6.0000000000   1,012.50        360          357         2.7500000000   5.0000000000    1.0000000000
   577       II-1    309,517.47       7.0000000000      6.6250000000   1,024.00        360          357         2.7500000000   5.0000000000    1.0000000000
   578       II-1    207,806.87       7.7500000000      7.3750000000    816.41         360          357         2.7500000000   5.0000000000    1.0000000000
   579       II-1    362,717.47       7.7500000000      7.3750000000   1,425.00        360          357         2.7500000000   5.0000000000    1.0000000000
   580       II-1    282,114.25       8.1250000000      7.7500000000   1,195.83        360          357         2.7500000000   5.0000000000    1.0000000000
   581       II-1    352,643.09       8.2500000000      7.8750000000   1,531.25        360          357         2.7500000000   5.0000000000    1.0000000000
   582       II-1    747,211.13       8.5500000000      8.1750000000   3,451.41        360          357         2.7500000000   5.0000000000    1.0000000000
   583       II-1    374,004.34       8.7500000000      8.3750000000   1,778.67        360          357         2.7500000000   5.0000000000    1.0000000000
   584       II-1    157,736.18       6.0000000000      5.6250000000    393.75         360          358         2.7500000000   5.0000000000    1.0000000000
   585       II-1    160,400.00       6.6500000000      6.2750000000    486.67         360          358         3.0000000000   5.0000000000    1.0000000000
   586       II-1    282,207.95       6.7500000000      6.3750000000    877.50         360          358         2.7500000000   5.0000000000    1.0000000000
   587       II-1    597,983.51       6.8650000000      6.4900000000   1,916.40        360          358         2.7500000000   5.0000000000    1.0000000000
   588       II-1    361,805.21       6.9500000000      6.5750000000   1,185.00        360          358         2.7500000000   5.0000000000    1.0000000000
   589       II-1    336,880.98       7.1250000000      6.7500000000   1,152.25        360          358         2.7500000000   5.0000000000    1.0000000000
   590       II-1    285,424.36       7.3550000000      6.9800000000   1,030.68        360          358         2.7500000000   5.0000000000    1.0000000000
   591       II-1    376,880.89       7.5500000000      7.1750000000   1,421.88        360          358         3.8750000000   5.0000000000    1.0000000000
   592       II-1    474,368.11       8.2500000000      7.8750000000   2,065.00        360          358         3.5000000000   5.0000000000    1.0000000000
   593       II-1    315,787.49       7.2500000000      6.8750000000   1,115.63        360          359         2.2500000000   5.0000000000    1.0000000000
   594       II-1    288,720.00       8.2500000000      7.8750000000   1,260.00        360          359         2.2500000000   5.0000000000    1.0000000000
   595       II-1   1,330,818.75      7.8750000000      7.5000000000   5,392.97        360          359         2.2500000000   5.0000000000    1.0000000000
   596       II-1    518,536.04       5.8500000000      5.4750000000   1,225.38        360          358         2.7500000000   5.0000000000    1.0000000000
   597       II-1    279,342.86       7.8750000000      7.5000000000   1,123.48        360          356         2.2500000000   5.0000000000    1.0000000000
   598       II-1    400,000.41       8.1250000000      7.7500000000   1,691.25        360          356         2.2500000000   5.0000000000    1.0000000000
   599       II-1    525,254.69       8.3750000000      8.0000000000   2,329.17        360          356         2.2500000000   5.0000000000    1.0000000000
   600       II-1    491,666.46       7.8750000000      7.5000000000   1,982.50        360          357         2.2500000000   5.0000000000    1.0000000000
   601       II-1    840,453.11       8.1250000000      7.7500000000   3,567.00        360          357         2.2500000000   5.0000000000    1.0000000000
   602       II-1    350,627.98       8.2500000000      7.8750000000   1,522.50        360          357         2.2500000000   5.0000000000    1.0000000000
   603       II-1    418,335.46       8.2500000000      7.8750000000   1,816.50        360          357         2.2500000000   5.0000000000    1.0000000000
   604       II-1    612,183.49       6.7500000000      6.3750000000   1,909.38        360          358         2.2500000000   5.0000000000    1.0000000000
   605       II-1   1,024,289.91      6.8750000000      6.5000000000   3,293.75        360          358         2.2500000000   5.0000000000    1.0000000000
   606       II-1    136,656.93       7.2500000000      6.8750000000    481.67         360          358         2.2500000000   5.0000000000    1.0000000000
   607       II-1    313,484.39       7.3750000000      7.0000000000   1,137.21        360          358         2.2500000000   5.0000000000    1.0000000000
   608       II-1    940,694.38       7.3750000000      7.0000000000   3,412.50        360          358         2.2500000000   5.0000000000    1.0000000000
   609       II-1   1,327,625.64      7.5000000000      7.1250000000   4,953.75        360          358         2.3908024215   5.0000000000    1.0000000000
   610       II-1    395,473.76       7.6250000000      7.2500000000   1,516.61        360          358         2.2500000000   5.0000000000    1.0000000000
   611       II-1    629,407.78       7.6250000000      7.2500000000   2,414.25        360          358         2.2500000000   5.0000000000    1.0000000000
   612       II-1    385,926.20       7.7500000000      7.3750000000   1,520.00        360          358         2.2500000000   5.0000000000    1.0000000000
   613       II-1    219,495.58       7.8750000000      7.5000000000    887.25         360          358         2.2500000000   5.0000000000    1.0000000000
   614       II-1    667,330.89       7.8750000000      7.5000000000   2,697.50        360          358         2.2500000000   5.0000000000    1.0000000000
   615       II-1    419,092.06       8.1250000000      7.7500000000   1,780.94        360          358         2.2500000000   5.0000000000    1.0000000000
   616       II-1    439,795.52       8.2500000000      7.8750000000   1,914.50        360          358         2.2500000000   5.0000000000    1.0000000000
   617       II-1    397,982.48       8.3750000000      8.0000000000   1,773.75        360          358         2.2500000000   5.0000000000    1.0000000000
   618       II-1    589,470.00       6.6250000000      6.2500000000   1,776.25        360          359         2.2500000000   5.0000000000    1.0000000000
   619       II-1    401,000.00       6.7500000000      6.3750000000   1,250.00        360          359         2.2500000000   5.0000000000    1.0000000000
   620       II-1    615,134.00       6.8750000000      6.5000000000   1,981.42        360          359         2.2500000000   5.0000000000    1.0000000000
   621       II-1    401,000.00       6.8750000000      6.5000000000   1,291.67        360          359         2.2500000000   5.0000000000    1.0000000000
   622       II-1    255,587.38       7.0000000000      6.6250000000    849.83         360          359         2.2500000000   5.0000000000    1.0000000000
   623       II-1    296,740.00       7.0000000000      6.6250000000    986.67         360          359         2.2500000000   5.0000000000    1.0000000000
   624       II-1   2,303,394.13      7.1250000000      6.7500000000   7,898.17        360          359         2.2500000000   5.0000000000    1.0000000000
   625       II-1    280,699.99       7.1250000000      6.7500000000    962.51         360          359         2.2500000000   5.0000000000    1.0000000000
   626       II-1   1,387,460.00      7.2500000000      6.8750000000   4,901.67        360          359         2.2500000000   5.0000000000    1.0000000000
   627       II-1    626,562.50       7.3750000000      7.0000000000   2,278.65        360          359         2.2500000000   5.0000000000    1.0000000000
   628       II-1    805,167.90       7.3750000000      7.0000000000   2,928.19        360          359         2.2500000000   5.0000000000    1.0000000000
   629       II-1   2,501,488.12      7.5000000000      7.1250000000   9,357.20        360          359         2.2500000000   5.0000000000    1.0000000000
   630       II-1   2,880,430.42      7.5000000000      7.1250000000   10,775.71       360          359         2.2500000000   5.0000000000    1.0000000000
   631       II-1    968,064.12       7.6250000000      7.2500000000   3,721.78        360          359         2.2500000000   5.0000000000    1.0000000000
   632       II-1   1,352,492.78      7.6250000000      7.2500000000   5,199.75        360          359         2.2500000000   5.0000000000    1.0000000000
   633       II-1   1,221,997.38      7.7500000000      7.3750000000   4,825.01        360          359         2.2500000000   5.0000000000    1.0000000000
   634       II-1    361,627.81       7.7500000000      7.3750000000   1,427.88        360          359         2.2500000000   5.0000000000    1.0000000000
   635       II-1   3,099,328.97      7.8750000000      7.5000000000   12,559.66       360          359         2.2500000000   5.0000000000    1.0000000000
   636       II-1   1,215,029.99      7.8750000000      7.5000000000   4,923.76        360          359         2.2500000000   5.0000000000    1.0000000000
   637       II-1   1,083,702.50      8.0000000000      7.6250000000   4,504.16        360          359         2.2500000000   5.0000000000    1.0000000000
   638       II-1   1,808,670.39      8.0000000000      7.6250000000   7,513.01        360          359         2.2500000000   5.0000000000    1.0000000000
   639       II-1   1,778,239.41      8.1250000000      7.7500000000   7,578.85        360          359         2.2500000000   5.0000000000    1.0000000000
   640       II-1   1,002,500.00      8.2500000000      7.8750000000   4,375.00        360          359         2.2500000000   5.0000000000    1.0000000000
   641       II-1   3,045,194.00      8.2500000000      7.8750000000   13,289.50       360          359         2.2500000000   5.0000000000    1.0000000000
   642       II-1    454,132.50       8.3750000000      8.0000000000   2,029.06        360          359         2.2500000000   5.0000000000    1.0000000000
   643       II-1    396,990.00       8.3750000000      8.0000000000   1,773.75        360          359         2.2500000000   5.0000000000    1.0000000000
   644       II-1    396,990.00       8.5000000000      8.1250000000   1,815.00        360          359         2.2500000000   5.0000000000    1.0000000000
   645       II-1    662,452.00       8.8750000000      8.5000000000   3,235.17        360          359         2.2500000000   5.0000000000    1.0000000000
   646       II-1    811,500.00       7.0000000000      6.6250000000   2,705.00        360          360         2.2500000000   5.0000000000    1.0000000000
   647       II-1    728,536.00       7.1250000000      6.7500000000   2,504.35        360          360         2.2500000000   5.0000000000    1.0000000000
   648       II-1    350,400.00       7.1250000000      6.7500000000   1,204.51        360          360         2.2500000000   5.0000000000    1.0000000000
   649       II-1    245,511.00       7.2500000000      6.8750000000    869.52         360          360         2.2500000000   5.0000000000    1.0000000000
   650       II-1    773,537.00       7.2500000000      6.8750000000   2,739.63        360          360         2.2500000000   5.0000000000    1.0000000000
   651       II-1   1,486,791.00      7.3750000000      7.0000000000   5,420.61        360          360         2.2500000000   5.0000000000    1.0000000000
   652       II-1   1,410,916.00      7.3750000000      7.0000000000   5,143.98        360          360         2.2500000000   5.0000000000    1.0000000000
   653       II-1   1,848,360.00      7.4394057435      7.0644057435   6,838.05        360          360         2.2500000000   5.0000000000    1.0000000000
   654       II-1   2,130,360.00      7.5000000000      7.1250000000   7,988.92        360          360         2.2500000000   5.0000000000    1.0000000000
   655       II-1    655,500.00       7.6250000000      7.2500000000   2,526.42        360          360         2.2500000000   5.0000000000    1.0000000000
   656       II-1    905,600.00       7.6250000000      7.2500000000   3,490.35        360          360         2.2500000000   5.0000000000    1.0000000000
   657       II-1    786,000.00       7.7500000000      7.3750000000   3,111.25        360          360         2.2500000000   5.0000000000    1.0000000000
   658       II-1   1,738,240.00      7.7500000000      7.3750000000   6,880.56        360          360         2.2500000000   5.0000000000    1.0000000000
   659       II-1   1,685,520.00      7.8750000000      7.5000000000   6,847.45        360          360         2.2500000000   5.0000000000    1.0000000000
   660       II-1   1,114,500.00      7.8750000000      7.5000000000   4,527.67        360          360         2.2500000000   5.0000000000    1.0000000000
   661       II-1   1,395,000.00      8.0000000000      7.6250000000   5,812.52        360          360         2.2500000000   5.0000000000    1.0000000000
   662       II-1   1,076,000.00      8.0000000000      7.6250000000   4,483.35        360          360         2.2500000000   5.0000000000    1.0000000000
   663       II-1    425,000.00       8.1250000000      7.7500000000   1,815.11        360          360         2.2500000000   5.0000000000    1.0000000000
   664       II-1    484,800.00       8.2500000000      7.8750000000   2,121.02        360          360         2.2500000000   5.0000000000    1.0000000000
   665       II-1    650,000.00       8.5000000000      8.1250000000   2,979.17        360          360         2.2500000000   5.0000000000    1.0000000000
   666       II-1    820,800.00       8.5000000000      8.1250000000   3,762.01        360          360         2.2500000000   5.0000000000    1.0000000000
   667       II-1    436,000.00       8.6250000000      8.2500000000   2,043.76        360          360         2.2500000000   5.0000000000    1.0000000000
   668       II-1    500,000.00       8.7500000000      8.3750000000   2,395.84        360          360         2.2500000000   5.0000000000    1.0000000000
   669       II-1    505,043.14       6.8750000000      6.5000000000   1,614.58        360          345         2.2500000000   5.0000000000    1.0000000000
   670       II-1    492,925.95       7.5000000000      7.1250000000   1,830.00        360          345         2.7500000000   5.0000000000    1.0000000000
   671       II-1    275,844.83       7.3750000000      7.0000000000   1,695.30        360          354         2.2500000000   5.0000000000    1.0000000000
   672       II-1    213,909.44       7.3750000000      7.0000000000    768.18         360          354         2.7500000000   5.0000000000    1.0000000000
   673       II-1    607,584.84       7.5000000000      7.1250000000   2,250.00        360          355         2.2500000000   5.0000000000    1.0000000000
   674       II-1    492,557.74       7.6250000000      7.2500000000   1,874.67        360          355         2.2500000000   5.0000000000    1.0000000000
   675       II-1    258,582.89       7.1250000000      6.7500000000    880.00         360          356         2.2500000000   5.0000000000    1.0000000000
   676       II-1    185,857.90       7.7500000000      7.3750000000    728.33         360          356         2.2500000000   5.0000000000    1.0000000000
   677       II-1    730,089.22       7.8750000000      7.5000000000   2,965.02        360          356         2.2500000000   5.0000000000    1.0000000000
   678       II-1    156,735.61       7.8750000000      7.5000000000    630.50         360          356         2.2500000000   5.0000000000    1.0000000000
   679       II-1    234,344.03       8.2500000000      7.8750000000   1,015.00        360          356         2.2500000000   5.0000000000    1.0000000000
   680       II-1    535,952.60       7.0000000000      6.6250000000   1,768.67        360          356         2.7500000000   5.0000000000    1.0000000000
   681       II-1   1,201,606.87      7.1250000000      6.7500000000   4,138.75        360          356         2.8592135201   5.0000000000    1.0000000000
   682       II-1    278,082.32       7.1250000000      6.7500000000    948.75         360          356         2.7500000000   5.0000000000    1.0000000000
   683       II-1    399,996.66       7.3750000000      7.0000000000   1,443.75        360          356         2.7500000000   5.0000000000    1.0000000000
   684       II-1    253,786.14       7.5000000000      7.1250000000    942.19         360          356         2.7500000000   5.0000000000    1.0000000000
   685       II-1    256,967.95       7.5000000000      7.1250000000    954.00         360          356         2.2500000000   5.0000000000    1.0000000000
   686       II-1    230,301.82       7.6250000000      7.2500000000    878.75         360          356         2.2500000000   5.0000000000    1.0000000000
   687       II-1    250,453.47       7.8750000000      7.5000000000   1,007.50        360          356         2.2500000000   5.0000000000    1.0000000000
   688       II-1    349,090.72       8.0000000000      7.6250000000   1,440.00        360          356         2.7500000000   5.0000000000    1.0000000000
   689       II-1    246,464.90       8.1250000000      7.7500000000   1,042.08        360          356         2.7500000000   5.0000000000    1.0000000000
   690       II-1   1,206,444.27      8.3750000000      8.0000000000   5,349.92        360          356         2.4318524489   5.0000000000    1.0000000000
   691       II-1    533,335.53       8.3750000000      8.0000000000   2,365.00        360          356         2.2500000000   5.0000000000    1.0000000000
   692       II-1    484,851.24       8.5000000000      8.1250000000   2,200.00        360          356         2.7500000000   5.0000000000    1.0000000000
   693       II-1    452,529.96       8.8750000000      8.5000000000   2,193.33        360          356         2.7500000000   5.0000000000    1.0000000000
   694       II-1    460,249.20       6.6250000000      6.2500000000   1,377.50        360          356         2.7500000000   5.0000000000    1.0000000000
   695       II-1    201,551.54       7.2500000000      6.8750000000    719.67         360          357         2.7500000000   5.0000000000    1.0000000000
   696       II-1    127,354.23       7.8750000000      7.5000000000    513.50         360          357         2.2500000000   5.0000000000    1.0000000000
   697       II-1    503,769.56       6.2500000000      5.8750000000   1,354.17        360          357         2.7500000000   5.0000000000    1.0000000000
   698       II-1    749,609.44       6.3750000000      6.0000000000   2,092.50        360          357         2.2500000000   5.0000000000    1.0000000000
   699       II-1    482,007.48       6.5000000000      6.1250000000   1,395.33        360          357         2.2500000000   5.0000000000    1.0000000000
   700       II-1    390,321.26       6.5000000000      6.1250000000   1,129.92        360          357         2.2500000000   5.0000000000    1.0000000000
   701       II-1    431,227.55       6.5500000000      6.1750000000   1,266.17        360          357         2.7500000000   5.0000000000    1.0000000000
   702       II-1    556,162.90       6.6250000000      6.2500000000   1,667.50        360          357         2.2500000000   5.0000000000    1.0000000000
   703       II-1    471,529.79       6.7500000000      6.3750000000   1,462.50        360          357         2.2500000000   5.0000000000    1.0000000000
   704       II-1    521,300.00       6.7500000000      6.3750000000   1,625.00        360          357         2.7500000000   5.0000000000    1.0000000000
   705       II-1    353,042.92       6.8000000000      6.4250000000   1,109.60        360          357         2.7500000000   5.0000000000    1.0000000000
   706       II-1    831,222.88       6.8500000000      6.4750000000   2,646.88        360          357         2.7500000000   5.0000000000    1.0000000000
   707       II-1   1,367,521.55      6.8750000000      6.5000000000   4,383.27        360          357         2.6026529948   5.0000000000    1.0000000000
   708       II-1   1,186,884.96      6.8750000000      6.5000000000   3,803.96        360          357         2.2500000000   5.0000000000    1.0000000000
   709       II-1    336,267.54       6.9000000000      6.5250000000   1,084.69        360          357         2.7500000000   5.0000000000    1.0000000000
   710       II-1    312,942.36       6.9900000000      6.6150000000   1,034.74        360          357         2.7500000000   5.0000000000    1.0000000000
   711       II-1    953,017.18       6.9900000000      6.6150000000   3,152.10        360          357         2.2500000000   5.0000000000    1.0000000000
   712       II-1   2,117,655.57      7.0000000000      6.6250000000   7,017.85        360          357         2.2500000000   5.0000000000    1.0000000000
   713       II-1   1,242,165.98      7.0000000000      6.6250000000   4,114.67        360          357         2.8723830329   5.0000000000    1.0000000000
   714       II-1    218,435.57       7.0500000000      6.6750000000    731.70         360          357         2.7500000000   5.0000000000    1.0000000000
   715       II-1   2,300,509.80      7.1250000000      6.7500000000   7,853.73        360          357         2.3025383765   5.0000000000    1.0000000000
   716       II-1   2,627,208.02      7.1250000000      6.7500000000   8,975.14        360          357         2.3110540881   5.0000000000    1.0000000000
   717       II-1    358,875.60       7.1700000000      6.7950000000   1,237.97        360          357         2.7500000000   5.0000000000    1.0000000000
   718       II-1   2,018,005.89      7.2500000000      6.8750000000   7,108.66        360          357         2.6066385403   5.0000000000    1.0000000000
   719       II-1    737,520.71       7.2500000000      6.8750000000   2,592.50        360          357         2.4713105243   5.0000000000    1.0000000000
   720       II-1   1,910,962.47      7.3750000000      7.0000000000   6,914.87        360          357         2.4366448782   5.0000000000    1.0000000000
   721       II-1   1,323,512.66      7.3750000000      7.0000000000   4,789.18        360          357         2.5292326444   5.0000000000    1.0000000000
   722       II-1    228,430.90       7.4000000000      7.0250000000    831.31         360          357         2.7500000000   5.0000000000    1.0000000000
   723       II-1   2,899,460.98      7.5000000000      7.1250000000   10,791.76       360          357         2.4090135203   5.0000000000    1.0000000000
   724       II-1   4,415,444.51      7.5000000000      7.1250000000   16,434.90       360          357         2.3717491651   5.0000000000    1.0000000000
   725       II-1   2,955,907.01      7.6250000000      7.2500000000   11,319.11       360          357         2.2500000000   5.0000000000    1.0000000000
   726       II-1   1,777,720.00      7.6250000000      7.2500000000   6,804.20        360          357         2.3669744110   5.0000000000    1.0000000000
   727       II-1   3,794,614.78      7.7500000000      7.3750000000   14,917.77       360          357         2.5178704965   5.0000000000    1.0000000000
   728       II-1   3,885,300.63      7.7500000000      7.3750000000   15,264.09       360          357         2.3819436368   5.0000000000    1.0000000000
   729       II-1   3,577,901.93      7.8750000000      7.5000000000   14,447.88       360          357         2.5224551997   5.0000000000    1.0000000000
   730       II-1   1,839,241.57      7.8750000000      7.5000000000   7,416.50        360          357         2.3266929762   5.0000000000    1.0000000000
   731       II-1    378,773.09       7.9000000000      7.5250000000   1,535.33        360          357         2.7500000000   5.0000000000    1.0000000000
   732       II-1    191,837.48       7.9500000000      7.5750000000    785.40         360          357         2.7500000000   5.0000000000    1.0000000000
   733       II-1    592,228.57       7.9900000000      7.6150000000   2,448.43        360          357         2.7500000000   5.0000000000    1.0000000000
   734       II-1   1,091,680.53      8.0000000000      7.6250000000   4,514.59        360          357         2.7500000000   5.0000000000    1.0000000000
   735       II-1   1,438,781.56      8.0000000000      7.6250000000   5,950.00        360          357         2.4054621850   5.0000000000    1.0000000000
   736       II-1   1,611,940.46      8.1250000000      7.7500000000   6,833.16        360          357         2.3674977766   5.0000000000    1.0000000000
   737       II-1   1,604,535.55      8.1250000000      7.7500000000   6,806.00        360          357         2.2500000000   5.0000000000    1.0000000000
   738       II-1    199,264.08       8.1500000000      7.7750000000    851.47         360          357         3.5000000000   5.0000000000    1.0000000000
   739       II-1    370,778.85       8.1750000000      7.8000000000   1,587.00        360          357         2.7500000000   5.0000000000    1.0000000000
   740       II-1    951,128.79       8.2500000000      7.8750000000   4,130.00        360          357         2.7500000000   5.0000000000    1.0000000000
   741       II-1    745,991.27       8.2500000000      7.8750000000   3,239.25        360          357         2.6349270649   5.0000000000    1.0000000000
   742       II-1    286,144.91       8.3750000000      8.0000000000   1,272.08        360          357         2.2500000000   5.0000000000    1.0000000000
   743       II-1    582,768.34       8.3750000000      8.0000000000   2,590.75        360          357         2.4872060912   5.0000000000    1.0000000000
   744       II-1    362,719.18       8.5000000000      8.1250000000   1,650.00        360          357         2.7500000000   5.0000000000    1.0000000000
   745       II-1    506,448.48       8.5500000000      8.1750000000   2,326.38        360          357         2.7500000000   5.0000000000    1.0000000000
   746       II-1    785,892.34       8.6630000000      8.2880000000   3,680.95        360          357         2.7500000000   5.0000000000    1.0000000000
   747       II-1    273,245.46       6.7500000000      6.3750000000    847.50         360          357         2.7500000000   5.0000000000    1.0000000000
   748       II-1    455,410.17       7.1250000000      6.7500000000   1,553.75        360          357         2.7500000000   5.0000000000    1.0000000000
   749       II-1    482,718.02       8.2500000000      7.8750000000   2,096.06        360          357         2.7500000000   5.0000000000    1.0000000000
   750       II-1    478,587.43       8.3750000000      8.0000000000   2,127.60        360          357         2.7500000000   5.0000000000    1.0000000000
   751       II-1   1,051,058.07      6.6250000000      6.2500000000   3,161.76        360          358         2.2500000000   5.0000000000    1.0000000000
   752       II-1    591,953.30       6.7500000000      6.3750000000   1,840.62        360          358         2.2500000000   5.0000000000    1.0000000000
   753       II-1    474,366.76       6.8750000000      6.5000000000   1,524.17        360          358         2.2500000000   5.0000000000    1.0000000000
   754       II-1    462,306.71       7.0000000000      6.6250000000   1,533.33        360          358         2.2500000000   5.0000000000    1.0000000000
   755       II-1    270,548.92       7.0000000000      6.6250000000    897.33         360          358         2.2500000000   5.0000000000    1.0000000000
   756       II-1    618,335.54       7.2500000000      6.8750000000   2,179.01        360          358         2.2500000000   5.0000000000    1.0000000000
   757       II-1    741,039.61       7.2500000000      6.8750000000   2,615.17        360          358         2.2500000000   5.0000000000    1.0000000000
   758       II-1   2,522,428.13      7.3750000000      7.0000000000   9,150.67        360          358         2.2500000000   5.0000000000    1.0000000000
   759       II-1    446,226.82       7.3750000000      7.0000000000   1,618.75        360          358         2.2500000000   5.0000000000    1.0000000000
   760       II-1    884,995.31       7.5000000000      7.1250000000   3,303.75        360          358         2.2500000000   5.0000000000    1.0000000000
   761       II-1   1,407,423.89      7.5000000000      7.1250000000   5,251.50        360          358         2.2500000000   5.0000000000    1.0000000000
   762       II-1   1,060,090.75      7.6250000000      7.2500000000   4,065.38        360          358         2.2500000000   5.0000000000    1.0000000000
   763       II-1    546,728.64       7.6250000000      7.2500000000   2,096.67        360          358         2.2500000000   5.0000000000    1.0000000000
   764       II-1    563,814.05       7.7500000000      7.3750000000   2,220.63        360          358         2.2500000000   5.0000000000    1.0000000000
   765       II-1   1,217,476.88      7.8750000000      7.5000000000   4,921.31        360          358         2.2500000000   5.0000000000    1.0000000000
   766       II-1   1,047,227.09      7.8750000000      7.5000000000   4,233.13        360          358         2.2500000000   5.0000000000    1.0000000000
   767       II-1    406,026.74       8.0000000000      7.6250000000   1,683.33        360          358         2.2500000000   5.0000000000    1.0000000000
   768       II-1    566,829.40       8.0000000000      7.6250000000   2,350.00        360          358         2.2500000000   5.0000000000    1.0000000000
   769       II-1   1,221,917.41      8.1250000000      7.7500000000   5,198.11        360          358         2.2500000000   5.0000000000    1.0000000000
   770       II-1    714,083.51       8.1250000000      7.7500000000   3,037.42        360          358         2.2500000000   5.0000000000    1.0000000000
   771       II-1    827,852.71       8.2500000000      7.8750000000   3,604.56        360          358         2.2500000000   5.0000000000    1.0000000000
   772       II-1   1,435,390.48      8.2500000000      7.8750000000   6,249.25        360          358         2.2500000000   5.0000000000    1.0000000000
   773       II-1    491,752.66       6.0500000000      5.6750000000   1,244.40        360          358         2.7500000000   5.0000000000    1.0000000000
   774       II-1    381,905.15       6.5000000000      6.1250000000   1,108.33        360          358         3.5000000000   5.0000000000    1.0000000000
   775       II-1    488,376.87       6.5000000000      6.1250000000   1,421.00        360          358         2.2500000000   5.0000000000    1.0000000000
   776       II-1    623,108.55       6.6250000000      6.2500000000   1,872.92        360          358         2.7500000000   5.0000000000    1.0000000000
   777       II-1    842,524.73       6.6250000000      6.2500000000   2,535.09        360          358         2.2500000000   5.0000000000    1.0000000000
   778       II-1    955,724.37       6.7500000000      6.3750000000   2,971.88        360          358         2.5370564449   5.0000000000    1.0000000000
   779       II-1    393,965.51       6.7500000000      6.3750000000   1,225.00        360          358         2.2500000000   5.0000000000    1.0000000000
   780       II-1    536,892.87       6.8250000000      6.4500000000   1,708.50        360          358         2.7500000000   5.0000000000    1.0000000000
   781       II-1    440,876.44       6.8750000000      6.5000000000   1,418.25        360          358         5.0065530265   5.0000000000    1.0000000000
   782       II-1    655,269.44       6.9500000000      6.5750000000   2,146.17        360          358         3.0000000000   5.0000000000    1.0000000000
   783       II-1    582,221.44       6.9740000000      6.5990000000   1,924.91        360          358         2.7500000000   5.0000000000    1.0000000000
   784       II-1    461,301.68       6.9900000000      6.6150000000   1,526.18        360          358         2.7500000000   5.0000000000    1.0000000000
   785       II-1   1,412,952.39      7.0000000000      6.6250000000   4,690.00        360          358         2.2500000000   5.0000000000    1.0000000000
   786       II-1   1,256,600.88      7.0000000000      6.6250000000   4,167.77        360          358         2.5024131608   5.0000000000    1.0000000000
   787       II-1    505,723.44       7.1000000000      6.7250000000   1,719.27        360          358         2.7500000000   5.0000000000    1.0000000000
   788       II-1    562,808.30       7.1130000000      6.7380000000   1,919.40        360          358         3.0000000000   5.0000000000    1.0000000000
   789       II-1    947,226.48       7.1250000000      6.7500000000   3,239.84        360          358         2.2500000000   5.0000000000    1.0000000000
   790       II-1   1,131,871.20      7.1250000000      6.7500000000   3,877.50        360          358         2.2500000000   5.0000000000    1.0000000000
   791       II-1    211,053.13       7.1600000000      6.7850000000    728.00         360          358         2.7500000000   5.0000000000    1.0000000000
   792       II-1    954,332.12       7.2500000000      6.8750000000   3,365.65        360          358         2.4336094388   5.0000000000    1.0000000000
   793       II-1    857,076.89       7.2500000000      6.8750000000   3,020.33        360          358         2.2500000000   5.0000000000    1.0000000000
   794       II-1    894,815.17       7.3750000000      7.0000000000   3,246.06        360          358         2.4175463716   5.0000000000    1.0000000000
   795       II-1   1,571,844.04      7.3750000000      7.0000000000   5,702.08        360          358         2.2500000000   5.0000000000    1.0000000000
   796       II-1   1,710,819.76      7.5000000000      7.1250000000   6,390.45        360          358         2.3337111707   5.0000000000    1.0000000000
   797       II-1   2,181,644.40      7.5000000000      7.1250000000   8,142.98        360          358         2.7283585389   5.0000000000    1.0000000000
   798       II-1    171,857.70       7.5800000000      7.2050000000    652.65         360          358         2.7500000000   5.0000000000    1.0000000000
   799       II-1    144,621.78       7.6000000000      7.2250000000    551.62         360          358         2.7500000000   5.0000000000    1.0000000000
   800       II-1    554,768.77       7.6250000000      7.2500000000   2,127.50        360          358         2.2500000000   5.0000000000    1.0000000000
   801       II-1    140,595.55       7.6250000000      7.2500000000    542.67         360          358         2.2500000000   5.0000000000    1.0000000000
   802       II-1    201,003.21       7.7000000000      7.3250000000    783.33         360          358         2.7500000000   5.0000000000    1.0000000000
   803       II-1   2,133,197.02      7.7500000000      7.3750000000   8,401.76        360          358         2.5457291938   5.0000000000    1.0000000000
   804       II-1   1,882,988.75      7.7500000000      7.3750000000   7,416.33        360          358         2.3812986974   5.0000000000    1.0000000000
   805       II-1   1,169,607.46      7.8750000000      7.5000000000   4,727.94        360          358         2.2500000000   5.0000000000    1.0000000000
   806       II-1    950,303.31       7.8750000000      7.5000000000   3,841.34        360          358         2.2500000000   5.0000000000    1.0000000000
   807       II-1    177,938.19       7.9500000000      7.5750000000    730.33         360          358         2.5000000000   5.0000000000    1.0000000000
   808       II-1   1,117,778.76      7.9900000000      7.6150000000   4,624.90        360          358         2.7500000000   5.0000000000    1.0000000000
   809       II-1    406,026.72       7.9900000000      7.6150000000   1,679.97        360          358         2.7500000000   5.0000000000    1.0000000000
   810       II-1    833,761.82       8.0000000000      7.6250000000   3,456.67        360          358         2.3739151368   5.0000000000    1.0000000000
   811       II-1    417,741.31       8.1250000000      7.7500000000   1,775.20        360          358         2.2500000000   5.0000000000    1.0000000000
   812       II-1    640,718.56       8.2500000000      7.8750000000   2,789.15        360          358         3.0230580948   5.0000000000    1.0000000000
   813       II-1    203,516.03       8.3750000000      8.0000000000    907.03         360          358         2.7500000000   5.0000000000    1.0000000000
   814       II-1    300,749.75       8.3750000000      8.0000000000   1,343.75        360          358         2.7500000000   5.0000000000    1.0000000000
   815       II-1    184,923.28       8.5500000000      8.1750000000    851.00         360          358         2.7500000000   5.0000000000    1.0000000000
   816       II-1    222,310.14       8.9900000000      8.6150000000   1,104.16        360          358         2.7500000000   5.0000000000    1.0000000000
   817       II-1    374,935.00       6.5000000000      6.1250000000   1,090.83        360          359         2.2500000000   5.0000000000    1.0000000000
   818       II-1    413,029.65       6.6250000000      6.2500000000   1,244.58        360          359         2.2500000000   5.0000000000    1.0000000000
   819       II-1   2,636,073.75      6.8750000000      6.5000000000   8,491.10        360          359         2.2500000000   5.0000000000    1.0000000000
   820       II-1    658,480.75       7.0000000000      6.6250000000   2,190.34        360          359         2.2500000000   5.0000000000    1.0000000000
   821       II-1    236,489.75       7.1250000000      6.7500000000    810.91         360          359         2.2500000000   5.0000000000    1.0000000000
   822       II-1    280,700.00       7.1250000000      6.7500000000    962.50         360          359         2.2500000000   5.0000000000    1.0000000000
   823       II-1    919,718.33       7.2500000000      6.8750000000   3,251.25        360          359         2.2500000000   5.0000000000    1.0000000000
   824       II-1    677,439.37       7.3750000000      7.0000000000   2,463.67        360          359         2.2500000000   5.0000000000    1.0000000000
   825       II-1    272,629.88       7.5000000000      7.1250000000   1,019.81        360          359         2.2500000000   5.0000000000    1.0000000000
   826       II-1    256,640.00       7.5000000000      7.1250000000    960.00         360          359         2.2500000000   5.0000000000    1.0000000000
   827       II-1    783,303.37       7.6250000000      7.2500000000   3,011.46        360          359         2.2500000000   5.0000000000    1.0000000000
   828       II-1    936,034.25       7.7500000000      7.3750000000   3,695.90        360          359         2.2500000000   5.0000000000    1.0000000000
   829       II-1    501,250.00       7.7500000000      7.3750000000   1,979.17        360          359         2.2500000000   5.0000000000    1.0000000000
   830       II-1   1,151,872.50      7.8750000000      7.5000000000   4,667.82        360          359         2.2500000000   5.0000000000    1.0000000000
   831       II-1   1,006,510.00      7.8750000000      7.5000000000   4,078.75        360          359         2.2500000000   5.0000000000    1.0000000000
   832       II-1    461,150.00       8.0000000000      7.6250000000   1,916.67        360          359         2.2500000000   5.0000000000    1.0000000000
   833       II-1    533,330.00       8.1250000000      7.7500000000   2,272.08        360          359         2.2500000000   5.0000000000    1.0000000000
   834       II-1    998,350.99       8.1250000000      7.7500000000   4,253.75        360          359         2.2500000000   5.0000000000    1.0000000000
   835       II-1   1,018,770.86      8.2500000000      7.8750000000   4,449.16        360          359         2.2500000000   5.0000000000    1.0000000000
   836       II-1    922,703.36       8.2500000000      7.8750000000   4,028.50        360          359         2.2500000000   5.0000000000    1.0000000000
   837       II-1    352,078.00       6.7500000000      6.3750000000   1,097.50        360          359         2.7500000000   5.0000000000    1.0000000000
   838       II-1    239,396.99       7.6250000000      7.2500000000    920.38         360          359         2.2500000000   5.0000000000    1.0000000000
   839       II-1    336,820.00       7.7500000000      7.3750000000   1,330.00        360          359         2.7500000000   5.0000000000    1.0000000000
   840       II-1    661,650.00       8.2500000000      7.8750000000   2,887.50        360          359         2.2500000000   5.0000000000    1.0000000000
   841       II-1    941,697.93       6.6250000000      6.2500000000   2,830.52        360          358         2.2500000000   5.0000000000    1.0000000000
   842       II-1   1,145,596.84      6.8750000000      6.5000000000   3,693.36        360          358         2.2500000000   5.0000000000    1.0000000000
   843       II-1    202,611.10       7.3750000000      7.0000000000    735.00         360          358         2.2500000000   5.0000000000    1.0000000000
   844       II-1    517,784.45       7.8750000000      7.5000000000   2,093.00        360          358         2.2500000000   5.0000000000    1.0000000000
   845       II-1    418,086.94       8.0000000000      7.6250000000   1,733.33        360          358         2.2500000000   5.0000000000    1.0000000000
   846       II-1    289,444.73       7.8750000000      7.5000000000   1,170.00        360          358         2.2500000000   5.0000000000    1.0000000000
   847       II-1    489,127.41       5.7500000000      5.3750000000   1,109.74        360          356         2.2500000000   5.0000000000    1.0000000000
   848       II-1    789,211.52       7.5000000000      7.1250000000   2,937.38        360          357         2.2500000000   5.0000000000    1.0000000000
   849       II-1    264,519.64       6.6250000000      6.2500000000    795.08         360          358         2.2500000000   5.0000000000    1.0000000000
   850       II-1   1,006,622.35      6.8750000000      6.5000000000   3,234.33        360          358         2.2500000000   5.0000000000    1.0000000000
   851       II-1    361,001.14       6.8750000000      6.5000000000   1,159.92        360          358         2.2500000000   5.0000000000    1.0000000000
   852       II-1    297,484.39       7.1250000000      6.7500000000   1,017.50        360          358         2.7500000000   5.0000000000    1.0000000000
   853       II-1    182,510.70       7.1250000000      6.7500000000    624.25         360          358         2.2500000000   5.0000000000    1.0000000000
   854       II-1    278,942.02       7.3750000000      7.0000000000   1,011.90        360          358         2.2500000000   5.0000000000    1.0000000000
   855       II-1   1,065,316.29      7.3750000000      7.0000000000   3,864.58        360          358         2.2500000000   5.0000000000    1.0000000000
   856       II-1    568,185.59       7.5000000000      7.1250000000   2,120.06        360          358         2.2500000000   5.0000000000    1.0000000000
   857       II-1    297,484.63       7.5000000000      7.1250000000   1,110.00        360          358         2.2500000000   5.0000000000    1.0000000000
   858       II-1    490,447.76       7.6250000000      7.2500000000   1,880.83        360          358         2.2500000000   5.0000000000    1.0000000000
   859       II-1    389,946.27       7.7500000000      7.3750000000   1,535.83        360          358         2.2500000000   5.0000000000    1.0000000000
   860       II-1   1,262,300.60      7.8750000000      7.5000000000   5,102.50        360          358         2.2500000000   5.0000000000    1.0000000000
   861       II-1    764,616.48       7.8750000000      7.5000000000   3,090.75        360          358         2.2500000000   5.0000000000    1.0000000000
   862       II-1   1,632,147.06      8.0000000000      7.6250000000   6,766.67        360          358         2.2500000000   5.0000000000    1.0000000000
   863       II-1   1,634,559.10      8.0000000000      7.6250000000   6,776.67        360          358         2.2500000000   5.0000000000    1.0000000000
   864       II-1    626,455.19       8.1250000000      7.7500000000   2,662.13        360          358         2.2500000000   5.0000000000    1.0000000000
   865       II-1    329,645.64       8.2500000000      7.8750000000   1,435.00        360          358         2.2500000000   5.0000000000    1.0000000000
   866       II-1    347,616.88       6.5000000000      6.1250000000   1,011.35        360          359         2.2500000000   5.0000000000    1.0000000000
   867       II-1    613,530.00       6.6250000000      6.2500000000   1,848.75        360          359         2.2500000000   5.0000000000    1.0000000000
   868       II-1    350,474.00       6.6250000000      6.2500000000   1,056.08        360          359         2.2500000000   5.0000000000    1.0000000000
   869       II-1    529,320.00       6.7500000000      6.3750000000   1,650.00        360          359         2.2500000000   5.0000000000    1.0000000000
   870       II-1   1,251,721.50      6.8750000000      6.5000000000   4,031.93        360          359         2.2500000000   5.0000000000    1.0000000000
   871       II-1    344,860.00       6.8750000000      6.5000000000   1,110.83        360          359         2.2500000000   5.0000000000    1.0000000000
   872       II-1    601,500.00       7.0000000000      6.6250000000   2,000.00        360          359         2.2500000000   5.0000000000    1.0000000000
   873       II-1   1,219,992.37      7.0000000000      6.6250000000   4,056.50        360          359         2.2500000000   5.0000000000    1.0000000000
   874       II-1   1,367,410.00      7.1250000000      6.7500000000   4,688.75        360          359         2.2500000000   5.0000000000    1.0000000000
   875       II-1   1,090,720.00      7.1250000000      6.7500000000   3,740.00        360          359         2.2500000000   5.0000000000    1.0000000000
   876       II-1   2,003,721.06      7.2500000000      6.8750000000   7,079.17        360          359         2.2500000000   5.0000000000    1.0000000000
   877       II-1    910,270.00       7.2500000000      6.8750000000   3,215.83        360          359         2.2500000000   5.0000000000    1.0000000000
   878       II-1   3,946,892.63      7.3750000000      7.0000000000   14,353.81       360          359         2.2500000000   5.0000000000    1.0000000000
   879       II-1   4,104,476.61      7.3750000000      7.0000000000   14,926.93       360          359         2.2500000000   5.0000000000    1.0000000000
   880       II-1   4,481,205.08      7.5000000000      7.1250000000   16,762.61       360          359         2.2500000000   5.0000000000    1.0000000000
   881       II-1   4,889,072.20      7.5000000000      7.1250000000   18,288.30       360          359         2.2754260921   5.0000000000    1.0000000000
   882       II-1   3,751,906.37      7.6250000000      7.2500000000   14,424.41       360          359         2.2500000000   5.0000000000    1.0000000000
   883       II-1   2,579,151.62      7.6250000000      7.2500000000   9,915.69        360          359         2.2500000000   5.0000000000    1.0000000000
   884       II-1   4,556,863.73      7.7500000000      7.3750000000   17,992.62       360          359         2.2500000000   5.0000000000    1.0000000000
   885       II-1   5,331,351.69      7.7500000000      7.3750000000   21,061.16       360          359         2.2838469511   5.0000000000    1.0000000000
   886       II-1   4,984,670.60      7.8750000000      7.5000000000   20,199.73       360          359         2.2500000000   5.0000000000    1.0000000000
   887       II-1   7,175,450.45      7.8750000000      7.5000000000   29,078.09       360          359         2.2500000000   5.0000000000    1.0000000000
   888       II-1   4,027,493.62      8.0000000000      7.6250000000   16,739.37       360          359         2.2500000000   5.0000000000    1.0000000000
   889       II-1   4,022,925.24      8.0000000000      7.6250000000   16,720.39       360          359         2.2998393552   5.0000000000    1.0000000000
   890       II-1   4,741,049.06      8.1250000000      7.7500000000   20,197.74       360          359         2.2500000000   5.0000000000    1.0000000000
   891       II-1   5,916,746.98      8.1250000000      7.7500000000   25,206.43       360          359         2.2500000000   5.0000000000    1.0000000000
   892       II-1   6,336,614.04      8.2500000000      7.8750000000   27,653.55       360          359         2.2778381954   5.0000000000    1.0000000000
   893       II-1   8,294,971.85      8.2500000000      7.8750000000   36,252.65       360          359         2.2500000000   5.0000000000    1.0000000000
   894       II-1   4,023,734.25      8.3750000000      8.0000000000   17,978.02       360          359         2.2500000000   5.0000000000    1.0000000000
   895       II-1   1,307,179.80      8.3750000000      8.0000000000   5,840.47        360          359         2.2500000000   5.0000000000    1.0000000000
   896       II-1    284,710.00       7.1250000000      6.7500000000    976.25         360          359         2.2500000000   5.0000000000    1.0000000000
   897       II-2    359,796.06       8.1250000000      7.7500000000   1,528.96        360          358         2.2500000000   5.0000000000    1.0000000000
   898       II-2    296,586.23       7.6250000000      7.2500000000   1,140.83        360          359         2.2500000000   5.0000000000    1.0000000000
   899       II-2    418,042.49       7.2500000000      6.8750000000   1,476.88        360          359         2.2500000000   5.0000000000    1.0000000000
   900       II-2    356,453.47       7.2500000000      6.8750000000   1,246.67        360          355         2.2500000000   5.0000000000    1.0000000000
   901       II-2    202,016.94       6.7500000000      6.3750000000    625.00         360          356         2.2500000000   5.0000000000    1.0000000000
   902       II-2    519,184.30       6.8750000000      6.5000000000   1,659.80        360          356         2.2500000000   5.0000000000    1.0000000000
   903       II-2    101,107.95       7.3750000000      7.0000000000    366.41         360          356         2.2500000000   5.0000000000    1.0000000000
   904       II-2    401,705.66       7.5000000000      7.1250000000   1,500.00        360          357         2.2500000000   5.0000000000    1.0000000000
   905       II-2    227,133.06       6.5000000000      6.1250000000    659.17         360          358         2.2500000000   5.0000000000    1.0000000000
   906       II-2    399,996.01       7.2500000000      6.8750000000   1,409.58        360          358         2.2500000000   5.0000000000    1.0000000000
   907       II-2    405,925.23       7.3750000000      7.0000000000   1,472.56        360          358         2.2500000000   5.0000000000    1.0000000000
   908       II-2    363,816.04       8.0000000000      7.6250000000   1,508.33        360          358         2.2500000000   5.0000000000    1.0000000000
   909       II-2    670,782.77       6.7500000000      6.3750000000   2,090.97        360          359         2.2500000000   5.0000000000    1.0000000000
   910       II-2    283,707.50       6.8750000000      6.5000000000    913.85         360          359         2.2500000000   5.0000000000    1.0000000000
   911       II-2    492,227.50       7.0000000000      6.6250000000   1,636.66        360          359         2.2500000000   5.0000000000    1.0000000000
   912       II-2    722,301.23       7.1250000000      6.7500000000   2,476.74        360          359         2.2500000000   5.0000000000    1.0000000000
   913       II-2    499,245.00       7.2500000000      6.8750000000   1,763.75        360          359         2.2500000000   5.0000000000    1.0000000000
   914       II-2    649,620.00       7.3750000000      7.0000000000   2,362.50        360          359         2.5123456790   5.0000000000    1.0000000000
   915       II-2    616,537.50       7.5000000000      7.1250000000   2,306.25        360          359         2.2500000000   5.0000000000    1.0000000000
   916       II-2    271,814.89       7.5000000000      7.1250000000   1,017.00        360          359         2.2500000000   5.0000000000    1.0000000000
   917       II-2    633,579.99       7.6250000000      7.2500000000   2,435.84        360          359         2.2500000000   5.0000000000    1.0000000000
   918       II-2    280,297.17       7.7500000000      7.3750000000   1,108.34        360          359         2.2500000000   5.0000000000    1.0000000000
   919       II-2    379,345.99       8.2500000000      7.8750000000   1,655.51        360          359         2.2500000000   5.0000000000    1.0000000000
   920       II-2    344,860.00       8.3750000000      8.0000000000   1,540.83        360          359         2.2500000000   5.0000000000    1.0000000000
   921       II-2    164,409.99       9.3750000000      9.0000000000    871.26         360          359         2.2500000000   5.0000000000    1.0000000000
   922       II-2    196,000.00       6.6250000000      6.2500000000    592.09         360          360         2.2500000000   5.0000000000    1.0000000000
   923       II-2    711,700.00       6.8750000000      6.5000000000   2,298.22        360          360         2.2500000000   5.0000000000    1.0000000000
   924       II-2    385,000.00       7.0000000000      6.6250000000   1,283.34        360          360         2.2500000000   5.0000000000    1.0000000000
   925       II-2    260,000.00       7.1250000000      6.7500000000    893.76         360          360         2.2500000000   5.0000000000    1.0000000000
   926       II-2    659,600.00       7.2500000000      6.8750000000   2,336.09        360          360         2.2500000000   5.0000000000    1.0000000000
   927       II-2    277,500.00       7.3750000000      7.0000000000   1,011.72        360          360         2.2500000000   5.0000000000    1.0000000000
   928       II-2   1,386,000.00      7.5000000000      7.1250000000   5,197.54        360          360         2.2500000000   5.0000000000    1.0000000000
   929       II-2    362,000.00       7.6250000000      7.2500000000   1,395.21        360          360         2.2500000000   5.0000000000    1.0000000000
   930       II-2    979,200.00       7.8750000000      7.5000000000   3,978.04        360          360         2.2500000000   5.0000000000    1.0000000000
   931       II-2    328,000.00       7.8750000000      7.5000000000   1,332.51        360          360         2.2500000000   5.0000000000    1.0000000000
   932       II-2    116,000.00       8.2500000000      7.8750000000    507.51         360          360         2.2500000000   5.0000000000    1.0000000000
   933       II-2    312,000.00       9.5000000000      9.1250000000   1,690.01        360          360         2.2500000000   5.0000000000    1.0000000000
   934       II-2    151,131.34       6.7500000000      6.3750000000    468.75         360          356         2.2500000000   5.0000000000    1.0000000000
   935       II-2    120,924.92       6.8750000000      6.5000000000    387.50         360          356         2.2500000000   5.0000000000    1.0000000000
   936       II-2    166,867.80       7.6250000000      7.2500000000    636.71         360          356         2.2500000000   5.0000000000    1.0000000000
   937       II-2    853,889.42       6.2500000000      5.8750000000   2,295.31        360          357         2.5281710892   5.0000000000    1.0000000000
   938       II-2    345,586.18       6.3750000000      6.0000000000    964.69         360          357         2.7500000000   5.0000000000    1.0000000000
   939       II-2    450,393.29       6.5000000000      6.1250000000   1,305.21        360          357         2.2500000000   5.0000000000    1.0000000000
   940       II-2   1,526,426.53      6.7500000000      6.3750000000   4,734.38        360          357         2.5404290454   5.0000000000    1.0000000000
   941       II-2    881,123.98       6.8750000000      6.5000000000   2,826.17        360          357         2.4283820649   5.0000000000    1.0000000000
   942       II-2    212,843.62       7.0000000000      6.6250000000    704.17         360          357         2.2500000000   5.0000000000    1.0000000000
   943       II-2    229,720.00       7.0000000000      6.6250000000    760.00         360          357         2.2500000000   5.0000000000    1.0000000000
   944       II-2    386,897.13       7.1250000000      6.7500000000   1,320.00        360          357         2.2500000000   5.0000000000    1.0000000000
   945       II-2     78,991.49       7.1250000000      6.7500000000    269.50         360          357         2.2500000000   5.0000000000    1.0000000000
   946       II-2   1,062,276.80      7.2500000000      6.8750000000   3,734.33        360          357         2.4453490936   5.0000000000    1.0000000000
   947       II-2    141,056.37       7.2500000000      6.8750000000    495.83         360          357         2.2500000000   5.0000000000    1.0000000000
   948       II-2    229,720.43       7.3000000000      6.9250000000    817.00         360          357         2.7500000000   5.0000000000    1.0000000000
   949       II-2    385,658.98       7.3750000000      7.0000000000   1,400.00        360          357         2.5202681395   5.0000000000    1.0000000000
   950       II-2    901,170.18       7.5000000000      7.1250000000   3,354.07        360          357         2.2500000000   5.0000000000    1.0000000000
   951       II-2    370,777.41       7.5500000000      7.1750000000   1,395.33        360          357         2.7500000000   5.0000000000    1.0000000000
   952       II-2    386,898.34       7.6250000000      7.2500000000   1,480.00        360          357         2.2500000000   5.0000000000    1.0000000000
   953       II-2    155,162.36       7.6250000000      7.2500000000    593.54         360          357         2.2500000000   5.0000000000    1.0000000000
   954       II-2   2,384,180.94      7.7500000000      7.3750000000   9,376.89        360          357         2.3761841855   5.0000000000    1.0000000000
   955       II-2    611,821.95       7.7500000000      7.3750000000   2,405.67        360          357         2.2500000000   5.0000000000    1.0000000000
   956       II-2    370,778.15       7.8750000000      7.5000000000   1,495.00        360          357         2.7500000000   5.0000000000    1.0000000000
   957       II-2    225,691.05       7.8750000000      7.5000000000    910.00         360          357         2.2500000000   5.0000000000    1.0000000000
   958       II-2    730,711.59       8.1250000000      7.7500000000   3,104.89        360          357         2.2500000000   5.0000000000    1.0000000000
   959       II-2    103,173.22       8.1250000000      7.7500000000    437.33         360          357         2.2500000000   5.0000000000    1.0000000000
   960       II-2    393,348.48       8.3750000000      8.0000000000   1,748.67        360          357         2.2500000000   5.0000000000    1.0000000000
   961       II-2    196,472.88       8.5000000000      8.1250000000    893.75         360          357         2.7500000000   5.0000000000    1.0000000000
   962       II-2    563,208.81       6.3750000000      6.0000000000   1,576.13        360          358         3.3429685830   5.0000000000    1.0000000000
   963       II-2    458,638.59       6.5000000000      6.1250000000   1,332.92        360          358         2.2500000000   5.0000000000    1.0000000000
   964       II-2    388,186.59       6.6250000000      6.2500000000   1,166.79        360          358         2.2500000000   5.0000000000    1.0000000000
   965       II-2    903,656.62       6.8750000000      6.5000000000   2,903.50        360          358         2.2500000000   5.0000000000    1.0000000000
   966       II-2    767,084.46       7.0000000000      6.6250000000   2,545.00        360          358         2.4612656538   5.0000000000    1.0000000000
   967       II-2   1,110,039.19      7.2500000000      6.8750000000   3,911.77        360          358         2.4989814346   5.0000000000    1.0000000000
   968       II-2    377,081.67       7.2500000000      6.8750000000   1,328.83        360          358         2.2500000000   5.0000000000    1.0000000000
   969       II-2    555,974.48       7.3750000000      7.0000000000   2,016.88        360          358         2.2500000000   5.0000000000    1.0000000000
   970       II-2    321,605.00       7.4900000000      7.1150000000   1,197.33        360          358         2.7500000000   5.0000000000    1.0000000000
   971       II-2    671,879.16       7.5000000000      7.1250000000   2,509.13        360          358         2.2500000000   5.0000000000    1.0000000000
   972       II-2    623,257.74       7.6250000000      7.2500000000   2,391.13        360          358         2.2500000000   5.0000000000    1.0000000000
   973       II-2   1,484,789.22      7.7500000000      7.3750000000   5,852.00        360          358         2.2500000000   5.0000000000    1.0000000000
   974       II-2    147,327.33       7.7500000000      7.3750000000    580.26         360          358         2.2500000000   5.0000000000    1.0000000000
   975       II-2    241,203.93       7.8500000000      7.4750000000    970.00         360          358         2.7500000000   5.0000000000    1.0000000000
   976       II-2    311,902.67       7.8750000000      7.5000000000   1,262.11        360          358         2.4004384365   5.0000000000    1.0000000000
   977       II-2    500,900.30       8.0000000000      7.6250000000   2,076.67        360          358         2.2500000000   5.0000000000    1.0000000000
   978       II-2    907,227.55       8.1250000000      7.7500000000   3,858.27        360          358         2.2500000000   5.0000000000    1.0000000000
   979       II-2    204,946.87       8.1250000000      7.7500000000    874.67         360          358         2.2500000000   5.0000000000    1.0000000000
   980       II-2    594,970.17       8.2500000000      7.8750000000   2,590.00        360          358         2.8217905404   5.0000000000    1.0000000000
   981       II-2    151,757.68       8.5000000000      8.1250000000    692.08         360          358         2.8750000000   5.0000000000    1.0000000000
   982       II-2    157,893.76       6.3750000000      6.0000000000    442.96         360          359         2.2500000000   5.0000000000    1.0000000000
   983       II-2    394,875.00       6.7500000000      6.3750000000   1,231.25        360          359         2.2500000000   5.0000000000    1.0000000000
   984       II-2    144,360.00       7.0000000000      6.6250000000    480.00         360          359         2.5000000000   5.0000000000    1.0000000000
   985       II-2    310,775.00       7.1250000000      6.7500000000   1,065.63        360          359         2.2500000000   5.0000000000    1.0000000000
   986       II-2    227,367.00       7.1250000000      6.7500000000    779.63         360          359         2.2500000000   5.0000000000    1.0000000000
   987       II-2    313,983.00       7.2500000000      6.8750000000   1,109.25        360          359         2.2500000000   5.0000000000    1.0000000000
   988       II-2    328,820.00       7.3750000000      7.0000000000   1,195.83        360          359         2.2500000000   5.0000000000    1.0000000000
   989       II-2    333,832.50       7.6250000000      7.2500000000   1,283.44        360          359         2.2500000000   5.0000000000    1.0000000000
   990       II-2     96,390.37       7.8750000000      7.5000000000    390.61         360          359         2.2500000000   5.0000000000    1.0000000000
   991       II-2    312,780.00       8.2500000000      7.8750000000   1,365.00        360          359         2.2500000000   5.0000000000    1.0000000000
   992       II-2    343,368.59       6.3750000000      6.0000000000    961.88         360          358         2.2500000000   5.0000000000    1.0000000000
   993       II-2    210,658.30       7.1250000000      6.7500000000    546.88         360          358         2.2500000000   5.0000000000    1.0000000000
   994       II-2    416,058.43       7.6250000000      7.2500000000   1,587.53        360          356         2.2500000000   5.0000000000    1.0000000000
   995       II-2    336,968.46       7.7500000000      7.3750000000   1,320.50        360          356         2.2500000000   5.0000000000    1.0000000000
   996       II-2    337,684.55       6.5000000000      6.1250000000    980.00         360          358         2.2500000000   5.0000000000    1.0000000000
   997       II-2    108,126.11       6.6250000000      6.2500000000    691.22         360          358         2.2500000000   5.0000000000    1.0000000000
   998       II-2    821,093.56       7.0000000000      6.6250000000   2,723.34        360          358         2.2500000000   5.0000000000    1.0000000000
   999       II-2    253,263.74       7.1250000000      6.7500000000    866.25         360          358         2.2500000000   5.0000000000    1.0000000000
   1000      II-2    338,690.09       7.2500000000      6.8750000000   1,193.54        360          358         2.2500000000   5.0000000000    1.0000000000
   1001      II-2    375,473.84       7.5000000000      7.1250000000   1,401.00        360          358         2.2500000000   5.0000000000    1.0000000000
   1002      II-2    309,545.14       8.0000000000      7.6250000000   1,283.33        360          358         2.2500000000   5.0000000000    1.0000000000
   1003      II-2    337,685.69       8.1250000000      7.7500000000   1,435.00        360          358         2.2500000000   5.0000000000    1.0000000000
   1004      II-2    463,756.49       6.2500000000      5.8750000000   1,252.88        360          359         2.2500000000   5.0000000000    1.0000000000
   1005      II-2    910,771.25       6.3750000000      6.0000000000   2,555.16        360          359         2.2500000000   5.0000000000    1.0000000000
   1006      II-2    108,270.00       6.3750000000      6.0000000000    303.75         360          359         2.2500000000   5.0000000000    1.0000000000
   1007      II-2   1,165,602.25      6.6250000000      6.2500000000   3,514.14        360          359         2.2500000000   5.0000000000    1.0000000000
   1008      II-2   2,623,564.59      6.7500000000      6.3750000000   8,179.70        360          359         2.2500000000   5.0000000000    1.0000000000
   1009      II-2   1,519,689.75      6.8750000000      6.5000000000   4,895.09        360          359         2.2500000000   5.0000000000    1.0000000000
   1010      II-2    370,524.00       6.8750000000      6.5000000000   1,193.50        360          359         2.2500000000   5.0000000000    1.0000000000
   1011      II-2   1,576,932.50      7.0000000000      6.6250000000   5,243.33        360          359         2.2500000000   5.0000000000    1.0000000000
   1012      II-2   2,299,033.25      7.1250000000      6.7500000000   7,883.22        360          359         2.2500000000   5.0000000000    1.0000000000
   1013      II-2    332,028.00       7.1250000000      6.7500000000   1,138.50        360          359         2.2500000000   5.0000000000    1.0000000000
   1014      II-2    953,277.25       7.2500000000      6.8750000000   3,367.78        360          359         2.2500000000   5.0000000000    1.0000000000
   1015      II-2   2,705,446.75      7.3750000000      7.0000000000   9,839.02        360          359         2.2500000000   5.0000000000    1.0000000000
   1016      II-2   3,743,234.75      7.5000000000      7.1250000000   14,002.14       360          359         2.2500000000   5.0000000000    1.0000000000
   1017      II-2    204,510.00       7.5000000000      7.1250000000    765.00         360          359         2.2500000000   5.0000000000    1.0000000000
   1018      II-2    900,144.75       7.6250000000      7.2500000000   3,460.66        360          359         2.2500000000   5.0000000000    1.0000000000
   1019      II-2   2,745,045.50      7.7500000000      7.3750000000   10,838.71       360          359         2.2500000000   5.0000000000    1.0000000000
   1020      II-2    417,040.00       7.7500000000      7.3750000000   1,646.67        360          359         2.2500000000   5.0000000000    1.0000000000
   1021      II-2   1,245,609.26      7.8750000000      7.5000000000   5,047.66        360          359         2.2500000000   5.0000000000    1.0000000000
   1022      II-2    753,880.00       8.0000000000      7.6250000000   3,133.34        360          359         2.2500000000   5.0000000000    1.0000000000
   1023      II-2    212,530.00       8.0000000000      7.6250000000    883.33         360          359         2.2500000000   5.0000000000    1.0000000000
   1024      II-2    685,710.00       8.1250000000      7.7500000000   2,921.25        360          359         2.2500000000   5.0000000000    1.0000000000
   1025      II-2   1,449,214.00      8.2500000000      7.8750000000   6,324.50        360          359         2.2500000000   5.0000000000    1.0000000000
   1026      II-2    232,580.00       8.2500000000      7.8750000000   1,015.00        360          359         2.2500000000   5.0000000000    1.0000000000
   1027      II-2    220,550.00       8.3750000000      8.0000000000    985.42         360          359         2.2500000000   5.0000000000    1.0000000000
   1028      II-2    174,434.99       7.2500000000      6.8750000000    616.26         360          359         2.2500000000   5.0000000000    1.0000000000
   1029      II-2    228,569.99       7.2500000000      6.8750000000    807.51         360          359         2.2500000000   5.0000000000    1.0000000000
   1030      II-2    300,750.00       7.5000000000      7.1250000000   1,125.00        360          359         2.2500000000   5.0000000000    1.0000000000
   1031      II-2    252,629.99       7.6250000000      7.2500000000    971.26         360          359         2.2500000000   5.0000000000    1.0000000000
   1032      II-2    188,470.00       7.7500000000      7.3750000000    744.17         360          359         2.2500000000   5.0000000000    1.0000000000
   1033      II-2    388,970.00       6.6250000000      6.2500000000   1,172.08        360          359         2.2500000000   5.0000000000    1.0000000000
   1034      II-2    392,980.00       9.2500000000      8.8750000000   2,041.67        360          359         2.2500000000   5.0000000000    1.0000000000
   1035      II-2    287,216.25       6.8750000000      6.5000000000    925.16         360          359         2.2500000000   5.0000000000    1.0000000000
   1036      II-2    265,662.50       7.0000000000      6.6250000000    883.33         360          359         2.2500000000   5.0000000000    1.0000000000
   1037      II-2    348,870.00       7.2500000000      6.8750000000   1,232.50        360          359         2.2500000000   5.0000000000    1.0000000000
   1038      II-2    655,133.75       7.5000000000      7.1250000000   2,450.63        360          359         2.2500000000   5.0000000000    1.0000000000
   1039      II-2    153,984.00       7.6250000000      7.2500000000    592.00         360          359         2.2500000000   5.0000000000    1.0000000000
   1040      II-2    453,631.25       8.0000000000      7.6250000000   1,885.42        360          359         2.2500000000   5.0000000000    1.0000000000
   1041      II-2    307,000.00       6.8750000000      6.5000000000    991.36         360          360         2.2500000000   5.0000000000    1.0000000000
   1042      II-2    272,000.00       7.2500000000      6.8750000000    963.34         360          360         2.2500000000   5.0000000000    1.0000000000
   1043      II-2    249,920.00       8.2500000000      7.8750000000   1,093.41        360          360         2.2500000000   5.0000000000    1.0000000000
   1044      II-2    140,000.00       6.5000000000      6.1250000000    408.34         360          360         2.2500000000   5.0000000000    1.0000000000
   1045      II-2    416,000.00       7.1250000000      6.7500000000   1,430.01        360          360         2.2500000000   5.0000000000    1.0000000000
   1046      II-2    201,600.00       7.8750000000      7.5000000000    819.01         360          360         2.2500000000   5.0000000000    1.0000000000
   1047      II-2    112,000.00       7.8750000000      7.5000000000    455.01         360          360         2.2500000000   5.0000000000    1.0000000000
   1048      II-2    383,872.77       6.4000000000      6.0250000000   1,079.50        360          357         2.7500000000   5.0000000000    1.0000000000
   1049      II-2    330,475.15       7.3750000000      7.0000000000   1,195.83        360          357         2.7500000000   5.0000000000    1.0000000000
   1050      II-2    241,811.27       7.5000000000      7.1250000000    900.00         360          357         2.7500000000   5.0000000000    1.0000000000
   1051      II-2    302,263.13       6.9900000000      6.6150000000    997.50         360          357         2.7500000000   5.0000000000    1.0000000000
   1052      II-2    212,530.00       7.5000000000      7.1250000000    795.00         360          357         2.7500000000   5.0000000000    1.0000000000
   1053      II-2    350,629.30       8.8500000000      8.4750000000   1,696.50        360          357         2.7500000000   5.0000000000    1.0000000000
   1054      II-2    345,725.55       7.7500000000      7.3750000000   1,361.67        360          358         4.0000000000   5.0000000000    1.0000000000
   1055      II-2    333,263.61       8.1250000000      7.7500000000   1,416.21        360          358         2.7500000000   5.0000000000    1.0000000000
   1056      II-2    209,847.00       6.9000000000      6.5250000000    678.60         360          358         2.7500000000   5.0000000000    1.0000000000
   1057      II-2    172,762.01       7.0000000000      6.6250000000    573.00         360          358         2.2500000000   5.0000000000    1.0000000000
   1058      II-2    345,725.11       7.1250000000      6.7500000000   1,182.50        360          358         2.2500000000   5.0000000000    1.0000000000
   1059      II-2     79,915.45       7.2500000000      6.8750000000    283.33         360          358         2.2500000000   5.0000000000    1.0000000000
   1060      II-2   1,066,621.84      7.3750000000      7.0000000000   3,869.32        360          358         2.3434701046   5.0000000000    1.0000000000
   1061      II-2    586,846.78       7.5000000000      7.1250000000   2,191.87        360          358         2.2500000000   5.0000000000    1.0000000000
   1062      II-2    317,585.02       7.6250000000      7.2500000000   1,217.92        360          358         2.2500000000   5.0000000000    1.0000000000
   1063      II-2    795,168.98       7.8750000000      7.5000000000   3,214.25        360          358         2.2500000000   5.0000000000    1.0000000000
   1064      II-2    301,504.92       7.8750000000      7.5000000000   1,218.75        360          358         2.2500000000   5.0000000000    1.0000000000
   1065      II-2    401,000.00       6.8750000000      6.5000000000   1,291.67        360          359         2.2500000000   5.0000000000    1.0000000000
   1066      II-2    131,327.50       7.1250000000      6.7500000000    450.31         360          359         2.2500000000   5.0000000000    1.0000000000
   1067      II-2    132,330.00       7.5000000000      7.1250000000    495.00         360          359         2.2500000000   5.0000000000    1.0000000000
   1068      II-2    265,462.00       8.2500000000      7.8750000000   1,158.50        360          359         2.2500000000   5.0000000000    1.0000000000
   1069      II-2    346,002.96       6.8750000000      6.5000000000   1,114.06        360          358         2.2500000000   5.0000000000    1.0000000000
   1070      II-2    365,912.50       6.8750000000      6.5000000000   1,178.65        360          359         2.2500000000   5.0000000000    1.0000000000
   1071      II-2    303,757.49       7.2500000000      6.8750000000   1,073.13        360          359         2.2500000000   5.0000000000    1.0000000000
   1072      II-2    380,950.00       7.3750000000      7.0000000000   1,385.42        360          359         2.2500000000   5.0000000000    1.0000000000
   1073      II-2    252,630.00       7.5000000000      7.1250000000    945.00         360          359         2.2500000000   5.0000000000    1.0000000000
   1074      II-2    541,350.00       7.6250000000      7.2500000000   2,081.25        360          359         2.2500000000   5.0000000000    1.0000000000
   1075      II-2    421,175.31       7.7500000000      7.3750000000   1,663.00        360          359         2.2500000000   5.0000000000    1.0000000000
   1076      II-2    206,765.63       7.8750000000      7.5000000000    837.89         360          359         2.2500000000   5.0000000000    1.0000000000
   1077      II-2    521,300.00       8.1250000000      7.7500000000   2,220.83        360          359         2.2500000000   5.0000000000    1.0000000000
   1078      II-2    530,322.50       8.2500000000      7.8750000000   2,314.38        360          359         2.2500000000   5.0000000000    1.0000000000
   1079      II-2    328,820.00       8.3750000000      8.0000000000   1,469.17        360          359         2.2500000000   5.0000000000    1.0000000000
   1080      II-2    240,600.00       6.7500000000      6.3750000000    750.00         360          359         2.2500000000   5.0000000000    1.0000000000
   1081      II-2    260,249.00       6.8750000000      6.5000000000    838.29         360          359         2.2500000000   5.0000000000    1.0000000000
   1082      II-2    360,900.00       7.7500000000      7.3750000000   1,425.00        360          359         2.2500000000   5.0000000000    1.0000000000
   1083      II-2    348,000.00       6.7500000000      6.3750000000   1,087.51        360          360         2.2500000000   5.0000000000    1.0000000000
   1084      II-2    320,634.54       8.7500000000      8.3750000000   1,509.38        360          353         2.7500000000   5.0000000000    1.0000000000
   1085      II-2    330,474.64       7.3750000000      7.0000000000   1,195.83        360          357         2.7500000000   5.0000000000    1.0000000000
   1086      II-2    417,956.10       7.3750000000      7.0000000000   1,513.02        360          357         2.2500000000   5.0000000000    1.0000000000
   1087      II-2    247,987.66       7.6250000000      7.2500000000    951.02         360          358         2.2500000000   5.0000000000    1.0000000000
   1088      II-2    312,780.00       6.6250000000      6.2500000000    942.50         360          359         2.2500000000   5.0000000000    1.0000000000
   1089      II-2    339,847.50       6.8750000000      6.5000000000   1,094.69        360          359         2.2500000000   5.0000000000    1.0000000000
   1090      II-2    117,543.12       7.0000000000      6.6250000000    390.84         360          359         2.2500000000   5.0000000000    1.0000000000
   1091      II-2    641,599.99       7.1250000000      6.7500000000   2,200.01        360          359         2.2500000000   5.0000000000    1.0000000000
   1092      II-2   1,021,809.99      7.2500000000      6.8750000000   3,612.52        360          359         2.2500000000   5.0000000000    1.0000000000
   1093      II-2    352,880.00       7.3750000000      7.0000000000   1,283.34        360          359         2.2500000000   5.0000000000    1.0000000000
   1094      II-2    787,801.19       7.5000000000      7.1250000000   2,955.78        360          359         2.2500000000   5.0000000000    1.0000000000
   1095      II-2   1,275,881.75      7.7500000000      7.3750000000   5,037.78        360          359         2.2500000000   5.0000000000    1.0000000000
   1096      II-2    401,802.00       8.1250000000      7.7500000000   1,711.75        360          359         2.2500000000   5.0000000000    1.0000000000
   1097      II-2    238,000.00       6.8750000000      6.5000000000    768.55         360          360         2.2500000000   5.0000000000    1.0000000000
   1098      II-2    400,000.00       7.0000000000      6.6250000000   1,333.34        360          360         2.2500000000   5.0000000000    1.0000000000
   1099      II-2    599,200.00       7.1250000000      6.7500000000   2,059.77        360          360         2.2500000000   5.0000000000    1.0000000000
   1100      II-2   1,343,900.00      7.2500000000      6.8750000000   4,759.66        360          360         2.2500000000   5.0000000000    1.0000000000
   1101      II-2    893,850.00       7.3750000000      7.0000000000   3,258.84        360          360         2.2500000000   5.0000000000    1.0000000000
   1102      II-2    766,000.00       7.5000000000      7.1250000000   2,872.52        360          360         2.2500000000   5.0000000000    1.0000000000
   1103      II-2    619,500.00       7.6250000000      7.2500000000   2,387.67        360          360         2.2500000000   5.0000000000    1.0000000000
   1104      II-2    364,000.00       7.7500000000      7.3750000000   1,440.84        360          360         2.2500000000   5.0000000000    1.0000000000
   1105      II-2   1,011,400.00      7.8750000000      7.5000000000   4,108.84        360          360         2.2500000000   5.0000000000    1.0000000000
   1106      II-2    209,600.00       8.2500000000      7.8750000000    917.01         360          360         2.2500000000   5.0000000000    1.0000000000
   1107      II-2    510,000.00       8.3750000000      8.0000000000   2,284.38        360          360         2.2500000000   5.0000000000    1.0000000000
   1108      II-2    151,211.02       6.7500000000      6.3750000000    468.75         360          356         2.7500000000   5.0000000000    1.0000000000
   1109      II-2    333,161.62       7.1250000000      6.7500000000   1,130.94        360          356         2.2500000000   5.0000000000    1.0000000000
   1110      II-2    661,603.17       7.7500000000      7.3750000000   2,596.66        360          356         2.5545779088   5.0000000000    1.0000000000
   1111      II-2    286,784.16       7.8750000000      7.5000000000   1,153.75        360          356         2.2500000000   5.0000000000    1.0000000000
   1112      II-2    283,370.84       6.5000000000      6.1250000000    820.31         360          357         2.7500000000   5.0000000000    1.0000000000
   1113      II-2    336,840.00       6.6250000000      6.2500000000   1,015.00        360          357         2.7500000000   5.0000000000    1.0000000000
   1114      II-2    594,449.92       6.7500000000      6.3750000000   1,843.76        360          357         2.7500000000   5.0000000000    1.0000000000
   1115      II-2    166,144.15       7.0000000000      6.6250000000    550.00         360          357         2.2500000000   5.0000000000    1.0000000000
   1116      II-2    282,112.44       7.1000000000      6.7250000000    956.67         360          357         2.7500000000   5.0000000000    1.0000000000
   1117      II-2    259,961.31       7.2500000000      6.8750000000    920.83         360          357         2.7500000000   5.0000000000    1.0000000000
   1118      II-2    648,859.74       7.3750000000      7.0000000000   2,347.92        360          357         2.7500000000   5.0000000000    1.0000000000
   1119      II-2    603,923.66       7.5000000000      7.1250000000   2,247.75        360          357         2.5578078113   5.0000000000    1.0000000000
   1120      II-2    249,872.03       7.7500000000      7.3750000000    981.67         360          357         2.2500000000   5.0000000000    1.0000000000
   1121      II-2    280,542.96       8.1250000000      7.7500000000   1,195.83        360          357         2.7500000000   5.0000000000    1.0000000000
   1122      II-2    255,637.49       6.4900000000      6.1150000000    741.63         360          358         2.7500000000   5.0000000000    1.0000000000
   1123      II-2    354,769.78       6.5000000000      6.1250000000   1,029.58        360          358         2.7500000000   5.0000000000    1.0000000000
   1124      II-2    246,027.33       6.7500000000      6.3750000000    765.63         360          358         2.7500000000   5.0000000000    1.0000000000
   1125      II-2    241,203.50       7.0000000000      6.6250000000    800.00         360          358         2.2500000000   5.0000000000    1.0000000000
   1126      II-2    264,660.00       7.3750000000      7.0000000000    962.50         360          358         2.2500000000   5.0000000000    1.0000000000
   1127      II-2    154,521.16       7.5000000000      7.1250000000    576.56         360          358         2.7500000000   5.0000000000    1.0000000000
   1128      II-2    295,976.53       7.7500000000      7.3750000000   1,167.71        360          358         2.2500000000   5.0000000000    1.0000000000
   1129      II-2    402,710.08       7.8750000000      7.5000000000   1,627.84        360          358         2.2500000000   5.0000000000    1.0000000000
   1130      II-2    184,460.00       6.2500000000      5.8750000000    498.33         360          359         2.2500000000   5.0000000000    1.0000000000
   1131      II-2    260,462.50       6.7500000000      6.3750000000    812.50         360          359         2.2500000000   5.0000000000    1.0000000000
   1132      II-2    112,981.75       7.0000000000      6.6250000000    375.67         360          359         2.2500000000   5.0000000000    1.0000000000
   1133      II-2    154,385.00       7.2500000000      6.8750000000    545.42         360          359         2.2500000000   5.0000000000    1.0000000000
   1134      II-2    247,116.25       7.3750000000      7.0000000000    898.70         360          359         2.2500000000   5.0000000000    1.0000000000
   1135      II-2    715,389.05       7.5000000000      7.1250000000   2,678.81        360          359         2.4896283533   5.0000000000    1.0000000000
   1136      II-2    401,407.23       7.5000000000      7.1250000000   1,494.00        360          357         2.2500000000   5.0000000000    1.0000000000
   1137      II-2    200,500.00       6.5000000000      6.1250000000    583.33         360          359         2.2500000000   5.0000000000    1.0000000000
   1138      II-2    413,030.00       6.7500000000      6.3750000000   1,287.50        360          359         2.2500000000   5.0000000000    1.0000000000
   1139      II-2    360,900.00       7.0000000000      6.6250000000   1,200.00        360          359         2.2500000000   5.0000000000    1.0000000000
   1140      II-2    748,667.00       7.1250000000      6.7500000000   2,567.13        360          359         2.2500000000   5.0000000000    1.0000000000
   1141      II-2    417,040.00       7.2500000000      6.8750000000   1,473.33        360          359         2.2500000000   5.0000000000    1.0000000000
   1142      II-2    328,820.00       7.5000000000      7.1250000000   1,230.00        360          359         2.2500000000   5.0000000000    1.0000000000
   1143      II-2    187,146.70       7.6250000000      7.2500000000    719.50         360          359         2.2500000000   5.0000000000    1.0000000000
   1144      II-2    352,880.00       7.6250000000      7.2500000000   1,356.67        360          359         2.2500000000   5.0000000000    1.0000000000
   1145      II-2    160,400.00       7.8750000000      7.5000000000    650.00         360          359         2.2500000000   5.0000000000    1.0000000000
   1146      II-2    214,134.00       8.2500000000      7.8750000000    934.50         360          359         2.2500000000   5.0000000000    1.0000000000
   1147      II-2    224,559.99       6.8750000000      6.5000000000    723.34         360          359         2.2500000000   5.0000000000    1.0000000000
   1148      II-2    136,340.00       6.8750000000      6.5000000000    439.17         360          359         2.2500000000   5.0000000000    1.0000000000
   1149      II-2    263,406.88       7.1250000000      6.7500000000    903.20         360          359         2.2500000000   5.0000000000    1.0000000000
   1150      II-2    140,350.00       7.7500000000      7.3750000000    554.17         360          359         2.2500000000   5.0000000000    1.0000000000
   1151      II-2    170,800.00       6.7500000000      6.3750000000    533.76         360          360         2.2500000000   5.0000000000    1.0000000000
   1152      II-2    206,400.00       7.1250000000      6.7500000000    709.51         360          360         2.2500000000   5.0000000000    1.0000000000
   1153      II-2    285,000.00       7.5000000000      7.1250000000   1,068.76        360          360         2.2500000000   5.0000000000    1.0000000000
   1154      II-2    420,913.07       6.6000000000      6.2250000000   1,251.00        360          355         2.7500000000   5.0000000000    1.0000000000
   1155      II-2    294,202.80       7.0000000000      6.6250000000    973.33         360          357         2.7500000000   5.0000000000    1.0000000000
   1156      II-2    342,518.45       7.2500000000      6.8750000000   1,204.17        360          357         2.7500000000   5.0000000000    1.0000000000
   1157      II-2    361,708.91       7.3000000000      6.9250000000   1,286.42        360          357         2.7500000000   5.0000000000    1.0000000000
   1158      II-2    695,274.66       7.3750000000      7.0000000000   2,516.36        360          357         2.7500000000   5.0000000000    1.0000000000
   1159      II-2    374,003.78       8.5000000000      8.1250000000   1,701.33        360          357         2.7500000000   5.0000000000    1.0000000000
   1160      II-2    150,717.31       6.2380000000      5.8630000000    404.75         360          358         2.7500000000   5.0000000000    1.0000000000
   1161      II-2    346,729.57       6.3700000000      5.9950000000    968.88         360          358         2.7500000000   5.0000000000    1.0000000000
   1162      II-2    334,835.00       6.3750000000      6.0000000000    939.38         360          358         2.7500000000   5.0000000000    1.0000000000
   1163      II-2    357,785.01       6.7500000000      6.3750000000   1,112.50        360          358         2.7500000000   5.0000000000    1.0000000000
   1164      II-2    396,428.11       7.1250000000      6.7500000000   1,355.92        360          358         3.0000000000   5.0000000000    1.0000000000
   1165      II-2    168,871.12       7.5000000000      7.1250000000    631.69         360          358         2.7500000000   5.0000000000    1.0000000000
   1166      II-2    166,014.00       7.9250000000      7.5500000000    679.65         360          358         2.7500000000   5.0000000000    1.0000000000
   1167      II-2    196,078.75       8.0000000000      7.6250000000    812.92         360          358         2.7500000000   5.0000000000    1.0000000000
   1168      II-2    169,064.29       6.3750000000      6.0000000000    474.75         360          358         2.2500000000   5.0000000000    1.0000000000
   1169      II-2    175,437.50       7.5000000000      7.1250000000    656.25         360          359         2.2500000000   5.0000000000    1.0000000000
   1170      II-2    358,178.19       7.7500000000      7.3750000000   1,396.50        360          354         2.2500000000   5.0000000000    1.0000000000
   1171      II-2    420,203.10       8.2500000000      7.8750000000   1,820.00        360          356         2.2500000000   5.0000000000    1.0000000000
   1172      II-2    271,353.94       7.0000000000      6.6250000000    900.00         360          358         2.2500000000   5.0000000000    1.0000000000
   1173      II-2    110,551.63       7.1250000000      6.7500000000    378.13         360          358         2.2500000000   5.0000000000    1.0000000000
   1174      II-2    414,568.73       7.2500000000      6.8750000000   1,460.94        360          358         2.2500000000   5.0000000000    1.0000000000
   1175      II-2    201,003.07       7.3750000000      7.0000000000    729.17         360          358         2.2500000000   5.0000000000    1.0000000000
   1176      II-2    256,278.98       7.5000000000      7.1250000000    956.25         360          358         2.2500000000   5.0000000000    1.0000000000
   1177      II-2    285,424.51       7.6250000000      7.2500000000   1,094.58        360          358         2.2500000000   5.0000000000    1.0000000000
   1178      II-2    328,037.27       7.7500000000      7.3750000000   1,292.00        360          358         2.2500000000   5.0000000000    1.0000000000
   1179      II-2    211,053.44       7.8750000000      7.5000000000    853.13         360          358         2.2500000000   5.0000000000    1.0000000000
   1180      II-2    259,696.38       8.1250000000      7.7500000000   1,103.58        360          358         2.2500000000   5.0000000000    1.0000000000
   1181      II-2    138,281.84       10.2500000000     9.8750000000    833.37         360          359         2.2500000000   5.0000000000    1.0000000000
   1182      II-2    145,162.00       6.5000000000      6.1250000000    422.33         360          359         2.2500000000   5.0000000000    1.0000000000
   1183      II-2   1,164,854.86      6.8750000000      6.5000000000   3,752.14        360          359         2.2500000000   5.0000000000    1.0000000000
   1184      II-2    608,261.73       7.0000000000      6.6250000000   2,026.68        360          359         2.2500000000   5.0000000000    1.0000000000
   1185      II-2    135,703.28       7.0000000000      6.6250000000    453.34         360          359         2.2500000000   5.0000000000    1.0000000000
   1186      II-2    956,184.48       7.1250000000      6.7500000000   3,278.70        360          359         2.2500000000   5.0000000000    1.0000000000
   1187      II-2   1,073,677.49      7.2500000000      6.8750000000   3,793.13        360          359         2.2500000000   5.0000000000    1.0000000000
   1188      II-2    926,310.00       7.3750000000      7.0000000000   3,368.75        360          359         2.2500000000   5.0000000000    1.0000000000
   1189      II-2    204,510.00       7.3750000000      7.0000000000    743.75         360          359         2.2500000000   5.0000000000    1.0000000000
   1190      II-2   2,385,949.96      7.5000000000      7.1250000000   8,925.04        360          359         2.2500000000   5.0000000000    1.0000000000
   1191      II-2   1,061,045.99      7.6250000000      7.2500000000   4,079.26        360          359         2.2500000000   5.0000000000    1.0000000000
   1192      II-2    990,780.77       7.7500000000      7.3750000000   3,912.07        360          359         2.2500000000   5.0000000000    1.0000000000
   1193      II-2    409,020.00       7.7500000000      7.3750000000   1,615.00        360          359         2.2500000000   5.0000000000    1.0000000000
   1194      II-2   1,077,085.97      7.8750000000      7.5000000000   4,364.78        360          359         2.2500000000   5.0000000000    1.0000000000
   1195      II-2   2,893,124.38      8.0000000000      7.6250000000   12,024.82       360          359         2.2500000000   5.0000000000    1.0000000000
   1196      II-2    356,889.99       8.0000000000      7.6250000000   1,483.34        360          359         2.2500000000   5.0000000000    1.0000000000
   1197      II-2    163,646.10       8.1250000000      7.7500000000    697.16         360          359         2.2500000000   5.0000000000    1.0000000000
   1198      II-2    648,075.01       8.1250000000      7.7500000000   2,767.50        360          359         2.2500000000   5.0000000000    1.0000000000
   1199      II-2   2,888,162.38      8.2500000000      7.8750000000   12,604.22       360          359         2.2500000000   5.0000000000    1.0000000000
   1200      II-2    326,814.99       8.2500000000      7.8750000000   1,426.26        360          359         2.2500000000   5.0000000000    1.0000000000
   1201      II-2    541,350.00       8.3750000000      8.0000000000   2,418.75        360          359         2.2500000000   5.0000000000    1.0000000000
   1202      II-2    146,615.62       7.5000000000      7.1250000000    548.44         360          359         2.2500000000   5.0000000000    1.0000000000
   1203      II-2    335,000.00       6.0000000000      5.6250000000    837.51         360          360         2.2500000000   5.0000000000    1.0000000000
   1204      II-2    193,927.13       6.6250000000      6.2500000000    587.86         360          360         2.2500000000   5.0000000000    1.0000000000
   1205      II-2    822,500.00       6.8750000000      6.5000000000   2,656.01        360          360         2.2500000000   5.0000000000    1.0000000000
   1206      II-2   1,088,400.00      7.0000000000      6.6250000000   3,628.01        360          360         2.2500000000   5.0000000000    1.0000000000
   1207      II-2    578,168.14       7.1250000000      6.7500000000   2,011.81        360          360         2.2500000000   5.0000000000    1.0000000000
   1208      II-2    688,000.00       7.2500000000      6.8750000000   2,436.68        360          360         2.2500000000   5.0000000000    1.0000000000
   1209      II-2   1,037,600.00      7.5000000000      7.1250000000   3,891.04        360          360         2.2500000000   5.0000000000    1.0000000000
   1210      II-2    368,000.00       7.6250000000      7.2500000000   1,418.34        360          360         2.2500000000   5.0000000000    1.0000000000
   1211      II-2    212,000.00       7.6250000000      7.2500000000    817.09         360          360         2.2500000000   5.0000000000    1.0000000000
   1212      II-2    821,000.00       7.7500000000      7.3750000000   3,249.80        360          360         2.2500000000   5.0000000000    1.0000000000
   1213      II-2    364,000.00       7.8750000000      7.5000000000   1,478.76        360          360         2.2500000000   5.0000000000    1.0000000000
   1214      II-2    790,400.00       7.8750000000      7.5000000000   3,211.03        360          360         2.2500000000   5.0000000000    1.0000000000
   1215      II-2    672,000.00       8.0000000000      7.6250000000   2,800.01        360          360         2.2500000000   5.0000000000    1.0000000000
   1216      II-2    480,000.00       8.1250000000      7.7500000000   2,050.00        360          360         2.2500000000   5.0000000000    1.0000000000
   1217      II-2    388,000.00       8.1250000000      7.7500000000   1,657.09        360          360         2.2500000000   5.0000000000    1.0000000000
   1218      II-2    219,821.53       7.1250000000      6.7500000000    750.06         360          353         2.7500000000   5.0000000000    1.0000000000
   1219      II-2    169,697.40       8.2500000000      7.8750000000    735.00         360          356         2.2500000000   5.0000000000    1.0000000000
   1220      II-2    420,199.16       7.5000000000      7.1250000000   1,560.00        360          356         2.7500000000   5.0000000000    1.0000000000
   1221      II-2    543,432.33       7.7500000000      7.3750000000   2,129.59        360          356         2.5250929449   5.0000000000    1.0000000000
   1222      II-2    985,219.88       7.8750000000      7.5000000000   3,969.06        360          356         2.4152551510   5.0000000000    1.0000000000
   1223      II-2    188,888.75       7.9900000000      7.6150000000    777.61         360          356         2.2500000000   5.0000000000    1.0000000000
   1224      II-2    258,588.12       8.7500000000      8.3750000000   1,226.67        360          356         2.7500000000   5.0000000000    1.0000000000
   1225      II-2    133,801.73       6.8750000000      6.5000000000    428.83         360          357         2.2500000000   5.0000000000    1.0000000000
   1226      II-2    227,251.68       7.1250000000      6.7500000000    775.33         360          357         2.2500000000   5.0000000000    1.0000000000
   1227      II-2    219,837.59       8.5000000000      8.1250000000   1,001.00        360          357         2.7500000000   5.0000000000    1.0000000000
   1228      II-2    109,796.88       5.9900000000      5.6150000000    296.51         360          357         3.0000000000   5.0000000000    1.0000000000
   1229      II-2    316,579.09       6.2380000000      5.8630000000    849.98         360          357         3.0000000000   5.0000000000    1.0000000000
   1230      II-2    159,191.43       6.5000000000      6.1250000000    460.83         360          357         2.2500000000   5.0000000000    1.0000000000
   1231      II-2    168,842.29       6.5500000000      6.1750000000    497.00         360          357         2.7500000000   5.0000000000    1.0000000000
   1232      II-2    382,060.02       6.7500000000      6.3750000000   1,185.00        360          357         2.2500000000   5.0000000000    1.0000000000
   1233      II-2    286,116.79       6.7500000000      6.3750000000    887.50         360          357         2.2500000000   5.0000000000    1.0000000000
   1234      II-2    140,048.50       6.8750000000      6.5000000000    448.85         360          357         2.2500000000   5.0000000000    1.0000000000
   1235      II-2    947,794.64       7.0000000000      6.6250000000   3,151.50        360          357         2.4070243397   5.0000000000    1.0000000000
   1236      II-2   1,060,531.19      7.1250000000      6.7500000000   3,618.49        360          357         2.4995630421   5.0000000000    1.0000000000
   1237      II-2   2,504,021.42      7.2500000000      6.8750000000   8,808.85        360          357         2.3103556379   5.0000000000    1.0000000000
   1238      II-2    209,569.44       7.2500000000      6.8750000000    736.67         360          357         2.2500000000   5.0000000000    1.0000000000
   1239      II-2   2,527,597.13      7.3750000000      7.0000000000   9,149.76        360          357         2.2500000000   5.0000000000    1.0000000000
   1240      II-2    292,591.46       7.4000000000      7.0250000000   1,064.80        360          357         2.7500000000   5.0000000000    1.0000000000
   1241      II-2   2,097,173.60      7.5000000000      7.1250000000   7,864.50        360          357         2.4987121929   5.0000000000    1.0000000000
   1242      II-2    189,418.83       7.5000000000      7.1250000000    705.00         360          357         2.2500000000   5.0000000000    1.0000000000
   1243      II-2   1,041,185.94      7.6250000000      7.2500000000   3,983.67        360          357         2.4728528941   5.0000000000    1.0000000000
   1244      II-2    382,868.15       7.6250000000      7.2500000000   1,464.58        360          357         2.2500000000   5.0000000000    1.0000000000
   1245      II-2    370,777.68       7.6700000000      7.2950000000   1,432.13        360          357         2.7500000000   5.0000000000    1.0000000000
   1246      II-2    785,924.19       7.7500000000      7.3750000000   3,093.44        360          357         2.7500000000   5.0000000000    1.0000000000
   1247      II-2    366,496.00       7.8500000000      7.4750000000   1,470.16        360          357         2.7500000000   5.0000000000    1.0000000000
   1248      II-2    714,202.92       7.8750000000      7.5000000000   2,882.75        360          357         2.2500000000   5.0000000000    1.0000000000
   1249      II-2    354,657.37       7.8750000000      7.5000000000   1,430.00        360          357         2.2500000000   5.0000000000    1.0000000000
   1250      II-2   1,038,947.44      7.9900000000      7.6150000000   4,292.65        360          357         3.1183831181   5.0000000000    1.0000000000
   1251      II-2    309,327.02       8.0000000000      7.6250000000   1,283.33        360          357         2.5000000000   5.0000000000    1.0000000000
   1252      II-2    785,889.08       8.0000000000      7.6250000000   3,250.00        360          357         2.2500000000   5.0000000000    1.0000000000
   1253      II-2    415,110.98       8.1250000000      7.7500000000   1,759.58        360          357         2.2500000000   5.0000000000    1.0000000000
   1254      II-2    304,683.63       8.2500000000      7.8750000000   1,323.00        360          357         2.7500000000   5.0000000000    1.0000000000
   1255      II-2    326,420.07       8.2500000000      7.8750000000   1,417.50        360          357         2.2500000000   5.0000000000    1.0000000000
   1256      II-2    317,376.06       6.8750000000      6.5000000000   1,017.19        360          357         2.7500000000   5.0000000000    1.0000000000
   1257      II-2    327,452.42       7.3750000000      7.0000000000   1,184.90        360          357         2.7500000000   5.0000000000    1.0000000000
   1258      II-2    146,700.31       9.1250000000      8.7500000000    743.17         360          357         2.7500000000   5.0000000000    1.0000000000
   1259      II-2    679,839.69       6.3750000000      6.0000000000   1,905.75        360          358         2.2500000000   5.0000000000    1.0000000000
   1260      II-2    675,029.09       6.5000000000      6.1250000000   1,962.92        360          358         2.2500000000   5.0000000000    1.0000000000
   1261      II-2    604,314.95       6.7500000000      6.3750000000   1,879.07        360          358         2.2500000000   5.0000000000    1.0000000000
   1262      II-2    151,154.12       6.7500000000      6.3750000000    470.00         360          358         2.2500000000   5.0000000000    1.0000000000
   1263      II-2    752,084.37       6.8750000000      6.5000000000   2,419.29        360          358         2.2500000000   5.0000000000    1.0000000000
   1264      II-2    395,793.31       6.8750000000      6.5000000000   1,273.59        360          358         2.2500000000   5.0000000000    1.0000000000
   1265      II-2    281,253.95       7.0000000000      6.6250000000    933.33         360          358         2.2500000000   5.0000000000    1.0000000000
   1266      II-2    559,441.52       7.1250000000      6.7500000000   1,913.48        360          358         2.2500000000   5.0000000000    1.0000000000
   1267      II-2    337,685.00       7.1500000000      6.7750000000   1,162.00        360          358         2.2500000000   5.0000000000    1.0000000000
   1268      II-2    817,079.23       7.2500000000      6.8750000000   2,882.91        360          358         2.2500000000   5.0000000000    1.0000000000
   1269      II-2    682,505.92       7.3750000000      7.0000000000   2,475.89        360          358         2.2500000000   5.0000000000    1.0000000000
   1270      II-2    610,687.10       7.3750000000      7.0000000000   2,216.67        360          358         2.2500000000   5.0000000000    1.0000000000
   1271      II-2   3,473,675.37      7.5000000000      7.1250000000   12,961.50       360          358         2.3078646833   5.0000000000    1.0000000000
   1272      II-2    154,370.40       7.5000000000      7.1250000000    576.00         360          358         2.2500000000   5.0000000000    1.0000000000
   1273      II-2    523,765.26       7.6250000000      7.2500000000   2,008.98        360          358         2.2500000000   5.0000000000    1.0000000000
   1274      II-2    172,862.73       7.6250000000      7.2500000000    662.92         360          358         2.2500000000   5.0000000000    1.0000000000
   1275      II-2    659,642.33       7.7500000000      7.3750000000   2,598.06        360          358         2.2500000000   5.0000000000    1.0000000000
   1276      II-2    765,818.18       7.8750000000      7.5000000000   3,095.63        360          358         2.2500000000   5.0000000000    1.0000000000
   1277      II-2    325,625.40       8.0000000000      7.6250000000   1,350.00        360          358         2.2500000000   5.0000000000    1.0000000000
   1278      II-2    402,006.77       8.1250000000      7.7500000000   1,708.33        360          358         2.2500000000   5.0000000000    1.0000000000
   1279      II-2    641,600.01       8.2500000000      7.8750000000   2,800.00        360          358         2.2500000000   5.0000000000    1.0000000000
   1280      II-2    205,022.55       6.0000000000      5.6250000000    510.00         360          358         2.7500000000   5.0000000000    1.0000000000
   1281      II-2    320,494.79       6.2500000000      5.8750000000    866.67         360          358         2.7500000000   5.0000000000    1.0000000000
   1282      II-2    209,042.81       6.5000000000      6.1250000000    606.67         360          358         2.2500000000   5.0000000000    1.0000000000
   1283      II-2    537,079.37       6.6220000000      6.2470000000   1,613.00        360          358         3.5000000000   5.0000000000    1.0000000000
   1284      II-2    165,324.77       6.6250000000      6.2500000000    496.93         360          358         2.2500000000   5.0000000000    1.0000000000
   1285      II-2    874,864.97       6.8750000000      6.5000000000   2,810.99        360          358         2.5728029864   5.0000000000    1.0000000000
   1286      II-2    305,524.35       6.8750000000      6.5000000000    981.67         360          358         2.2500000000   5.0000000000    1.0000000000
   1287      II-2    288,439.18       7.0000000000      6.6250000000    956.67         360          358         2.7500000000   5.0000000000    1.0000000000
   1288      II-2    241,203.50       7.0000000000      6.6250000000    800.00         360          358         2.2500000000   5.0000000000    1.0000000000
   1289      II-2    956,033.51       7.1250000000      6.7500000000   3,272.50        360          358         2.6070321871   5.0000000000    1.0000000000
   1290      II-2   2,062,906.38      7.2500000000      6.8750000000   7,269.97        360          358         2.6973841222   5.0000000000    1.0000000000
   1291      II-2    241,203.62       7.2500000000      6.8750000000    850.00         360          358         2.2500000000   5.0000000000    1.0000000000
   1292      II-2    344,318.27       7.3750000000      7.0000000000   1,249.06        360          358         2.2500000000   5.0000000000    1.0000000000
   1293      II-2    305,524.75       7.5000000000      7.1250000000   1,140.00        360          358         2.7500000000   5.0000000000    1.0000000000
   1294      II-2    194,550.57       7.5000000000      7.1250000000    726.00         360          358         2.2500000000   5.0000000000    1.0000000000
   1295      II-2    143,214.76       7.5900000000      7.2150000000    545.06         360          358         2.7500000000   5.0000000000    1.0000000000
   1296      II-2   1,024,309.36      7.7500000000      7.3750000000   4,035.13        360          358         2.7500000000   5.0000000000    1.0000000000
   1297      II-2    217,083.54       7.8750000000      7.5000000000    877.50         360          358         2.2500000000   5.0000000000    1.0000000000
   1298      II-2    257,284.26       7.9900000000      7.6150000000   1,064.53        360          358         2.7500000000   5.0000000000    1.0000000000
   1299      II-2    230,623.59       8.1250000000      7.7500000000    984.00         360          358         2.2500000000   5.0000000000    1.0000000000
   1300      II-2    293,947.45       8.2880000000      7.9130000000   1,288.86        360          358         2.7500000000   5.0000000000    1.0000000000
   1301      II-2    176,682.04       8.3000000000      7.9250000000    776.45         360          358         2.7500000000   5.0000000000    1.0000000000
   1302      II-2    284,208.75       6.6250000000      6.2500000000    856.41         360          359         2.2500000000   5.0000000000    1.0000000000
   1303      II-2    396,990.00       6.7500000000      6.3750000000   1,237.50        360          359         2.2500000000   5.0000000000    1.0000000000
   1304      II-2    536,036.75       6.8750000000      6.5000000000   1,726.63        360          359         2.2500000000   5.0000000000    1.0000000000
   1305      II-2    179,447.50       7.0000000000      6.6250000000    596.67         360          359         2.2500000000   5.0000000000    1.0000000000
   1306      II-2    825,157.75       7.1250000000      6.7500000000   2,829.40        360          359         2.2500000000   5.0000000000    1.0000000000
   1307      II-2    376,940.00       7.1250000000      6.7500000000   1,292.50        360          359         2.2500000000   5.0000000000    1.0000000000
   1308      II-2   1,365,215.28      7.2500000000      6.8750000000   4,825.87        360          359         2.2500000000   5.0000000000    1.0000000000
   1309      II-2    723,404.00       7.3750000000      7.0000000000   2,630.84        360          359         2.2500000000   5.0000000000    1.0000000000
   1310      II-2   1,282,097.25      7.5000000000      7.1250000000   4,795.89        360          359         2.2500000000   5.0000000000    1.0000000000
   1311      II-2    121,102.00       7.5000000000      7.1250000000    453.00         360          359         2.2500000000   5.0000000000    1.0000000000
   1312      II-2   1,254,528.50      7.6250000000      7.2500000000   4,823.11        360          359         2.2500000000   5.0000000000    1.0000000000
   1313      II-2    943,896.25       7.7500000000      7.3750000000   3,727.96        360          359         2.2500000000   5.0000000000    1.0000000000
   1314      II-2   1,262,247.75      7.8750000000      7.5000000000   5,115.09        360          359         2.2500000000   5.0000000000    1.0000000000
   1315      II-2    375,640.00       8.0000000000      7.6250000000   1,562.92        360          359         2.2500000000   5.0000000000    1.0000000000
   1316      II-2    807,513.75       8.1250000000      7.7500000000   3,440.16        360          359         2.2500000000   5.0000000000    1.0000000000
   1317      II-2    871,272.75       8.2500000000      7.8750000000   3,802.31        360          359         2.2500000000   5.0000000000    1.0000000000
   1318      II-2    784,356.00       8.2500000000      7.8750000000   3,423.00        360          359         2.2500000000   5.0000000000    1.0000000000
   1319      II-2    211,527.50       6.7500000000      6.3750000000    659.38         360          359         2.2500000000   5.0000000000    1.0000000000
   1320      II-2    105,854.24       7.6250000000      7.2500000000    407.00         360          359         2.2500000000   5.0000000000    1.0000000000
   1321      II-2    118,696.00       7.8750000000      7.5000000000    481.00         360          359         2.2500000000   5.0000000000    1.0000000000
   1322      II-2    127,117.00       8.2500000000      7.8750000000    554.75         360          359         3.5000000000   5.0000000000    1.0000000000
   1323      II-2    267,537.22       6.7500000000      6.3750000000    837.50         360          358         2.2500000000   5.0000000000    1.0000000000
   1324      II-2    276,379.01       7.0000000000      6.6250000000    916.67         360          358         2.2500000000   5.0000000000    1.0000000000
   1325      II-2    129,647.02       7.5000000000      7.1250000000    483.75         360          358         2.2500000000   5.0000000000    1.0000000000
   1326      II-2    442,413.53       7.7500000000      7.3750000000   1,744.83        360          358         2.2500000000   5.0000000000    1.0000000000
   1327      II-2    277,384.67       8.1250000000      7.7500000000   1,178.75        360          358         2.2500000000   5.0000000000    1.0000000000
   1328      II-2    186,931.01       6.5000000000      6.1250000000    542.50         360          358         2.2500000000   5.0000000000    1.0000000000
   1329      II-2    163,231.47       7.6250000000      7.2500000000    622.83         360          356         2.2500000000   5.0000000000    1.0000000000
   1330      II-2     95,716.96       7.5000000000      7.1250000000    356.25         360          357         2.2500000000   5.0000000000    1.0000000000
   1331      II-2    380,900.32       6.7500000000      6.3750000000   1,184.38        360          358         2.2500000000   5.0000000000    1.0000000000
   1332      II-2    326,628.84       6.8750000000      6.5000000000   1,049.48        360          358         2.2500000000   5.0000000000    1.0000000000
   1333      II-2    365,825.31       7.0000000000      6.6250000000   1,213.33        360          358         2.2500000000   5.0000000000    1.0000000000
   1334      II-2    261,303.86       7.1250000000      6.7500000000    893.75         360          358         2.2500000000   5.0000000000    1.0000000000
   1335      II-2    553,763.46       7.3750000000      7.0000000000   2,008.86        360          358         2.2500000000   5.0000000000    1.0000000000
   1336      II-2   1,093,457.00      7.5000000000      7.1250000000   4,080.00        360          358         2.2500000000   5.0000000000    1.0000000000
   1337      II-2    289,444.65       7.7500000000      7.3750000000   1,140.00        360          358         2.2500000000   5.0000000000    1.0000000000
   1338      II-2    992,956.21       7.8750000000      7.5000000000   4,013.75        360          358         2.2500000000   5.0000000000    1.0000000000
   1339      II-2    619,090.11       7.8750000000      7.5000000000   2,502.50        360          358         2.2500000000   5.0000000000    1.0000000000
   1340      II-2    321,605.41       8.1250000000      7.7500000000   1,366.67        360          358         2.2500000000   5.0000000000    1.0000000000
   1341      II-2    309,545.21       8.1250000000      7.7500000000   1,315.42        360          358         2.2500000000   5.0000000000    1.0000000000
   1342      II-2    575,836.00       6.5000000000      6.1250000000   1,675.33        360          359         2.2500000000   5.0000000000    1.0000000000
   1343      II-2    401,000.00       6.6250000000      6.2500000000   1,208.33        360          359         2.2500000000   5.0000000000    1.0000000000
   1344      II-2   1,186,190.69      6.7500000000      6.3750000000   3,698.76        360          359         2.2500000000   5.0000000000    1.0000000000
   1345      II-2   1,233,871.75      6.8750000000      6.5000000000   3,975.11        360          359         2.2500000000   5.0000000000    1.0000000000
   1346      II-2   2,081,185.14      7.0000000000      6.6250000000   6,920.01        360          359         2.2500000000   5.0000000000    1.0000000000
   1347      II-2   1,784,501.19      7.1250000000      6.7500000000   6,128.22        360          359         2.2500000000   5.0000000000    1.0000000000
   1348      II-2   2,492,114.75      7.2500000000      6.8750000000   8,804.23        360          359         2.2500000000   5.0000000000    1.0000000000
   1349      II-2   2,501,434.97      7.3750000000      7.0000000000   9,097.09        360          359         2.2500000000   5.0000000000    1.0000000000
   1350      II-2    194,084.00       7.3750000000      7.0000000000    705.83         360          359         2.2500000000   5.0000000000    1.0000000000
   1351      II-2   4,183,332.50      7.5000000000      7.1250000000   15,648.75       360          359         2.2500000000   5.0000000000    1.0000000000
   1352      II-2   1,702,245.00      7.5000000000      7.1250000000   6,367.50        360          359         2.2500000000   5.0000000000    1.0000000000
   1353      II-2   1,712,270.00      7.6250000000      7.2500000000   6,582.92        360          359         2.2500000000   5.0000000000    1.0000000000
   1354      II-2    180,450.00       7.6250000000      7.2500000000    693.75         360          359         2.2500000000   5.0000000000    1.0000000000
   1355      II-2   5,105,381.61      7.7500000000      7.3750000000   20,158.43       360          359         2.2824978156   5.0000000000    1.0000000000
   1356      II-2   1,129,215.98      7.7500000000      7.3750000000   4,458.67        360          359         2.2500000000   5.0000000000    1.0000000000
   1357      II-2   4,303,668.34      7.8750000000      7.5000000000   17,440.07       360          359         2.2500000000   5.0000000000    1.0000000000
   1358      II-2    773,047.80       7.8750000000      7.5000000000   3,132.68        360          359         2.2500000000   5.0000000000    1.0000000000
   1359      II-2   1,459,559.60      8.0000000000      7.6250000000   6,066.33        360          359         2.2500000000   5.0000000000    1.0000000000
   1360      II-2    276,690.00       8.0000000000      7.6250000000   1,150.00        360          359         2.2500000000   5.0000000000    1.0000000000
   1361      II-2   1,259,089.88      8.1250000000      7.7500000000   5,363.96        360          359         2.2500000000   5.0000000000    1.0000000000
   1362      II-2    368,920.00       8.1250000000      7.7500000000   1,571.67        360          359         2.2500000000   5.0000000000    1.0000000000
   1363      II-2   4,552,562.75      8.2500000000      7.8750000000   19,868.19       360          359         2.2500000000   5.0000000000    1.0000000000
   1364      II-2    870,170.00       8.2500000000      7.8750000000   3,797.50        360          359         2.2500000000   5.0000000000    1.0000000000
   1365      II-2   1,978,273.34      8.3750000000      8.0000000000   8,838.92        360          359         2.2500000000   5.0000000000    1.0000000000
   1366      II-2    368,920.00       8.3750000000      8.0000000000   1,648.33        360          359         2.2500000000   5.0000000000    1.0000000000
   1367      II-2    360,900.00       8.5000000000      8.1250000000   1,650.00        360          359         2.2500000000   5.0000000000    1.0000000000





                                                        MORTGAGE LOAN ASSUMPTIONS (CONTINUED)


             Group                                     Number of    Number of      Rate         Payment       Remaining
               or        Maximum         Minimum      Months Until  Months Until   Adjustment   Adjustment    Interest                        Negative
    Loan      Sub-    Gross Mortgage  Gross Mortgage   Next Rate    Next Pay       Frequency    Frequency     Only                          Amortization
   Number    Group       Rate (%)        Rate (%)      Adjustment   Adjustment    (in months)   (in months)  (in months)      Index            Cap (%)
_________________________________________________________________________________________________________________________________________________________
     1         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             110.00
     2         I       9.9500000000    3.4000000000        1            9            1           12           N/A              MTA             110.00
     3         I       9.9500000000    3.4000000000        1           11            1           12           N/A              MTA             110.00
     4         I       9.9500000000    2.9500000000        1            9            1           12           N/A              MTA             110.00
     5         I       9.9500000000    3.5000000000        1           12            1           12           N/A              MTA             115.00
     6         I       9.9500000000    3.5000000000        1           12            1           12           N/A              MTA             115.00
     7         I       9.9500000000    3.5000000000        1           12            1           12           N/A              MTA             115.00
     8         I       9.9500000000    3.4261435825        1           11            1           12           N/A              MTA             115.00
     9         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             115.00
    10         I       9.9500000000    3.4000000000        1           11            1           12           N/A              MTA             115.00
    11         I       9.9500000000    3.4000000000        1           11            1           12           N/A              MTA             115.00
    12         I       9.9500000000    3.5000000000        1           10            1           12           N/A              MTA             115.00
    13         I       9.9500000000    3.5000000000        1            9            1           12           N/A              MTA             115.00
    14         I       9.9500000000    3.5000000000        1            9            1           12           N/A              MTA             115.00
    15         I       9.9500000000    2.9500000000        1            9            1           12           N/A              MTA             115.00
    16         I       9.9500000000    3.5000000000        1            6            1           12           N/A              MTA             115.00
    17         I       9.9500000000    3.4458621192        1           11            1           12           N/A              MTA             115.00
    18         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             115.00
    19         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             115.00
    20         I       9.9500000000    3.5000000000        1           10            1           12           N/A              MTA             115.00
    21         I       9.9500000000    3.1426448328        1            9            1           12           N/A              MTA             115.00
    22         I       9.9500000000    3.5000000000        1            7            1           12           N/A              MTA             115.00
    23         I       9.9500000000    3.5000000000        3           12            1           12           N/A              MTA             115.00
    24         I       9.9500000000    2.6500000000        1           11            1           12           N/A              MTA             115.00
    25         I       9.9500000000    3.4000000000        1           10            1           12           N/A              MTA             115.00
    26         I       9.9500000000    3.4000000000        1           10            1           12           N/A              MTA             115.00
    27         I       9.9500000000    3.4000000000        1           10            1           12           N/A              MTA             115.00
    28         I       9.9500000000    3.4000000000        1            9            1           12           N/A              MTA             115.00
    29         I       9.9500000000    3.4000000000        1            9            1           12           N/A              MTA             115.00
    30         I       9.9500000000    3.4000000000        1            9            1           12           N/A              MTA             115.00
    31         I       9.9500000000    3.4000000000        1           10            1           12           N/A              MTA             115.00
    32         I       9.9500000000    3.4000000000        1           10            1           12           N/A              MTA             115.00
    33         I       9.9500000000    2.9500000000        1           10            1           12           N/A              MTA             115.00
    34         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             115.00
    35         I       9.9500000000    3.5000000000        1           10            1           12           N/A              MTA             115.00
    36         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             115.00
    37         I       9.9500000000    3.5000000000        1           12            1           12           N/A              MTA             110.00
    38         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             110.00
    39         I       9.9500000000    3.5000000000        1           10            1           12           N/A              MTA             110.00
    40         I       9.9500000000    3.5000000000        1           12            1           12           N/A              MTA             115.00
    41         I       9.9500000000    3.3750000000        1           12            1           12           N/A              MTA             115.00
    42         I       9.9500000000    3.3303933231        1           11            1           12           N/A              MTA             115.00
    43         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             115.00
    44         I       9.9500000000    3.4281205650        1           10            1           12           N/A              MTA             115.00
    45         I       9.9500000000    3.8500000000        1           10            1           12           N/A              MTA             115.00
    46         I       9.9500000000    3.4718893161        1           10            1           12           N/A              MTA             115.00
    47         I       9.9500000000    3.4248033315        1            9            1           12           N/A              MTA             115.00
    48         I       9.9500000000    3.5000000000        1            8            1           12           N/A              MTA             115.00
    49         I       9.9500000000    3.4237094993        1            7            1           12           N/A              MTA             115.00
    50         I       9.9500000000    3.3750000000        1            6            1           12           N/A              MTA             115.00
    51         I       9.9500000000    3.5000000000        1           12            1           12           N/A              MTA             115.00
    52         I       9.9500000000    3.4568921910        1           11            1           12           N/A              MTA             115.00
    53         I       9.9500000000    3.4373984036        1           11            1           12           N/A              MTA             115.00
    54         I       9.9500000000    3.4843629761        1           10            1           12           N/A              MTA             115.00
    55         I       9.9500000000    3.5000000000        1           10            1           12           N/A              MTA             115.00
    56         I       9.9500000000    3.5000000000        1            9            1           12           N/A              MTA             115.00
    57         I       9.9500000000    2.8750000000        1            8            1           12           N/A              MTA             115.00
    58         I       9.9500000000    3.4819243674        1            7            1           12           N/A              MTA             115.00
    59         I       9.9500000000    2.2500000000        1           11            1           12           N/A              MTA             115.00
    60         I       9.9500000000    3.5000000000        1            9            1           12           N/A              MTA             115.00
    61         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             115.00
    62         I       9.9500000000    3.5000000000        1           10            1           12           N/A              MTA             115.00
    63         I       9.9500000000    3.5000000000        2           11            1           12           N/A              MTA             115.00
    64         I       9.9500000000    3.5000000000        2           11            1           12           N/A              MTA             115.00
    65         I       9.9500000000    3.4000000000        1           10            1           12           N/A              MTA             115.00
    66         I       9.9500000000    3.4000000000        1           10            1           12           N/A              MTA             115.00
    67         I       9.9500000000    3.4000000000        1            9            1           12           N/A              MTA             115.00
    68         I       9.9500000000    3.4500000000        1           11            1           12           N/A              MTA             115.00
    69         I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    70         I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    71         I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    72         I       9.9500000000    3.4500000000        1            9            1           12           N/A              MTA             115.00
    73         I       9.9500000000    3.4500000000        1           11            1           12           N/A              MTA             115.00
    74         I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    75         I       9.9500000000    3.9750000000        1            9            1           12           N/A              MTA             115.00
    76         I       9.9500000000    3.4304668712        1           11            1           12           N/A              MTA             115.00
    77         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             115.00
    78         I       9.9500000000    3.5000000000        1           10            1           12           N/A              MTA             115.00
    79         I       9.9500000000    3.5000000000        1            9            1           12           N/A              MTA             115.00
    80         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             115.00
    81         I       9.9500000000    3.5000000000        1           11            1           12           N/A              MTA             115.00
    82         I       9.9500000000    3.5000000000        1           10            1           12           N/A              MTA             115.00
    83         I       9.9500000000    3.5000000000        1            9            1           12           N/A              MTA             115.00
    84         I       9.9500000000    3.6250000000        1            8            1           12           N/A              MTA             110.00
    85         I       9.9500000000    3.4500000000        1            5            1           12           N/A              MTA             110.00
    86         I       9.9500000000    3.5000000000        1            4            1           12           N/A              MTA             110.00
    87         I       9.9500000000    3.4500000000        1            9            1           12           N/A              MTA             115.00
    88         I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    89         I       9.9500000000    3.4846290672        1           12            1           12           N/A              MTA             115.00
    90         I       9.9500000000    3.6932079265        1           12            1           12           N/A              MTA             115.00
    91         I       9.9500000000    3.4635884604        1           11            1           12           N/A              MTA             115.00
    92         I       9.9500000000    3.4358764550        1           11            1           12           N/A              MTA             115.00
    93         I       9.9500000000    3.5425849142        1           11            1           12           N/A              MTA             115.00
    94         I       9.9500000000    3.5729073146        1           10            1           12           N/A              MTA             115.00
    95         I       9.9500000000    3.6277836153        1           10            1           12           N/A              MTA             115.00
    96         I       9.9500000000    3.1474966946        1           10            1           12           N/A              MTA             115.00
    97         I       9.9500000000    3.5709073115        1           10            1           12           N/A              MTA             115.00
    98         I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    99         I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    100        I       9.9500000000    3.5862588452        1           10            1           12           N/A              MTA             115.00
    101        I       9.9500000000    3.8400000000        1           10            1           12           N/A              MTA             115.00
    102        I       9.9500000000    3.3706555191        1           10            1           12           N/A              MTA             115.00
    103        I       9.9500000000    3.4642602252        1            9            1           12           N/A              MTA             115.00
    104        I       9.9500000000    3.4694265836        1            9            1           12           N/A              MTA             115.00
    105        I       9.9500000000    3.0750000000        1            9            1           12           N/A              MTA             115.00
    106        I       9.9500000000    3.5500000000        1            9            1           12           N/A              MTA             115.00
    107        I       9.9500000000    3.4500000000        1            9            1           12           N/A              MTA             115.00
    108        I       9.9500000000    3.5491872885        1            9            1           12           N/A              MTA             115.00
    109        I       9.9500000000    3.4500000000        1            9            1           12           N/A              MTA             115.00
    110        I       9.9500000000    3.4089306340        1            8            1           12           N/A              MTA             115.00
    111        I       9.9500000000    3.5000000000        1            8            1           12           N/A              MTA             115.00
    112        I       9.9500000000    3.7500000000        1            8            1           12           N/A              MTA             115.00
    113        I       9.9500000000    3.4500000000        1            8            1           12           N/A              MTA             115.00
    114        I       9.9500000000    3.4997512746        1            7            1           12           N/A              MTA             115.00
    115        I       9.9500000000    3.5000000000        1            7            1           12           N/A              MTA             115.00
    116        I       9.9500000000    3.5153487806        1            7            1           12           N/A              MTA             115.00
    117        I       9.9500000000    3.3419735102        1            6            1           12           N/A              MTA             115.00
    118        I       9.9500000000    3.7500000000        1            4            1           12           N/A              MTA             115.00
    119        I       9.9500000000    3.3954306563        1           12            1           12           N/A              MTA             115.00
    120        I       9.9500000000    3.5000000000        1           12            1           12           N/A              MTA             115.00
    121        I       9.9500000000    3.5000000000        1           12            1           12           N/A              MTA             115.00
    122        I       9.9500000000    3.5089672176        1           11            1           12           N/A              MTA             115.00
    123        I       9.9500000000    3.5390446672        1           11            1           12           N/A              MTA             115.00
    124        I       9.9500000000    3.5614140348        1           11            1           12           N/A              MTA             115.00
    125        I       9.9500000000    3.5742704256        1           10            1           12           N/A              MTA             115.00
    126        I       9.9500000000    3.6540979310        1           10            1           12           N/A              MTA             115.00
    127        I       9.9500000000    3.7500000000        1           10            1           12           N/A              MTA             115.00
    128        I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    129        I       9.9500000000    3.4959980041        1            9            1           12           N/A              MTA             115.00
    130        I       9.9500000000    3.7500000000        1            9            1           12           N/A              MTA             115.00
    131        I       9.9500000000    3.1688037867        1            8            1           12           N/A              MTA             115.00
    132        I       9.9500000000    3.6250000000        1            8            1           12           N/A              MTA             115.00
    133        I       9.9500000000    3.2421975500        1            7            1           12           N/A              MTA             115.00
    134        I       9.9500000000    3.7500000000        1            7            1           12           N/A              MTA             115.00
    135        I       9.9500000000    3.5000000000        1            5            1           12           N/A              MTA             115.00
    136        I       9.9500000000    3.2500000000        1            4            1           12           N/A              MTA             115.00
    137        I       9.9500000000    3.8250000000        1            3            1           12           N/A              MTA             115.00
    138        I       9.9500000000    3.4655907991        2           11            1           12           N/A              MTA             115.00
    139        I       9.9500000000    3.4276128829        3           12            1           12           N/A              MTA             115.00
    140        I       9.9500000000    2.9500000000        1           10            1           12           N/A              MTA             115.00
    141        I       9.9500000000    3.6250000000        1           11            1           12           N/A              MTA             115.00
    142        I       9.9500000000    3.5205089810        1           11            1           12           N/A              MTA             115.00
    143        I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    144        I       9.9500000000    3.0750000000        1           10            1           12           N/A              MTA             115.00
    145        I       9.9500000000    3.4591976624        1           10            1           12           N/A              MTA             115.00
    146        I       9.9500000000    3.4278989427        1           10            1           12           N/A              MTA             115.00
    147        I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    148        I       9.9500000000    2.9500000000        1           10            1           12           N/A              MTA             115.00
    149        I       9.9500000000    3.4222121455        1           10            1           12           N/A              MTA             115.00
    150        I       9.9500000000    3.4500000000        1            9            1           12           N/A              MTA             115.00
    151        I       9.9500000000    2.6500000000        1            9            1           12           N/A              MTA             115.00
    152        I       9.9500000000    3.4290011547        1            9            1           12           N/A              MTA             115.00
    153        I       9.9500000000    3.4500000000        1            9            1           12           N/A              MTA             115.00
    154        I       9.9500000000    3.3631095538        1            9            1           12           N/A              MTA             115.00
    155        I       9.9500000000    3.4500000000        1            9            1           12           N/A              MTA             115.00
    156        I       9.9500000000    3.4500000000        1            9            1           12           N/A              MTA             115.00
    157        I       9.9500000000    3.6250000000        1            7            1           12           N/A              MTA             115.00
    158        I       9.9500000000    3.4500000000        1           11            1           12           N/A              MTA             115.00
    159        I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    160        I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    161        I       9.9500000000    3.4500000000        1            9            1           12           N/A              MTA             115.00
    162        I       9.9500000000    3.4500000000        1            9            1           12           N/A              MTA             115.00
    163        I       9.9500000000    3.4500000000        1            9            1           12           N/A              MTA             115.00
    164        I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    165        I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    166        I       9.9500000000    3.4500000000        1           10            1           12           N/A              MTA             115.00
    167        I       9.9500000000    3.7500000000        1            7            1           12           N/A              MTA             115.00
    168        I       9.9500000000    3.5390468671        1           11            1           12           N/A              MTA             115.00
    169        I       9.9500000000    3.7500000000        1           11            1           12           N/A              MTA             115.00
    170        I       9.9500000000    3.6988174634        1           11            1           12           N/A              MTA             115.00
    171        I       9.9500000000    3.7500000000        1           11            1           12           N/A              MTA             115.00
    172        I       9.9500000000    3.4843950917        1           10            1           12           N/A              MTA             115.00
    173        I       9.9500000000    3.4730614152        1           10            1           12           N/A              MTA             115.00
    174        I       9.9500000000    3.7500000000        1            9            1           12           N/A              MTA             115.00
    175        I       9.9500000000    3.6351048431        1           11            1           12           N/A              MTA             115.00
    176        I       9.9500000000    3.7500000000        1           11            1           12           N/A              MTA             115.00
    177        I       9.9500000000    3.5784405731        1           10            1           12           N/A              MTA             115.00
    178        I       9.9500000000    3.7500000000        1           10            1           12           N/A              MTA             115.00
    179       II-1    12.1250000000    2.2500000000       55           55            6            6           115        Six-Month LIBOR       110.00
    180       II-1    12.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       110.00
    181       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       110.00
    182       II-1    11.0000000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    183       II-1    11.8750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    184       II-1    12.0000000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    185       II-1    12.1250000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    186       II-1    12.3750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    187       II-1    13.2500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    188       II-1    12.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    189       II-1    11.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    190       II-1    11.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    191       II-1    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    192       II-1    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    193       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    194       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    195       II-1    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    196       II-1    15.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    197       II-1    11.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    198       II-1    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    199       II-1    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    200       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    201       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    202       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    203       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    204       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    205       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    206       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    207       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    208       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    209       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    210       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    211       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    212       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    213       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    214       II-1    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    215       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    216       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    217       II-1    13.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    218       II-1    11.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    219       II-1    12.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    220       II-1    12.3750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    221       II-1    12.3750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    222       II-1    12.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    223       II-1    12.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    224       II-1    12.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    225       II-1    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    226       II-1    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    227       II-1    11.2500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    228       II-1    13.2500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    229       II-1    13.3750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    230       II-1    10.8750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    231       II-1    11.2500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    232       II-1    11.3750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    233       II-1    11.6250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    234       II-1    11.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    235       II-1    11.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    236       II-1    11.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    237       II-1    11.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    238       II-1    11.9900000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    239       II-1    12.0000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    240       II-1    12.0000000000    2.6235119072       57           57            6            6           117        Six-Month LIBOR       115.00
    241       II-1    12.1000000000    2.8750000000       57           57            6            6           117        Six-Month LIBOR       115.00
    242       II-1    12.1000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    243       II-1    12.1250000000    2.4448510801       57           57            6            6           117        Six-Month LIBOR       115.00
    244       II-1    12.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    245       II-1    12.2000000000    3.8750000000       57           57            6            6           117        Six-Month LIBOR       115.00
    246       II-1    12.2500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    247       II-1    12.2500000000    2.3007472189       57           57            6            6           117        Six-Month LIBOR       115.00
    248       II-1    12.3750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    249       II-1    12.3750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    250       II-1    12.5000000000    2.4364211723       57           57            6            6           117        Six-Month LIBOR       115.00
    251       II-1    12.5000000000    2.3152342871       57           57            6            6           117        Six-Month LIBOR       115.00
    252       II-1    12.6250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    253       II-1    12.6250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    254       II-1    12.7500000000    2.3223816917       57           57            6            6           117        Six-Month LIBOR       115.00
    255       II-1    12.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    256       II-1    12.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    257       II-1    12.8750000000    2.3755011775       57           57            6            6           117        Six-Month LIBOR       115.00
    258       II-1    12.9500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    259       II-1    13.0000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    260       II-1    13.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    261       II-1    13.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    262       II-1    13.2500000000    2.4401587850       57           57            6            6           117        Six-Month LIBOR       115.00
    263       II-1    13.2500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    264       II-1    13.5000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    265       II-1    11.3750000000    2.4982758648       58           58            6            6           118        Six-Month LIBOR       115.00
    266       II-1    11.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    267       II-1    11.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    268       II-1    11.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    269       II-1    11.7000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    270       II-1    11.8750000000    2.7107460467       58           58            6            6           118        Six-Month LIBOR       115.00
    271       II-1    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    272       II-1    11.9900000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    273       II-1    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    274       II-1    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    275       II-1    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    276       II-1    12.2500000000    2.5106565404       58           58            6            6           118        Six-Month LIBOR       115.00
    277       II-1    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    278       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    279       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    280       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    281       II-1    12.5000000000    2.3490972710       58           58            6            6           118        Six-Month LIBOR       115.00
    282       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    283       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    284       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    285       II-1    12.8750000000    2.4101454965       58           58            6            6           118        Six-Month LIBOR       115.00
    286       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    287       II-1    12.9900000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    288       II-1    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    289       II-1    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    290       II-1    13.0600000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    291       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    292       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    293       II-1    13.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    294       II-1    13.2900000000    2.8750000000       58           58            6            6           118        Six-Month LIBOR       115.00
    295       II-1    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    296       II-1    11.8000000000    2.7500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    297       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    298       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    299       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    300       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    301       II-1    12.9250000000    2.7500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    302       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    303       II-1    11.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    304       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    305       II-1    12.5000000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    306       II-1    12.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    307       II-1    11.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    308       II-1    11.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    309       II-1    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    310       II-1    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    311       II-1    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    312       II-1    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    313       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    314       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    315       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    316       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    317       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    318       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    319       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    320       II-1    13.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    321       II-1    11.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    322       II-1    11.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    323       II-1    11.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    324       II-1    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    325       II-1    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    326       II-1    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    327       II-1    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    328       II-1    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    329       II-1    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    330       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    331       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    332       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    333       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    334       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    335       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    336       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    337       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    338       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    339       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    340       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    341       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    342       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    343       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    344       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    345       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    346       II-1    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    347       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    348       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    349       II-1    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    350       II-1    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    351       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    352       II-1    11.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    353       II-1    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    354       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    355       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    356       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    357       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    358       II-1    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    359       II-1    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    360       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    361       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    362       II-1    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    363       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    364       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    365       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    366       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    367       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    368       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    369       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    370       II-1    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    371       II-1    11.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    372       II-1    12.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    373       II-1    13.0000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    374       II-1    13.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    375       II-1    13.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    376       II-1    12.8750000000    2.7500000000       54           54            6            6           114        Six-Month LIBOR       115.00
    377       II-1    11.5000000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    378       II-1    12.2500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    379       II-1    13.9900000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    380       II-1    11.7500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    381       II-1    12.6250000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    382       II-1    11.8750000000    3.5000000000       57           57            6            6           117        Six-Month LIBOR       115.00
    383       II-1    12.3500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    384       II-1    12.3500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    385       II-1    12.5000000000    2.5239726045       57           57            6            6           117        Six-Month LIBOR       115.00
    386       II-1    12.8750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    387       II-1    12.9750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    388       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    389       II-1    11.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    390       II-1    11.3500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    391       II-1    11.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    392       II-1    11.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    393       II-1    11.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    394       II-1    11.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    395       II-1    11.8500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    396       II-1    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    397       II-1    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    398       II-1    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    399       II-1    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    400       II-1    12.1250000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    401       II-1    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    402       II-1    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    403       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    404       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    405       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    406       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    407       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    408       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    409       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    410       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    411       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    412       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    413       II-1    12.9900000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    414       II-1    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    415       II-1    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    416       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    417       II-1    13.1250000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    418       II-1    13.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    419       II-1    13.5000000000    4.0000000000       58           58            6            6           118        Six-Month LIBOR       115.00
    420       II-1    12.2500000000    2.7500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    421       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    422       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    423       II-1    13.2500000000    2.8750000000       59           59            6            6           119        Six-Month LIBOR       115.00
    424       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    425       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    426       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    427       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    428       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    429       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    430       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    431       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    432       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    433       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    434       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    435       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    436       II-1    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    437       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    438       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    439       II-1    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    440       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    441       II-1    12.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    442       II-1    12.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    443       II-1    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    444       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    445       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    446       II-1    11.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    447       II-1    11.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    448       II-1    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    449       II-1    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    450       II-1    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    451       II-1    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    452       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    453       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    454       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    455       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    456       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    457       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    458       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    459       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    460       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    461       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    462       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    463       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    464       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    465       II-1    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    466       II-1    11.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    467       II-1    11.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    468       II-1    12.0000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    469       II-1    12.0000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    470       II-1    12.1250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    471       II-1    12.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    472       II-1    12.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    473       II-1    12.3750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    474       II-1    12.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    475       II-1    12.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    476       II-1    12.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    477       II-1    12.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    478       II-1    12.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    479       II-1    12.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    480       II-1    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    481       II-1    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    482       II-1    13.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    483       II-1    13.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    484       II-1    14.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    485       II-1    12.4000000000    2.7500000000       55           55            6            6           115        Six-Month LIBOR       115.00
    486       II-1    12.0000000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    487       II-1    12.0000000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    488       II-1    12.3750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    489       II-1    12.5000000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    490       II-1    12.6250000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    491       II-1    12.8750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    492       II-1    12.8750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    493       II-1    13.2500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    494       II-1    13.5000000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    495       II-1    10.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    496       II-1    11.5000000000    2.5274523678       57           57            6            6           117        Six-Month LIBOR       115.00
    497       II-1    11.6250000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    498       II-1    11.7500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    499       II-1    11.8000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    500       II-1    11.8750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    501       II-1    12.0000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    502       II-1    12.1250000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    503       II-1    12.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    504       II-1    12.2500000000    3.2334494790       57           57            6            6           117        Six-Month LIBOR       115.00
    505       II-1    12.3750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    506       II-1    12.3750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    507       II-1    12.5000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    508       II-1    12.5000000000    2.4377391155       57           57            6            6           117        Six-Month LIBOR       115.00
    509       II-1    12.6000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    510       II-1    12.6250000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    511       II-1    12.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    512       II-1    12.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    513       II-1    12.8500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    514       II-1    12.8750000000    2.4607256302       57           57            6            6           117        Six-Month LIBOR       115.00
    515       II-1    12.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    516       II-1    13.0000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    517       II-1    13.0000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    518       II-1    13.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    519       II-1    13.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    520       II-1    13.2500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    521       II-1    13.2500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    522       II-1    13.2900000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    523       II-1    13.3750000000    2.5322094643       57           57            6            6           117        Six-Month LIBOR       115.00
    524       II-1    13.5000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    525       II-1    11.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    526       II-1    11.6250000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    527       II-1    11.7500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    528       II-1    11.8500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    529       II-1    12.0000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    530       II-1    12.0000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    531       II-1    12.0500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    532       II-1    12.1750000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    533       II-1    12.2300000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    534       II-1    12.2500000000    2.4272383191       58           58            6            6           118        Six-Month LIBOR       115.00
    535       II-1    12.2500000000    4.0000000000       58           58            6            6           118        Six-Month LIBOR       115.00
    536       II-1    12.3750000000    4.0000000000       58           58            6            6           118        Six-Month LIBOR       115.00
    537       II-1    12.5000000000    2.4201705377       58           58            6            6           118        Six-Month LIBOR       115.00
    538       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    539       II-1    12.6250000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    540       II-1    12.7000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    541       II-1    12.7500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    542       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    543       II-1    12.8750000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    544       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    545       II-1    13.0000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    546       II-1    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    547       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    548       II-1    13.1250000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    549       II-1    13.2500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    550       II-1    13.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    551       II-1    11.6250000000    2.7500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    552       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    553       II-1    12.4500000000    2.7500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    554       II-1    12.6800000000    2.7500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    555       II-1    12.9400000000    2.7500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    556       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    557       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    558       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    559       II-1    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    560       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    561       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    562       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    563       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    564       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    565       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    566       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    567       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    568       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    569       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    570       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    571       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    572       II-1    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    573       II-1    12.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    574       II-1    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    575       II-1    13.2500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    576       II-1    11.3750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    577       II-1    12.0000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    578       II-1    12.7500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    579       II-1    12.7500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    580       II-1    13.1250000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    581       II-1    13.2500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    582       II-1    13.5500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    583       II-1    13.7500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    584       II-1    11.0000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    585       II-1    11.6500000000    3.0000000000       58           58            6            6           118        Six-Month LIBOR       115.00
    586       II-1    11.7500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    587       II-1    11.8650000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    588       II-1    11.9500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    589       II-1    12.1250000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    590       II-1    12.3550000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    591       II-1    12.5500000000    3.8750000000       58           58            6            6           118        Six-Month LIBOR       115.00
    592       II-1    13.2500000000    3.5000000000       58           58            6            6           118        Six-Month LIBOR       115.00
    593       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    594       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    595       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       110.00
    596       II-1    10.8500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       110.00
    597       II-1    12.8750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    598       II-1    13.1250000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    599       II-1    13.3750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    600       II-1    12.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    601       II-1    13.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    602       II-1    13.2500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    603       II-1    13.2500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    604       II-1    11.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    605       II-1    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    606       II-1    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    607       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    608       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    609       II-1    12.5000000000    2.3908024215       58           58            6            6           118        Six-Month LIBOR       115.00
    610       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    611       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    612       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    613       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    614       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    615       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    616       II-1    13.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    617       II-1    13.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    618       II-1    11.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    619       II-1    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    620       II-1    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    621       II-1    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    622       II-1    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    623       II-1    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    624       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    625       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    626       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    627       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    628       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    629       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    630       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    631       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    632       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    633       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    634       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    635       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    636       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    637       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    638       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    639       II-1    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    640       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    641       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    642       II-1    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    643       II-1    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    644       II-1    13.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    645       II-1    13.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    646       II-1    12.0000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    647       II-1    12.1250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    648       II-1    12.1250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    649       II-1    12.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    650       II-1    12.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    651       II-1    12.3750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    652       II-1    12.3750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    653       II-1    12.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    654       II-1    12.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    655       II-1    12.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    656       II-1    12.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    657       II-1    12.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    658       II-1    12.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    659       II-1    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    660       II-1    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    661       II-1    13.0000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    662       II-1    13.0000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    663       II-1    13.1250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    664       II-1    13.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    665       II-1    13.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    666       II-1    13.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    667       II-1    13.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    668       II-1    13.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    669       II-1    11.8750000000    2.2500000000       45           45            6            6           105        Six-Month LIBOR       115.00
    670       II-1    12.5000000000    2.7500000000       45           45            6            6           105        Six-Month LIBOR       115.00
    671       II-1    12.3750000000    2.2500000000       54           54            6            6           114        Six-Month LIBOR       115.00
    672       II-1    12.3750000000    2.7500000000       54           54            6            6           114        Six-Month LIBOR       115.00
    673       II-1    12.5000000000    2.2500000000       55           55            6            6           115        Six-Month LIBOR       115.00
    674       II-1    12.6250000000    2.2500000000       55           55            6            6           115        Six-Month LIBOR       115.00
    675       II-1    12.1250000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    676       II-1    12.7500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    677       II-1    12.8750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    678       II-1    12.8750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    679       II-1    13.2500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    680       II-1    12.0000000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    681       II-1    12.1250000000    2.8592135201       56           56            6            6           116        Six-Month LIBOR       115.00
    682       II-1    12.1250000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    683       II-1    12.3750000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    684       II-1    12.5000000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    685       II-1    12.5000000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    686       II-1    12.6250000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    687       II-1    12.8750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    688       II-1    13.0000000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    689       II-1    13.1250000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    690       II-1    13.3750000000    2.4318524489       56           56            6            6           116        Six-Month LIBOR       115.00
    691       II-1    13.3750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    692       II-1    13.5000000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    693       II-1    13.8750000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    694       II-1    11.6250000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    695       II-1    12.2500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    696       II-1    12.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    697       II-1    11.2500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    698       II-1    11.3750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    699       II-1    11.5000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    700       II-1    11.5000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    701       II-1    11.5500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    702       II-1    11.6250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    703       II-1    11.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    704       II-1    11.7500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    705       II-1    11.8000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    706       II-1    11.8500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    707       II-1    11.8750000000    2.6026529948       57           57            6            6           117        Six-Month LIBOR       115.00
    708       II-1    11.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    709       II-1    11.9000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    710       II-1    11.9900000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    711       II-1    11.9900000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    712       II-1    12.0000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    713       II-1    12.0000000000    2.8723830329       57           57            6            6           117        Six-Month LIBOR       115.00
    714       II-1    12.0500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    715       II-1    12.1250000000    2.3025383765       57           57            6            6           117        Six-Month LIBOR       115.00
    716       II-1    12.1250000000    2.3110540881       57           57            6            6           117        Six-Month LIBOR       115.00
    717       II-1    12.1700000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    718       II-1    12.2500000000    2.6066385403       57           57            6            6           117        Six-Month LIBOR       115.00
    719       II-1    12.2500000000    2.4713105243       57           57            6            6           117        Six-Month LIBOR       115.00
    720       II-1    12.3750000000    2.4366448782       57           57            6            6           117        Six-Month LIBOR       115.00
    721       II-1    12.3750000000    2.5292326444       57           57            6            6           117        Six-Month LIBOR       115.00
    722       II-1    12.4000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    723       II-1    12.5000000000    2.4090135203       57           57            6            6           117        Six-Month LIBOR       115.00
    724       II-1    12.5000000000    2.3717491651       57           57            6            6           117        Six-Month LIBOR       115.00
    725       II-1    12.6250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    726       II-1    12.6250000000    2.3669744110       57           57            6            6           117        Six-Month LIBOR       115.00
    727       II-1    12.7500000000    2.5178704965       57           57            6            6           117        Six-Month LIBOR       115.00
    728       II-1    12.7500000000    2.3819436368       57           57            6            6           117        Six-Month LIBOR       115.00
    729       II-1    12.8750000000    2.5224551997       57           57            6            6           117        Six-Month LIBOR       115.00
    730       II-1    12.8750000000    2.3266929762       57           57            6            6           117        Six-Month LIBOR       115.00
    731       II-1    12.9000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    732       II-1    12.9500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    733       II-1    12.9900000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    734       II-1    13.0000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    735       II-1    13.0000000000    2.4054621850       57           57            6            6           117        Six-Month LIBOR       115.00
    736       II-1    13.1250000000    2.3674977766       57           57            6            6           117        Six-Month LIBOR       115.00
    737       II-1    13.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    738       II-1    13.1500000000    3.5000000000       57           57            6            6           117        Six-Month LIBOR       115.00
    739       II-1    13.1750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    740       II-1    13.2500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    741       II-1    13.2500000000    2.6349270649       57           57            6            6           117        Six-Month LIBOR       115.00
    742       II-1    13.3750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    743       II-1    13.3750000000    2.4872060912       57           57            6            6           117        Six-Month LIBOR       115.00
    744       II-1    13.5000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    745       II-1    13.5500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    746       II-1    13.6630000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    747       II-1    11.7500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    748       II-1    12.1250000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    749       II-1    13.2500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    750       II-1    13.3750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    751       II-1    11.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    752       II-1    11.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    753       II-1    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    754       II-1    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    755       II-1    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    756       II-1    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    757       II-1    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    758       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    759       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    760       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    761       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    762       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    763       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    764       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    765       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    766       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    767       II-1    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    768       II-1    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    769       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    770       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    771       II-1    13.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    772       II-1    13.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    773       II-1    11.0500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    774       II-1    11.5000000000    3.5000000000       58           58            6            6           118        Six-Month LIBOR       115.00
    775       II-1    11.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    776       II-1    11.6250000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    777       II-1    11.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    778       II-1    11.7500000000    2.5370564449       58           58            6            6           118        Six-Month LIBOR       115.00
    779       II-1    11.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    780       II-1    11.8250000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    781       II-1    11.8750000000    5.0065530265       58           58            6            6           118        Six-Month LIBOR       115.00
    782       II-1    11.9500000000    3.0000000000       58           58            6            6           118        Six-Month LIBOR       115.00
    783       II-1    11.9740000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    784       II-1    11.9900000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    785       II-1    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    786       II-1    12.0000000000    2.5024131608       58           58            6            6           118        Six-Month LIBOR       115.00
    787       II-1    12.1000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    788       II-1    12.1130000000    3.0000000000       58           58            6            6           118        Six-Month LIBOR       115.00
    789       II-1    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    790       II-1    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    791       II-1    12.1600000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    792       II-1    12.2500000000    2.4336094388       58           58            6            6           118        Six-Month LIBOR       115.00
    793       II-1    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    794       II-1    12.3750000000    2.4175463716       58           58            6            6           118        Six-Month LIBOR       115.00
    795       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    796       II-1    12.5000000000    2.3337111707       58           58            6            6           118        Six-Month LIBOR       115.00
    797       II-1    12.5000000000    2.7283585389       58           58            6            6           118        Six-Month LIBOR       115.00
    798       II-1    12.5800000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    799       II-1    12.6000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    800       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    801       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    802       II-1    12.7000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    803       II-1    12.7500000000    2.5457291938       58           58            6            6           118        Six-Month LIBOR       115.00
    804       II-1    12.7500000000    2.3812986974       58           58            6            6           118        Six-Month LIBOR       115.00
    805       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    806       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    807       II-1    12.9500000000    2.5000000000       58           58            6            6           118        Six-Month LIBOR       115.00
    808       II-1    12.9900000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    809       II-1    12.9900000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    810       II-1    13.0000000000    2.3739151368       58           58            6            6           118        Six-Month LIBOR       115.00
    811       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    812       II-1    13.2500000000    3.0230580948       58           58            6            6           118        Six-Month LIBOR       115.00
    813       II-1    13.3750000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    814       II-1    13.3750000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    815       II-1    13.5500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    816       II-1    13.9900000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    817       II-1    11.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    818       II-1    11.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    819       II-1    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    820       II-1    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    821       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    822       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    823       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    824       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    825       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    826       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    827       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    828       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    829       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    830       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    831       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    832       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    833       II-1    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    834       II-1    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    835       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    836       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    837       II-1    11.7500000000    2.7500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    838       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    839       II-1    12.7500000000    2.7500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    840       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    841       II-1    11.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    842       II-1    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    843       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    844       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    845       II-1    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    846       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    847       II-1    10.7500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    848       II-1    12.5000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    849       II-1    11.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    850       II-1    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    851       II-1    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    852       II-1    12.1250000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    853       II-1    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    854       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    855       II-1    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    856       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    857       II-1    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    858       II-1    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    859       II-1    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    860       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    861       II-1    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    862       II-1    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    863       II-1    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    864       II-1    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    865       II-1    13.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    866       II-1    11.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    867       II-1    11.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    868       II-1    11.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    869       II-1    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    870       II-1    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    871       II-1    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    872       II-1    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    873       II-1    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    874       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    875       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    876       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    877       II-1    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    878       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    879       II-1    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    880       II-1    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    881       II-1    12.5000000000    2.2754260921       59           59            6            6           119        Six-Month LIBOR       115.00
    882       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    883       II-1    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    884       II-1    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    885       II-1    12.7500000000    2.2838469511       59           59            6            6           119        Six-Month LIBOR       115.00
    886       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    887       II-1    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    888       II-1    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    889       II-1    13.0000000000    2.2998393552       59           59            6            6           119        Six-Month LIBOR       115.00
    890       II-1    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    891       II-1    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    892       II-1    13.2500000000    2.2778381954       59           59            6            6           119        Six-Month LIBOR       115.00
    893       II-1    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    894       II-1    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    895       II-1    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    896       II-1    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    897       II-2    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       110.00
    898       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       110.00
    899       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       110.00
    900       II-2    12.2500000000    2.2500000000       55           55            6            6           115        Six-Month LIBOR       115.00
    901       II-2    11.7500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    902       II-2    11.8750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    903       II-2    12.3750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    904       II-2    12.5000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    905       II-2    11.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    906       II-2    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    907       II-2    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    908       II-2    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    909       II-2    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    910       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    911       II-2    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    912       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    913       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    914       II-2    12.3750000000    2.5123456790       59           59            6            6           119        Six-Month LIBOR       115.00
    915       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    916       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    917       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    918       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    919       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    920       II-2    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    921       II-2    14.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    922       II-2    11.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    923       II-2    11.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    924       II-2    12.0000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    925       II-2    12.1250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    926       II-2    12.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    927       II-2    12.3750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    928       II-2    12.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    929       II-2    12.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    930       II-2    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    931       II-2    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    932       II-2    13.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    933       II-2    14.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
    934       II-2    11.7500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    935       II-2    11.8750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    936       II-2    12.6250000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    937       II-2    11.2500000000    2.5281710892       57           57            6            6           117        Six-Month LIBOR       115.00
    938       II-2    11.3750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    939       II-2    11.5000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    940       II-2    11.7500000000    2.5404290454       57           57            6            6           117        Six-Month LIBOR       115.00
    941       II-2    11.8750000000    2.4283820649       57           57            6            6           117        Six-Month LIBOR       115.00
    942       II-2    12.0000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    943       II-2    12.0000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    944       II-2    12.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    945       II-2    12.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    946       II-2    12.2500000000    2.4453490936       57           57            6            6           117        Six-Month LIBOR       115.00
    947       II-2    12.2500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    948       II-2    12.3000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    949       II-2    12.3750000000    2.5202681395       57           57            6            6           117        Six-Month LIBOR       115.00
    950       II-2    12.5000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    951       II-2    12.5500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    952       II-2    12.6250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    953       II-2    12.6250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    954       II-2    12.7500000000    2.3761841855       57           57            6            6           117        Six-Month LIBOR       115.00
    955       II-2    12.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    956       II-2    12.8750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    957       II-2    12.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    958       II-2    13.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    959       II-2    13.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    960       II-2    13.3750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    961       II-2    13.5000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
    962       II-2    11.3750000000    3.3429685830       58           58            6            6           118        Six-Month LIBOR       115.00
    963       II-2    11.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    964       II-2    11.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    965       II-2    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    966       II-2    12.0000000000    2.4612656538       58           58            6            6           118        Six-Month LIBOR       115.00
    967       II-2    12.2500000000    2.4989814346       58           58            6            6           118        Six-Month LIBOR       115.00
    968       II-2    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    969       II-2    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    970       II-2    12.4900000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    971       II-2    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    972       II-2    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    973       II-2    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    974       II-2    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    975       II-2    12.8500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    976       II-2    12.8750000000    2.4004384365       58           58            6            6           118        Six-Month LIBOR       115.00
    977       II-2    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    978       II-2    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    979       II-2    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    980       II-2    13.2500000000    2.8217905404       58           58            6            6           118        Six-Month LIBOR       115.00
    981       II-2    13.5000000000    2.8750000000       58           58            6            6           118        Six-Month LIBOR       115.00
    982       II-2    11.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    983       II-2    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    984       II-2    12.0000000000    2.5000000000       59           59            6            6           119        Six-Month LIBOR       115.00
    985       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    986       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    987       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    988       II-2    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    989       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    990       II-2    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    991       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
    992       II-2    11.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    993       II-2    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    994       II-2    12.6250000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    995       II-2    12.7500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
    996       II-2    11.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    997       II-2    11.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    998       II-2    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
    999       II-2    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1000       II-2    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1001       II-2    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1002       II-2    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1003       II-2    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1004       II-2    11.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1005       II-2    11.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1006       II-2    11.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1007       II-2    11.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1008       II-2    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1009       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1010       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1011       II-2    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1012       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1013       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1014       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1015       II-2    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1016       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1017       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1018       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1019       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1020       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1021       II-2    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1022       II-2    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1023       II-2    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1024       II-2    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1025       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1026       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1027       II-2    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1028       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1029       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1030       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1031       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1032       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1033       II-2    11.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1034       II-2    14.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1035       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1036       II-2    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1037       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1038       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1039       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1040       II-2    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1041       II-2    11.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1042       II-2    12.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1043       II-2    13.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1044       II-2    11.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1045       II-2    12.1250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1046       II-2    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1047       II-2    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1048       II-2    11.4000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1049       II-2    12.3750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1050       II-2    12.5000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1051       II-2    11.9900000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1052       II-2    12.5000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1053       II-2    13.8500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1054       II-2    12.7500000000    4.0000000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1055       II-2    13.1250000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1056       II-2    11.9000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1057       II-2    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1058       II-2    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1059       II-2    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1060       II-2    12.3750000000    2.3434701046       58           58            6            6           118        Six-Month LIBOR       115.00
   1061       II-2    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1062       II-2    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1063       II-2    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1064       II-2    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1065       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1066       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1067       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1068       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1069       II-2    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1070       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1071       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1072       II-2    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1073       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1074       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1075       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1076       II-2    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1077       II-2    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1078       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1079       II-2    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1080       II-2    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1081       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1082       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       110.00
   1083       II-2    11.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       110.00
   1084       II-2    13.7500000000    2.7500000000       53           53            6            6           113        Six-Month LIBOR       110.00
   1085       II-2    12.3750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       110.00
   1086       II-2    12.3750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1087       II-2    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1088       II-2    11.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1089       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1090       II-2    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1091       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1092       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1093       II-2    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1094       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1095       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1096       II-2    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1097       II-2    11.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1098       II-2    12.0000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1099       II-2    12.1250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1100       II-2    12.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1101       II-2    12.3750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1102       II-2    12.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1103       II-2    12.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1104       II-2    12.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1105       II-2    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1106       II-2    13.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1107       II-2    13.3750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1108       II-2    11.7500000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
   1109       II-2    12.1250000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
   1110       II-2    12.7500000000    2.5545779088       56           56            6            6           116        Six-Month LIBOR       115.00
   1111       II-2    12.8750000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
   1112       II-2    11.5000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1113       II-2    11.6250000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1114       II-2    11.7500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1115       II-2    12.0000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1116       II-2    12.1000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1117       II-2    12.2500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1118       II-2    12.3750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1119       II-2    12.5000000000    2.5578078113       57           57            6            6           117        Six-Month LIBOR       115.00
   1120       II-2    12.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1121       II-2    13.1250000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1122       II-2    11.4900000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1123       II-2    11.5000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1124       II-2    11.7500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1125       II-2    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1126       II-2    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1127       II-2    12.5000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1128       II-2    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1129       II-2    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1130       II-2    11.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1131       II-2    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1132       II-2    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1133       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1134       II-2    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1135       II-2    12.5000000000    2.4896283533       59           59            6            6           119        Six-Month LIBOR       115.00
   1136       II-2    12.5000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1137       II-2    11.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1138       II-2    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1139       II-2    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1140       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1141       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1142       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1143       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1144       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1145       II-2    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1146       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1147       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1148       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1149       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1150       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1151       II-2    11.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1152       II-2    12.1250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1153       II-2    12.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1154       II-2    11.6000000000    2.7500000000       55           55            6            6           115        Six-Month LIBOR       115.00
   1155       II-2    12.0000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1156       II-2    12.2500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1157       II-2    12.3000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1158       II-2    12.3750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1159       II-2    13.5000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1160       II-2    11.2380000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1161       II-2    11.3700000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1162       II-2    11.3750000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1163       II-2    11.7500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1164       II-2    12.1250000000    3.0000000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1165       II-2    12.5000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1166       II-2    12.9250000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1167       II-2    13.0000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1168       II-2    11.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1169       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1170       II-2    12.7500000000    2.2500000000       54           54            6            6           114        Six-Month LIBOR       115.00
   1171       II-2    13.2500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
   1172       II-2    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1173       II-2    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1174       II-2    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1175       II-2    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1176       II-2    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1177       II-2    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1178       II-2    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1179       II-2    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1180       II-2    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1181       II-2    15.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1182       II-2    11.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1183       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1184       II-2    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1185       II-2    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1186       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1187       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1188       II-2    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1189       II-2    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1190       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1191       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1192       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1193       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1194       II-2    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1195       II-2    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1196       II-2    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1197       II-2    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1198       II-2    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1199       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1200       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1201       II-2    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1202       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1203       II-2    11.0000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1204       II-2    11.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1205       II-2    11.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1206       II-2    12.0000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1207       II-2    12.1250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1208       II-2    12.2500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1209       II-2    12.5000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1210       II-2    12.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1211       II-2    12.6250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1212       II-2    12.7500000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1213       II-2    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1214       II-2    12.8750000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1215       II-2    13.0000000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1216       II-2    13.1250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1217       II-2    13.1250000000    2.2500000000       60           60            6            6           120        Six-Month LIBOR       115.00
   1218       II-2    12.1250000000    2.7500000000       53           53            6            6           113        Six-Month LIBOR       115.00
   1219       II-2    13.2500000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
   1220       II-2    12.5000000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
   1221       II-2    12.7500000000    2.5250929449       56           56            6            6           116        Six-Month LIBOR       115.00
   1222       II-2    12.8750000000    2.4152551510       56           56            6            6           116        Six-Month LIBOR       115.00
   1223       II-2    12.9900000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
   1224       II-2    13.7500000000    2.7500000000       56           56            6            6           116        Six-Month LIBOR       115.00
   1225       II-2    11.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1226       II-2    12.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1227       II-2    13.5000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1228       II-2    10.9900000000    3.0000000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1229       II-2    11.2380000000    3.0000000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1230       II-2    11.5000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1231       II-2    11.5500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1232       II-2    11.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1233       II-2    11.7500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1234       II-2    11.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1235       II-2    12.0000000000    2.4070243397       57           57            6            6           117        Six-Month LIBOR       115.00
   1236       II-2    12.1250000000    2.4995630421       57           57            6            6           117        Six-Month LIBOR       115.00
   1237       II-2    12.2500000000    2.3103556379       57           57            6            6           117        Six-Month LIBOR       115.00
   1238       II-2    12.2500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1239       II-2    12.3750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1240       II-2    12.4000000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1241       II-2    12.5000000000    2.4987121929       57           57            6            6           117        Six-Month LIBOR       115.00
   1242       II-2    12.5000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1243       II-2    12.6250000000    2.4728528941       57           57            6            6           117        Six-Month LIBOR       115.00
   1244       II-2    12.6250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1245       II-2    12.6700000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1246       II-2    12.7500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1247       II-2    12.8500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1248       II-2    12.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1249       II-2    12.8750000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1250       II-2    12.9900000000    3.1183831181       57           57            6            6           117        Six-Month LIBOR       115.00
   1251       II-2    13.0000000000    2.5000000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1252       II-2    13.0000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1253       II-2    13.1250000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1254       II-2    13.2500000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1255       II-2    13.2500000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1256       II-2    11.8750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1257       II-2    12.3750000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1258       II-2    14.1250000000    2.7500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1259       II-2    11.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1260       II-2    11.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1261       II-2    11.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1262       II-2    11.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1263       II-2    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1264       II-2    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1265       II-2    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1266       II-2    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1267       II-2    12.1500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1268       II-2    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1269       II-2    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1270       II-2    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1271       II-2    12.5000000000    2.3078646833       58           58            6            6           118        Six-Month LIBOR       115.00
   1272       II-2    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1273       II-2    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1274       II-2    12.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1275       II-2    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1276       II-2    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1277       II-2    13.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1278       II-2    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1279       II-2    13.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1280       II-2    11.0000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1281       II-2    11.2500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1282       II-2    11.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1283       II-2    11.6220000000    3.5000000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1284       II-2    11.6250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1285       II-2    11.8750000000    2.5728029864       58           58            6            6           118        Six-Month LIBOR       115.00
   1286       II-2    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1287       II-2    12.0000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1288       II-2    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1289       II-2    12.1250000000    2.6070321871       58           58            6            6           118        Six-Month LIBOR       115.00
   1290       II-2    12.2500000000    2.6973841222       58           58            6            6           118        Six-Month LIBOR       115.00
   1291       II-2    12.2500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1292       II-2    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1293       II-2    12.5000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1294       II-2    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1295       II-2    12.5900000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1296       II-2    12.7500000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1297       II-2    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1298       II-2    12.9900000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1299       II-2    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1300       II-2    13.2880000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1301       II-2    13.3000000000    2.7500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1302       II-2    11.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1303       II-2    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1304       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1305       II-2    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1306       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1307       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1308       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1309       II-2    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1310       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1311       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1312       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1313       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1314       II-2    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1315       II-2    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1316       II-2    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1317       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1318       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1319       II-2    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1320       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1321       II-2    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1322       II-2    13.2500000000    3.5000000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1323       II-2    11.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1324       II-2    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1325       II-2    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1326       II-2    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1327       II-2    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1328       II-2    11.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1329       II-2    12.6250000000    2.2500000000       56           56            6            6           116        Six-Month LIBOR       115.00
   1330       II-2    12.5000000000    2.2500000000       57           57            6            6           117        Six-Month LIBOR       115.00
   1331       II-2    11.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1332       II-2    11.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1333       II-2    12.0000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1334       II-2    12.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1335       II-2    12.3750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1336       II-2    12.5000000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1337       II-2    12.7500000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1338       II-2    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1339       II-2    12.8750000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1340       II-2    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1341       II-2    13.1250000000    2.2500000000       58           58            6            6           118        Six-Month LIBOR       115.00
   1342       II-2    11.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1343       II-2    11.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1344       II-2    11.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1345       II-2    11.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1346       II-2    12.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1347       II-2    12.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1348       II-2    12.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1349       II-2    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1350       II-2    12.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1351       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1352       II-2    12.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1353       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1354       II-2    12.6250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1355       II-2    12.7500000000    2.2824978156       59           59            6            6           119        Six-Month LIBOR       115.00
   1356       II-2    12.7500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1357       II-2    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1358       II-2    12.8750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1359       II-2    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1360       II-2    13.0000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1361       II-2    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1362       II-2    13.1250000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1363       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1364       II-2    13.2500000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1365       II-2    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1366       II-2    13.3750000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00
   1367       II-2    13.5000000000    2.2500000000       59           59            6            6           119        Six-Month LIBOR       115.00


There  will  be  discrepancies  between  the  characteristics  of the  actual  mortgage  loans  and  the
characteristics  assumed in preparing  the tables  below.  Any  discrepancy  may have an effect upon the
percentages  of the initial  principal  amounts  outstanding  (and the  weighted  average  lives) of the
classes of Offered  Certificates  set forth in the tables.  In  addition,  to the extent that the actual
mortgage  loans  included in the mortgage  pool have  characteristics  that differ from those assumed in
preparing the tables below,  the classes of Offered  Certificates  set forth below may mature earlier or
later  than  indicated  by the tables  below.  Based on the  foregoing  assumptions,  the  tables  below
indicate the weighted  average life of each class of Offered  Certificates and sets forth the percentage
of the  initial  principal  balances  of each such  class that  would be  outstanding  after each of the
distribution  dates shown,  at specified  percentages of the CPR.  Neither the prepayment  model used in
this  prospectus  supplement nor any other  prepayment  model or assumption  purports to be a historical
description of prepayment  experience or a prediction of the anticipated  rate of prepayment of any pool
of mortgage  loans,  including the mortgage  loans  included in the Trust.  Variations in the prepayment
experience  and the balance of the mortgage  loans that prepay may increase or decrease the  percentages
of the  initial  principal  balances  (and  weighted  average  lives)  shown  in the  following  tables.
Variations may occur even if the average  prepayment  experience of all of the mortgage loans equals any
of the  specified  percentages  of the  CPR.  The  timing  of  changes  in the  rate of  prepayment  may
significantly  affect the actual yield to maturity to  investors,  even if the average rate of Principal
Prepayments is consistent with the expectations of investors.


                         Percent of Initial Principal Amount Outstanding at the
                                        Following CPR Percentage


                        Class I-A Certificates             Class I-B-1 Certificates

Distribution Date   5%    15%     25%    40%    50%     5%     15%    25%    40%    50%
__________________________________________________________________________________________
Initial
Percentage......   100    100     100    100    100    100     100    100    100    100
March 2008......   100     88     76      58     46    100     100    100    100    100
March 2009......    99     77     57      32     18    100     100    100    100    100
March 2010......    98     66     42      15     4     100     100    100    100    100
March 2011......    92     54     29      12     4     100     100     90     37    100
March 2012......    86     44     22      7      3     100     100     67     22     9
March 2013......    80     35     16      4      1     100     100     50     13     0
March 2014......    74     31     13      3      *     100     71      30     6      0
March 2015......    69     26     10      2      0     100     60      22     0      0
March 2016......    64     22      7      1      0     100     50      16     0      0
March 2017......    59     18      5      *      0     100     42      12     0      0
March 2018......    55     15      4      0      0     100     35      9      0      0
March 2019......    50     13      3      0      0     100     29      7      0      0
March 2020......    46     11      2      0      0     100     24      1      0      0
March 2021......    42     9       1      0      0      97     20      0      0      0
March 2022......    39     7       1      0      0      90     17      0      0      0
March 2023......    36     6       1      0      0      83     14      0      0      0
March 2024......    34     5       *      0      0      77     12      0      0      0
March 2025......    31     4       *      0      0      70     10      0      0      0
March 2026......    28     3       0      0      0      65      8      0      0      0
March 2027......    26     3       0      0      0      59      6      0      0      0
March 2028......    23     2       0      0      0      53      3      0      0      0
March 2029......    21     2       0      0      0      48      0      0      0      0
March 2030......    19     1       0      0      0      43      0      0      0      0
March 2031......    17     1       0      0      0      38      0      0      0      0
March 2032......    14     1       0      0      0      33      0      0      0      0
March 2033......    12     *       0      0      0      28      0      0      0      0
March 2034......    10     *       0      0      0      24      0      0      0      0
March 2035......    8      0       0      0      0      19      0      0      0      0
March 2036......    7      0       0      0      0      15      0      0      0      0
March 2037......    0      0       0      0      0      0       0      0      0      0
Weighted Average
Life to Maturity
  (years)**       13.94   5.98   3.39    1.84   1.24  21.99   10.50   6.55   4.28   4.48


-----------------------------
  (*)   Indicates a number that is greater than zero but less than 0.5%.

  (**)  The  weighted  average  life  of a  certificate  is  determined  by (i)  multiplying  the  net
  reduction,  if any,  of the  Current  Principal  Amount  by the  number  of  years  from the date of
  issuance of the  certificate  to the related  distribution  date,  (ii) adding the results and (iii)
  dividing the sum by the aggregate of the net reductions of the Current  Principal  Amount  described
  in (i) above.





                         Percent of Initial Principal Amount Outstanding at the
                                        Following CPR Percentage


                       Class I-B-2 Certificates            Class I-B-3 Certificates

Distribution Date   5%    15%     25%    40%    50%     5%     15%    25%    40%    50%
________________________________________________________________________________________
Initial
Percentage......   100    100     100    100    100    100     100    100    100    100
March 2008......   100    100     100    100    100    100     100    100    100    100
March 2009......   100    100     100    100    100    100     100    100    100    100
March 2010......   100    100     100    100    100    100     100    100    100    100
March 2011......   100    100     90      37     18    100     100     90     37     18
March 2012......   100    100     67      22     9     100     100     67     22     9
March 2013......   100    100     50      13     0     100     100     50     13     0
March 2014......   100     71     30      2      0     100     71      30     0      0
March 2015......   100     60     22      0      0     100     60      22     0      0
March 2016......   100     50     16      0      0     100     50      16     0      0
March 2017......   100     42     12      0      0     100     42      12     0      0
March 2018......   100     35      9      0      0     100     35      9      0      0
March 2019......   100     29      3      0      0     100     29      0      0      0
March 2020......   100     24      0      0      0     100     24      0      0      0
March 2021......    97     20      0      0      0      97     20      0      0      0
March 2022......    90     17      0      0      0      90     17      0      0      0
March 2023......    83     14      0      0      0      83     14      0      0      0
March 2024......    77     12      0      0      0      77     12      0      0      0
March 2025......    70     10      0      0      0      70     10      0      0      0
March 2026......    65     8       0      0      0      65      2      0      0      0
March 2027......    59     2       0      0      0      59      0      0      0      0
March 2028......    53     0       0      0      0      53      0      0      0      0
March 2029......    48     0       0      0      0      48      0      0      0      0
March 2030......    43     0       0      0      0      43      0      0      0      0
March 2031......    38     0       0      0      0      38      0      0      0      0
March 2032......    33     0       0      0      0      33      0      0      0      0
March 2033......    28     0       0      0      0      28      0      0      0      0
March 2034......    24     0       0      0      0      24      0      0      0      0
March 2035......    19     0       0      0      0      19      0      0      0      0
March 2036......    15     0       0      0      0      15      0      0      0      0
March 2037......    0      0       0      0      0      0       0      0      0      0
Weighted Average
Life to Maturity
  (years)**       21.99  10.41   6.49    4.18   4.03  21.99   10.33   6.44   4.11   3.84


-----------------------------
  (**)  The  weighted  average  life  of a  certificate  is  determined  by (i)  multiplying  the  net
  reduction,  if any,  of the  Current  Principal  Amount  by the  number  of  years  from the date of
  issuance of the  certificate  to the related  distribution  date,  (ii) adding the results and (iii)
  dividing the sum by the aggregate of the net reductions of the Current  Principal  Amount  described
  in (i) above.





                         Percent of Initial Principal Amount Outstanding at the
                                        Following CPR Percentage


                       Class I-B-4 Certificates            Class I-B-5 Certificates


Distribution Date   5%    15%     25%    40%    50%     5%     15%    25%    40%    50%
_________________________________________________________________________________________
Initial
Percentage......   100    100     100    100    100    100     100    100    100    100
March 2008......   100    100     100    100    100    100     100    100    100    100
March 2009......   100    100     100    100    100    100     100    100    100    100
March 2010......   100    100     100    100    100    100     100    100    100    100
March 2011......   100    100     90      37     18    100     100     90     37     18
March 2012......   100    100     67      22     2     100     100     67     22     0
March 2013......   100    100     50      13     0     100     100     50     13     0
March 2014......   100     71     30      0      0     100     71      30     0      0
March 2015......   100     60     22      0      0     100     60      22     0      0
March 2016......   100     50     16      0      0     100     50      16     0      0
March 2017......   100     42     12      0      0     100     42      9      0      0
March 2018......   100     35      2      0      0     100     35      0      0      0
March 2019......   100     29      0      0      0     100     29      0      0      0
March 2020......   100     24      0      0      0     100     24      0      0      0
March 2021......    97     20      0      0      0      97     20      0      0      0
March 2022......    90     17      0      0      0      90     17      0      0      0
March 2023......    83     14      0      0      0      83     14      0      0      0
March 2024......    77     12      0      0      0      77      6      0      0      0
March 2025......    70     5       0      0      0      70      0      0      0      0
March 2026......    65     0       0      0      0      65      0      0      0      0
March 2027......    59     0       0      0      0      59      0      0      0      0
March 2028......    53     0       0      0      0      53      0      0      0      0
March 2029......    48     0       0      0      0      48      0      0      0      0
March 2030......    43     0       0      0      0      43      0      0      0      0
March 2031......    38     0       0      0      0      38      0      0      0      0
March 2032......    33     0       0      0      0      33      0      0      0      0
March 2033......    28     0       0      0      0      28      0      0      0      0
March 2034......    24     0       0      0      0      24      0      0      0      0
March 2035......    19     0       0      0      0      19      0      0      0      0
March 2036......    15     0       0      0      0      15      0      0      0      0
March 2037......    0      0       0      0      0      0       0      0      0      0
Weighted Average
  Life
to Maturity
  (years)**       21.99  10.25   6.39    4.08   3.73  21.97   10.15   6.32   4.03   3.62


-----------------------------
       (**)    The weighted  average life of a certificate is determined by (i)  multiplying the
       net reduction,  if any, of the Current  Principal  Amount by the number of years from the
       date of issuance of the  certificate to the related  distribution  date,  (ii) adding the
       results  and  (iii)  dividing  the  sum by the  aggregate  of the net  reductions  of the
       Current Principal Amount described in (i) above.





                         Percent of Initial Principal Amount Outstanding at the
                                        Following CPR Percentage


                       Class I-B-6 Certificates            Class I-B-7 Certificates


Distribution Date   5%    15%     25%    40%    50%     5%     15%    25%    40%    50%
________________________________________________________________________________________
Initial
Percentage......   100    100     100    100    100    100     100    100    100    100
March 2008......   100    100     100    100    100    100     100    100    100    100
March 2009......   100    100     100    100    100    100     100    100    100    100
March 2010......   100    100     100    100    100    100     100    100    100    100
March 2011......   100    100     90      37     18    100     100     90     37     14
March 2012......   100    100     67      22     0     100     100     67     22     0
March 2013......   100    100     50      4      0     100     100     50     0      0
March 2014......   100     71     30      0      0     100     71      30     0      0
March 2015......   100     60     22      0      0     100     60      22     0      0
March 2016......   100     50     16      0      0     100     50      8      0      0
March 2017......   100     42      0      0      0     100     42      0      0      0
March 2018......   100     35      0      0      0     100     35      0      0      0
March 2019......   100     29      0      0      0     100     29      0      0      0
March 2020......   100     24      0      0      0     100     24      0      0      0
March 2021......    97     20      0      0      0      97     20      0      0      0
March 2022......    90     17      0      0      0      90     11      0      0      0
March 2023......    83     12      0      0      0      83      0      0      0      0
March 2024......    77     0       0      0      0      77      0      0      0      0
March 2025......    70     0       0      0      0      70      0      0      0      0
March 2026......    65     0       0      0      0      65      0      0      0      0
March 2027......    59     0       0      0      0      59      0      0      0      0
March 2028......    53     0       0      0      0      53      0      0      0      0
March 2029......    48     0       0      0      0      48      0      0      0      0
March 2030......    43     0       0      0      0      43      0      0      0      0
March 2031......    38     0       0      0      0      38      0      0      0      0
March 2032......    33     0       0      0      0      33      0      0      0      0
March 2033......    28     0       0      0      0      28      0      0      0      0
March 2034......    24     0       0      0      0      24      0      0      0      0
March 2035......    19     0       0      0      0      19      0      0      0      0
March 2036......    15     0       0      0      0      3       0      0      0      0
March 2037......    0      0       0      0      0      0       0      0      0      0
Weighted Average
Life to Maturity
  (years)**       21.92  10.05   6.26    4.01   3.55  21.81   9.88    6.16   3.96   3.46

-----------------------------

     (**)      The weighted  average life of a certificate is determined by (i) multiplying the net
     reduction,  if any,  of the Current  Principal  Amount by the number of years from the date of
     issuance of the  certificate  to the related  distribution  date,  (ii) adding the results and
     (iii)  dividing  the sum by the  aggregate  of the net  reductions  of the  Current  Principal
     Amount described in (i) above.





                         Percent of Initial Principal Amount Outstanding at the
                                        Following CPR Percentage


                       Class I-B-8 Certificates            Class I-B-9 Certificates

Distribution Date   5%    15%     25%    40%    50%     5%     15%    25%    40%    50%
________________________________________________________________________________________
Initial
Percentage......   100    100     100    100    100    100     100    100    100    100
March 2008......   100    100     100    100    100    100     100    100    100    100
March 2009......   100    100     100    100    100    100     100    100    100    100
March 2010......   100    100     100    100    100    100     100    100    100    100
March 2011......   100    100     90      37     0     100     100     90     37     0
March 2012......   100    100     67      16     0     100     100     67     0      0
March 2013......   100    100     50      0      0     100     100     50     0      0
March 2014......   100     71     30      0      0     100     71      27     0      0
March 2015......   100     60     16      0      0     100     60      0      0      0
March 2016......   100     50      0      0      0     100     50      0      0      0
March 2017......   100     42      0      0      0     100     42      0      0      0
March 2018......   100     35      0      0      0     100     35      0      0      0
March 2019......   100     29      0      0      0     100     26      0      0      0
March 2020......   100     24      0      0      0     100      5      0      0      0
March 2021......    97     8       0      0      0      97      0      0      0      0
March 2022......    90     0       0      0      0      90      0      0      0      0
March 2023......    83     0       0      0      0      83      0      0      0      0
March 2024......    77     0       0      0      0      77      0      0      0      0
March 2025......    70     0       0      0      0      70      0      0      0      0
March 2026......    65     0       0      0      0      65      0      0      0      0
March 2027......    59     0       0      0      0      59      0      0      0      0
March 2028......    53     0       0      0      0      53      0      0      0      0
March 2029......    48     0       0      0      0      48      0      0      0      0
March 2030......    43     0       0      0      0      43      0      0      0      0
March 2031......    38     0       0      0      0      38      0      0      0      0
March 2032......    33     0       0      0      0      33      0      0      0      0
March 2033......    28     0       0      0      0      22      0      0      0      0
March 2034......    24     0       0      0      0      2       0      0      0      0
March 2035......    2      0       0      0      0      0       0      0      0      0
March 2036......    0      0       0      0      0      0       0      0      0      0
March 2037......    0      0       0      0      0      0       0      0      0      0
Weighted Average
Life to Maturity
  (years)**       21.62   9.64   6.01    3.85   3.37  21.33   9.33    5.82   3.73   3.24


-----------------------------
     (**)      The weighted  average life of a certificate is determined by (i) multiplying the net
     reduction,  if any,  of the Current  Principal  Amount by the number of years from the date of
     issuance of the  certificate  to the related  distribution  date,  (ii) adding the results and
     (iii)  dividing  the sum by the  aggregate  of the net  reductions  of the  Current  Principal
     Amount described in (i) above.




                         Percent of Initial Principal Amount Outstanding at the
                                        Following CPR Percentage


                       Class II-1A Certificates            Class II-2A Certificates

Distribution Date   5%    15%     25%    40%    50%     5%     15%    25%    40%    50%
________________________________________________________________________________________
Initial
Percentage......   100    100     100    100    100    100     100    100    100    100
March 2008......    98     86     75      58     46     98     86      75     58     46
March 2009......    96     74     56      32     19     96     74      56     32     19
March 2010......    94     64     41      16     4      94     64      41     16     4
March 2011......    92     55     30      12     4      92     55      30     12     4
March 2012......    88     46     23      7      3      88     46      23     7      3
March 2013......    83     37     17      4      1      83     37      17     4      1
March 2014......    78     33     14      3      *      78     33      14     3      *
March 2015......    74     28     10      2      0      74     28      10     2      0
March 2016......    69     24      8      1      0      69     24      8      1      0
March 2017......    65     20      6      *      0      65     20      6      *      0
March 2018......    60     17      4      0      0      60     17      4      0      0
March 2019......    55     14      3      0      0      55     14      3      0      0
March 2020......    50     11      2      0      0      50     11      2      0      0
March 2021......    45     9       1      0      0      45      9      1      0      0
March 2022......    41     8       1      0      0      41      8      1      0      0
March 2023......    38     6       1      0      0      38      6      1      0      0
March 2024......    34     5       *      0      0      34      5      *      0      0
March 2025......    31     4       0      0      0      31      4      0      0      0
March 2026......    28     3       0      0      0      28      3      0      0      0
March 2027......    25     3       0      0      0      25      3      0      0      0
March 2028......    22     2       0      0      0      22      2      0      0      0
March 2029......    19     2       0      0      0      19      2      0      0      0
March 2030......    16     1       0      0      0      16      1      0      0      0
March 2031......    14     1       0      0      0      14      1      0      0      0
March 2032......    11     *       0      0      0      11      *      0      0      0
March 2033......    9      *       0      0      0      9       *      0      0      0
March 2034......    6      0       0      0      0      6       0      0      0      0
March 2035......    4      0       0      0      0      4       0      0      0      0
March 2036......    2      0       0      0      0      2       0      0      0      0
March 2037......    0      0       0      0      0      0       0      0      0      0
Weighted Average
Life to Maturity
(years)**       13.97   6.06   3.42    1.85   1.26  13.97   6.06    3.42   1.85   1.26


-----------------------------
       (*)     Indicates a number that is greater than zero but less than 0.5%.

       (**)    The weighted  average life of a certificate is determined by (i)  multiplying the
       net reduction,  if any, of the Current  Principal  Amount by the number of years from the
       date of issuance of the  certificate to the related  distribution  date,  (ii) adding the
       results  and  (iii)  dividing  the  sum by the  aggregate  of the net  reductions  of the
       Current Principal Amount described in (i) above.





                         Percent of Initial Principal Amount Outstanding at the
                                        Following CPR Percentage


                       Class II-B-1 Certificates           Class II-B-2 Certificates

Distribution Date   5%    15%     25%    40%    50%     5%     15%    25%    40%    50%
________________________________________________________________________________________
Initial
Percentage......   100    100     100    100    100    100     100    100    100    100
March 2008......   100    100     100    100    100    100     100    100    100    100
March 2009......   100    100     100    100    100    100     100    100    100    100
March 2010......   100    100     100    100    100    100     100    100    100    100
March 2011......   100    100     90      37     59    100     100     90     37     18
March 2012......   100    100     68      22     9     100     100     68     22     4
March 2013......   100    100     51      13     0     100     100     51     13     0
March 2014......   100     74     31      4      0     100     74      31     0      0
March 2015......   100     63     23      0      0     100     63      23     0      0
March 2016......   100     53     17      0      0     100     53      17     0      0
March 2017......   100     45     13      0      0     100     45      13     0      0
March 2018......   100     37      9      0      0     100     37      5      0      0
March 2019......   100     31      5      0      0     100     31      0      0      0
March 2020......   100     26      0      0      0     100     26      0      0      0
March 2021......   100     21      0      0      0     100     21      0      0      0
March 2022......    92     17      0      0      0      92     17      0      0      0
March 2023......    84     14      0      0      0      84     14      0      0      0
March 2024......    77     12      0      0      0      77     12      0      0      0
March 2025......    69     9       0      0      0      69      5      0      0      0
March 2026......    62     7       0      0      0      62      0      0      0      0
March 2027......    56     3       0      0      0      56      0      0      0      0
March 2028......    49     0       0      0      0      49      0      0      0      0
March 2029......    43     0       0      0      0      43      0      0      0      0
March 2030......    37     0       0      0      0      37      0      0      0      0
March 2031......    31     0       0      0      0      31      0      0      0      0
March 2032......    25     0       0      0      0      25      0      0      0      0
March 2033......    20     0       0      0      0      20      0      0      0      0
March 2034......    14     0       0      0      0      14      0      0      0      0
March 2035......    9      0       0      0      0      5       0      0      0      0
March 2036......    0      0       0      0      0      0       0      0      0      0
March 2037......    0      0       0      0      0      0       0      0      0      0
Weighted Average
Life to Maturity
  (years)**       21.22  10.59   6.59    4.24   4.21  21.17   10.45   6.49   4.10   3.79


-----------------------------
       (**)    The weighted  average life of a certificate is determined by (i)  multiplying the
       net reduction,  if any, of the Current  Principal  Amount by the number of years from the
       date of issuance of the  certificate to the related  distribution  date,  (ii) adding the
       results  and  (iii)  dividing  the  sum by the  aggregate  of the net  reductions  of the
       Current Principal Amount described in (i) above.





                         Percent of Initial Principal Amount Outstanding at the
                                        Following CPR Percentage



                       Class II-B-3 Certificates           Class II-B-4 Certificates

Distribution Date   5%    15%     25%    40%    50%     5%     15%    25%    40%    50%
_________________________________________________________________________________________
Initial
Percentage......   100    100     100    100    100    100     100    100    100    100
March 2008......   100    100     100    100    100    100     100    100    100    100
March 2009......   100    100     100    100    100    100     100    100    100    100
March 2010......   100    100     100    100    100    100     100    100    100    100
March 2011......   100    100     90      37     18    100     100     90     37     18
March 2012......   100    100     68      22     0     100     100     68     22     0
March 2013......   100    100     51      13     0     100     100     51     5      0
March 2014......   100     74     31      0      0     100     74      31     0      0
March 2015......   100     63     23      0      0     100     63      23     0      0
March 2016......   100     53     17      0      0     100     53      17     0      0
March 2017......   100     45     13      0      0     100     45      2      0      0
March 2018......   100     37      0      0      0     100     37      0      0      0
March 2019......   100     31      0      0      0     100     31      0      0      0
March 2020......   100     26      0      0      0     100     26      0      0      0
March 2021......   100     21      0      0      0     100     21      0      0      0
March 2022......    92     17      0      0      0      92     17      0      0      0
March 2023......    84     14      0      0      0      84     10      0      0      0
March 2024......    77     3       0      0      0      77      0      0      0      0
March 2025......    69     0       0      0      0      69      0      0      0      0
March 2026......    62     0       0      0      0      62      0      0      0      0
March 2027......    56     0       0      0      0      56      0      0      0      0
March 2028......    49     0       0      0      0      49      0      0      0      0
March 2029......    43     0       0      0      0      43      0      0      0      0
March 2030......    37     0       0      0      0      37      0      0      0      0
March 2031......    31     0       0      0      0      31      0      0      0      0
March 2032......    25     0       0      0      0      25      0      0      0      0
March 2033......    20     0       0      0      0      20      0      0      0      0
March 2034......    14     0       0      0      0      12      0      0      0      0
March 2035......    0      0       0      0      0      0       0      0      0      0
March 2036......    0      0       0      0      0      0       0      0      0      0
March 2037......    0      0       0      0      0      0       0      0      0      0
Weighted Average
Life to Maturity
(years)**         21.12  10.32   6.40    4.06   3.63  21.08   10.22   6.33   4.01   3.56


-----------------------------
       (**)    The weighted  average life of a certificate is determined by (i)  multiplying the
       net reduction,  if any, of the Current  Principal  Amount by the number of years from the
       date of issuance of the  certificate to the related  distribution  date,  (ii) adding the
       results  and  (iii)  dividing  the  sum by the  aggregate  of the net  reductions  of the
       Current Principal Amount described in (i) above.





                         Percent of Initial Principal Amount Outstanding at the
                                        Following CPR Percentage


                       Class II-B-5 Certificates

Distribution Date   5%    15%     25%    40%    50%
____________________________________________________
Initial
Percentage......   100    100     100    100    100
March 2008......   100    100     100    100    100
March 2009......   100    100     100    100    100
March 2010......   100    100     100    100    100
March 2011......   100    100     90      37     18
March 2012......   100    100     68      22     0
March 2013......   100    100     51      0      0
March 2014......   100     74     31      0      0
March 2015......   100     63     23      0      0
March 2016......   100     53     14      0      0
March 2017......   100     45      0      0      0
March 2018......   100     37      0      0      0
March 2019......   100     31      0      0      0
March 2020......   100     26      0      0      0
March 2021......   100     21      0      0      0
March 2022......    92     15      0      0      0
March 2023......    84     0       0      0      0
March 2024......    77     0       0      0      0
March 2025......    69     0       0      0      0
March 2026......    62     0       0      0      0
March 2027......    56     0       0      0      0
March 2028......    49     0       0      0      0
March 2029......    43     0       0      0      0
March 2030......    37     0       0      0      0
March 2031......    31     0       0      0      0
March 2032......    25     0       0      0      0
March 2033......    20     0       0      0      0
March 2034......    0      0       0      0      0
March 2035......    0      0       0      0      0
March 2036......    0      0       0      0      0
March 2037......    0      0       0      0      0
Weighted Average
Life to Maturity
(years)**       21.00  10.10   6.25    3.96   3.49

-----------------------------
       (**)    The weighted  average life of a certificate is determined by (i)  multiplying the
       net reduction,  if any, of the Current  Principal  Amount by the number of years from the
       date of issuance of the  certificate to the related  distribution  date,  (ii) adding the
       results  and  (iii)  dividing  the  sum by the  aggregate  of the net  reductions  of the
       Current Principal Amount described in (i) above.





 Yield Sensitivity of the Subordinate Certificates

        As the Current  Principal Amount of a class of Subordinate  Certificates is reduced to zero, the
yield to  maturity  on the next most  junior  related  class of  Subordinate  Certificates  will  become
extremely  sensitive to losses on the related  mortgage loans (and the timing  thereof) that are covered
by  subordination,  because the entire amount of losses on the related  mortgage loans to the extent not
covered by any related  Excess Spread or related  overcollateralization  will be allocated to such class
of Subordinate  Certificates.  The initial  undivided  interest in the mortgage  loans  evidenced by the
Class I-B Certificates,  in the aggregate,  is approximately  9.50%. The initial  undivided  interest in
the mortgage loans evidenced by the Class II-B Certificates,  in the aggregate,  is approximately 8.85%.
Investors in the  Subordinate  Certificates  should fully consider the risk that Realized  Losses on the
mortgage loans could result in the failure of these  investors to fully recover their  investments.  For
additional  considerations  relating  to  the  yield  on  the  Subordinate   Certificates,   see  "Yield
Considerations" and "Maturity and Prepayment Considerations" in the prospectus.

Yield Sensitivity of the Class I-X Certificates

        The Class X Certificates  receive only  distributions of interest.  The yield to maturity on the
Class X Certificates  will be extremely  sensitive to both the timing of receipt of prepayments  and the
overall  rate of  Principal  Prepayments  and  defaults  on the group I  mortgage  loans  having  "hard"
prepayment  charges for a term of three  years from  origination.  The related  yield to maturity on the
Class X Certificates  may fluctuate  significantly  over time because the notional amount of the Class X
Certificates  is equal to the aggregate  outstanding  principal  balance of such  mortgage  loans having
"hard"  prepayment  charges  for a term of  three  years  from  origination.  Investors  in the  Class X
Certificates  should fully consider the risk that a rapid rate of  prepayments  on the related  mortgage
loans could result in the failure of such investors to fully recover their investments.

        The following  table  indicates the  sensitivity of the pre-tax yield to maturity on the Class X
Certificates  to  various  constant  rates  of  prepayment  on the  related  group I  mortgage  loans by
projecting the monthly  aggregate  payments on the Class X Certificates and computing the  corresponding
pre-tax yields to maturity on a corporate bond equivalent basis,  based on the structuring  assumptions,
including the assumptions  regarding the  characteristics  and performance of such mortgage loans, which
differ from the actual  characteristics  and  performance  thereof and assuming the  aggregate  purchase
price for the Class X Certificates  set forth below.  Any differences  between such  assumptions and the
actual  characteristics  and  performance  of the  related  group I  mortgage  loans  and of the Class X
Certificates  may  result in yields  being  different  from  those  shown in such  table.  Discrepancies
between assumed and actual  characteristics  and performance  underscore the hypothetical  nature of the
tables,  which  are  provided  only to give a general  sense of the  sensitivity  of  yields in  varying
prepayment scenarios.

         Pre-Tax Yield to Maturity of the Class X Certificates at the Following CPR Percentages

   Assumed Purchase Price           5%             15%            25%            40%            50%
        $4,547,101.86             32.02%         19.76%          6.73%        (14.59)%       (30.37)%

        Each pre-tax yield to maturity set forth in the preceding  tables was  calculated by determining
the monthly  discount  rate which,  when  applied to the assumed  stream of cash flows to be paid on the
Class X Certificates,  would cause the discounted  present value of such assumed stream of cash flows to
equal the  assumed  purchase  price  listed in the table.  Accrued  interest  is included in the assumed
purchase  price in computing  the yields  shown.  These  yields do not take into  account the  different
interest rates at which  investors may be able to reinvest funds  received by them as  distributions  on
the  Class X  Certificates  and  thus  do not  reflect  the  return  on any  investment  in the  Class X
Certificates  when any  reinvestment  rates  other than the  discount  rates set forth in the  preceding
table are considered.

        Notwithstanding  the assumed  prepayment rates reflected in the preceding  tables,  it is highly
unlikely that the mortgage loans will be prepaid  according to one particular  pattern.  For this reason
and because the timing of cash flows is critical to  determining  yields,  the pre-tax yield to maturity
on the Class X  Certificates  are likely to differ  from those  shown in the tables  above,  even if the
prepayment  assumption  equals the  percentages of CPR indicated in the tables above over any given time
period or over the entire life of the Class X Certificates.

        There can be no assurance  that the mortgage loans having "hard"  prepayment  charges for a term
of three  years from  origination  will prepay at any  particular  rate or that the yield on the Class X
Certificates  will conform to the yields  described  herein.  Moreover,  the various  remaining terms to
maturity  and  mortgage  rates  of  the  mortgage  loans  could  produce  slower  or  faster   principal
distributions  than indicated in the preceding  tables at the various  percentages of the CPR specified,
even if the weighted  average  remaining  term to maturity and weighted  average  mortgage rate of those
mortgage loans are as assumed.  Investors are urged to make their  investment  decisions  based on their
determinations  as to  anticipated  rates of prepayment  under a variety of scenarios.  Investors in the
Class X  Certificates  should fully  consider the risk that a rapid rate of  prepayments on the mortgage
loans could result in the failure of such investors to fully recover their investments.

        For  additional  considerations  relating to the yield on the Offered  Certificates,  see "Yield
Considerations" in the prospectus.

                                THE POOLING AND SERVICING AGREEMENT

        General

        The  Certificates  will be  issued  pursuant  to the  Agreement,  a form of which is filed as an
exhibit  to the  registration  statement.  A current  report on Form 8-K  relating  to the  Certificates
containing a copy of the Agreement as executed will be filed by the Depositor  with the  Securities  and
Exchange  Commission  within fifteen days of the initial  issuance of the  Certificates.  The trust fund
created  under the Agreement  will consist of (1) all of the  Depositor's  right,  title and interest in
and to the  mortgage  loans,  the  related  mortgage  notes,  mortgages  and  other  related  documents,
including  all interest and  principal  due with respect to the mortgage  loans after the Cut-off  Date,
but  excluding  any  payments of  principal  or interest  due on or prior to the Cut-off  Date,  (2) any
mortgaged  properties  acquired on behalf of  certificateholders  by  foreclosure  or by deed in lieu of
foreclosure  and any  revenues  received  thereon,  (3) the rights of the  Trustee  under all  insurance
policies  required to be maintained  pursuant to the  Agreement,  (4) the rights of the Depositor  under
the Mortgage Loan Purchase  Agreement  between the Depositor and the Sponsor,  (5) such assets  relating
to the  mortgage  loans as from  time to time may be held in the  Custodial  Account,  the  Distribution
Account and the Final Maturity  Reserve Account,  (6) the rights with respect to the Corridor  Contracts
and (7) any proceeds of the foregoing.  Reference is made to the  prospectus  for important  information
in addition to that set forth in this  prospectus  supplement  regarding  the trust fund,  the terms and
conditions  of  the  Agreement  and  the  Offered   Certificates.   The  Offered  Certificates  will  be
transferable  and  exchangeable  at the corporate  trust offices of the Trustee;  for these purposes and
for purposes of presentment  and surrender  located at Sixth Street and Marquette  Avenue,  Minneapolis,
Minnesota 55479,  Attention:  Corporate Trust Group,  Bear Stearns Mortgage Funding 2007-AR3 and for all
other  purposes  located  at 9062 Old  Annapolis  Road,  Columbia,  Maryland  21045,  Attention:  Client
Manager,  Bear Stearns  Mortgage Funding  2007-AR3.  The Depositor will provide to prospective or actual
certificateholders  without  charge,  on written  request,  a copy (without  exhibits) of the Agreement.
Requests should be addressed to Structured Asset Mortgage  Investments II Inc., 383 Madison Avenue,  New
York, New York 10179.

               Assignment of the Mortgage Loans

        At the time of  issuance of the  Certificates,  the  Depositor  will cause the  mortgage  loans,
together  with all  principal  and  interest  due on or with  respect to such  mortgage  loans after the
Cut-off Date, to be sold to the Trust. The mortgage loans will be identified in a schedule  appearing as
an exhibit to the  Agreement (as amended).  Such schedule will include  information  as to the principal
balance of each  mortgage loan as of the Cut-off Date,  as well as  information  including,  among other
things,  the mortgage rate, the Net Rate, the Monthly  Payment,  the maturity date of each mortgage note
and the loan-to-value ratio.

               Representations and Warranties

        In the Mortgage Loan Purchase Agreement  pursuant to which the Depositor  purchased the mortgage
loans from the  Sponsor,  the Sponsor made  certain  representations  and  warranties  to the  Depositor
concerning the mortgage loans. The Trustee,  on behalf of the  certificateholders,  will be assigned all
right,  title and  interest  in the  Mortgage  Loan  Purchase  Agreement  insofar as they relate to such
representations and warranties made by the Sponsor.

        The  representations  and warranties of the Sponsor with respect to the mortgage loans generally
will include the following, among others:

        (1)    The information set forth in the mortgage loan schedule is true,  complete and correct in
all material respects as of the date such representation was made;

        (2)    Immediately  prior  to the sale of the  mortgage  loans  pursuant  to the  Mortgage  Loan
Purchase  Agreement,  the Sponsor was the sole owner of beneficial title and holder of each mortgage and
mortgage note relating to the related  mortgage loans as of the Closing Date or as of another  specified
date, is conveying the same to the Depositor free and clear of any  encumbrance,  equity,  participation
interest,  lien,  pledge,  charge,  claim or  security  interest  and the  Sponsor  has full  right  and
authority to sell and assign each mortgage loan pursuant to the Mortgage Loan Purchase Agreement; and

        (3)    As of the Closing Date,  there is no monetary  default existing under any mortgage or the
related  mortgage  note and there is no material  event  which,  with the passage of time or with notice
and the  expiration  of any  grace or cure  period,  would  constitute  a  default,  breach  or event of
acceleration;  and  neither the Sponsor  nor any of its  respective  affiliates  has taken any action to
waive any default,  breach or event of  acceleration;  and no  foreclosure  action is  threatened or has
been commenced with respect to the mortgage loan.

        Generally,  the Mortgage Loan Purchase  Agreement  will provide that, in the case of a breach of
any  representation  or warranty set forth above which materially and adversely affects the value of the
interests of  certificateholders  or the Trustee in any of the mortgage  loans,  within 90 days from the
date of  discovery  or notice from the Trustee,  the  Depositor or the Sponsor,  the Sponsor will either
(i) cure such breach in all material  respects,  (ii)  provide the Trustee  with a  substitute  mortgage
loan (if within two years of the  Closing  Date) or (iii)  purchase  the  related  mortgage  loan at the
applicable  Repurchase  Price.  This  obligation of the Sponsor to cure,  purchase or  substitute  shall
constitute  the Trustee's  sole and exclusive  remedy  respecting a breach of such  representations  and
warranties.

The Custodian

        Wells Fargo Bank,  National  Association  ("Wells  Fargo  Bank") is acting as  custodian  of the
mortgage  loan  files  pursuant  to the  custodial  agreement.  In that  capacity,  Wells  Fargo Bank is
responsible  to hold and  safeguard  the  mortgage  notes and other  contents of the  mortgage  files on
behalf of the Trustee and the  certificateholders.  Wells Fargo Bank  maintains  each mortgage loan file
in a separate  file folder  marked with a unique bar code to assure  loan-level  file  integrity  and to
assist in inventory  management.  Files are  segregated  by  transaction  or investor.  Wells Fargo Bank
has been  engaged in the mortgage  document  custody  business for more than 25 years.  Wells Fargo Bank
maintains document custody facilities in its Minneapolis,  Minnesota  headquarters and in three regional
offices located in Richfield,  Minnesota,  Irvine,  California, and Salt Lake City, Utah. As of December
31,  2006,  Wells  Fargo Bank  maintains  mortgage  custody  vaults in each of those  locations  with an
aggregate capacity of over eleven million files.

        Wells Fargo Bank serves or may have served within the past two years as loan file  custodian for
various  mortgage loans owned by the Sponsor or an affiliate of the Sponsor and anticipates  that one or
more of those mortgage loans may be included in the Trust.  The terms of any custodial  agreement  under
which  those  services  are  provided  by  Wells  Fargo  Bank  are  customary  for  the  mortgage-backed
securitization  industry and provide for the delivery,  receipt, review and safekeeping of mortgage loan
files.  For a general description of Wells Fargo Bank, see the description herein under "The Trustee."

The Trustee

        Wells  Fargo Bank will act as Trustee for the  certificates  pursuant  to the  Agreement.  Wells
Fargo Bank is a national  banking  association  and a wholly-owned  subsidiary of Wells Fargo & Company.
A  diversified  financial  services  company  with  approximately  $483  billion in assets,  23+ million
customers  and  167,000+  employees  as of  September  30,  2006,  Wells Fargo & Company is a U.S.  bank
holding  company,  providing  banking,   insurance,   trust,  mortgage  and  consumer  finance  services
throughout  the United  States and  internationally.  Wells Fargo Bank  provides  retail and  commercial
banking  services  and  corporate  trust,  custody,   securities  lending,   securities  transfer,  cash
management,  investment  management  and other  financial and fiduciary  services.  The  Depositor,  the
Sponsor and the Servicer may maintain banking and other commercial  relationships  with Wells Fargo Bank
and its  affiliates.  Wells Fargo Bank maintains  principal  corporate trust offices located at 9062 Old
Annapolis Road,  Columbia,  Maryland  21045-1951  (among other locations) and its office for certificate
transfer services is located at Sixth Street and Marquette Avenue, Minneapolis, Minnesota 55479.

        As of December 31, 2006,  Wells Fargo Bank acts as a trustee for a variety of  transactions  and
asset types,  including corporate and municipal bonds,  mortgage-backed and asset-backed  securities and
collateralized  debt  obligations.  As of December 31,  2006,  Wells Fargo Bank was acting as trustee on
approximately  1,346  series of  residential  mortgage-backed  securities  with an  aggregate  principal
balance of approximately $277,396,000,000.

        Wells Fargo Bank's assessment of compliance with applicable  servicing  criteria relating to its
provision of master  servicing,  trustee,  securities  administration  and paying agent services for the
twelve  months ended  December 31, 2006,  furnished  pursuant to Item 1122 of Regulation  AB,  discloses
that it was not in compliance with the  1122(d)(3)(i)  servicing  criteria during that reporting period.
The assessment of compliance  indicates that certain  monthly  investor or remittance  reports  included
errors in the  calculation  and/or the  reporting of  delinquencies  for the related pool assets,  which
errors may or may not have been  material,  and that all such errors were the result of data  processing
errors  and/or the  mistaken  interpretation  of data  provided by other  parties  participating  in the
servicing  function.  The  assessment  further  states  that all  necessary  adjustments  to Wells Fargo
Bank's data  processing  systems  and/or  interpretive  clarifications  have been made to correct  those
errors and to remedy related procedures.

        Wells Fargo Bank serves or has served  within the past two years as  warehouse  master  servicer
for various  mortgage  loans owned by the Sponsor or an  affiliate of the Sponsor and  anticipates  that
one or more of those  mortgage  loans may be included in the Trust.  The terms of the  warehouse  master
servicing  agreement  under which those  services are provided by Wells Fargo Bank are customary for the
mortgage-backed securitization industry.

        As  compensation  for its activities  under the  Agreement,  the Trustee will be entitled to the
investment  income on amounts in the  Distribution  Account for the period  specified in the  Agreement.
The  Agreement  will  provide  that the  Trustee  and any  director,  officer,  employee or agent of the
Trustee  will be  entitled  to recover  from the  Distribution  Account  all  reasonable  out-of  pocket
expenses,  disbursements  and  advances  and  expenses  of the  Trustee in  connection  with any Monthly
Advance,  Event of Default, any breach of the Agreement or any loss, liability,  expense, claim or legal
action  (including any pending or threatened  claim or legal action)  incurred or made by the Trustee in
the  administration  of  the  Trust  created  pursuant  to  the  Agreement   (including  the  reasonable
compensation  and  disbursements of its counsel),  other than any such expense,  disbursement or advance
as may arise from the Trustee's  negligence or intentional  misconduct or which is the responsibility of
the certificateholders.

        If an event of default has not occurred (or has occurred but is no longer  continuing) under the
Agreement,  then the  Trustee,  will  perform  only  such  duties as are  specifically  set forth in the
Agreement as being the duties to be performed by the Trustee prior to the  occurrence  (or following the
discontinuance)  of an event of  default  thereunder.  If an event of default  occurs and is  continuing
under the  Agreement,  the Trustee is required to exercise such of the rights and powers vested in it by
the Agreement,  such as (upon the  occurrence  and during the  continuance of certain events of default)
either  acting as the servicer or appointing a successor  servicer,  and use the same degree of care and
skill in their  exercise as a prudent  investor  would  exercise or use under the  circumstances  in the
conduct of such investor's own affairs.  Subject to certain  qualifications  specified in the Agreement,
the Trustee,  will be liable for its own negligent action,  its own negligent failure to act and its own
willful misconduct.

        The  Trustee's  duties  and  responsibilities  under the  Agreement  include,  upon  receipt  of
resolutions,  certificates  and reports which are  specifically  required to be furnished to it pursuant
to the Agreement,  examining  them to determine  whether they are in the form required by the Agreement,
providing  to the Rating  Agencies  notices of the  occurrence  of certain  events of default  under the
Agreement,  appointing a successor  servicer,  and  effecting  the optional  termination  of either Loan
Group or the Trust.

        The Trustee may resign at any time, in which event the Depositor  will be obligated to appoint a
successor  trustee.  The Depositor  may also remove the Trustee if the Trustee  ceases to be eligible to
continue as Trustee  under the  Agreement  and fails to resign  after  written  request  therefor by the
Depositor  or if the  Trustee  becomes  insolvent.  Upon  becoming  aware  of those  circumstances,  the
Depositor  will be  obligated  to appoint a  successor  trustee.  The Trustee may also be removed at any
time by the holders of certificates  evidencing not less than 51% of the aggregate  voting rights in the
related trust.  Any  resignation or removal of the Trustee and  appointment of a successor  trustee will
not become  effective until  acceptance of the appointment by the successor  trustee as set forth in the
Agreement.

        On and after the time the Servicer  receives a notice of termination  pursuant to the Agreement,
the Trustee  shall  become the  successor to the  Servicer,  or shall  appoint a successor  servicer (as
described  below) with respect to the  transactions set forth or provided for in the Agreement and after
a  transition  period  (not to exceed 90 days),  shall be subject to all the  responsibilities,  duties,
liabilities  and  limitations  on liabilities  relating  thereto placed on the Servicer by the terms and
provisions of the Agreement;  provided,  however,  that the Trustee shall have no obligation  whatsoever
with  respect to any  liability  (other  than  advances  deemed  recoverable  and not  previously  made)
incurred by the  Servicer at or prior to the time of  termination.  Effective on the date of such notice
of  termination,  as  compensation  therefor,  the  Trustee  shall  be  entitled  to  all  compensation,
reimbursement  of expenses and  indemnification  that the Servicer would have been entitled to if it had
continued to act pursuant to the Agreement  except for those  amounts due the Servicer as  reimbursement
permitted  under  this  Agreement  for  advances  previously  made  or  expenses  previously   incurred.
Notwithstanding  the foregoing,  the Trustee may, if it shall be unwilling to so act, or shall, if it is
prohibited by applicable law from making advances or if it is otherwise  unable to so act,  appoint,  or
petition  a court of  competent  jurisdiction  to  appoint,  any  established  mortgage  loan  servicing
institution  the  appointment  of which  does  not  adversely  affect  the then  current  rating  of the
certificates  by each rating agency as the successor to the pursuant to the Agreement in the  assumption
of all or any part of the  responsibilities,  duties or  liabilities  of the  Servicer  pursuant  to the
Agreement.  Any successor  servicer shall be an established  housing and home finance  institution which
is a Fannie  Mae- or  Freddie  Mac-approved  servicer  and  shall  have a net  worth  of not  less  than
$10,000,000;  provided,  that the  Trustee  shall  obtain a letter  from  each  Rating  Agency  that the
ratings,  if any, on each of the  Certificates  will not be lowered as a result of the  selection of the
successor to the  Servicer.  If the Trustee  assumes the duties and  responsibilities  of the  Servicer,
the  Trustee  shall not  resign as  servicer  until a  successor  servicer  has been  appointed  and has
accepted such appointment.  Pending appointment of a successor to the Servicer under the Agreement,  the
Trustee,  unless  the  Trustee  is  prohibited  by law from so  acting,  shall act in such  capacity  as
provided in the Agreement.  In connection with such  appointment  and  assumption,  the Trustee may make
such  arrangements  for the  compensation  of such  successor  out of  payments  on  mortgage  loans  or
otherwise as it and such successor shall agree;  provided that such compensation  shall not be in excess
of that which the Servicer  would have been  entitled to if the Servicer had  continued to act under the
Agreement,  and that such  successor  shall  undertake and assume the  obligations of the Trustee to pay
compensation  to any third Person acting as an agent or  independent  contractor in the  performance  of
servicing  responsibilities under the Agreement.  The Trustee and such successor shall take such action,
consistent with the Agreement, as shall be necessary to effectuate any such succession.

        The costs and  expenses of the  Trustee in  connection  with the  termination  of the  Servicer,
appointment of a successor servicer and any transfer of servicing,  including,  without limitation,  all
costs and 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 enable the Trustee or successor  servicer
to service  the  mortgage  loans  properly  and  effectively,  to the extent not paid by the  terminated
servicer,  will be payable to the Trustee pursuant to the Agreement.  Any successor  servicer shall give
notice to the  applicable  mortgagors  of such  change of  servicer  and  will,  during  the term of its
service as successor  servicer,  maintain in force the policy or policies  that the Servicer is required
to maintain pursuant to the Agreement.

        If the Trustee  will  succeed to any duties of the Servicer  respecting  the  mortgage  loans as
provided  herein,  it  will do so in a  separate  capacity  and  not in its  capacity  as  Trustee  and,
accordingly,  the provisions of the Agreement  concerning the Trustee's  duties will be  inapplicable to
the Trustee in its duties as the  successor  to the  Servicer in the  servicing  of the  mortgage  loans
(although  such  provisions  will  continue to apply to the Trustee in its  capacity  as  Trustee);  the
provisions  of the  Agreement  relating  to the  Servicer,  however,  will  apply to the  Trustee in its
capacity as successor servicer.

        Upon any  termination  or  appointment  of a successor  to the  Servicer,  the Trustee will give
prompt written notice thereof to the Rating Agencies.

               Servicing and Other Compensation and Payment of Expenses

        The Servicer  will be entitled to receive a Servicing  Fee as  compensation  for its  activities
under the  Agreement  equal to 1/12th of the  Servicing  Fee Rate  multiplied  by the  aggregate  Stated
Principal  Balance of the mortgage  loans as of the Due Date in the month  preceding  the month in which
such distribution date occurs.  The Servicing Fee Rate for each mortgage loan will be 0.375% per annum.

        In addition to the primary compensation  described above, the Servicer may be entitled to retain
assumption  fees,  tax  service  fees  and  late  payment  charges,  all to the  extent  collected  from
mortgagors and as provided in the Agreement.

        The  Servicer  will  pay  all  related  expenses  incurred  in  connection  with  its  servicing
responsibilities (subject to limited reimbursement as described in the Agreement).

Servicing Responsibilities

        The Servicer  will be  responsible  for  servicing  the mortgage  loans in  accordance  with the
provisions of the Agreement.  The responsibilities generally include:

o       communicating with borrowers;

o       sending monthly remittance statements to borrowers;

o       collecting payments from borrowers;

o       recommending  a loss  mitigation  strategy for borrowers who have defaulted on their loans (i.e.
        repayment plan, modification, foreclosure, etc.);

o       accurate and timely accounting,  reporting and remittance of the principal and interest portions
        of monthly  installment  payments to the  Trustee,  together  with any other sums paid by
        borrowers that are required to be remitted;

o       accurate  and  timely  accounting  and  administration  of  escrow  and  impound  accounts,   if
        applicable;

o       accurate and timely reporting of negative amortization amounts, if any;

o       paying escrows for borrowers, if applicable;

o       calculating and reporting payoffs and liquidations;

o       maintaining an individual file for each loan; and

o       maintaining primary mortgage insurance  commitments or certificates if required,  and filing any
        primary mortgage insurance claims.

Table of Fees

        The  following  table  indicates  the fees  expected  to be paid  from the cash  flows  from the
mortgage loans and other assets of the trust fund while the Offered Certificates are outstanding.

        The  Servicing  Fee  is  expressed  as a  percentage,  at an  annualized  rate,  applied  to the
outstanding aggregate principal balance of the mortgage loans.

                Item                  Rate(1)                       Paid From
           Servicing Fee          0.375% per annum     Mortgage loan interest collections
        ___________
        (1) The fee is paid  on a first  priority  basis  from  collections  allocable  to
            interest on the mortgage loans, prior to distributions to certificateholders.

Realization Upon Defaulted Mortgage Loans

        The Servicer  will take such action  either as it deems to be in the best interest of the trust,
or as is consistent with accepted  servicing  practices or in accordance with established  practices for
other  mortgage  loans  serviced by the Servicer with respect to defaulted  mortgage loans and foreclose
upon or otherwise  comparably  convert the ownership of properties  securing defaulted mortgage loans as
to  which  no  satisfactory  collection  arrangements  can be  made.  To the  extent  set  forth  in the
Agreement,  the  Servicer  will  service the  property  acquired  by the trust  through  foreclosure  or
deed-in-lieu of foreclosure in accordance  with  procedures  that the Servicer  employs and exercises in
servicing  and  administering  mortgage  loans for its own  account  and which  are in  accordance  with
accepted mortgage servicing practices of prudent lending  institutions,  and Fannie Mae guidelines.  The
Servicer  will not be  required  to expend its own moneys  with  respect to the  restoration  or to make
servicing  advances with respect to such mortgaged  properties  unless the Servicer has determined  that
(i) such amounts would be recovered,  and (ii) it believes such  restoration  will increase  proceeds to
the trust following the mortgaged property's eventual liquidation.

        Since Insurance  Proceeds  received in connection with a mortgage loan cannot exceed  deficiency
claims and certain expenses  incurred by the Servicer,  no insurance  payments will result in a recovery
to  certificateholders  which exceeds the principal balance of the defaulted mortgage loan together with
accrued interest thereon at its applicable Net Rate.

Monthly Reports to Certificateholders

        On each  distribution  date,  the Trustee  will make  available to each  certificateholder,  the
Servicer and the Depositor a statement generally setting forth, among other information:

        (a)    the Current  Principal  Amount or  notional  amount of each class of  Certificates  after
giving effect (i) to all  distributions  allocable to principal on such  distribution  date and (ii) the
allocation of any Applied Realized Loss Amounts for such distribution date;

        (b)    the amount of the related  distribution  to holders of each class allocable to principal,
separately  identifying (A) the aggregate amount of any Principal  Prepayments included therein, (B) the
aggregate  of all  scheduled  payments  of  principal  included  therein  and  (C) the  Extra  Principal
Distribution Amount (if any);

        (c)    the  pass-through  rate for each  applicable  class of  Certificates  with respect to the
current Due Period,  and, if applicable,  whether such  pass-through  rate was limited by the applicable
Net Rate Cap;

        (d)    the amount of such distribution to holders of each class allocable to interest;

        (e)    the  applicable   accrual  periods  dates  for  calculating   distributions  and  general
distribution dates;

        (f)    the total cash flows received and the general sources thereof;

        (g)    the amount,  if any, of fees or expenses accrued and paid, with an  identification of the
payee and the general  purpose of such fees  including the related  amount of the Servicing Fees paid to
or retained by the Servicer for the related Due Period paid to the Trustee for the related Due Period;

        (h)    the Interest Carry Forward Amount and any Basis Risk Shortfall  Carry-forward  Amount for
each class of Certificates;

        (i)    with respect to each Loan Group or Sub-Loan  Group,  as applicable,  the aggregate of the
Stated Principal Balance of the related mortgage loans for the following distribution date;

        (j)    with  respect  to each Loan  Group or  Sub-Loan  Group,  as  applicable,  the  number and
outstanding  principal  balance of the related  mortgage  loans that were  Delinquent  (exclusive of any
mortgage  loan in  foreclosure)  (A)  that are 30 to 59  days Delinquent,  (B) that  are 60  to 89  days
Delinquent,  (C) that are 90 or more days  Delinquent  and (D) for which  foreclosure  proceedings  have
been  commenced,  in each  case as of the  close  of  business  on the last  day of the  calendar  month
preceding  such  distribution  date and  separately  identifying  such  information  for the first  lien
mortgage loans and second lien mortgage loans;

        (k)    with respect to each Loan Group or Sub-Loan Group,  as applicable,  the amount of Monthly
Advances  included in the distribution on such  distribution date (including the general purpose of such
Monthly Advances);

        (l)    with respect to each Loan Group or Sub-Loan Group, as applicable,  the cumulative  amount
of Applied Realized Loss Amounts to date;

        (m)    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;

        (n)    with  respect  to each Loan Group or  Sub-Loan  Group,  as  applicable,  and any  related
mortgage loan that was liquidated  during the preceding  calendar  month,  the loan number and aggregate
Stated  Principal  Balance of, and Realized  Loss on, such  mortgage loan as of the close of business on
the determination date preceding such distribution date;

        (o)    with respect to each Loan Group or Sub-Loan  Group,  as applicable,  the total number and
principal  balance of any real estate  owned or REO  Properties  as of the close of business on the last
day of the calendar month preceding such distribution date;

        (p)    with  respect  to each Loan Group or  Sub-Loan  Group,  as  applicable,  the three  month
rolling  average of the  percent  equivalent  of a fraction,  the  numerator  of which is the  aggregate
Stated  Principal  Balance  of the  mortgage  loans  that  are 60  days  or  more  Delinquent  or are in
bankruptcy or foreclosure or are REO Properties,  and the  denominator of which is the aggregate  Stated
Principal  Balance of all of the  mortgage  loans in each case as of the close of  business  on the last
day of the calendar month preceding such distribution  date and separately  identifying such information
for the first lien mortgage loans;

        (q)    with respect to each Loan Group or Sub-Loan  Group,  as applicable,  the Realized  Losses
during the related  Due Period and the  cumulative  Realized  Losses  through  the end of the  preceding
month;

        (r)    with  respect to each Loan Group or  Sub-Loan  Group,  as  applicable,  whether a Trigger
Event exists;

        (s)    updated pool  composition  data,  including  the weighted  average  mortgage rate and the
weighted average remaining term;

        (t)    the special hazard amount, fraud loss amount and bankruptcy amount, if applicable,  as of
the close of  business  on the  applicable  distribution  date and a  description  of any  change in the
calculation of these amounts; and

        (u)    the  amount of the  distribution  made on such  distribution  date to the  holders of the
Class XP Certificates allocable to prepayment charges.

        The Trustee will make the monthly statement and, at its option,  any additional files containing
the same  information  in an alternative  format,  available  each month to  certificateholders  via the
Trustee's  internet  website  at  www.ctslink.com.  Assistance  in  using  the  website  service  can be
obtained by calling the Trustee's  customer  service desk at (301) 815-6600.  Parties that are unable to
use the above  distribution  options  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 may change the way monthly
statements are  distributed in order to make such  distributions  more  convenient or more accessible to
the above parties.

        The annual reports on Form 10-K, the  distribution  reports on Form 10-D, the current reports on
Form 8-K and  amendments  to those  reports  filed or furnished  with  respect to the trust  pursuant to
section  13(a) or 15(d) of the Exchange  Act which were filed by the Trustee  will be made  available on
the website of the Trustee promptly after such material is  electronically  filed with, or furnished to,
the SEC. In  addition,  upon  request,  the Trustee  will  prepare and make  available  to a  requesting
certificateholder  of record  during the  previous  calendar  year a  statement  containing  information
necessary to enable  certificateholders  to prepare  their tax returns.  Such  statements  will not have
been examined and reported upon by an independent public accountant.

               Collection and Other Servicing Procedures and Modifications

        The Servicer  will use its  reasonable  efforts to ensure that all payments  required  under the
terms and  provisions  of the  mortgage  loans are  collected,  and will  follow  collection  procedures
comparable to the collection  procedures of prudent  mortgage lenders  servicing  mortgage loans for its
own account, to the extent such procedures will be consistent with the Agreement.

        In instances  in which a mortgage  loan is in default or if default is  reasonably  foreseeable,
and if determined by the Servicer to be in the best  interests of the  certificateholders,  the Servicer
may engage,  either directly or through  subservicers,  in a wide variety of loss  mitigation  practices
including waivers,  modifications,  payment forbearances,  partial forgiveness,  entering into repayment
schedule  arrangements,  and  capitalization  of arrearages  rather than proceeding with  foreclosure or
repossession,  if  applicable.  Modifications  may have the effect of, among other things,  reducing the
loan rate,  forgiving  payments of principal,  interest or other amounts owed under the mortgage loan or
contract,  such as  taxes  or  insurance  premiums,  extending  the  final  maturity  date of the  loan,
capitalizing  delinquent  interest and other  amounts owed under the mortgage  loan or contract,  or any
combination of these or other  modifications.  In addition,  if the loan is not in default or if default
is not  reasonably  foreseeable,  the  Servicer  may modify the loan only to the extent set forth in the
Agreement;  provided that, such  modification will not result in the imposition of taxes on any REMIC or
otherwise  adversely  affect the REMIC status of the trust.  Any modified  loan may remain in the trust,
and the reduction in collections  resulting from a modification  may result in reduced  distributions of
interest  or  principal  on, or may extend the final  maturity  of, one or more  classes of the  related
securities.

        Approximately  58.07%,  56.07%  and 56.68% of the group I,  sub-group  II-1 and  sub-group  II-2
mortgage loans,  respectively,  are assumable under some  circumstances  if, in the sole judgment of the
servicer,  the prospective  purchaser of a mortgaged  property is creditworthy  and the security for the
mortgage  loan is not impaired by the  assumption.  The  remainder of the mortgage  loans are subject to
customary due-on-sale provisions.

        Certain  mortgage  loans contain  due-on-sale  clauses.  If a Mortgaged  Property has been or is
about to be conveyed by the  Mortgagor  and the  Servicer  has  knowledge  thereof,  the  Servicer  will
accelerate  the  maturity of the  mortgage  loan,  to the extent  permitted  by the terms of the related
mortgage note, the terms of any primary  mortgage  insurance policy and applicable law. If it reasonably
believes  that the  due-on-sale  clause  cannot be enforced  under  applicable  law, or would  otherwise
potentially impair any recovery under a primary mortgage  insurance policy, if applicable,  the Servicer
in some cases with the prior  consent of the Trustee (not to be  unreasonably  withheld)  may enter into
an  assumption  agreement  with the person to whom such  property  has been or is about to be  conveyed,
pursuant to which such person becomes  liable under the mortgage note and the  Mortgagor,  to the extent
permitted by applicable  law,  remains  liable  thereon.  The Servicer will retain any fee collected for
entering into an assumption  agreement as additional  servicing  compensation  to the extent provided in
the  Servicing  Agreement.  In regard to  circumstances  in which the  Servicer may be unable to enforce
due-on-sale  clauses,  see "Legal Aspects of Mortgage Loans" in the  prospectus.  In connection with any
such  assumption,  the  mortgage  rate borne by the related  mortgage  note may not be changed.  Certain
other mortgage loans are assumable  under some  circumstances  if, in the sole judgment of the servicer,
the  prospective  purchaser of a mortgaged  property is  creditworthy  and the security for the mortgage
loan is not impaired by the assumption.

        The Servicer will establish and maintain,  in addition to the Custodial  Account described under
"--The  Custodial  Account," one or more  accounts  which comply with the  requirements  of the Servicing
Agreement.  The Servicer will deposit and retain  therein all  collections  from the  mortgagors for the
payment of taxes,  assessments,  insurance  premiums,  or comparable items as agent of the mortgagors as
provided in the Servicing  Agreement.  Each of these  accounts and the  investment  of deposits  therein
shall comply with the  requirements  of the Servicing  Agreement and shall meet the  requirements of the
Rating  Agencies.  Withdrawals  of amounts  from the  Protected  Accounts  may be made to effect  timely
payment of taxes,  assessments,  insurance premiums,  or comparable items, to reimburse the Servicer for
any  advances  made  with  respect  to such  items,  for  application  to  restoration  or repair of the
Mortgaged  Property,  to refund to any mortgagors  any sums as may be determined to be overages,  to pay
to the  Servicer,  or to the  Mortgagor  to the extent  required by law,  interest  paid on the funds on
deposit in such accounts to clear and terminate,  such accounts at or at any time after the  termination
of the Servicing Agreement, and to make such other withdrawals as provided in the Servicing Agreement.

        The  Servicer  will  maintain  errors and  omissions  insurance  and  fidelity  bonds in certain
specified amounts.

               Hazard Insurance

        The Servicer will maintain and keep,  or cause to be maintained  and kept,  with respect to each
mortgage  loan,  other than a mortgage loan secured by a condominium  unit, in full force and effect for
each Mortgaged  Property a hazard  insurance  policy equal to at least the lesser of (i) the Outstanding
Principal  Balance  of the  mortgage  loan or (ii)  the  maximum  insurable  value  of the  improvements
securing  such  mortgage  loan,  or equal to such  other  amount  as  calculated  pursuant  to a similar
formulation  as  provided in the  Servicing  Agreement,  and  containing  a standard or union  mortgagee
clause;  provided,  however,  that the  amount of the hazard  insurance  may not be less than the amount
necessary to prevent loss due to the  application of any  co-insurance  provision of the related policy.
Any amounts  collected by the Servicer under any such hazard  insurance policy (other than amounts to be
applied to the restoration or repair of the Mortgaged  Property or amounts  released to the Mortgagor in
accordance  with normal  servicing  procedures)  shall be  deposited  in a Protected  Account.  Any cost
incurred in maintaining  any such hazard  insurance  policy shall not be added to the amount owing under
the mortgage loan for the purpose of calculating  monthly  distributions  by the Servicer to the Trustee
notwithstanding  that the terms of the mortgage loan so permit.  Such costs shall be  recoverable by the
Servicer out of related late  payments by the  Mortgagor  or out of  Insurance  Proceeds or  Liquidation
Proceeds  or any  other  amounts  in the  related  Protected  Account.  The  right  of the  Servicer  to
reimbursement  for such costs  incurred  will be prior to the right of Trustee  to receive  any  related
Insurance Proceeds or Liquidation Proceeds or any other amounts in the related Protected Account.

        In general,  the standard form of fire and extended coverage policy covers physical damage to or
destruction of the  improvements on the property by fire,  lightning,  explosion,  smoke,  windstorm and
hail,  riot,  strike and civil  commotion,  subject to the conditions and exclusions  particularized  in
each policy.  Although the policies  relating to the mortgage  loans will be  underwritten  by different
insurers and therefore  will not contain  identical  terms and  conditions,  the basic terms thereof are
dictated by state law.  Such  policies  typically do not cover any physical  damage  resulting  from the
following:  war,  revolution,  governmental  actions,  floods  and  other  water-related  causes,  earth
movement (including earthquakes,  landslides and mud flows), nuclear reactions,  wet or dry rot, vermin,
rodents,  insects or domestic animals,  theft and, in certain cases,  vandalism and malicious  mischief.
The foregoing  list is merely  indicative of certain kinds of uninsured  risks and is not intended to be
all-inclusive.

        Since the amount of hazard insurance to be maintained on the improvements  securing the mortgage
loans may decline as the principal  balances owing thereon decrease,  and since  residential  properties
have  historically  appreciated  in value over  time,  in the event of partial  loss,  hazard  insurance
proceeds may be insufficient to restore fully the damaged property.

        Where the property  securing a mortgage loan is located at the time of  origination,  or at such
other time as set forth in the Servicing  Agreement,  in a federally designated flood area, the Servicer
will  cause  with  respect  to such  mortgage  loan  flood  insurance  to the  extent  available  and in
accordance  with industry  practices to be maintained.  Such flood  insurance will be in an amount equal
to the  lesser of (i) the  Outstanding  Principal  Balance  of the  related  mortgage  loan and (ii) the
minimum  amount  required  under  the  terms of  coverage  to  compensate  for any  damage  or loss on a
replacement  cost basis, or equal to such other amount as calculated  pursuant to a similar  formulation
as  provided  in the  Servicing  Agreement,  but not more  than the  maximum  amount  of such  insurance
available  for the related  Mortgaged  Property  under either the regular or  emergency  programs of the
National Flood  Insurance  Program  (assuming that the area in which such Mortgaged  Property is located
is participating in such program).

        The  Servicer,  on behalf of the  Trustee and  Certificateholders,  will  present  claims to the
insurer under any applicable  hazard insurance  policy.  If the Servicer obtains and maintains a blanket
hazard  insurance  policy,  the  Servicer is  required to deposit in a Protected  Account the amount not
otherwise payable due to such deductible under such blanket hazard insurance policy.

Evidence as to Compliance

        The  Agreement  will provide that on or before March 15 of each year,  beginning  with the first
year  after the year in which the  Cut-off  Date  occurs,  each  party  participating  in the  servicing
function  will provide to the  Servicer,  the  Depositor  and the Trustee a report on an  assessment  of
compliance  with the minimum  servicing  criteria  established in Item 1122(a) of Regulation AB (the "AB
Servicing  Criteria").  The AB Servicing  Criteria include specific  criteria  relating to the following
areas: general servicing  considerations,  cash collection and administration,  investor remittances and
reporting,  and  pool-asset  administration.  Such report will indicate  that the AB Servicing  Criteria
were used to test  compliance  on a platform  level  basis and will set out any  material  instances  of
noncompliance.

        The Agreement  will also provide that each party  participating  in the servicing  function will
deliver  to the  Servicer,  the  Depositor  and the  Trustee  along  with its  report on  assessment  of
compliance,  an attestation  report from a firm of independent  public  accountants on the assessment of
compliance with the AB Servicing Criteria.

        The  Agreement  will also  provide for  delivery  on or before  March 15 of each year a separate
annual  statement of compliance from each party  participating  in the servicing  function to the effect
that, to the best knowledge of the signing  officer,  such party has fulfilled in all material  respects
its obligations  under the Agreement or related  servicing  agreement  throughout the preceding year or,
if there has been a material  failure in the  fulfillment  of any such  obligation,  the statement  will
specify  such  failure and the nature and status  thereof.  This  statement  may be provided as a single
form making the required statements as to more than one Agreement or related servicing agreement.

        Copies of the annual reports of assessment of compliance,  attestation  reports,  and statements
of  compliance  may be  obtained  by  certificateholders  without  charge  upon  written  request to the
Servicer  at the address of the  Servicer  set forth  above  under "The  Servicer."  These items will be
filed with the Issuing Entity's annual report on Form 10-K, to the extent required under Regulation AB.

The Custodial Account

        The Servicer  will  establish  and  maintain in the name of the Trustee,  for the benefit of the
certificateholders,  an  account,  referred  to  herein as the  Custodial  Account,  into  which it will
deposit  daily all  collections  of  principal  and interest on any mortgage  loans,  including  but not
limited to Principal  Prepayments,  Insurance Proceeds,  Liquidation Proceeds (less amounts reimbursable
to the Servicer out of Liquidation  Proceeds in accordance  with the  Agreement),  the Repurchase  Price
for any mortgage  loans  repurchased  and Monthly  Advances made from the Servicer's own funds (less the
Servicing  Fee) and  Compensating  Interest  Payments.  The amount at any time credited to the Custodial
Account,  if invested,  shall be invested in the name of the Trustee in permitted  investments  selected
by the Servicer.  The Servicer will be entitled to any amounts  earned on permitted  investments  in the
Custodial  Account.  The Servicer will also deposit into the Custodial  Account any amounts  required to
be deposited  with  respect to losses on Permitted  Investments  and any other  amounts  received by the
Servicer  and  required  to be  deposited  in the  Custodial  Account  pursuant  to the  Agreement.  The
Custodial  Account and amounts at any time credited  thereto shall comply with the  requirements  of the
Agreement and shall meet the requirements of the Rating Agencies.

The Distribution Account

        The Trustee  shall  establish  and maintain in the name of the  Trustee,  for the benefit of the
certificateholders,  an  account,  referred  to herein as the  Distribution  Account,  into which on the
second Business Day prior to each  distribution  date, all available funds in the Custodial  Account for
such  distribution  date will be transferred by the Servicer.  All amounts deposited to the Distribution
Account shall be held in the name of the Trustee in trust for the benefit of the  certificateholders  in
accordance  with the terms and  provisions  of the  Agreement.  The amount at any time  credited  to the
Distribution  Account,  if  invested,  shall  be  invested  in the  name  of the  Trustee  in  permitted
investments  selected by the  Trustee.  The Trustee  will be entitled to any amounts  earned and will be
liable for any losses on permitted  investments in the  Distribution  Account to the extent set forth in
the Agreement.

        On each distribution date, the Trustee shall pay the  certificateholders  in accordance with the
provisions set forth under "Description of the Certificates--Distributions on the Certificates" herein.

The Reserve Fund

        The  Trustee  shall  establish  and  maintain,  for the  benefit of the  holders of the Group II
Offered  Certificates,  Class II-B-6 Certificates and Class II-B-IO Certificates,  an account,  referred
to herein as the  Reserve  Fund,  into which on each  distribution  date,  amounts  received  under each
Corridor  Contract will be deposited in accordance  with the provisions as set forth under "The Corridor
Contracts"  in this  prospectus  supplement.  The amount at any time on deposit in the Reserve Fund held
in trust for the  benefit of the Group II Offered  Certificates,  Class  II-B-6  Certificates  and Class
II-B-IO  Certificates,  shall be held either (i) uninvested in a trust or deposit account of the Trustee
with no liability for interest or other compensation  thereon or (ii) invested in permitted  investments
that mature no later than the Business Day prior to the next  succeeding  distribution  date. Any losses
on such  permitted  investments  shall not in any case be a liability of the Trustee but an amount equal
to such  losses  shall be given by the  Class  II-B-IO  Certificateholders  to the  Trustee  out of such
Certificateholders'  own funds  immediately  as  realized,  for deposit by the Trustee  into the Reserve
Fund.

        On each  distribution  date,  amounts  held in the Reserve  Fund for the benefit of the Group II
Offered  Certificates and the Class II-B-6  Certificates will be allocated to such Certificates,  to the
extent of amounts  available  for  distribution  with  respect to the related  Loan Group in the Reserve
Fund, in accordance  with the provisions set forth with respect  thereto under "The Corridor  Contracts"
in this prospectus supplement.

Voting Rights

        Voting  rights of the trust in general  will be  allocated  among the  classes  of  certificates
(other than the Residual Certificates) as set forth in the Agreement.

Termination

        The  obligations  of the Trustee and the Servicer  created by the Agreement  will terminate upon
(i) the later of the making of the final  payment  or other  liquidation  or any  advance  with  respect
thereto,  of the last mortgage loan subject  thereto or the  disposition  of all property  acquired upon
foreclosure  or  acceptance  of a deed in lieu of  foreclosure  of any  such  mortgage  loans,  (ii) the
payment to  certificateholders  of all amounts  required to be paid to them pursuant to the Agreement or
(iii) the  repurchase  by or at the  direction  of the  Depositor or its designee of all of the mortgage
loans and all related REO Property in the trust, as further discussed below.

        On any  distribution  date on which  the  aggregate  Stated  Principal  Balance  of the  group I
mortgage  loans is less than 10% of the  aggregate  Stated  Principal  Balance  of the group I  mortgage
loans as of the Cut-off Date or aggregate  Stated  Principal  Balance of the group II mortgage  loans is
less  than 10% of the  aggregate  Stated  Principal  Balance  of the group II  mortgage  loans as of the
Cut-off Date,  the Depositor or its designee,  may  repurchase  from the trust all of the mortgage loans
in the  related  Loan Group  remaining  outstanding  and any REO  Property  remaining  in the trust at a
purchase  price  equal to the sum of,  without  duplication,  (a) the  unpaid  principal  balance of the
mortgage  loans in the related Loan Group (other than mortgage  loans related to REO  Property),  net of
the  principal  portion of any  unreimbursed  Monthly  Advances  relating to the  mortgage  loans in the
related Loan Group made by the  purchaser,  plus accrued but unpaid  interest  thereon at the applicable
mortgage rate to, but not including,  the first day of the month of repurchase,  (b) the appraised value
of any related REO Property,  less the good faith  estimate of the Servicer of  liquidation  expenses to
be incurred in connection with its disposal thereof (but not more than the unpaid  principal  balance of
the related  mortgage loan,  together with accrued but unpaid interest on that balance at the applicable
mortgage  rate,  but  not  including  the  first  day of the  month  of  repurchase),  (c)  unreimbursed
out-of-pocket  costs of the  Servicer  related to the  applicable  Loan  Group,  including  unreimbursed
servicing advances and the principal portion of any unreimbursed  Monthly Advances,  made on the related
mortgage loans prior to the exercise of such repurchase and (d) any  unreimbursed  costs and expenses of
the  Trustee  related  to the  applicable  Loan  Group  payable  in  accordance  with  the  terms of the
Agreement.  Such person exercising this right, if not the Depositor or an affiliate,  shall be deemed to
represent  that one of the  following  will be true and  correct:  (i) the exercise of such option shall
not result in a non-exempt  prohibited  transaction under ERISA or Section 4975 of the Code or (ii) such
person  is (A) not a party  in  interest  with  respect  to any  Plan  and  (B) is not a  "benefit  plan
investor"  (other than a plan  sponsored or maintained  by such person,  provided that no assets of such
plan are invested or deemed to be invested in the  certificates).  If the holder of the option is unable
to exercise  such option by reason of the  preceding  sentence,  then the  Depositor  may exercise  such
option.  Any such  repurchase will result in the retirement of all of the  certificates  and termination
of  the  trust.  The  trust  may  also  be  terminated  and  the  Certificates  may  be  retired  on any
distribution  date upon the  Depositor's  determination,  based  upon an opinion  of  counsel,  that the
status of the trust fund as a REMIC has been lost or that a  substantial  risk  exists  that such status
will be lost for the then current  taxable  year.  In no event will the trust  created by the  Agreement
continue  beyond the  expiration  of 21 years from the death of the survivor of the persons named in the
Agreement.  See "The Agreements--Termination; Retirement of Securities" in the prospectus.


                                    FEDERAL INCOME TAX CONSEQUENCES

        Upon the issuance of the Offered  Certificates,  Orrick,  Herrington & Sutcliffe LLP, counsel to
the  Depositor,  will deliver its opinion  generally to the effect that,  assuming  compliance  with all
provisions of the  Agreement,  for federal  income tax purposes,  each REMIC  election made by the trust
fund will  qualify  as a REMIC  under the  Internal  Revenue  Code of 1986,  or the  Code.  The  Offered
Certificates  will represent  ownership of regular  interests in a REMIC coupled,  except in the case of
the Class X  Certificates,  with  certain  rights to the  payment  of  amounts  in respect of Basis Risk
Shortfall  Carry-forward  Amounts and, in the case of the Group I Offered  Certificates  (other than the
Class X Certificates),  amounts in respect of interest  accrued at a pass-through  rate in excess of the
related net rate cap  calculated  using the maximum Coupon Strip Rate instead of the actual Coupon Strip
Rate,  if  applicable  ("Excess  Coupon  Strip  Amount"),  and are herein  referred  to as the  "Regular
Certificates"  or  the  "REMIC  Regular  Certificates."  Each  of  the  Residual  Certificates  will  be
designated  as the residual  interest in the related  REMIC and are herein  referred to as the "Residual
Certificates"  or  the  "REMIC  Residual  Certificates".  All  certificateholders  are  advised  to  see
"Federal Income Tax  Consequences" in the prospectus for a discussion of the anticipated  federal income
tax  consequences of the purchase,  ownership and disposition of the REMIC Regular  Certificates and the
REMIC   Residual   Certificates.   Holders  of  the  Offered   Certificates   should  see  "Special  Tax
Considerations  Applicable to the Class A  Certificates  and Class B  Certificates"  in this  prospectus
supplement.

        The portions of the Regular  Certificates  that  represent  ownership of regular  interests in a
REMIC  generally  will be taxable as debt  obligations  under the Code and  interest  paid or accrued on
that  portion of the  Regular  Certificates,  including  original  issue  discount  with  respect to any
Regular  Certificates  issued with original issue  discount,  will be taxable to  certificateholders  in
accordance  with the accrual  method of accounting,  regardless of their usual method of accounting.  It
is anticipated  that, for federal income tax purposes,  some or all of the Regular  Certificates  may be
issued with  original  issue  discount.  See  "Federal  Income Tax  Consequences--Taxation  of Classes of
Exchangeable  Securities--Tax  Accounting for  Exchangeable  Securities" in the prospectus.  The Internal
Revenue Service  referred to herein as the IRS, has issued OID  regulations  under Sections 1271 to 1275
of the Code generally  addressing the treatment of debt instruments  issued with original issue discount
referred to herein as the OID  Regulations.  All purchasers of REMIC Regular  Certificates  are urged to
consult  their tax advisors for advice  regarding  the effect,  in any, of the original  issue  discount
provisions and regulations on the purchase of the Regular  Certificates.  The prepayment assumption that
will be used in  determining  the rate of accrual of original issue discount with respect to the Regular
Certificates  is 25%  CPR.  The  prepayment  assumption  represents  a rate of  payment  of  unscheduled
principal  on a pool of  mortgage  loans,  expressed  as an  annualized  percentage  of the  outstanding
principal  balance  of  such  mortgage  loans  at the  beginning  of  each  period.  See  "Yield  on the
Certificates--Weighted  Average Life" herein for a description  of the prepayment  assumption  model used
herein. However, no representation is made as to the rate at which prepayments actually will occur.

        In  certain  circumstances  the OID  Regulations  permit  the  holder  of a debt  instrument  to
recognize  original  issue  discount  under a method that differs from that used by the Issuing  Entity.
Accordingly,  it is  possible  that the holder of a Regular  Certificate  may be able to select a method
for  recognizing  original  issue  discount  that  differs  from that used by the  Trustee in  preparing
reports to the certificateholders and the IRS.

        Certain  classes of the Regular  Certificates  may be treated for federal income tax purposes as
having been issued at a premium.  Whether any holder of such a class of certificates  will be treated as
holding a certificate  with amortizable  bond premium will depend on such  certificateholder's  purchase
price and the  distributions  remaining to be made on such certificate at the time of its acquisition by
such  certificateholder.  Holders of such  classes of  certificates  should  consult  their tax advisors
regarding  the  possibility  of making an election to amortize  such  premium.  See "Federal  Income Tax
Consequences--Taxation   of  Classes  of   Exchangeable   Securities--Tax   Accounting  for   Exchangeable
Securities" in the prospectus.

Special Tax Considerations Applicable to the Class A Certificates and Class B Certificates

        All holders of the Class A  Certificates  and Class B  Certificates  will be entitled to amounts
paid in respect of Basis Risk  Shortfall  Carry-forward  Amounts  from excess cash flow and, in the case
of the Class I-A  Certificates  and  Class  I-B  Certificates,  Excess  Coupon  Strip  Amounts,  if any.
Accordingly,  holders of the Class A Certificates  and Class B Certificates  will be treated for federal
income tax purposes as owning a regular interest in a REMIC and a beneficial  ownership  interest in the
right to receive  payments of Basis Risk Shortfall  Carry-forward  Amounts and, in the case of the Class
I-A  Certificates  and Class I-B  Certificates,  Excess  Coupon  Strip  Amounts,  if any,  which are not
included in any REMIC.  The treatment of amounts  received by a  Certificateholder  with respect to such
Certificateholder's  right to receive  Basis  Risk  Shortfall  Carry-forward  Amounts as a result of the
application  of the related net rate cap or Excess  Coupon Strip  Amounts,  if any, will depend upon the
portion of such  Certificateholder's  purchase price  allocable  thereto.  Under the REMIC  regulations,
each  Certificateholder  of a Class A  Certificate  or Class B  Certificate  must  allocate its purchase
price for its Certificate  between its undivided  interest in the related REMIC regular interest and its
interest in the right to receive  payments from the reserve fund in respect of any Basis Risk  Shortfall
Carry-forward  Amounts and, if applicable,  Excess Coupon Strip Amounts,  if any in accordance  with the
relative  fair market values of each  property  right.  Such  allocation  will be used for,  among other
things,  purposes of computing any original issue discount,  market discount or premium,  as well as for
determining gain or loss on disposition.  No  representation  is or will be made as to the relative fair
market  values  thereof.  Generally,  payments  made to  Certificates  with  respect  to any Basis  Risk
Shortfall  Carry-forward  Amounts and Excess  Coupon Strip  Amounts,  if any, will be included in income
based on, and the purchase  price  allocated  to such  property  rights may be  amortized in  accordance
with, the regulations  relating to notional principal contracts.  In the case of non-corporate  holders,
the amortization of the purchase price may be subject to limitations as an itemized  deduction,  and may
not be  useable  at  all,  if  the  taxpayer  is  subject  to  the  alternative  minimum  tax.  However,
regulations  have been proposed that modify the taxation of notional  principal  contracts  that contain
contingent  nonperiodic  payments. As the application of such regulations (i.e., whether they apply, and
if so, how they apply)  are,  at this time,  unclear,  holders of the Class A  Certificates  and Class B
Certificates  should  consult with their own tax advisors with respect to the proper  treatment of their
interest in the reserve fund.

Characterization of the Offered Certificates

        We make no  representation  on  whether  the  Offered  Certificates  (or what,  if any,  portion
thereof) will constitute  "real estate assets" or whether the interest (or any portion)  thereon will be
considered  "interest  on  obligations  secured by mortgages  on real  property",  in each case for real
estate  investment  trusts,  or REITs.  In addition,  we make no  representation  on whether the Offered
Certificates (or what, if any,  portion  thereof) will constitute a "regular  interest in a REMIC" under
section 7701(a)(19)(C) for purposes of domestic building and loan associations.

Backup Withholding

        Pursuant  to the  Agreement,  the  Trustee  will (i)  deliver or cause to be  delivered a United
States  Internal  Revenue  Service  Form  W-9 for the  Trust  or  successor  applicable  form,  or other
appropriate United States tax forms as may be reasonably  required,  to the Corridor  Counterparty on or
before the first payment date under the Corridor  Contracts and  thereafter  prior to the  expiration or
obsolescence  of such form,  and (ii) request each Class II-B-IO  Certificateholder,  as required by the
Agreement,  to provide  certification  reasonably  acceptable to the Trustee to enable the Trust to make
payments on  the Class  II-B-IO  Certificates  without  U.S.  federal  backup  withholding  and (iii) as
authorized  by the  Class  II-B-IO  Certificateholders,  deliver  such  certification  to  the  Corridor
Counterparty upon request.  If the above  obligations are satisfied,  under current law, no U.S. federal
backup  withholding  taxes will be required to be deducted  or withheld  from  payments by the  Corridor
Counterparty  to the Trust. If any Class II-B-IO  Certificateholder  fails to provide the forms required
by clause  (ii)  above,  amounts  otherwise  payable by the  Corridor  Counterparty  under the  Corridor
Contracts may be reduced on account of taxes withheld by the Corridor Counterparty and/or the Trustee.

Penalty Protection

        If penalties were asserted against  purchasers of the Certificates  offered hereunder in respect
of their treatment of the Certificates  for tax purposes,  the summary of tax  considerations  contained
and the  opinions  stated,  herein  and in the  prospectus  may not meet the  conditions  necessary  for
purchasers' reliance on that summary and those opinions to exculpate them from the asserted penalties.

                                        METHOD OF DISTRIBUTION

        Subject  to the terms  and  conditions  set forth in the  underwriting  agreement,  the  Offered
Certificates,  are being purchased from the Depositor by the Underwriter upon issuance.  The Underwriter
is an affiliate of the  Depositor,  the Sponsor and BSRM.  The Offered  Certificates  will be offered by
the Underwriter  (only as and if issued and delivered to and accepted by the  Underwriter)  from time to
time in  negotiated  transactions  or otherwise at varying  prices to be determined at the time of sale.
Proceeds to the Depositor are expected to be  approximately  99.85% of the aggregate  principal  balance
of the  Offered  Certificates,  as of the  Cut-off  Date,  plus  accrued  interest  thereon,  but before
deducting  expenses  payable by the  Depositor in  connection  with the Offered  Certificates  which are
estimated to be approximately  $1,977,000.  The Depositor will indemnify the Underwriter against certain
civil  liabilities,  including  liabilities  under  the  Securities  Act of 1933,  as  amended,  or will
contribute to payments the Underwriter may be required to make in respect thereof.

        The Underwriter may effect these  transactions  by selling the  underwritten  certificates to or
through  dealers,  and those dealers may receive  compensation  in the form of  underwriting  discounts,
concessions or  commissions  from the  underwriter  for whom they act as agent.  In connection  with the
sale of the  underwritten  certificates,  the  Underwriter  may be deemed to have received  compensation
from the  Depositor  in the form of  underwriting  compensation.  The  Underwriter  and any dealers that
participate with the underwriters in the  distribution of the related  underwritten  certificates may be
deemed to be underwriters  and any profit on the resale of the underwritten  certificates  positioned by
them may be deemed to be underwriting discounts and commissions under the Securities Act.

        There is currently no secondary  market for the  certificates  and no  assurances  are made that
such a market will develop.  The Underwriter intends to establish a market in the Offered  Certificates,
but is not obligated to do so. Any such market, even if established, may or may not continue.

                                           SECONDARY MARKET

        There is currently no secondary  market for the  Certificates  and no  assurances  are made that
such a market will develop.  The Underwriter intends to establish a market in the Offered  Certificates,
but is not obligated to do so. Any such market, even if established, may or may not continue.

        The primary source of  information  available to investors  concerning the Offered  Certificates
will  be the  monthly  statements  discussed  in this  prospectus  supplement  under  "The  Pooling  and
Servicing  Agreement--Monthly  Reports to  Certificateholders,"  which will include information as to the
Current  Principal  Amount of the Offered  Certificates  and the status of the applicable form of credit
enhancement.  There  can  be  no  assurance  that  any  additional  information  regarding  the  Offered
Certificates  will be available  through any other  source.  In addition,  the Depositor is not aware of
any source through which price  information about the Offered  Certificates will be generally  available
on an  ongoing  basis.  The  limited  nature of  information  regarding  the  Offered  Certificates  may
adversely affect the liquidity of the Offered  Certificates,  even if a secondary market for the Offered
Certificates becomes available.

                                             LEGAL MATTERS

        Legal  matters  relating to the Offered  Certificates  will be passed upon for the Depositor and
the Underwriter by Orrick, Herrington & Sutcliffe LLP, New York, New York.

                                           LEGAL PROCEEDINGS

        There are no material legal proceedings pending against the Depositor,  the Trustee, the Issuing
Entity, BSRM, the Corridor  Counterparty or the Custodian,  or with respect to which the property of any
of the  foregoing  transaction  parties is  subject,  that are  material to the  certificateholders.  No
legal  proceedings  against any of the  foregoing  transaction  parties is known to be  contemplated  by
governmental  authorities,  that are material to the  certificateholders.  We refer you to "The Sponsor"
and "Servicing of the Mortgage  Loans--The  Servicer" for a description of the legal proceedings  against
the Sponsor and the Servicer.

                          AFFILIATIONS, RELATIONSHIPS AND RELATED TRANSACTIONS

        The Sponsor, the Issuing Entity, the Underwriter,  BSRM, the Corridor Counterparty, the Servicer
and the  Depositor are  affiliated  parties.  The  Custodian and the Trustee are the same entity.  There
are  no  affiliations  between  the  Sponsor,  the  Depositor,  the  Underwriter,   BSRM,  the  Corridor
Counterparty,  the Servicer or the Issuing Entity and any of the Trustee,  or the  Custodian.  There are
no  affiliations  among the Trustee and any 10%  concentration  originator  or the  Servicer.  There are
currently no business relationships,  agreements,  arrangements,  transactions or understandings between
(a) the Sponsor,  the  Depositor,  or the Issuing  Entity and (b) any of the parties  referred to in the
preceding  sentence,  or any of their respective  affiliates,  that were entered into outside the normal
course of business or that  contain  terms other than would be obtained in an arm's  length  transaction
with  an  unrelated  third  party  and  that  are  material  to  the  investor's  understanding  of  the
certificates,  or, except as disclosed  herein,  that relate to the  certificates  or the pooled assets.
No such business relationship,  agreement, arrangement,  transaction or understanding has existed during
the past two years,  other than as described under "The Pooling and Servicing  Agreement--The  Custodian"
herein.

                                               RATINGS

        It is a  condition  to the  issuance of each class of Offered  Certificates  that it receives at
least the ratings set forth below from S&P and Moody's.

                                                              Rating
                                  Class                 S&P          Moody's
                             _______________________________________________
                               Class I-A-1              AAA            Aaa
                               Class I-A-2              AAA            Aaa
                               Class I-A-3              AAA            Aaa
                                Class I-X               AAA            Aaa
                              Class II-1A-1             AAA            Aaa
                              Class II-1A-2             AAA            Aaa
                              Class II-1A-3             AAA            Aaa
                              Class II-2A-1             AAA            Aaa
                               Class I-B-1              AA+            Aaa
                               Class I-B-2              AA             Aa1
                               Class I-B-3              AA-            Aa1
                               Class I-B-4              A+             Aa2
                               Class I-B-5               A             Aa3
                               Class I-B-6              A-              A1
                               Class I-B-7             BBB+             A2
                               Class I-B-8              BBB            Baa1
                               Class I-B-9             BBB-            Baa2
                              Class II-B-1              AA             Aa1
                              Class II-B-2               A             Aa3
                              Class II-B-3             BBB+             A2
                              Class II-B-4              BBB             A3
                              Class II-B-5             BBB-            Baa1

        The ratings assigned by the Rating Agencies to mortgage  pass-through  certificates  address the
likelihood of the receipt of all  distributions on the mortgage loans by the related  certificateholders
under the  agreements  pursuant  to which  such  certificates  were  issued.  The  ratings of the Rating
Agencies take into  consideration the credit quality of the related mortgage pool,  structural and legal
aspects  associated  with such  certificates  and the extent to which the payment stream in the mortgage
pool is adequate to make payments required under such  certificates.  The ratings of the Rating Agencies
on such certificates do not, however,  constitute a statement  regarding frequency of prepayments on the
mortgages.

        The ratings assigned by the Rating Agencies do not address the possibility  that, as a result of
Principal Prepayments or recoveries certificateholders might suffer a lower than anticipated yield.

        The ratings assigned to the Offered Certificates should be evaluated  independently from similar
ratings on other types of securities.  A rating is not a recommendation  to buy, sell or hold securities
and may be subject to revision or withdrawal at any time by the Rating Agencies.

        The Depositor has not requested a rating of the Offered  Certificates by any rating agency other
than the Rating  Agencies.  However,  there can be no assurance  as to whether any other  rating  agency
will rate the  Offered  Certificates  or, in such event,  what  rating  would be assigned to the Offered
Certificates  by such other  rating  agency.  The ratings  assigned by such other  rating  agency to the
Offered Certificates may be lower than the ratings assigned by the Rating Agencies.

       The fees paid by the  Depositor  to the  Rating  Agencies  at closing  include a fee for  ongoing
surveillance by the Rating Agencies for so long as any Offered  Certificates are  outstanding.  However,
the Rating  Agencies  are under no  obligation  to the  Depositor  to  continue  to monitor or provide a
rating on the Offered Certificates.

                                          LEGAL INVESTMENT

        The Offered  Certificates  (other than the Class I-B-4,  Class I-B-5,  Class I-B-6, Class I-B-7,
Class I-B-8,  Class I-B-9,  Class II-B-3,  Class II-B-4 and Class II-B-5  Certificates)  will constitute
"mortgage  related  securities" for purposes of the Secondary  Mortgage  Market  Enhancement Act of 1984
referred to herein as SMMEA so long as they are rated in one of the two highest  rating  categories by a
nationally  recognized  statistical  rating  organization  and, as such,  will be legal  investments for
certain  entities  to the extent  provided in SMMEA,  subject to state laws  overriding  SMMEA.  Certain
states  have  enacted  legislation  overriding  the legal  investment  provisions  of  SMMEA.  It is not
anticipated  that the Class I-B-4,  Class I-B-5,  Class I-B-6,  Class I-B-7,  Class I-B-8,  Class I-B-9,
Class  II-B-3,  Class  II-B-4  and Class  II-B-5  Certificates  will be rated in one of the two  highest
rating  categories and therefore  will not  constitute  "mortgage  related  securities"  for purposes of
SMMEA.  The Class  I-B-4,  Class I-B-5,  Class I-B-6,  Class  I-B-7,  Class  I-B-8,  Class I-B-9,  Class
II-B-3,   Class  II-B-4  and  Class  II-B-5  Certificates  are  referred  to  herein  as  the  Non-SMMEA
Certificates.  The  appropriate  characterization  of the  Non-SMMEA  Certificates  under  various legal
investment  restrictions  and thus the ability of investors  subject to these  restrictions  to purchase
Non-SMMEA Certificates, may be subject to significant interpretative uncertainties.

        The Office of Thrift Supervision  referred to herein as the OTS has issued Thrift Bulletins 73a,
entitled  "Investing  in Complex  Securities"  referred to herein as TB 73a,  which is  effective  as of
December  18,  2001  and  applies  to  savings  associations  regulated  by the  OTS and  13a,  entitled
"Management of Interest Rate Risk, Investment Securities and Derivatives  Activities" referred to herein
as TB 13a,  which is  effective as of December 1, 1998 and applies to thrift  institutions  regulated by
the OTS.

        One of the primary  purposes of TB 73a is to require savings  associations,  prior to taking any
investment  position,  to determine that the investment position meets applicable  regulatory and policy
requirements  (including  those set forth TB 13a (see below)) and internal  guidelines,  is suitable for
the  institution  and is safe and sound.  The OTS  recommends,  with  respect to  purchases  of specific
securities,   additional  analysis,   including,  among  others,  analysis  of  repayment  terms,  legal
structure,  expected  performance of the Issuing Entity and any underlying assets as well as analysis of
the effects of payment  priority,  with respect to a security  which is divided into  separate  tranches
with  unequal  payments  and  collateral  investment  parameters,  with  respect to a  security  that is
prefunded or involves a revolving  period.  TB 73a reiterates the OTS's due diligence  requirements  for
investing in all securities and warns that if a savings  association  makes an investment  that does not
meet the applicable  regulatory  requirements,  the savings  association's  investment practices will be
subject to criticism and the OTS may require  divestiture of such  securities.  The OTS also recommends,
with respect to an investment in any "complex  securities," that savings  associations  should take into
account quality and  suitability,  interest rate risk and  classification  factors.  For the purposes of
each of TB 73a and TB 13a, "complex security"  includes among other things any  collateralized  mortgage
obligation  or real  estate  mortgage  investment  conduit  security,  other  than any  "plain  vanilla"
mortgage  pass-through  security (that is,  securities  that are part of a single class of securities in
the  related  pool  that are  non-callable  and do not  have any  special  features).  Accordingly,  all
classes of the Offered  Certificates  would  likely be viewed as "complex  securities."  With respect to
quality  and  suitability  factors,  TB 73a warns  (i) that a savings  association's  sole  reliance  on
outside ratings for material  purchases of complex  securities is an unsafe and unsound  practice,  (ii)
that a savings  association  should only use ratings and  analyses  from  nationally  recognized  rating
agencies in  conjunction  with and in validation  of, its own  underwriting  processes and (iii) that it
should not use ratings as a substitute  for its own  thorough  underwriting  analyses.  With respect the
interest rate risk factor,  TB 73a recommends that savings  associations  should follow the guidance set
forth in TB 13a.

        One of the primary  purposes of TB 13a is to require  thrift  institutions,  prior to taking any
investment position,  to (i) conduct a pre-purchase  portfolio sensitivity analysis for any "significant
transaction"  involving  securities  or  financial  derivatives  and (ii) conduct a  pre-purchase  price
sensitivity  analysis of any "complex security" or financial  derivative.  The OTS recommends that while
a thrift  institution  should  conduct  its own  in-house  pre-acquisition  analysis,  it may rely on an
analysis  conducted by an  independent  third-party as long as management  understands  the analysis and
its key assumptions. Further, TB 13a recommends
that the use of  "complex  securities  with high  price  sensitivity"  be limited  to  transactions  and
strategies  that  lower  a  thrift  institution's  portfolio  interest  rate  risk.  TB 13a  warns  that
investment in complex  securities  by thrift  institutions  that do not have adequate risk  measurement,
monitoring and control systems may be viewed by OTS examiners as an unsafe and unsound practice.

        All investors whose  investment  activities are subject to legal investment laws and regulations
or to review by certain  regulatory  authorities  may be subject to  restrictions  on  investment in the
Certificates.  Any such institution should consult its own legal advisors in determining  whether and to
what  extent  there  may be  restrictions  on its  ability  to invest in the  Certificates.  See  "Legal
Investment Matters" in the prospectus.

                                        ERISA CONSIDERATIONS

        Fiduciaries  of employee  benefit  plans  subject to Title I of the Employee  Retirement  Income
Security Act of 1974,  as amended  (referred to herein as ERISA),  should  consider the ERISA  fiduciary
investment  standards  before  authorizing  an  investment  by any  such  plan in the  Certificates.  In
addition,  fiduciaries of employee  benefit plans subject to Title I of ERISA,  as well as certain plans
or other  retirement  arrangements  that are not  subject to Title I of ERISA but are subject to Section
4975 of the  Code  (such  as  individual  retirement  accounts  and  Keogh  plans  covering  only a sole
proprietor or partners) or any entity whose  underlying  assets  include plan assets by reason of a plan
or account  investing in such  entity,  including an insurance  company  general  account  (collectively
referred  to herein as  Plan(s)),  should  consult  with their  legal  counsel to  determine  whether an
investment in the  Certificates  will cause the assets of the Trust (referred to herein as Trust Assets)
to be  considered  plan  assets  pursuant  to the  plan  asset  regulations  set  forth at 29  C.F.R.  §
2510.3-101,  as modified by Section 3(42) of ERISA  (referred to herein as the Plan Asset  Regulations),
thereby  subjecting  the Plan to the prohibited  transaction  rules with respect to the Trust Assets and
the Trustee or the  Servicer to the  fiduciary  investments  standards  of ERISA or cause the excise tax
provisions  of Section 4975 of the Code to apply to the Trust  Assets,  unless an  exemption  granted by
the United  States  Department of Labor  (referred to herein as the DOL) applies to the purchase,  sale,
transfer or holding of the Certificates.

        The DOL has  issued  Prohibited  Transaction  Exemption  90-30  (as  most  recently  amended  by
Prohibited  Transaction  Exemption 2007-05)  (referred to herein as the Underwriter's  Exemption) to the
Underwriter  which  is  expected  to  apply  to  the  Offered  Certificates  (other  than  the  Residual
Certificates) if the conditions  described below are satisfied.  However,  the  Underwriter's  Exemption
contains  a  number  of  conditions  which  must  be met for  the  exemption  to  apply,  including  the
requirements  that (i) the investing Plan must be an "accredited  investor" as defined in Rule 501(a)(1)
of  Regulation  D of the  Securities  and  Exchange  Commission  under the  Securities  Act and (ii) the
Offered  Certificates be rated at least "BBB-" (or its equivalent) by Fitch,  Inc., S&P,  Moody's,  DBRS
Limited or DBRS,  Inc. at the time of the Plan's  purchase,  provided  that no Mortgage  Loan has an LTV
in excess of 100% on the Closing Date.  See "ERISA Considerations" in the prospectus.

        The  Underwriter's  Exemption is expected to apply to the Subordinate  Certificates  (other than
the Class  II-B-6  Certificates)  if the  conditions  described  above are  satisfied.  Therefore,  each
beneficial owner of a Subordinate  Certificate  (other than a Class II-B-6  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) that  Certificate  was rated at least  "BBB-" at the
time of  purchase,  (ii) such  beneficial  owner is not a benefit  plan  investor  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 Subordinate  Certificate or any interest  therein is acquired or held in violation of the
conditions described in the preceding  paragraph,  the next preceding permitted beneficial owner will be
treated as the beneficial  owner of that  Subordinate  Certificate,  retroactive to the date of transfer
to the purported  beneficial owner. Any purported  beneficial owner whose acquisition or holding of that
Certificate or interest  therein was effected in violation of the conditions  described in the preceding
paragraph shall indemnify and hold harmless the Depositor,  the Trustee,  the Servicer,  any subservicer
and the Trust from and  against any and all  liabilities,  claims,  costs or expenses  incurred by those
parties as a result of that acquisition or holding.

        Before purchasing an Offered  Certificate,  a fiduciary of a Plan should itself confirm that the
Certificate  constitutes  "securities" for purposes of the Underwriter's Exemption and that the specific
and general  conditions  of the  Underwriter's  Exemption  and the other  requirements  set forth in the
Underwriter's  Exemption would be satisfied.  The Residual  Certificates do not satisfy the requirements
of the  Underwriter's  Exemption  and may not be  purchased  by or on behalf of, or with plan assets of,
any Plans.

        Any Plan fiduciary  that proposes to cause a Plan to purchase a Certificate  should consult with
its  counsel  with  respect  to  the  potential  applicability  to  such  investment  of  the  fiduciary
responsibility  and  prohibited  transaction  provisions  of ERISA and  Section  4975 of the Code to the
proposed  investment.  For further  information  regarding the ERISA  considerations of investing in the
Certificates, see "ERISA Considerations" in the prospectus.

        A  governmental  plan, as defined in Section 3(32) of ERISA,  is not subject to Title I of ERISA
or Section  4975 of the Code.  However,  such  governmental  plan may be subject to  Federal,  state and
local law, which is, to a material  extent,  similar to the fiduciary  provisions of Title I of ERISA. A
fiduciary  of a  governmental  plan  should  make  its own  determination  as to the  propriety  of such
investment under applicable fiduciary or other investment standards.

        The sale of any  Certificates  to a Plan is in no respect a  representation  by the  Underwriter
that such an investment  meets all relevant  legal  requirements  with respect to  investments  by Plans
generally or any particular  Plan or that such an investment is appropriate  for Plans  generally or any
particular Plan.

                               INCORPORATION OF INFORMATION BY REFERENCE

        There are  incorporated  into this prospectus  supplement by reference all documents,  including
but not limited to the financial  statements and reports filed or caused to be filed or  incorporated by
reference by the Depositor with respect to a trust fund pursuant to the  requirements  of Sections 13(a)
or 15(d) of the Exchange Act, prior to the  termination of the offering of the Offered  Certificates  of
the related series;  provided,  however,  this prospectus  supplement and any related  prospectus do not
incorporate  by  reference  the Issuing  Entity's  annual  reports  filed on Form 10-K with respect to a
trust fund.

        The Depositor  will provide or cause to be provided  without  charge to each person to whom this
prospectus  supplement  is delivered in  connection  with the offering of one or more classes of Offered
Certificates,  upon  written  or  oral  request  of the  person,  a copy  of  any  or  all  the  reports
incorporated  in this  prospectus  supplement,  in each case to the extent the reports  relate to one or
more of such classes of the Offered Certificates,  other than the exhibits to the documents,  unless the
exhibits are  specifically  incorporated  by reference in the documents.  Requests should be directed in
writing to Structured  Asset  Mortgage  Investments  II Inc.,  383 Madison  Avenue,  New York,  New York
10179,  Attention:  Secretary,  or by telephone at (212) 272-2000. The Depositor has determined that its
financial statements will not be material to the offering of any Offered Certificates.





                                                GLOSSARY

        Below are  abbreviated  definitions of significant  capitalized  terms used herein.  Capitalized
terms used herein but not defined herein shall have the meanings assigned to them in the prospectus.

Actual  Monthly  Payments -- For any mortgage loan and each Due Period,  the actual  monthly  payments of
principal and interest received during such month on such mortgage loan.

Adjusted  Rate Cap -- With  respect  to the Class I-A  Certificates  and  Class  I-B  Certificates,  each
distribution  date and the related Due Period,  the sum of (i) the  scheduled  Monthly  Payments owed on
the group I mortgage  loans for such Due Period  less the  related  Servicing  Fee and (ii) the  related
Actual  Monthly  Payments  received in excess of such  scheduled  Monthly  Payments,  expressed as a per
annum rate  calculated on the basis of the aggregate  Stated  Principal  Balance of the group I mortgage
loans for such Due Period and further  reflecting the accrual of interest on an actual/360 basis,  minus
the sum of (a) the  interest  payable  to the Class  I-X  Certificates  and (b) the  Coupon  Strip  with
respect to Loan Group I, if any,  payable to the Final  Maturity  Reserve  Account  with respect to such
distribution date, expressed as a per annum rate.

With respect to the Group II Certificates,  each distribution  date and the related Due Period,  the sum
of (i) the scheduled  Monthly  Payments owed on the group II mortgage loans for such Due Period less the
related  Servicing  Fees and (ii) the  related  Actual  Monthly  Payments  received  in  excess  of such
scheduled  Monthly  Payments,  expressed as a per annum rate  calculated  on the basis of the  aggregate
Stated  Principal  Balance of the group II  mortgage  loans for such Due Period and  further  reflecting
the accrual of interest on an actual/360 basis.

Agreement -- The Pooling and Servicing  Agreement,  dated as of March 1, 2007,  among the Depositor,  the
Sponsor and Servicer and the Trustee.

Applied Realized Loss Amount -- With respect to any class of Offered  Certificates  (other than the Class
X  Certificates)  and the Class II-B-6  Certificates,  and as to any  distribution  date, the sum of the
Realized  Losses with respect to the  mortgage  loans in the related  Loan Group or Sub-Loan  Group,  as
applicable,  which have been applied in reduction of the Current  Principal  Amount of such class, in an
amount equal to the amount,  if any, by which, (i) the aggregate  Current Principal Amount of all of the
Certificates in the related Loan Group or Sub-Loan Group (after all  distributions  of principal on such
distribution  date) exceeds (ii) the aggregate  Stated  Principal  Balance of the mortgage  loans in the
related Loan Group or Sub-Loan Group for such distribution date.

Bankruptcy Loss -- Any loss resulting from a bankruptcy  court, in connection with a personal  bankruptcy
of a  mortgagor,  (1)  establishing  the  value of a  mortgaged  property  at an  amount  less  than the
Outstanding  Principal  Balance of the mortgage loan secured by such mortgaged  property or (2) reducing
the amount of the Monthly Payment on the related mortgage loan.

Basis Risk Shortfall -- With respect to any Offered  Certificates  (other than the Class X  Certificates)
and the Class II-B-6 Certificates and as to any distribution date, the excess, if any, of:

         1.    The amount of Current  Interest  that such class  would have been  entitled to receive on
         such  distribution  date had the  applicable  pass-though  rate been  calculated at a per annum
         rate equal to the lesser of (i)  One-Month  LIBOR plus the  related  Margin and (ii) 10.50% per
         annum, over

         2.    The amount of Current  Interest on such class  calculated  using a pass-though rate equal
         to the applicable Net Rate Cap for such distribution date.

Basis Risk Shortfall  Carry-forward  Amount -- As of any distribution  date for the Offered  Certificates
(other  than the Class X  Certificates)  and the Class  II-B-6  Certificates,  the sum of the Basis Risk
Shortfall for such  distribution date and the Basis Risk Shortfall for all previous  distribution  dates
not  previously  paid,  together with interest  thereon at a rate equal to the  applicable  pass-through
rate for such distribution date.

Book-Entry  Certificates -- The Class A, the Class X and the Class B Certificates issued,  maintained and
transferred at the DTC.

BSRM -- Bear Stearns Residential Mortgage Corporation.

Business  Day -- Generally  any day other than a Saturday,  a Sunday or a day on which the New York Stock
Exchange  or  Federal  Reserve  is closed or on which  banking  institutions  in New York City or in any
jurisdiction  in which the  Trustee,  Custodian  or the  Servicer  is located  are  obligated  by law or
executive order to be closed.

Cede -- Cede & Co.

Certificate Owner -- Any person who is the beneficial owner of a Book-entry Certificate.

Certificates -- The Offered Certificates and the Non-Offered Certificates.

Class I-A Certificates -- The Class I-A-1, Class I-A-2, and Class I-A-3 Certificates.

Class I-A Principal  Distribution  Amount -- For any  distribution  date on or after the related Stepdown
Date on which a Group I Trigger  Event is not in effect,  an amount  equal to the excess (if any) of (x)
the  aggregate  Current  Principal  Amount  of the  Class  I-A  Certificates  immediately  prior to such
distribution  date over (y) the lesser of (I) the excess of (a) the aggregate Stated  Principal  Balance
of the  group I  mortgage  loans as of the last day of the  related  Due  Period  (after  reduction  for
Principal  Prepayments  and Realized  Losses on the group I mortgage loans  incurred  during the related
Prepayment  Period) over (b) the aggregate Stated Principal  Balance of the group I mortgage loans as of
the last day of the related Due Period (after  reduction for Principal  Prepayments  and Realized Losses
on the group I mortgage loans incurred  during the related  Prepayment  Period)  multiplied by (i) prior
to the  distribution  date in April 2013,  approximately  27.875% and (ii) on or after the  distribution
date in April 2013,  approximately  22.300%,  and (II) the excess of (a) the aggregate  Stated Principal
Balance of the group I mortgage  loans as of the last day of the  related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group I  mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) 0.50% of the principal balance of the group I mortgage loans as of
the Cut-off Date.

Class I-B Certificates -- The Class I-B-1,  Class I-B-2,  Class I-B-3,  Class I-B-4,  Class I-B-5,  Class
I-B-6, Class I-B-7, Class I-B-8 and Class I-B-9 Certificates.

Class I-B-1 Principal  Distribution  Amount -- For any distribution date on or after the related Stepdown
Date on which a Group I Trigger  Event is not in effect,  an amount  equal to the excess (if any) of (x)
the Current  Principal Amount of the Class I-B-1  Certificates  immediately  prior to such  distribution
date over (y) the lesser of (I) the excess of (a) the aggregate  Stated  Principal  Balance of the group
I  mortgage  loans  as of the  last  day of the  related  Due  Period  (after  reduction  for  Principal
Prepayments  and Realized  Losses on the group I mortgage loans incurred  during the related  Prepayment
Period) over (b) the sum of (1) the aggregate  Current  Principal  Amount of the Class I-A  Certificates
(after  taking  into  account  the  payment  of the Class I-A  Principal  Distribution  Amount  for such
distribution  date) and (2) the aggregate Stated  Principal  Balance of the group I mortgage loans as of
the last day of the related Due Period (after  reduction for Principal  Prepayments  and Realized Losses
on the group I mortgage loans incurred  during the related  Prepayment  Period)  multiplied by (i) prior
to the  distribution  date in April 2013,  approximately  21.750% and (ii) on or after the  distribution
date in April 2013,  approximately  17.400%,  and (II) the excess of (a) the aggregate  Stated Principal
Balance of the group I mortgage  loans as of the last day of the  related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group I  mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) 0.50% of the principal balance of the group I mortgage loans as of
the Cut-off Date.

Class I-B-2 Principal  Distribution  Amount -- For any distribution date on or after the related Stepdown
Date on which a Group I Trigger  Event is not in effect,  an amount  equal to the excess (if any) of (x)
the Current  Principal Amount of the Class I-B-2  Certificates  immediately  prior to such  distribution
date over (y) the lesser of (I) the excess of (a) the aggregate  Stated  Principal  Balance of the group
I  mortgage  loans  as of the  last  day of the  related  Due  Period  (after  reduction  for  Principal
Prepayments  and Realized  Losses on the group I mortgage loans incurred  during the related  Prepayment
Period) over (b) the sum of (1) the aggregate  Current  Principal  Amount of the Class I-A  Certificates
(after  taking  into  account  the  payment  of the Class I-A  Principal  Distribution  Amount  for such
distribution  date), (2) the aggregate Current Principal Amount of the Class I-B-1  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-1  Principal   Distribution  Amounts  for  such
distribution  date) and (3) the aggregate Stated  Principal  Balance of the group I mortgage loans as of
the last day of the related Due Period (after  reduction for Principal  Prepayments  and Realized Losses
on the group I mortgage loans incurred  during the related  Prepayment  Period)  multiplied by (i) prior
to the  distribution  date in April 2013,  approximately  16.375% and (ii) on or after the  distribution
date in April 2013,  approximately  13.100%,  and (II) the excess of (a) the aggregate  Stated Principal
Balance of the group I mortgage  loans as of the last day of the  related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group I  mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) 0.50% of the principal balance of the group I mortgage loans as of
the Cut-off Date.

Class I-B-3 Principal  Distribution  Amount -- For any distribution date on or after the related Stepdown
Date on which a Group I Trigger  Event is not in effect,  an amount  equal to the excess (if any) of (x)
the Current  Principal Amount of the Class I-B-3  Certificates  immediately  prior to such  distribution
date over (y) the  lesser  of (I) the  excess  of (a) the  aggregate  Stated  Principal  Balance  of the
group I mortgage  loans as of the last day of the  related Due Period  (after  reduction  for  Principal
Prepayments  and Realized  Losses on the group I mortgage loans incurred  during the related  Prepayment
Period) over (b) the sum of (1) the aggregate  Current  Principal  Amount of the Class I-A  Certificates
(after  taking  into  account  the  payment  of the Class I-A  Principal  Distribution  Amount  for such
distribution  date), (2) the aggregate Current Principal Amount of the Class I-B-1  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-1  Principal   Distribution  Amounts  for  such
distribution  date), (3) the aggregate Current Principal Amount of the Class I-B-2  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-2  Principal   Distribution  Amounts  for  such
distribution  date) and (4) the aggregate Stated  Principal  Balance of the group I mortgage loans as of
the last day of the related Due Period (after  reduction for Principal  Prepayments  and Realized Losses
on the group I mortgage loans incurred  during the related  Prepayment  Period)  multiplied by (i) prior
to the  distribution  date in April 2013,  approximately  14.750% and (ii) on or after the  distribution
date in April 2013,  approximately  11.800%,  and (II) the excess of (a) the aggregate  Stated Principal
Balance of the group I mortgage  loans as of the last day of the  related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group I  mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) 0.50% of the principal balance of the group I mortgage loans as of
the Cut-off Date.

Class I-B-4 Principal  Distribution  Amount -- For any distribution date on or after the related Stepdown
Date on which a Group I Trigger  Event is not in effect,  an amount  equal to the excess (if any) of (x)
the Current  Principal Amount of the Class I-B-4  Certificates  immediately  prior to such  distribution
date over (y) the  lesser  of (I) the  excess  of (a) the  aggregate  Stated  Principal  Balance  of the
group I mortgage  loans as of the last day of the  related Due Period  (after  reduction  for  Principal
Prepayments  and Realized  Losses on the group I mortgage loans incurred  during the related  Prepayment
Period) over (b) the sum of (1) the aggregate  Current  Principal  Amount of the Class I-A  Certificates
(after  taking  into  account  the  payment  of the Class I-A  Principal  Distribution  Amount  for such
distribution  date), (2) the aggregate Current Principal Amount of the Class I-B-1  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-1  Principal   Distribution  Amounts  for  such
distribution  date), (3) the aggregate Current Principal Amount of the Class I-B-2  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-2  Principal   Distribution  Amounts  for  such
distribution  date), (4) the aggregate Current Principal Amount of the Class I-B-3  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-3  Principal   Distribution  Amounts  for  such
distribution  date) and (5) the aggregate Stated  Principal  Balance of the group I mortgage loans as of
the last day of the related Due Period (after  reduction for Principal  Prepayments  and Realized Losses
on the group I mortgage loans incurred  during the related  Prepayment  Period)  multiplied by (i) prior
to the  distribution  date in April 2013,  approximately  11.625% and (ii) on or after the  distribution
date in April 2013,  approximately  9.300%,  and (II) the excess of (a) the aggregate  Stated  Principal
Balance of the group I mortgage  loans as of the last day of the  related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group I  mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) 0.50% of the principal balance of the group I mortgage loans as of
the Cut-off Date.

Class I-B-5 Principal  Distribution  Amount -- For any distribution date on or after the related Stepdown
Date on which a Group I Trigger  Event is not in effect,  an amount  equal to the excess (if any) of (x)
the Current  Principal Amount of the Class I-B-5  Certificates  immediately  prior to such  distribution
date over (y) the  lesser  of (I) the  excess  of (a) the  aggregate  Stated  Principal  Balance  of the
group I mortgage  loans as of the last day of the  related Due Period  (after  reduction  for  Principal
Prepayments  and Realized  Losses on the group I mortgage loans incurred  during the related  Prepayment
Period) over (b) the sum of (1) the aggregate  Current  Principal  Amount of the Class I-A  Certificates
(after  taking  into  account  the  payment  of the Class I-A  Principal  Distribution  Amount  for such
distribution  date), (2) the aggregate Current Principal Amount of the Class I-B-1  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-1  Principal   Distribution  Amounts  for  such
distribution  date), (3) the aggregate Current Principal Amount of the Class I-B-2  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-2  Principal   Distribution  Amounts  for  such
distribution  date), (4) the aggregate Current Principal Amount of the Class I-B-3  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-3  Principal   Distribution  Amounts  for  such
distribution  date), (5) the aggregate Current Principal Amount of the Class I-B-4  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-4  Principal   Distribution  Amounts  for  such
distribution  date) and (6) the aggregate Stated  Principal  Balance of the group I mortgage loans as of
the last day of the related Due Period (after  reduction for Principal  Prepayments  and Realized Losses
on the group I mortgage loans incurred  during the related  Prepayment  Period)  multiplied by (i) prior
to the  distribution  date in April 2013,  approximately  10.000% and (ii) on or after the  distribution
date in April 2013,  approximately  8.000%,  and (II) the excess of (a) the aggregate  Stated  Principal
Balance of the group I mortgage  loans as of the last day of the  related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group I  mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) 0.50% of the principal balance of the group I mortgage loans as of
the Cut-off Date.

Class I-B-6 Principal  Distribution  Amount -- For any distribution date on or after the related Stepdown
Date on which a Group I Trigger  Event is not in effect,  an amount  equal to the excess (if any) of (x)
the Current  Principal Amount of the Class I-B-6  Certificates  immediately  prior to such  distribution
date over (y) the  lesser  of (I) the  excess  of (a) the  aggregate  Stated  Principal  Balance  of the
group I mortgage  loans as of the last day of the  related Due Period  (after  reduction  for  Principal
Prepayments  and Realized  Losses on the group I mortgage loans incurred  during the related  Prepayment
Period) over (b) the sum of (1) the aggregate  Current  Principal  Amount of the Class I-A  Certificates
(after  taking  into  account  the  payment  of the Class I-A  Principal  Distribution  Amount  for such
distribution  date), (2) the aggregate Current Principal Amount of the Class I-B-1  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-1  Principal   Distribution  Amounts  for  such
distribution  date), (3) the aggregate Current Principal Amount of the Class I-B-2  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-2  Principal   Distribution  Amounts  for  such
distribution  date), (4) the aggregate Current Principal Amount of the Class I-B-3  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-3  Principal   Distribution  Amounts  for  such
distribution  date), (5) the aggregate Current Principal Amount of the Class I-B-4  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-4  Principal   Distribution  Amounts  for  such
distribution  date), (6) the aggregate Current Principal Amount of the Class I-B-5  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-5  Principal   Distribution  Amounts  for  such
distribution  date) and (7) the aggregate Stated  Principal  Balance of the group I mortgage loans as of
the last day of the related Due Period (after  reduction for Principal  Prepayments  and Realized Losses
on the group I mortgage loans incurred  during the related  Prepayment  Period)  multiplied by (i) prior
to the  distribution  date in April  2013,  approximately  8.750% and (ii) on or after the  distribution
date in April 2013,  approximately  7.000%,  and (II) the excess of (a) the aggregate  Stated  Principal
Balance of the group I mortgage  loans as of the last day of the  related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group I  mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) 0.50% of the principal balance of the group I mortgage loans as of
the Cut-off Date.

Class  I-B-7  Principal  Distribution  Amount  -- For any  distribution  date  on or  after  the  related
Stepdown  Date on which a Group I Trigger  Event is not in  effect,  an amount  equal to the  excess (if
any) of (x) the Current  Principal  Amount of the Class  I-B-7  Certificates  immediately  prior to such
distribution  date  over  (y)  the  lesser  of (I) the  excess  of (a) the  aggregate  Stated  Principal
Balance of the group I mortgage  loans as of the last day of the  related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group I  mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) the sum of (1) the aggregate Current Principal Amount of the Class
I-A Certificates  (after taking into account the payment of the Class I-A Principal  Distribution Amount
for  such  distribution   date),  (2)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-1
Certificates  (after taking into account the payment of the Class I-B-1 Principal  Distribution  Amounts
for  such  distribution   date),  (3)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-2
Certificates  (after taking into account the payment of the Class I-B-2 Principal  Distribution  Amounts
for  such  distribution   date),  (4)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-3
Certificates  (after taking into account the payment of the Class I-B-3 Principal  Distribution  Amounts
for  such  distribution   date),  (5)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-4
Certificates  (after taking into account the payment of the Class I-B-4 Principal  Distribution  Amounts
for  such  distribution   date),  (6)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-5
Certificates  (after taking into account the payment of the Class I-B-5 Principal  Distribution  Amounts
for  such  distribution   date),  (7)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-6
Certificates  (after taking into account the payment of the Class I-B-6 Principal  Distribution  Amounts
for such  distribution  date) and (8) the  aggregate  Stated  Principal  Balance of the group I mortgage
loans as of the last day of the  related Due Period  (after  reduction  for  Principal  Prepayments  and
Realized  Losses  on the  group  I  mortgage  loans  incurred  during  the  related  Prepayment  Period)
multiplied  by (i) prior to the  distribution  date in April 2013,  approximately  6.625% and (ii) on or
after  the  distribution  date in April  2013,  approximately  5.300%,  and (II) the  excess  of (a) the
aggregate Stated  Principal  Balance of the group I mortgage loans as of the last day of the related Due
Period (after  reduction for Principal  Prepayments  and Realized  Losses on the group I mortgage  loans
incurred during the related  Prepayment  Period) over (b) 0.50% of the principal  balance of the group I
mortgage loans as of the Cut-off Date.

Class  I-B-8  Principal  Distribution  Amount  -- For any  distribution  date  on or  after  the  related
Stepdown  Date on which a Group I Trigger  Event is not in  effect,  an amount  equal to the  excess (if
any) of (x) the Current  Principal  Amount of the Class  I-B-8  Certificates  immediately  prior to such
distribution  date  over  (y)  the  lesser  of (I) the  excess  of (a) the  aggregate  Stated  Principal
Balance of the group I mortgage  loans as of the last day of the  related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group I  mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) the sum of (1) the aggregate Current Principal Amount of the Class
I-A Certificates  (after taking into account the payment of the Class I-A Principal  Distribution Amount
for  such  distribution   date),  (2)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-1
Certificates  (after taking into account the payment of the Class I-B-1 Principal  Distribution  Amounts
for  such  distribution   date),  (3)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-2
Certificates  (after taking into account the payment of the Class I-B-2 Principal  Distribution  Amounts
for  such  distribution   date),  (4)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-3
Certificates  (after taking into account the payment of the Class I-B-3 Principal  Distribution  Amounts
for  such  distribution   date),  (5)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-4
Certificates  (after taking into account the payment of the Class I-B-4 Principal  Distribution  Amounts
for  such  distribution   date),  (6)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-5
Certificates  (after taking into account the payment of the Class I-B-5 Principal  Distribution  Amounts
for  such  distribution   date),  (7)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-6
Certificates  (after taking into account the payment of the Class I-B-6 Principal  Distribution  Amounts
for  such  distribution   date),  (8)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-7
Certificates  (after taking into account the payment of the Class I-B-7 Principal  Distribution  Amounts
for such  distribution  date) and (9) the  aggregate  Stated  Principal  Balance of the group I mortgage
loans as of the last day of the  related Due Period  (after  reduction  for  Principal  Prepayments  and
Realized  Losses  on the  group  I  mortgage  loans  incurred  during  the  related  Prepayment  Period)
multiplied  by (i) prior to the  distribution  date in April 2013,  approximately  5.375% and (ii) on or
after  the  distribution  date in April  2013,  approximately  4.300%,  and (II) the  excess  of (a) the
aggregate Stated  Principal  Balance of the group I mortgage loans as of the last day of the related Due
Period (after  reduction for Principal  Prepayments  and Realized  Losses on the group I mortgage  loans
incurred during the related  Prepayment  Period) over (b) 0.50% of the principal  balance of the group I
mortgage loans as of the Cut-off Date.

Class  I-B-9  Principal  Distribution  Amount  -- For any  distribution  date  on or  after  the  related
Stepdown  Date on which a Group I Trigger  Event is not in  effect,  an amount  equal to the  excess (if
any) of (x) the Current  Principal  Amount of the Class  I-B-9  Certificates  immediately  prior to such
distribution  date  over  (y)  the  lesser  of (I) the  excess  of (a) the  aggregate  Stated  Principal
Balance of the group I mortgage  loans as of the last day of the  related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group I  mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) the sum of (1) the aggregate Current Principal Amount of the Class
I-A Certificates  (after taking into account the payment of the Class I-A Principal  Distribution Amount
for  such  distribution   date),  (2)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-1
Certificates  (after taking into account the payment of the Class I-B-1 Principal  Distribution  Amounts
for  such  distribution   date),  (3)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-2
Certificates  (after taking into account the payment of the Class I-B-2 Principal  Distribution  Amounts
for  such  distribution   date),  (4)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-3
Certificates  (after taking into account the payment of the Class I-B-3 Principal  Distribution  Amounts
for  such  distribution   date),  (5)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-4
Certificates  (after taking into account the payment of the Class I-B-4 Principal  Distribution  Amounts
for  such  distribution   date),  (6)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-5
Certificates  (after taking into account the payment of the Class I-B-5 Principal  Distribution  Amounts
for  such  distribution   date),  (7)  the  aggregate  Current  Principal  Amount  of  the  Class  I-B-6
Certificates  (after taking into account the payment of the Class I-B-6 Principal  Distribution  Amounts
for such distribution  date) (8) the aggregate Current Principal Amount of the Class I-B-7  Certificates
(after  taking  into  account the payment of the Class  I-B-7  Principal  Distribution  Amounts for such
distribution  date), (9) the aggregate Current Principal Amount of the Class I-B-8  Certificates  (after
taking  into  account  the  payment  of  the  Class  I-B-8  Principal   Distribution  Amounts  for  such
distribution  date) and (10) the aggregate Stated Principal  Balance of the group I mortgage loans as of
the last day of the related Due Period (after  reduction for Principal  Prepayments  and Realized Losses
on the group I mortgage loans incurred  during the related  Prepayment  Period)  multiplied by (i) prior
to the  distribution  date in April  2013,  approximately  4.125% and (ii) on or after the  distribution
date in April 2013,  approximately  3.300%,  and (II) the excess of (a) the aggregate  Stated  Principal
Balance of the group I mortgage  loans as of the last day of the  related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group I  mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) 0.50% of the principal balance of the group I mortgage loans as of
the Cut-off Date.

Class II-1A Certificates -- The Class II-1A-1, Class II-1A-2 and Class II-1A-3 Certificates.

Class II-1A Principal  Distribution  Amount -- For any distribution date on or after the related Stepdown
Date on which a Group II Trigger  Event is not in effect,  an amount  equal to the  product of the Class
II-A Principal  Distribution  Amount and a fraction,  the numerator of which is the Principal  Funds for
Sub-Loan Group II-1 for such  distribution  date and the denominator of which is the Principal Funds for
Loan Group II for such distribution date.

Class II-2A Certificates -- The Class II-2A-1 Certificates.

Class  II-2A  Principal  Distribution  Amount  -- For any  distribution  date on or  after  the  related
Stepdown  Date on which a Group II Trigger  Event is not in effect,  an amount  equal to the  product of
the Class II-A  Principal  Distribution  Amount and a fraction,  the numerator of which is the Principal
Funds for Sub-Loan Group II-2 for such  distribution  date and the denominator of which is the Principal
Funds for Loan Group II for such distribution date.

Class  II-A  Certificates  --  The  Class  II-1A-1,  Class  II-1A-2,  Class  II-1A-3  and  Class  II-2A-1
Certificates.

Class II-A Principal  Distribution  Amount -- For any distribution  date on or after the related Stepdown
Date on which a Group II Trigger  Event is not in effect,  an amount equal to the excess (if any) of (x)
the  aggregate  Current  Principal  Amount  of the Class  II-A  Certificates  immediately  prior to such
distribution  date over (y) the lesser of (I) the excess of (a) the aggregate Stated  Principal  Balance
of the group II  mortgage  loans as of the last day of the  related  Due  Period  (after  reduction  for
Principal  Prepayments  and Realized  Losses on the group II mortgage loans incurred  during the related
Prepayment  Period) over (b) the aggregate  Stated  Principal  Balance of the group II mortgage loans as
of the last day of the related Due Period  (after  reduction  for  Principal  Prepayments  and  Realized
Losses on the group II mortgage loans incurred during the related  Prepayment  Period) multiplied by (i)
prior  to the  distribution  date  in  April  2013,  approximately  24.375%  and  (ii) on or  after  the
distribution  date in April  2013,  approximately  19.500%,  and (II) the  excess  of (a) the  aggregate
Stated  Principal  Balance of the group II  mortgage  loans as of the last day of the related Due Period
(after  reduction for Principal  Prepayments and Realized Losses on the group II mortgage loans incurred
during the related  Prepayment  Period) over (b) 0.50% of the principal balance of the group II mortgage
loans as of the Cut-off Date.

Class II-B  Certificates  -- The Class II-B-1,  Class II-B-2,  Class II-B-3,  Class II-B-4,  Class II-B-5
and Class II-B-6 Certificates.

Class  II-B-1  Principal  Distribution  Amount  -- For any  distribution  date on or  after  the  related
Stepdown  Date on which a Group II  Trigger  Event is not in effect,  an amount  equal to the excess (if
any) of (x) the Current  Principal  Amount of the Class II-B-1  Certificates  immediately  prior to such
distribution  date over (y) the lesser of (I) the excess of (a) the aggregate Stated  Principal  Balance
of the group II  mortgage  loans as of the last day of the  related  Due  Period  (after  reduction  for
Principal  Prepayments  and Realized  Losses on the group II mortgage loans incurred  during the related
Prepayment  Period) over (b) the sum of (1) the  aggregate  Current  Principal  Amount of the Class II-A
Certificates  (after  taking into account the payment of the Class II-A  Principal  Distribution  Amount
for such  distribution  date) and (2) the aggregate  Stated  Principal  Balance of the group II mortgage
loans as of the last day of the  related Due Period  (after  reduction  for  Principal  Prepayments  and
Realized  Losses  on the  group II  mortgage  loans  incurred  during  the  related  Prepayment  Period)
multiplied by (i) prior to the  distribution  date in April 2013,  approximately  16.000% and (ii) on or
after  the  distribution  date in April  2013,  approximately  12.800%,  and (II) the  excess of (a) the
aggregate  Stated  Principal  Balance of the group II  mortgage  loans as of the last day of the related
Due Period  (after  reduction  for Principal  Prepayments  and Realized  Losses on the group II mortgage
loans  incurred  during the related  Prepayment  Period) over (b) 0.50% of the principal  balance of the
group II mortgage loans as of the Cut-off Date.

Class  II-B-2  Principal  Distribution  Amount  -- For any  distribution  date on or  after  the  related
Stepdown  Date on which a Group II  Trigger  Event is not in effect,  an amount  equal to the excess (if
any) of (x) the Current  Principal  Amount of the Class II-B-2  Certificates  immediately  prior to such
distribution  date over (y) the lesser of (I) the excess of (a) the aggregate Stated  Principal  Balance
of the group II  mortgage  loans as of the last day of the  related  Due  Period  (after  reduction  for
Principal  Prepayments  and Realized  Losses on the group II mortgage loans incurred  during the related
Prepayment  Period) over (b) the sum of (1) the  aggregate  Current  Principal  Amount of the Class II-A
Certificates  (after  taking into account the payment of the Class II-A  Principal  Distribution  Amount
for  such  distribution  date),  (2)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-1
Certificates (after taking into account the payment of the Class II-B-1 Principal  Distribution  Amounts
for such  distribution  date) and (3) the aggregate  Stated  Principal  Balance of the group II mortgage
loans as of the last day of the  related Due Period  (after  reduction  for  Principal  Prepayments  and
Realized  Losses  on the  group II  mortgage  loans  incurred  during  the  related  Prepayment  Period)
multiplied by (i) prior to the  distribution  date in April 2013,  approximately  11.125% and (ii) on or
after  the  distribution  date in April  2013,  approximately  8.900%,  and (II) the  excess  of (a) the
aggregate  Stated  Principal  Balance of the group II  mortgage  loans as of the last day of the related
Due Period  (after  reduction  for Principal  Prepayments  and Realized  Losses on the group II mortgage
loans  incurred  during the related  Prepayment  Period) over (b) 0.50% of the principal  balance of the
group II mortgage loans as of the Cut-off Date.

Class  II-B-3  Principal  Distribution  Amount  -- For any  distribution  date on or  after  the  related
Stepdown  Date on which a Group II  Trigger  Event is not in effect,  an amount  equal to the excess (if
any) of (x) the Current  Principal  Amount of the Class II-B-3  Certificates  immediately  prior to such
distribution  date  over  (y)  the  lesser  of (I) the  excess  of (a) the  aggregate  Stated  Principal
Balance of the group II mortgage  loans as of the last day of the related  Due Period  (after  reduction
for  Principal  Prepayments  and  Realized  Losses on the group II mortgage  loans  incurred  during the
related  Prepayment  Period) over (b) the sum of (1) the aggregate Current Principal Amount of the Class
II-A  Certificates  (after  taking into  account the  payment of the Class II-A  Principal  Distribution
Amount for such  distribution  date),  (2) the aggregate  Current  Principal  Amount of the Class II-B-1
Certificates (after taking into account the payment of the Class II-B-1 Principal  Distribution  Amounts
for  such  distribution  date),  (3)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-2
Certificates (after taking into account the payment of the Class II-B-2 Principal  Distribution  Amounts
for such  distribution  date) and (4) the aggregate  Stated  Principal  Balance of the group II mortgage
loans as of the last day of the  related Due Period  (after  reduction  for  Principal  Prepayments  and
Realized  Losses  on the  group II  mortgage  loans  incurred  during  the  related  Prepayment  Period)
multiplied  by (i) prior to the  distribution  date in April 2013,  approximately  9.875% and (ii) on or
after  the  distribution  date in April  2013,  approximately  7.900%,  and (II) the  excess  of (a) the
aggregate  Stated  Principal  Balance of the group II  mortgage  loans as of the last day of the related
Due Period  (after  reduction  for Principal  Prepayments  and Realized  Losses on the group II mortgage
loans  incurred  during the related  Prepayment  Period) over (b) 0.50% of the principal  balance of the
group II mortgage loans as of the Cut-off Date.

Class  II-B-4  Principal  Distribution  Amount  -- For any  distribution  date on or  after  the  related
Stepdown  Date on which a Group II  Trigger  Event is not in effect,  an amount  equal to the excess (if
any) of (x) the Current  Principal  Amount of the Class II-B-4  Certificates  immediately  prior to such
distribution  date over (y) the lesser of (I) the excess of (a) the aggregate Stated  Principal  Balance
of the group II  mortgage  loans as of the last day of the  related  Due  Period  (after  reduction  for
Principal  Prepayments  and Realized  Losses on the group II mortgage loans incurred  during the related
Prepayment  Period) over (b) the sum of (1) the  aggregate  Current  Principal  Amount of the Class II-A
Certificates  (after  taking into account the payment of the Class II-A  Principal  Distribution  Amount
for  such  distribution  date),  (2)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-1
Certificates (after taking into account the payment of the Class II-B-1 Principal  Distribution  Amounts
for  such  distribution  date),  (3)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-2
Certificates (after taking into account the payment of the Class II-B-2 Principal  Distribution  Amounts
for  such  distribution  date),  (4)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-3
Certificates (after taking into account the payment of the Class II-B-3 Principal  Distribution  Amounts
for such  distribution  date) and (5) the aggregate  Stated  Principal  Balance of the group II mortgage
loans as of the last day of the  related Due Period  (after  reduction  for  Principal  Prepayments  and
Realized  Losses  on the  group II  mortgage  loans  incurred  during  the  related  Prepayment  Period)
multiplied  by (i) prior to the  distribution  date in April 2013,  approximately  8.375% and (ii) on or
after  the  distribution  date in April  2013,  approximately  6.700%,  and (II) the  excess  of (a) the
aggregate  Stated  Principal  Balance of the group II  mortgage  loans as of the last day of the related
Due Period  (after  reduction  for Principal  Prepayments  and Realized  Losses on the group II mortgage
loans  incurred  during the related  Prepayment  Period) over (b) 0.50% of the principal  balance of the
group II mortgage loans as of the Cut-off Date.

Class  II-B-5  Principal  Distribution  Amount  -- For any  distribution  date on or  after  the  related
Stepdown  Date on which a Group II  Trigger  Event is not in effect,  an amount  equal to the excess (if
any) of (x) the Current  Principal  Amount of the Class II-B-5  Certificates  immediately  prior to such
distribution  date over (y) the lesser of (I) the excess of (a) the aggregate Stated  Principal  Balance
of the group II  mortgage  loans as of the last day of the  related  Due  Period  (after  reduction  for
Principal  Prepayments  and Realized  Losses on the group II mortgage loans incurred  during the related
Prepayment  Period) over (b) the sum of (1) the  aggregate  Current  Principal  Amount of the Class II-A
Certificates  (after  taking into account the payment of the Class II-A  Principal  Distribution  Amount
for  such  distribution  date),  (2)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-1
Certificates (after taking into account the payment of the Class II-B-1 Principal  Distribution  Amounts
for  such  distribution  date),  (3)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-2
Certificates (after taking into account the payment of the Class II-B-2 Principal  Distribution  Amounts
for  such  distribution  date),  (4)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-3
Certificates (after taking into account the payment of the Class II-B-3 Principal  Distribution  Amounts
for  such  distribution  date),  (5)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-4
Certificates (after taking into account the payment of the Class II-B-4 Principal  Distribution  Amounts
for such  distribution  date) and (6) the aggregate  Stated  Principal  Balance of the group II mortgage
loans as of the last day of the  related Due Period  (after  reduction  for  Principal  Prepayments  and
Realized  Losses  on the  group II  mortgage  loans  incurred  during  the  related  Prepayment  Period)
multiplied  by (i) prior to the  distribution  date in April 2013,  approximately  7.000% and (ii) on or
after  the  distribution  date in April  2013,  approximately  5.600%,  and (II) the  excess  of (a) the
aggregate  Stated  Principal  Balance of the group II  mortgage  loans as of the last day of the related
Due Period  (after  reduction  for Principal  Prepayments  and Realized  Losses on the group II mortgage
loans  incurred  during the related  Prepayment  Period) over (b) 0.50% of the principal  balance of the
group II mortgage loans as of the Cut-off Date.

Class  II-B-6  Principal  Distribution  Amount  -- For any  distribution  date on or  after  the  related
Stepdown  Date on which a Group II  Trigger  Event is not in effect,  an amount  equal to the excess (if
any) of (x) the Current  Principal  Amount of the Class II-B-6  Certificates  immediately  prior to such
distribution  date over (y) the lesser of (I) the excess of (a) the aggregate Stated  Principal  Balance
of the group II  mortgage  loans as of the last day of the  related  Due  Period  (after  reduction  for
Principal  Prepayments  and Realized  Losses on the group II mortgage loans incurred  during the related
Prepayment  Period) over (b) the sum of (1) the  aggregate  Current  Principal  Amount of the Class II-A
Certificates  (after  taking into account the payment of the Class II-A  Principal  Distribution  Amount
for  such  distribution  date),  (2)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-1
Certificates (after taking into account the payment of the Class II-B-1 Principal  Distribution  Amounts
for  such  distribution  date),  (3)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-2
Certificates (after taking into account the payment of the Class II-B-2 Principal  Distribution  Amounts
for  such  distribution  date),  (4)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-3
Certificates (after taking into account the payment of the Class II-B-3 Principal  Distribution  Amounts
for  such  distribution  date),  (5)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-4
Certificates (after taking into account the payment of the Class II-B-4 Principal  Distribution  Amounts
for  such  distribution   date)  (6)  the  aggregate  Current  Principal  Amount  of  the  Class  II-B-5
Certificates (after taking into account the payment of the Class II-B-5 Principal  Distribution  Amounts
for such  distribution  date) and (7) the aggregate  Stated  Principal  Balance of the group II mortgage
loans as of the last day of the  related Due Period  (after  reduction  for  Principal  Prepayments  and
Realized  Losses  on the  group II  mortgage  loans  incurred  during  the  related  Prepayment  Period)
multiplied  by (i) prior to the  distribution  date in April 2013,  approximately  2.250% and (ii) on or
after  the  distribution  date in April  2013,  approximately  1.800%,  and (II) the  excess  of (a) the
aggregate  Stated  Principal  Balance of the group II  mortgage  loans as of the last day of the related
Due Period  (after  reduction  for Principal  Prepayments  and Realized  Losses on the group II mortgage
loans  incurred  during the related  Prepayment  Period) over (b) 0.50% of the principal  balance of the
group II mortgage loans as of the Cut-off Date.

Class A Certificates -- The Class I-A Certificates and the Class II-A Certificates.

Class B Certificates -- The Class I-B Certificates and the Class II-B Certificates.

Class X Certificates -- The Class I-X Certificates.

Class XP Certificates -- The Class I-XP-1, Class I-XP-2 and Class II-XP Certificates.

Closing Date -- March 30, 2007.

Compensating  Interest  Payments  -- Any  payments  made by the  Servicer  from  its own  funds  to cover
Prepayment Interest Shortfalls on the related mortgage loans.

Corridor  Contracts -- The interest rate  corridor  contracts  that the Trustee,  on behalf of the Trust,
entered into with the Corridor  Counterparty  with respect to the Group II Offered  Certificates and the
Class II-B-6 Certificates.

Corridor Counterparty -- Bear Stearns Financial Products Inc.

Coupon  Strip -- With  respect  to Loan Group I, as defined  in  "Description  of the  Certificates--Final
Maturity Reserve Account" in this prospectus supplement.

Coupon Strip Rate -- With respect to Loan Group I, shall equal the Coupon Strip,  if any,  payable to the
Final Maturity  Reserve Account on any  distribution  date,  expressed as a per annum rate calculated on
the  basis  of the  aggregate  Stated  Principal  Balance  of the  group  I  mortgage  loans  as of such
distribution date.

CPR -- A constant rate of prepayment on the mortgage loans.

Credit  Enhancement  Percentage -- For any distribution  date is the percentage  obtained by dividing (x)
the  aggregate  Current  Principal  Amount of the  Subordinate  Certificates  in the related  Loan Group
(including the related  Overcollateralization  Amount) thereto by (y) the aggregate principal balance of
the mortgage  loans in the related Loan Group,  calculated  after taking into account  distributions  of
principal on the related  mortgage loans and distribution of the Principal  Distribution  Amounts to the
holders of the related  Certificates  then entitled to distributions  of principal on such  distribution
date.

Cumulative  Loss Test Violation -- The Group I Cumulative  Loss Test Violation or the Group II Cumulative
Loss Test Violation, as applicable.

Current  Interest  --  With  respect  to  each  class  of  Offered  Certificates  and  the  Class  II-B-6
Certificates and each  distribution  date, the interest accrued at the applicable  pass-through rate for
the  applicable  Interest  Accrual  Period on the Current  Principal  Amount or notional  amount of such
class plus any amount  previously  distributed with respect to interest for such class that is recovered
as a voidable  preference  by a trustee in  bankruptcy  reduced by, in the case of a Class A Certificate
or Class B Certificate,  such class' share of (x) any Net Deferred  Interest  allocated to that class of
Certificates,  (y) the interest  portion of any Realized Losses on the related  mortgage loans allocated
to that class of certificates and (z) any Prepayment Interest Shortfall to the extent not covered by

Compensating  Interest Payments and any shortfalls  resulting from the application of the Relief Act, in
each case to the extent  allocated to such class of  certificates  as described  under clause  Second in
"Description of the Certificates--Distributions on the Certificates" in this prospectus supplement.

Current  Principal  Amount -- With  respect to any class of  Offered  Certificates  and the Class  II-B-6
Certificates  and any distribution  date, the original  current  principal amount of such class plus the
amount  of any Net  Deferred  Interest  allocated  thereto  on the  related  distribution  date  and all
previous  distribution  dates plus any Subsequent  Recoveries  added to the Current  Principal Amount of
such certificate,  as described under  "Description of the  Certificates--Allocation  of Realized Losses;
Subordination"  herein,  less the sum of (i) all  amounts in respect of  principal  distributed  to such
class on previous  distribution  dates and (ii) any Applied  Realized  Loss  Amounts  allocated  to such
class on previous distribution dates.

Custodial Account -- As described under "The Pooling and Servicing  Agreement--Custodial  Account" in this
prospectus supplement.

Custodian -- Wells Fargo Bank, National Association.

Cut-off Date --March 1, 2007.

Deferred  Interest -- The amount of accrued  interest  on the  mortgage  loans,  the  payment of which is
deferred  and  added to the  principal  balance  of a  mortgage  loan due to the  negative  amortization
feature as described in this prospectus supplement.

Deficient  Valuation  -- A  Bankruptcy  Loss that  results  if a court,  in  connection  with a  personal
bankruptcy  of a  mortgagor,  establishes  the value of a mortgaged  property at an amount less than the
unpaid principal balance of the mortgage loan secured by such mortgaged property.

Delinquency  Test  Violation -- A Group I  Delinquency  Test  Violation  or a Group II  Delinquency  Test
Violation, as applicable.

Delinquent  -- A mortgage  loan is  "Delinquent"  if any payment due thereon is not made  pursuant to the
terms of such  mortgage  loan by the close of business on the day such payment is scheduled to be due. A
mortgage  loan is "30 days  delinquent"  if such payment has not been  received by the close of business
on the last day of the  month  immediately  succeeding  the month in which  such  payment  was due.  For
example,  a  mortgage  loan with a payment  due on  December 1 that  remained  unpaid as of the close of
business on January 31 would then be considered to be 30 to 59 days  delinquent.  Similarly for "60 days
delinquent," "90 days delinquent" and so on.

Depositor -- Structured Asset Mortgage Investments II Inc.

Distribution  Account -- As described  under "The Pooling and Servicing  Agreement--Distribution  Account"
in this prospectus supplement.

DOL -- United States Department of Labor.

Due Date -- With respect to each mortgage  loan,  the date in each month on which its Monthly  Payment is
due if such due date is the  first  day of a month  and  otherwise  is deemed to be the first day of the
following month.

Due Period -- With  respect to any  distribution  date,  the period  commencing  on the second day of the
month  immediately  preceding the month in which such  distribution  date occurs and ending on the first
day of the month in which such distribution date occurs.

EMC -- EMC Mortgage Corporation.

Excess  Cashflow  -- With  respect  to any  distribution  date and  each  Loan  Group  the sum of (i) the
Remaining   Excess   Spread   for  such   Loan   Group   and  such   distribution   date  and  (ii)  the
Overcollateralization Release Amount for such Loan Group and such distribution date.

Excess  Overcollateralization  Amount -- With respect to any  distribution  date and each Loan Group, the
excess, if any, of the  Overcollateralization  Amount for such Loan Group over the Overcollateralization
Target Amount for such Loan Group.

Excess Spread -- With respect to any distribution  date and each Loan Group,  the excess,  if any, of the
related  Interest  Funds for such  distribution  date over the sum of (i) with  respect  to Loan Group I
only, the Coupon Strip, if applicable,  (ii) the Current  Interest on the related Offered  Certificates,
and, if applicable,  the Class II-B-6 Certificates,  and (iii) any Interest Carry Forward Amounts on the
related Senior Certificates on such distribution date.

Extra  Principal  Distribution  Amount -- With respect to any  distribution  date and each Loan Group, an
amount  derived from the related  Excess  Spread  equal to the lesser of (a) the excess,  if any, of the
Overcollateralization   Target  Amount  for  such  Loan  Group  and  such  distribution  date  over  the
Overcollateralization  Amount for such Loan Group and such  distribution  date and (b) the Excess Spread
for such Loan Group and such distribution date.

Final Maturity  Reserve Account -- As described under  "Description  of the  Certificates--Final  Maturity
Reserve Account" in this prospectus supplement.

Final Maturity  Reserve Account Target -- As defined in "Description of the  Certificates--Final  Maturity
Reserve Account" in this prospectus supplement.

Group I Cumulative Loss Test Violation -- If on any  distribution  date the aggregate  amount of Realized
Losses  incurred on the  mortgage  loans in Loan Group I since the Cut-off  Date through the last day of
the prior calendar  month divided by the aggregate  principal  balance of the related  mortgage loans as
of the  Cut-off  Date  exceeds  the  applicable  percentages  set  forth  below  with  respect  to  such
distribution date:

              Distribution Date Occurring in      Percentage
              ________________________________________________
              April 2010 through  March 2011        0.50%
              April 2011 through  March 2012        0.90%
              April 2012 through  March 2013        1.30%
              April 2013 through  March 2014        1.80%
              April 2014 and thereafter             2.00%

Group I  Delinquency  Test  Violation  -- If on any  distribution  date  if the  percentage  obtained  by
dividing  (x) the  aggregate  outstanding  principal  balance of the Group I mortgage  loans that are 60
days or more  Delinquent or are in bankruptcy or  foreclosure or are REO Properties by (y) the aggregate
outstanding  principal  balance of the Group I mortgage  loans,  in each case, as of the last day of the
previous  calendar  month,  exceeds  (i) prior to the  distribution  date in April  2013,  25.00% of the
Credit Enhancement Percentage and (ii) on or after the distribution date in April 2013, 31.25%.

Group I Offered  Certificates  -- The Class I-X,  Class  I-A-1,  Class I-A-2,  Class I-A-3,  Class I-B-1,
Class I-B-2,  Class I-B-3,  Class I-B-4,  Class I-B-5,  Class I-B-6,  Class I-B-7, Class I-B-8 and Class
I-B-9 Certificates.

Group I  Overcollateralization  Amount -- With respect to any distribution  date, the excess,  if any, of
(i) the  aggregate  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 after  reduction  for Realized  Losses on the related  mortgage  loans
incurred  during the prior  calendar  month) over (ii) the  aggregate  Current  Principal  Amount of the
Class I-A Certificates and the Class I-B  Certificates,  after taking into account the  distributions of
principal, less the related Net Deferred Interest, to be made on such distribution date.

Group I  Overcollateralization  Release Amount -- With respect to Loan Group I and any distribution  date
for which the related  Excess  Overcollateralization  Amount is, or would be,  after taking into account
all other  distributions  to be made on that  distribution  date,  greater than zero, an amount equal to
the lesser of (i) the related Excess  Overcollateralization  Amount for that  distribution date and (ii)
related Principal Funds for that distribution date.

Group I  Overcollateralization  Target Amount -- With respect to Loan Group I and any distribution  date,
(i) prior to the  related  Stepdown  Date,  an amount  equal to  approximately  1.650% of the  aggregate
principal  balance of the group I mortgage  loans as of the Cut-off  Date,  (ii) on or after the related
Stepdown  Date  provided a Group I Trigger  Event is not in effect,  the greater of (x) (1) prior to the
distribution date in April 2013, 4.125% of the then current aggregate  outstanding  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 after
reduction for Realized  Losses on the group I mortgage loans incurred  during the prior calendar  month)
and (2) on or  after  the  distribution  date in  April  2013,  3.300%  of the  then  current  aggregate
outstanding  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 after  reduction  for Realized  Losses on the group I mortgage  loans  incurred
during  the prior  calendar  month)  and (y) 0.50% of the  aggregate  principal  balance  of the group I
mortgage  loans as of the  Cut-Off  Date  (approximately  $1,951,159)  or (iii) on or after the  related
Stepdown  Date and if a Group I Trigger  Event is in effect,  the Group I  Overcollateralization  Target
Amount for the immediately preceding distribution date.

Group I Principal Distribution Amount -- With respect to each distribution date, an amount equal to:

       1.      the Principal Funds for Loan Group I for such distribution date, plus
       2.      any  Extra  Principal  Distribution  Amount  with  respect  to  Loan  Group  I  for  such
               distribution date, minus
       3.      any Group I Overcollateralization Release Amount for such distribution date.

Group I  Trigger  Event -- The  occurrence  of either a Group I  Delinquency  Test  Violation  or Group I
Cumulative Loss Test Violation.

Group II Cumulative Loss Test Violation -- If on any  distribution  date the aggregate amount of Realized
Losses  incurred on the  mortgage  loans in Loan Group II since the Cut-off Date through the last day of
the prior calendar  month divided by the aggregate  principal  balance of the related  mortgage loans as
of the  Cut-off  Date  exceeds  the  applicable  percentages  set  forth  below  with  respect  to  such
distribution date:

              Distribution Date Occurring in      Percentage
              _____________________________________________
              April 2010 through  March 2011        0.35%
              April 2011 through  March 2012        0.65%
              April 2012 through  March 2013        0.90%
              April 2013 through  March 2014        1.25%
              April 2014 and thereafter             1.35%

Group II  Delinquency  Test  Violation  -- If on any  distribution  date if the  percentage  obtained  by
dividing (x) the  aggregate  outstanding  principal  balance of the Group II mortgage  loans that are 60
days or more  Delinquent or are in bankruptcy or  foreclosure or are REO Properties by (y) the aggregate
outstanding  principal  balance of the Group II mortgage  loans, in each case, as of the last day of the
previous  calendar  month,  exceeds  (i) prior to the  distribution  date in April  2013,  27.00% of the
Credit Enhancement Percentage and (ii) on or after the distribution date in April 2013, 33.75%.

Group II Offered Certificates -- The Class II-1A-1,  Class II-1A-2,  Class II-1A-3,  Class II-2A-1, Class
II-B-1, Class II-B-2, Class II-B-3, Class II-B-4 and Class II-B-5 Certificates.

Group II  Overcollateralization  Amount - With respect to any distribution  date, the excess, if any, of
(i) the  aggregate  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 after  reduction  for Realized  Losses on the related  mortgage  loans
incurred  during the prior  calendar  month) over (ii) the  aggregate  Current  Principal  Amount of the
Class II-A  Certificates and the Class II-B  Certificates,  after taking into account the  distributions
of principal, less the related Net Deferred Interest, to be made on such distribution date.

Group II  Overcollateralization  Release  Amount -- With  respect to Loan  Group II and any  distribution
date for which the  related  Excess  Overcollateralization  Amount is, or would be,  after  taking  into
account all other  distributions  to be made on that  distribution  date,  greater than zero,  an amount
equal to the lesser of (i) the related Excess  Overcollateralization  Amount for that  distribution date
and (ii) related Principal Funds for that distribution date.





Group II  Overcollateralization  Target  Amount -- With  respect  to Loan  Group II and any  distribution
date, (i) prior to the related Stepdown Date, an amount equal to  approximately  0.900% of the aggregate
principal  balance of the group II mortgage  loans as of the Cut-off Date,  (ii) on or after the related
Stepdown Date  provided a Group II Trigger  Event is not in effect,  the greater of (x) (1) prior to the
distribution date in April 2013, 2.250% of the then current aggregate  outstanding  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 after
reduction for Realized  Losses on the group II mortgage loans incurred  during the prior calendar month)
and (2) on or  after  the  distribution  date in  April  2013,  1.800%  of the  then  current  aggregate
outstanding  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 after  reduction for Realized  Losses on the group II mortgage  loans  incurred
during  the prior  calendar  month)  and (y) 0.50% of the  aggregate  principal  balance of the group II
mortgage  loans as of the  Cut-Off  Date  (approximately  $4,683,306)  or (iii) on or after the  related
Stepdown Date and if a Group II Trigger Event is in effect,  the Group II  Overcollateralization  Target
Amount for the immediately preceding distribution date.

Group II Principal  Distribution  Amount -- The  Sub-Group  II-1  Principal  Distribution  Amount and the
Sub-Group II-2 Principal Distribution Amount, collectively.

Group II Trigger Event -- The  occurrence  of either a Group II  Delinquency  Test  Violation or Group II
Cumulative Loss Test Violation.

Index -- Each of One-Month LIBOR, Six-Month LIBOR and One-Year MTA.

Insurance  Proceeds -- All  proceeds  of any  insurance  policies,  to the extent such  proceeds  are not
applied to the  restoration  of the  property  or  released  to the  mortgagor  in  accordance  with the
servicer's  normal  servicing  procedures,  other than  proceeds  that  represent  reimbursement  of the
Servicer's costs and expenses  incurred in connection with presenting claims under the related insurance
policies.

Interest  Accrual Period -- For each of the Offered  Certificates  (other than the Class X  Certificates)
and  the  Class  II-B-6  Certificates  and for any  distribution  date,  the  period  commencing  on the
distribution  date in the month preceding the month in which a distribution  date occurs (or the Closing
Date,  in the case of the first  Interest  Accrual  Period) and ending on the day  immediately  prior to
such  distribution  date.  For each of the  Class X  Certificates  and for any  distribution  date,  the
calendar month preceding the month in which such distribution date occurs.

Interest  Carry  Forward  Amount -- With  respect  to each class of  Offered  Certificates  and the Class
II-B-6  Certificates and the first  distribution  date, zero, and for each distribution date thereafter,
the sum of:

        1.     the excess of:

               (a)    Current Interest for such class with respect to prior distribution dates; over

               (b)    the amount  actually  distributed  to such class with  respect to  interest  on or
                      after such prior distribution dates; and

        2.     interest on such excess (to the extent  permitted by  applicable  law) at the  applicable
               pass through rate for the related  Interest Accrual Period including the Interest Accrual
               Period relating to such distribution date.

Interest  Funds  -- With  respect  to  each  Loan  Group  or  Sub-Loan  Group,  as  applicable,  and  any
distribution date, the sum, without duplication, of:

        1.     all  scheduled  interest  collected in respect of the related  mortgage  loans during the
               related Due Period, less the Servicing Fee; if any,

        2.     all advances relating to interest on the related mortgage loans made by the Servicer;

        3.     all Compensating Interest Payments with respect to the related mortgage loans;

        4.     Insurance Proceeds,  Liquidation  Proceeds and Subsequent  Recoveries received during the
               related  Prepayment  Period,  to the extent such  proceeds  relate to interest,  less all
               non-recoverable  advances relating to interest and certain  expenses,  in each case, with
               respect to the mortgage loans in the related Loan Group or Sub-Loan Group, as applicable;

        5.     the  interest  portion of  proceeds  from  mortgage  loans in the  related  Loan Group or
               Sub-Loan Group, as applicable, that were repurchased during the related Due Period;

        6.    the  interest  portion of the purchase  price of the assets of the Trust  allocated to the
              related Loan Group or Sub-Loan  Group,  as  applicable,  upon exercise by the Depositor or
              its designee of its optional termination right;and

        7.    the amount of any  Principal  Prepayments  in full,  partial  Principal  Prepayments,  Net
              Liquidation  Proceeds,  Repurchase  Proceeds and  scheduled  principal  payments,  in that
              order,  allocated to the related Loan Group or Sub-Loan Group, as applicable,  included in
              available  funds  for such  distribution  date that are  applied  in  connection  with any
              Deferred Interest in accordance with the definition of Net Deferred Interest,

              minus

        8.    any amounts required to be reimbursed to EMC, the Depositor,  the Servicer, the Trustee or
              the Custodian and allocated to the related Loan Group or Sub-Loan  Group,  as  applicable,
              as provided in the Agreement.

Issuing Entity-- Bear Stearns Mortgage Funding Trust 2007-AR3.

Liquidated  Mortgage Loan -- Any defaulted  mortgage  loan as to which the Servicer has  determined  that
all amounts which it expects to recover from or on account of such mortgage loan have been recovered.

Liquidation  Proceeds -- All net proceeds,  other than Insurance  Proceeds,  received in connection  with
the partial or complete  liquidation of the related  mortgage  loans,  whether  through  Trustee's sale,
foreclosure  sale or  otherwise,  or in  connection  with  any  condemnation  or  partial  release  of a
mortgaged property, together with the net proceeds received with respect to any mortgaged
properties  acquired by the Servicer by foreclosure  or deed in lieu of  foreclosure in connection  with
defaulted  mortgage loans,  other than the amount of such net proceeds  representing any profit realized
by the Servicer in connection with the disposition of any such properties, and Subsequent Recoveries.

Loan Group -- Loan Group I and Loan Group II, as applicable.

Loan Group I -- The pool of mortgage loans consisting of the group I mortgage loans.

Loan Group II -- The pool of mortgage  loans  consisting of Sub-Loan  Group II-1 and Sub-Loan Group II-2,
collectively.

Loss Allocation  Limitation -- As defined under "Description of the  Certificates--Allocation  of Realized
Losses".

Margin -- With respect to the Class I-A-1,  Class I-A-2,  Class I-A-3,  Class I-B-1,  Class I-B-2,  Class
I-B-3,  Class I-B-4,  Class I-B-5,  Class I-B-6,  Class I-B-7,  Class I-B-8, Class I-B-9, Class II-1A-1,
Class II-1A-2,  Class II-1A-3,  Class II-2A-1,  Class II-B-1,  Class II-B-2, Class II-B-3, Class II-B-4,
Class II-B-5 and Class II-B-6 Certificates,  will be 0.140%,  0.180%,  0.210%,  0.360%,  0.380%, 0.500%,
0.650%,  0.700%,  0.750%,  1.500%,  2.000%,  2.100%,  0.150%,  0.190%,  0.210%,  0.160%, 0.450%, 0.750%,
1.500%,  2.150%,  2.150% and 2.150%,  per annum,  respectively,  provided that, after the first possible
related optional  termination  date, the related margin for the Class I-A-1,  Class I-A-2,  Class I-A-3,
Class  I-B-1,  Class I-B-2,  Class I-B-3,  Class I-B-4,  Class I-B-5,  Class I-B-6,  Class I-B-7,  Class
I-B-8, Class I-B-9, Class II-1A-1,  Class II-1A-2,  Class II-1A-3,  Class II-2A-1,  Class II-B-1,  Class
II-B-2,  Class  II-B-3,  Class  II-B-4,  Class  II-B-5 and Class  II-B-6  Certificates,  will be 0.280%,
0.360%,  0.420%,  0.540%,  0.570%,  0.750%,  0.975%,  1.050%,  1.125%,  2.250%,  3.000%, 3.150%, 0.300%,
0.380%, 0.420%, 0.320%, 0.675%, 1.125%, 2.250%, 3.225%, 3.225% and 3.225%, per annum, respectively.

Moody's -- Moody's Investors Service, Inc., and any successor in interest.

Monthly  Advance -- The aggregate of all payments of interest,  net of the  Servicing  Fee, that were due
during the related Due Period on the  mortgage  loans and that were  delinquent  on the related Due Date
(other than shortfalls in interest due to the application of the Relief Act or similar state law).

Monthly Payments -- For any mortgage loan and any month,  the scheduled  payment or payments of principal
(if any) and  interest  due  during  such  month on such  mortgage  loan  which  either is  payable by a
mortgagor  in such  month  under the  related  mortgage  note or in the case of any  mortgaged  property
acquired  through  foreclosure or deed in lieu of  foreclosure,  would otherwise have been payable under
the related mortgage note.

Mortgage Loan Purchase Agreement -- The Mortgage Loan Purchase  Agreement,  dated as of the Closing Date,
between the Depositor and the Sponsor.

Net  Deferred  Interest -- On any  distribution  date,  Deferred  Interest on the  mortgage  loans in the
related  Loan  Group  during  the  related  Due Period net of  Principal  Prepayments  in full,  partial
Principal Prepayments,  Net Liquidation Proceeds,  Repurchase Proceeds and scheduled principal payments,
in that  order,  available  to be  distributed  on the  Certificates  on that  distribution  date.  With
respect to any class of Certificates as of any distribution  date, the Net Deferred  Interest will be an
amount  equal  to the  product  of (1)  the  difference,  if any  between  (a)  the  lesser  of (i)  the
pass-through  rate for such class without regard to the related Net Rate Cap on such  distribution  date
and (ii) the related Net Rate Cap on such  distribution  date,  and (b) the  Adjusted  Rate Cap for such
distribution  date,  (2) the  Current  Principal  Amount of the  Certificate  immediately  prior to such
distribution date, and (3) the actual number of days in such Interest Accrual Period divided by 360.

Net Liquidation  Proceeds -- Liquidation Proceeds net of unreimbursed  advances by the Servicer,  Monthly
Advances,  expenses  incurred by the Servicer in connection  with the  liquidation of such mortgage loan
and the related mortgaged property and any other amounts payable to the Servicer under the Agreement.

Net Rate -- For any mortgage  loan,  the then  applicable  mortgage  rate thereon less the  Servicing Fee
Rate, expressed as a per annum rate.

Net Rate Cap -- (A) With respect to the Class I-A Certificates and the Class I-B  Certificates,  is equal
to the weighted  average of the Net Rates of the group I mortgage  loans (less the Coupon Strip Rate, if
applicable,  and the  pass-through  rate on the Class X  Certificates),  (B) with  respect  to the Class
II-1A  Certificates,  is equal to the weighted  average of the Net Rates of the sub-group  II-1 mortgage
loans and (C) with  respect to the Class II-2A  Certificates,  is equal to the  weighted  average of the
Net Rates of the sub-group  II-2 mortgage  loans,  and (D) with respect to the Class II-B  Certificates,
is equal to the weighted  average of the weighted  average Net Rates of the Sub-Group II-1 and Sub-Group
II-2 mortgage  loans,  weighted in proportion to the results of  subtracting  from the aggregate  Stated
Principal  Balance of the mortgage  loans of each  Sub-Loan  Group the aggregate  Certificate  Principal
Balance of the related  Group II senior  certificates,  in each case as adjusted  to an  effective  rate
reflecting the accrual of interest on an actual/360 basis.

Non-Offered  Certificates -- The Class II-B-6,  Class I-XP-1,  Class I-XP-2,  Class II-XP,  Class I-B-IO,
Class II-B-IO, Class R and Class R-X Certificates.

Offered Certificates -- The Group I Offered Certificates and the Group II Offered Certificates.

Overcollateralization   Amount  --  The   Group  I   Overcollateralization   Amount   or  the   Group  II
Overcollateralization Amount, as applicable.

Overcollateralization  Release  Amount -- The Group I  Overcollateralization  Release Amount or the Group
II Overcollateralization Release Amount, as applicable.

Overcollateralization  Target  Amount --The Group I  Overcollateralization  Target Amount or the Group II
Overcollateralization Target Amount, as applicable.

Prepayment  Interest  Shortfalls -- With respect to any  distribution  date,  for each mortgage loan that
was the  subject of a partial  principal  prepayment  during  the prior  calendar  month or a  principal
prepayment in full during the related  prepayment  period,  the amount, if any, by which (i) one month's
interest at the applicable net rate on the scheduled principal balance of such mortgage

loan immediately  prior to such prepayment,  or, in the case of a partial principal  prepayment,  on the
amount of such  prepayment,  exceeds (ii) the amount of interest  paid or collected in  connection  with
such  principal  prepayment  less the sum of (a) any prepayment  charges  relating to such mortgage loan
and (b) the Servicing Fee.

Prepayment  Period -- With respect to any  distribution  date and (i) Principal  Prepayments in full, the
period  from the  sixteenth  day of the  calendar  month  preceding  the  calendar  month in which  such
distribution  date occurs  through the close of business on the fifteenth  day of the calendar  month in
which  such  distribution  date  occurs,  or (ii)  Liquidation  Proceeds,  Realized  Losses,  Subsequent
Recoveries and partial Principal Prepayments, the prior calendar month.

Principal  Distribution  Amount  -- The  Group  I  Principal  Distribution  Amount,  Group  II  Principal
Distribution  Amount,   Sub-Group  II-1  Principal  Distribution  Amount  or  Sub-Group  II-2  Principal
Distribution Amount, as applicable.

Principal  Funds -- With  respect  to each  Loan  Group  or  Sub-Loan  Group,  as  applicable,  and  each
distribution date, the greater of zero and the sum, without duplication, of:

        1.     the  scheduled  principal  collected on the  mortgage  loans in the related Loan Group or
               Sub-Loan  Group,  as  applicable,  during the related Due Period or advanced on or before
               the servicer advance date;

        2.     Principal  Prepayments  in respect of the  mortgage  loans in the  related  Loan Group or
               Sub-Loan  Group,  as applicable,  exclusive of any prepayment  charges,  collected in the
               related Prepayment Period;

        3.     the Stated Principal  Balance of each mortgage loan in the related Loan Group or Sub-Loan
               Group,  as applicable,  that was  repurchased by the Depositor or the Servicer during the
               related Due Period;

        4.     the amount,  if any, by which the aggregate unpaid  principal  balance of any replacement
               mortgage  loans is less  than the  aggregate  unpaid  principal  balance  of any  deleted
               mortgage loans  delivered by the Servicer in connection with a substitution of a mortgage
               loan in the related Loan Group or Sub-Loan Group,  as applicable,  during the related Due
               Period;

        5.     Insurance Proceeds,  Liquidation Proceeds and Subsequent  Recoveries collected during the
               related  Prepayment  Period on the  mortgage  loans in the related Loan Group or Sub-Loan
               Group, as applicable,  to the extent such proceeds relate to principal,  less all related
               non-recoverable advances relating to principal reimbursed during the related Due Period;

        6.     the principal  portion of the purchase price of the assets of the Trust  allocated to the
               related Loan Group or Sub-Loan Group,  as applicable,  upon the exercise by the Depositor
               or its designee of its optional termination right;

        7.     the  principal  portion  of the  amounts,  if any,  transferred  from the Final  Maturity
               Reserve Account and allocated to Loan Group I on such distribution date;

              minus

        8.     any amounts  required to be reimbursed to EMC, the Depositor,  the Servicer,  the Trustee
               or the Custodian, as provided in the Agreement; and

        9.     the amount of any Principal  Prepayments  in full,  partial  Principal  Prepayments,  Net
               Liquidation  Proceeds,  Repurchase  Proceeds and scheduled  principal  payments,  in that
               order,  included in available  funds and  allocated to the related Loan Group or Sub-Loan
               Group, as applicable,  for such  distribution  date that are applied as Interest Funds in
               connection  with any Deferred  Interest in accordance with the definition of Net Deferred
               Interest.

Principal  Prepayment -- Any payment or other  recovery of principal on a mortgage loan which is received
in  advance  of its  scheduled  Due Date to the  extent  that it is not  accompanied  by an amount as to
interest  representing  scheduled interest due on any date or dates in any month or months subsequent to
the month of  prepayment,  including  Insurance  Proceeds and  Repurchase  Proceeds,  but  excluding the
principal  portion  of  Net  Liquidation  Proceeds  received  at the  time a  mortgage  loan  becomes  a
Liquidated Mortgage Loan.

Rating Agency -- Each of Moody's and S&P.

Realized  Loss -- With respect to a mortgage  loan is (1) a Bankruptcy  Loss or (2) as to any  Liquidated
Mortgage Loan, the unpaid  principal  balance  thereof plus accrued and unpaid  interest  thereon at the
mortgage rate through the last day of the month of liquidation  less the Net  Liquidation  Proceeds with
respect to such mortgage loan and the related mortgaged property.
Record Date -- For each class of Offered  Certificates  (other than the Class X Certificates) and for any
distribution  date, the Business Day prior to such  distribution  date. For the Class X Certificates and
each class of  Non-Offered  Certificates,  and for any  distribution  date, the last Business Day of the
calendar month preceding the month in which such distribution occurs.

Regular Certificates -- All classes of certificates other than the Residual Certificates.

Remaining Excess Spread -- With respect to any  distribution  date and each Loan Group or Sub-Loan Group,
as  applicable,  the related  Excess  Spread  remaining  after the  distribution  of any  related  Extra
Principal Distribution Amount for such distribution date.

REO Property -- A mortgage property acquired by the trust through foreclosure or deed-in-lieu of
foreclosure.

Repurchase  Price -- With respect to any mortgage  loan  required to be  repurchased,  an amount equal to
the sum of (i) (a) 100% of the  Outstanding  Principal  Balance of such  mortgage  loan plus accrued but
unpaid  interest  on the  Outstanding  Principal  Balance  at the  related  mortgage  rate  through  and
including  the last day of the month of  repurchase  reduced by (b) any portion of the  Servicing Fee or
advances  payable to the purchaser of the mortgage  loan and (ii) any costs and damages  incurred by the
trust in connection with any violation of such mortgage loan of any predatory lending laws.

Repurchase  Proceeds -- The Repurchase  Price in connection with any repurchase of a mortgage loan by the
seller and any cash deposit in connection  with the  substitution  of a mortgage loan. See  "Description
of the  Securities"  in the  prospectus  and "The Pooling and  Servicing  Agreement--Representations  and
Warranties" in this prospectus supplement.

Reserve  Fund -- As  described  under "The  Pooling and  Servicing  Agreement--The  Reserve  Fund" in this
prospectus supplement.

Residual Certificates -- The Class R Certificates and the Class R-X Certificates.

Rules -- The rules, regulations and procedures creating and affecting DTC and its operations.

S&P -- Standard & Poor's, a division of The McGraw-Hill Companies, Inc., and any successor thereto.

Scheduled  Monthly  Payments  -- For any  mortgage  loan and each Due  Period,  the  minimum  payment  of
principal  and  interest due during such Due Period on such  mortgage  loan which either is payable by a
mortgagor in such Due Period under the related  mortgage note or in the case of any  mortgaged  property
acquired  through  foreclosure or deed in lieu of  foreclosure,  would otherwise have been payable under
the related mortgage note.

Senior  Certificates  -- The Class I-A-1,  Class I-A-2,  Class I-A-3,  Class I-X,  Class  II-1A-1,  Class
II-1A-2, Class II-1A-3 and Class II-2A-1 Certificates.

Servicer -- EMC Mortgage Corporation.

Servicing  Fee -- With respect to each  mortgage  loan, a fee that accrues at the  Servicing  Fee Rate on
the same principal balance on which interest on the mortgage loan accrues for the calendar month.

Servicing Fee Rate -- 0.375% per annum.

Sponsor -- EMC Mortgage Corporation.

Stated  Principal  Balance -- For any mortgage loan,  with respect to any  distribution  date, the sum of
the principal  balance  thereof as of the Cut-off Date (taking  account of the  principal  payment to be
made on the related Due Date and  irrespective of any  delinquency in its payment),  as specified in the
amortization  schedule  at the  time  relating  thereto  (before  any  adjustment  to such  amortization
schedule by reason of any  bankruptcy  or similar  proceeding  occurring  after the Cut-off  Date (other
than a Deficient  Valuation)  or any  moratorium  or similar  waiver or grace period) plus any amount by
which the principal  balance thereof has been increased for Deferred  Interest  pursuant to the terms of
the related mortgage note on or prior to such distribution date, minus the sum of:

        1.     the principal  portion of the Scheduled Monthly Payments due from mortgagors with respect
               to such mortgage loan due during each Due Period ending prior to such  distribution  date
               (and irrespective of any delinquency in their payment);

        2.     all  prepayments  of principal  with respect to such mortgage  loan received  prior to or
               during the related Prepayment Period, and all Liquidation  Proceeds to the extent applied
               by the  Servicer as  recoveries  of  principal in  accordance  with the  Agreement or the
               Servicing  Agreement  that were  received by the  Servicer as of the close of business on
               the last day of the calendar month related to such distribution date; and

        3.     any Realized Loss thereon incurred prior to or during the related Prepayment Period.

        The Stated Principal Balance of any Liquidated Mortgage Loan is zero.

Stepdown Date -- (a) With respect to Loan Group I, the earlier to occur of (i) the  distribution  date on
which the aggregate  Current  Principal  Amount of the Class I-A  Certificates  has been reduced to zero
and (ii) the  later to occur of (x) the  distribution  date  occurring  in April  2010 and (y) the first
distribution date for which the aggregate  Current  Principal Amount of the Subordinate  Certificates in
the  Loan  Group I plus  the  related  Overcollateralization  Amount  divided  by the  aggregate  Stated
Principal  Balance of the group I mortgage loans is greater than or equal (i) prior to the  distribution
date in April 2013,  27.875% and (ii) on or after the distribution date in April 2013,  22.300%;  or (b)
with  respect  to Loan  Group  II,  the  earlier  to occur  of (i) the  distribution  date on which  the
aggregate  Current  Principal  Amount of the Class II-A  Certificates  has been reduced to zero and (ii)
the later to occur of (x) the distribution  date occurring in April 2010 and (y) the first  distribution
date for which the  aggregate  Current  Principal  Amount of the  Subordinate  Certificates  in the Loan
Group II plus the  related  Overcollateralization  Amount  divided  by the  aggregate  Stated  Principal
Balance of the group II mortgage  loans is greater than or equal (i) prior to the  distribution  date in
April 2013, 24.375% and (ii) on or after the distribution date in April 2013, 19.500%.

Sub-Group II-1 Principal  Distribution  Amount -- With respect to each distribution date, an amount equal
to the product of:

       1.      the  Principal  Funds  for Loan  Group  II for such  distribution  date,  plus any  Extra
       Principal  Distribution  Amount with respect to Loan Group II for such  distribution  date, minus
       any Group II Overcollateralization Release Amount for such distribution date; and

       2.      the  Principals  Funds  for  Sub-Loan  Group  II-1 for such  distribution  date  over the
       Principal Funds for Loan Group II for such distribution date.

Sub-Group II-2 Principal  Distribution  Amount -- With respect to each distribution date, an amount equal
to the product of:

       1.      the  Principal  Funds  for Loan  Group  II for such  distribution  date,  plus any  Extra
       Principal  Distribution  Amount with respect to Loan Group II for such  distribution  date, minus
       any Group II Overcollateralization Release Amount for such distribution date; and

       2.      the  Principals  Funds  for Sub-Loan  Group  II-2 for  such  distribution  date  over the
       Principal Funds for Loan Group II for such distribution date.

Sub-Loan Group -- Each of Sub-Loan Group II-1 and Sub-Loan Group II-2.

Sub-Loan Group II-1 -- The pool of mortgage loans designated as Sub-Loan Group II-1.

Sub-Loan Group II-2 -- The pool of mortgage loans designated as Sub-Loan Group II-2.

Subordinate Certificates -- The Class B Certificates.

Subsequent  Recoveries -- As of any distribution  date,  amounts received during the prior calendar month
by the Servicer or surplus  amounts held by the Servicer to cover  estimated  expenses  (including,  but
not limited  to,  recoveries  in respect of the  representations  and  warranties  made by the  Sponsor)
specifically  related to a Liquidated  Mortgage  Loan or  disposition  of an REO  property  prior to the
related  Prepayment  Period that resulted in a Realized Loss,  after  liquidation or disposition of such
mortgage loan.

Trigger Event -- A Group I Trigger Event or a Group II Trigger Event, as applicable.

Trust -- Bear Stearns Mortgage Funding Trust 2007-AR3.

Trustee -- Wells Fargo Bank, National Association.

Unpaid  Realized  Loss  Amount  -- With  respect  to any  class  of  Class  A  Certificates  or  Class  B
Certificates and as to any distribution date, the excess of:

        1.     Applied Realized Loss Amounts with respect to such class; over

        2.     the sum of all  distributions  in reduction of the Applied  Realized  Loss Amounts on all
               previous distribution dates.

       Any amounts  distributed  to a class of Offered  Certificates  in respect of any Unpaid  Realized
Loss Amount will not be applied to reduce the Current Principal Amount of such class.





                                                              Schedule 1


                                        Balance of 40 Year                                              Balance of 40 Year
      Distribution Date             Group I Loans at 16% CPR             Distribution Date            Group I Loans at 16% CPR
         April 2017                       28,297,701.00                    December 2020                   14,459,106.47
          May 2017                        27,872,020.42                    January 2021                    14,238,509.43
          June 2017                       27,452,611.48                    February 2021                   14,021,066.03
          July 2017                       27,039,404.77                     March 2021                     13,806,690.55
         August 2017                      26,632,287.06                     April 2021                     13,595,510.72
       September 2017                     26,231,169.24                      May 2021                      13,387,499.68
        October 2017                      25,835,986.24                      June 2021                     13,182,610.26
        November 2017                     25,446,625.69                      July 2021                     12,980,784.57
        December 2017                     25,063,025.25                     August 2021                    12,781,987.76
        January 2018                      24,685,073.61                   September 2021                   12,586,163.67
        February 2018                     24,312,677.64                    October 2021                    12,393,269.67
         March 2018                       23,945,746.27                    November 2021                   12,203,253.79
         April 2018                       23,584,266.00                    December 2021                   12,016,077.31
          May 2018                        23,228,139.89                    January 2022                    11,831,683.66
          June 2018                       22,877,308.43                    February 2022                   11,649,964.90
          July 2018                       22,531,674.38                     March 2022                     11,470,863.60
         August 2018                      22,191,179.78                     April 2022                     11,294,441.06
       September 2018                     21,855,766.42                      May 2022                      11,120,653.59
        October 2018                      21,525,341.94                      June 2022                     10,949,471.50
        November 2018                     21,199,841.48                      July 2022                     10,780,846.87
        December 2018                     20,879,177.90                     August 2022                    10,614,750.80
        January 2019                      20,563,275.64                   September 2022                   10,451,136.79
        February 2019                     20,251,955.85                    October 2022                    10,289,968.95
         March 2019                       19,945,112.52                    November 2022                   10,131,215.27
         April 2019                       19,642,844.61                    December 2022                    9,974,833.60
          May 2019                        19,345,094.14                    January 2023                     9,820,781.58
          June 2019                       19,051,809.89                    February 2023                    9,668,991.70
          July 2019                       18,762,924.26                     March 2023                      9,519,422.92
         August 2019                      18,478,355.84                     April 2023                      9,372,091.51
       September 2019                     18,198,054.67                      May 2023                       9,226,966.89
        October 2019                      17,921,959.20                      June 2023                      9,084,016.49
        November 2019                     17,649,976.27                      July 2023                      8,943,208.07
        December 2019                     17,382,065.27                     August 2023                     8,804,509.99
        January 2020                      17,118,133.31                   September 2023                    8,667,890.94
        February 2020                     16,857,965.04                    October 2023                     8,533,320.58
         March 2020                       16,601,445.88                    November 2023                    8,400,766.52
         April 2020                       16,348,768.32                    December 2023                    8,270,199.87
          May 2020                        16,099,887.54                    January 2024                     8,141,587.22
          June 2020                       15,854,733.57                    February 2024                    8,014,875.55
          July 2020                       15,613,263.11                     March 2024                      7,890,037.78
         August 2020                      15,375,408.02                     April 2024                      7,767,073.76
       September 2020                     15,141,126.23                      May 2024                       7,645,957.26
        October 2020                      14,910,353.99                      June 2024                      7,526,654.69
        November 2020                     14,683,025.20                      July 2024                      7,409,145.50


                                        Balance of 40 Year                                              Balance of 40 Year
      Distribution Date             Group I Loans at 16% CPR             Distribution Date            Group I Loans at 16% CPR
         August 2024                       7,293,403.14                      June 2028                      3,489,730.67
       September 2024                      7,179,401.40                      July 2028                      3,433,112.83
        October 2024                       7,067,108.87                     August 2028                     3,377,357.89
        November 2024                      6,956,504.90                   September 2028                    3,322,450.33
        December 2024                      6,847,565.07                    October 2028                     3,268,377.60
        January 2025                       6,740,262.28                    November 2028                    3,215,130.41
        February 2025                      6,634,554.74                    December 2028                    3,162,693.76
         March 2025                        6,530,420.64                    January 2029                     3,111,056.61
         April 2025                        6,427,855.11                    February 2029                    3,060,211.15
          May 2025                         6,326,830.62                     March 2029                      3,010,147.96
          June 2025                        6,227,329.69                     April 2029                      2,960,848.44
          July 2025                        6,129,324.59                      May 2029                       2,912,300.89
         August 2025                       6,032,798.31                      June 2029                      2,864,494.23
       September 2025                      5,937,728.89                      July 2029                      2,817,417.52
        October 2025                       5,844,090.02                     August 2029                     2,771,060.02
        November 2025                      5,751,864.48                   September 2029                    2,725,411.12
        December 2025                      5,661,027.06                    October 2029                     2,680,460.27
        January 2026                       5,571,560.38                    November 2029                    2,636,195.63
        February 2026                      5,483,431.88                    December 2029                    2,592,608.98
         March 2026                        5,396,623.97                    January 2030                     2,549,691.59
         April 2026                        5,311,124.42                    February 2030                    2,507,438.15
          May 2026                         5,226,914.46                     March 2030                      2,465,843.09
          June 2026                        5,143,979.38                     April 2030                      2,424,884.54
          July 2026                        5,062,296.02                      May 2030                       2,384,554.55
         August 2026                       4,981,845.89                      June 2030                      2,344,841.87
       September 2026                      4,902,610.79                      July 2030                      2,305,739.35
        October 2026                       4,824,576.88                     August 2030                     2,267,236.10
        November 2026                      4,747,721.98                   September 2030                    2,229,323.32
        December 2026                      4,672,028.84                    October 2030                     2,191,994.03
        January 2027                       4,597,479.81                    November 2030                    2,155,238.53
        February 2027                      4,524,055.27                    December 2030                    2,119,048.08
         March 2027                        4,451,739.23                    January 2031                     2,083,415.95
         April 2027                        4,380,518.06                    February 2031                    2,048,341.46
          May 2027                         4,310,375.76                     March 2031                      2,013,820.58
          June 2027                        4,241,296.36                     April 2031                      1,979,831.71
          July 2027                        4,173,264.17                      May 2031                       1,946,366.38
         August 2027                       4,106,263.71                      June 2031                      1,913,416.84
       September 2027                      4,040,279.70                      July 2031                      1,880,975.53
        October 2027                       3,975,297.14                     August 2031                     1,849,036.50
        November 2027                      3,911,298.03                   September 2031                    1,817,590.78
        December 2027                      3,848,271.08                    October 2031                     1,786,631.00
        January 2028                       3,786,202.05                    November 2031                    1,756,152.13
        February 2028                      3,725,075.22                    December 2031                    1,726,145.28
         March 2028                        3,664,880.25                    January 2032                     1,696,604.80
         April 2028                        3,605,601.21                    February 2032                    1,667,531.23
          May 2028                         3,547,221.46                     March 2032                      1,638,918.73


                                        Balance of 40 Year                                              Balance of 40 Year
      Distribution Date             Group I Loans at 16% CPR             Distribution Date            Group I Loans at 16% CPR
         April 2032                        1,610,751.87                    February 2036                     698,922.55
          May 2032                         1,583,022.19                     March 2036                       685,648.53
          June 2032                        1,555,724.49                     April 2036                       672,588.63
          July 2032                        1,528,852.38                      May 2036                        659,738.96
         August 2032                       1,502,399.51                      June 2036                       647,096.39
       September 2032                      1,476,359.65                      July 2036                       634,657.80
        October 2032                       1,450,726.58                     August 2036                      622,419.62
        November 2032                      1,425,494.65                   September 2036                     610,378.88
        December 2032                      1,400,657.67                    October 2036                      598,532.57
        January 2033                       1,376,210.45                    November 2036                     586,877.66
        February 2033                      1,352,151.46                    December 2036                     575,411.17
         March 2033                        1,328,474.39                    January 2037                      564,131.14
         April 2033                        1,305,170.01                    February 2037                     553,038.72
          May 2033                         1,282,231.44                     March 2037                       542,133.13
          June 2033                        1,259,654.24
          July 2033                        1,237,432.99
         August 2033                       1,215,562.33
       September 2033                      1,194,037.00
        October 2033                       1,172,851.76
        November 2033                      1,152,001.58
        December 2033                      1,131,482.30
        January 2034                       1,111,288.00
        February 2034                      1,091,414.70
         March 2034                        1,071,856.30
         April 2034                        1,052,609.17
          May 2034                         1,033,667.75
          June 2034                        1,015,028.25
          July 2034                         996,686.10
         August 2034                        978,635.96
       September 2034                       960,874.19
        October 2034                        943,395.66
        November 2034                       926,196.71
        December 2034                       909,273.16
        January 2035                        892,619.83
        February 2035                       876,232.29
         March 2035                         860,105.40
         April 2035                         844,236.90
          May 2035                          828,622.95
          June 2035                         813,259.68
          July 2035                         798,143.29
         August 2035                        783,270.02
       September 2035                       768,635.55
        October 2035                        754,236.89
        November 2035                       740,069.84
        December 2035                       726,130.32
        January 2036                        712,415.58





                                                                                                 ANNEX I


                        Class II-1A    Class II-1A   Class II-1A    Class II-2A      Class II-2A  Class II-2A    Class II-B-1     Class II-B-1 Class II-B-1
   Distribution      Notional Balance  Strike Rate  Ceiling Rate  Notional Balance   Strike Rate  Ceiling Rate  Notional Balance  Strike Rate  Ceiling Rate
        Date                ($)             (%)          (%)             ($)             (%)           (%)             ($)             (%)          (%)
___________________________________________________________________________________________________________________________________________________________
    April 2007        603,658,000.00       8.13         10.50       241,679,000.00       8.01         10.29       31,378,000.00       7.83         10.05
     May 2007         592,984,158.41       7.02         10.50       237,405,555.29       6.92         10.29       31,378,000.00       6.73         10.05
     June 2007        582,487,316.88       6.79         10.50       233,202,916.81       6.69         10.29       31,378,000.00       6.49         10.05
     July 2007        572,163,950.77       7.02         10.50       229,069,675.94       6.92         10.29       31,378,000.00       6.73         10.05
    August 2007       562,011,107.69       6.79         10.50       225,004,653.11       6.69         10.29       31,378,000.00       6.49         10.05
  September 2007      552,025,886.64       6.79         10.50       221,006,689.25       6.69         10.29       31,378,000.00       6.49         10.05
   October 2007       542,205,437.16       7.02         10.50       217,074,645.45       6.92         10.29       31,378,000.00       6.73         10.05
   November 2007      532,546,958.35       6.79         10.50       213,207,402.58       6.69         10.29       31,378,000.00       6.49         10.05
   December 2007      523,047,698.06       7.02         10.50       209,403,860.95       6.92         10.29       31,378,000.00       6.73         10.05
   January 2008       513,704,952.01       6.79         10.50       205,662,939.99       6.69         10.29       31,378,000.00       6.49         10.05
   February 2008      504,516,062.93       6.79         10.50       201,983,577.87       6.69         10.29       31,378,000.00       6.49         10.05
    March 2008        495,478,419.71       7.27         10.50       198,364,731.19       7.16         10.29       31,378,000.00       6.97         10.05
    April 2008        486,589,456.65       6.79         10.50       194,805,374.66       6.69         10.29       31,378,000.00       6.49         10.05
     May 2008         477,846,652.59       7.02         10.50       191,304,500.78       6.92         10.29       31,378,000.00       6.73         10.05
     June 2008        469,247,530.15       6.79         10.50       187,861,119.49       6.69         10.29       31,378,000.00       6.49         10.05
     July 2008        460,789,654.97       7.02         10.50       184,474,257.93       6.92         10.29       31,378,000.00       6.73         10.05
    August 2008       452,470,634.90       6.79         10.50       181,142,960.07       6.69         10.29       31,378,000.00       6.49         10.05
  September 2008      444,288,119.32       6.79         10.50       177,866,286.45       6.69         10.29       31,378,000.00       6.49         10.05
   October 2008       436,239,798.37       7.02         10.50       174,643,313.90       6.92         10.29       31,378,000.00       6.73         10.05
   November 2008      428,323,402.23       6.79         10.50       171,473,135.20       6.69         10.29       31,378,000.00       6.49         10.05
   December 2008      420,536,700.40       7.02         10.50       168,354,858.84       6.92         10.29       31,378,000.00       6.73         10.05
   January 2009       412,877,501.06       6.79         10.50       165,287,608.74       6.69         10.29       31,378,000.00       6.49         10.05
   February 2009      405,343,650.32       6.79         10.50       162,270,523.97       6.69         10.29       31,378,000.00       6.49         10.05
    March 2009        397,933,031.61       7.53         10.50       159,302,758.48       7.42         10.29       31,378,000.00       7.24         10.05
    April 2009        390,643,564.96       6.79         10.50       156,383,480.86       6.69         10.29       31,378,000.00       6.49         10.05
     May 2009         383,473,206.41       7.02         10.50       153,511,874.03       6.92         10.29       31,378,000.00       6.73         10.05
     June 2009        376,419,947.36       6.79         10.50       150,687,135.07       6.69         10.29       31,378,000.00       6.49         10.05
     July 2009        369,481,813.92       7.02         10.50       147,908,474.87       6.92         10.29       31,378,000.00       6.73         10.05
    August 2009       362,656,866.34       6.79         10.50       145,175,117.99       6.69         10.29       31,378,000.00       6.49         10.05
  September 2009      355,943,198.37       6.79         10.50       142,486,302.33       6.69         10.29       31,378,000.00       6.49         10.05
   October 2009       349,338,936.71       7.02         10.50       139,841,278.97       6.92         10.29       31,378,000.00       6.73         10.05
   November 2009      342,842,240.37       6.79         10.50       137,239,311.87       6.69         10.29       31,378,000.00       6.49         10.05
   December 2009      336,451,300.18       7.02         10.50       134,679,677.71       6.92         10.29       31,378,000.00       6.73         10.05
   January 2010       330,164,338.16       6.79         10.50       132,161,665.61       6.69         10.29       31,378,000.00       6.50         10.05
   February 2010      323,979,607.02       6.79         10.50       129,684,576.95       6.69         10.29       31,378,000.00       6.50         10.05
    March 2010        317,895,389.57       7.53         10.50       127,247,171.83       7.42         10.29       31,378,000.00       7.24         10.05
    April 2010        311,906,267.07       6.79         10.50       124,846,507.80       6.69         10.29       31,378,000.00       6.50         10.05
     May 2010         306,013,646.22       7.02         10.50       122,484,310.52       6.92         10.29       31,378,000.00       6.73         10.05
     June 2010        300,216,699.28       6.79         10.50       120,160,477.67       6.69         10.29       31,378,000.00       6.50         10.05
     July 2010        294,513,821.21       7.02         10.50       117,874,365.95       6.92         10.29       31,378,000.00       6.73         10.05
    August 2010       288,903,434.60       6.79         10.50       115,624,921.70       6.69         10.29       31,378,000.00       6.50         10.05
  September 2010      283,383,989.21       6.79         10.50       113,411,958.10       6.69         10.29       31,378,000.00       6.50         10.05
   October 2010       277,953,961.46       7.02         10.50       111,234,864.17       6.92         10.29       31,378,000.00       6.73         10.05
   November 2010      272,611,853.99       6.79         10.50       109,093,039.45       6.69         10.29       31,378,000.00       6.50         10.05
   December 2010      267,356,195.19       7.02         10.50       106,985,893.79       6.92         10.29       31,378,000.00       6.73         10.05
   January 2011       262,185,538.75       6.79         10.50       104,912,847.17       6.69         10.29       31,378,000.00       6.50         10.05
   February 2011      257,097,056.32       6.79         10.50       102,873,329.54       6.69         10.29       31,378,000.00       6.50         10.05
    March 2011        252,090,801.33       7.54         10.50       100,866,780.63       7.42         10.29       31,378,000.00       7.25         10.05
    April 2011        247,165,399.69       6.79         10.50        98,892,649.79       6.69         10.29       31,378,000.00       6.50         10.05
     May 2011         242,318,496.23       7.03         10.50        96,949,970.11       6.92         10.29       31,378,000.00       6.73         10.05
     June 2011        237,512,689.87       6.79         10.50        95,030,278.87       6.69         10.29       31,378,000.00       6.50         10.05
     July 2011        232,214,161.55       7.03         10.50        92,943,168.52       6.92         10.29       31,378,000.00       6.73         10.05
    August 2011       226,742,320.66       6.79         10.50        90,756,854.58       6.69         10.29       31,378,000.00       6.50         10.05
  September 2011      221,364,971.15       6.79         10.50        88,603,843.24       6.70         10.29       31,378,000.00       6.50         10.05
   October 2011       216,086,672.67       7.03         10.50        86,490,496.79       6.93         10.29       31,378,000.00       6.74         10.05
   November 2011      210,905,600.58       6.81         10.50        84,416,084.50       6.72         10.29       31,378,000.00       6.52         10.05
   December 2011      205,819,963.85       7.21         10.50        82,379,889.08       7.07         10.29       31,378,000.00       6.91         10.05
   January 2012       201,198,893.09       7.89         10.50        80,529,596.36       7.61         10.29       31,199,543.45       7.55         10.05
   February 2012      197,493,267.37       9.09         10.50        79,045,856.75       8.67         10.29       30,624,855.99       8.71         10.05





                       Class II-B-2   Class II-B-2  Class II-B-2    Class II-B-3    Class II-B-3  Class II-B-3    Class II-B-4    Class II-B-4 Class II-B-4
   Distribution      Notional Balance  Strike Rate  Ceiling Rate  Notional Balance   Strike Rate  Ceiling Rate  Notional Balance  Strike Rate  Ceiling Rate
        Date                ($)             (%)          (%)             ($)             (%)           (%)             ($)             (%)          (%)
___________________________________________________________________________________________________________________________________________________________
    April 2007         18,265,000.00       7.53          9.75        4,683,000.00        6.78         9.00        5,620,000.00        6.13         8.35
     May 2007          18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
     June 2007         18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
     July 2007         18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
    August 2007        18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
  September 2007       18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
   October 2007        18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
   November 2007       18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
   December 2007       18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
   January 2008        18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
   February 2008       18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
    March 2008         18,265,000.00       6.67          9.75        4,683,000.00        5.92         9.00        5,620,000.00        5.27         8.35
    April 2008         18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
     May 2008          18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
     June 2008         18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
     July 2008         18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
    August 2008        18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
  September 2008       18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
   October 2008        18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
   November 2008       18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
   December 2008       18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
   January 2009        18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
   February 2009       18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
    March 2009         18,265,000.00       6.94          9.75        4,683,000.00        6.19         9.00        5,620,000.00        5.54         8.35
    April 2009         18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
     May 2009          18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
     June 2009         18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
     July 2009         18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
    August 2009        18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
  September 2009       18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
   October 2009        18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
   November 2009       18,265,000.00       6.19          9.75        4,683,000.00        5.44         9.00        5,620,000.00        4.79         8.35
   December 2009       18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
   January 2010        18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
   February 2010       18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
    March 2010         18,265,000.00       6.94          9.75        4,683,000.00        6.19         9.00        5,620,000.00        5.54         8.35
    April 2010         18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
     May 2010          18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
     June 2010         18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
     July 2010         18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
    August 2010        18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
  September 2010       18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
   October 2010        18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
   November 2010       18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
   December 2010       18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
   January 2011        18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
   February 2011       18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
    March 2011         18,265,000.00       6.95          9.75        4,683,000.00        6.20         9.00        5,620,000.00        5.55         8.35
    April 2011         18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
     May 2011          18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
     June 2011         18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
     July 2011         18,265,000.00       6.43          9.75        4,683,000.00        5.68         9.00        5,620,000.00        5.03         8.35
    August 2011        18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
  September 2011       18,265,000.00       6.20          9.75        4,683,000.00        5.45         9.00        5,620,000.00        4.80         8.35
   October 2011        18,265,000.00       6.44          9.75        4,683,000.00        5.69         9.00        5,620,000.00        5.04         8.35
   November 2011       18,265,000.00       6.22          9.75        4,683,000.00        5.47         9.00        5,620,000.00        4.82         8.35
   December 2011       18,265,000.00       6.61          9.75        4,683,000.00        5.86         9.00        5,620,000.00        5.21         8.35
   January 2012        18,161,121.20       7.25          9.75        4,656,366.31        6.50         9.00        5,588,037.29        5.85         8.35
   February 2012       17,826,598.09       8.41          9.75        4,570,597.25        7.66         9.00        5,485,107.10        7.01         8.35




                       Class II-B-5   Class II-B-5  Class II-B-5    Class II-B-6    Class II-B-6  Class II-B-6
   Distribution      Notional Balance  Strike Rate  Ceiling Rate  Notional Balance   Strike Rate  Ceiling Rate
        Date                ($)             (%)          (%)             ($)             (%)           (%)
______________________________________________________________________________________________________________
    April 2007         5,152,000.00        6.13          8.35       17,797,000.00        6.13         8.35
     May 2007          5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
     June 2007         5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
     July 2007         5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
    August 2007        5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
  September 2007       5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
   October 2007        5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
   November 2007       5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
   December 2007       5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
   January 2008        5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
   February 2008       5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
    March 2008         5,152,000.00        5.27          8.35       17,797,000.00        5.27         8.35
    April 2008         5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
     May 2008          5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
     June 2008         5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
     July 2008         5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
    August 2008        5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
  September 2008       5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
   October 2008        5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
   November 2008       5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
   December 2008       5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
   January 2009        5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
   February 2009       5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
    March 2009         5,152,000.00        5.54          8.35       17,797,000.00        5.54         8.35
    April 2009         5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
     May 2009          5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
     June 2009         5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
     July 2009         5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
    August 2009        5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
  September 2009       5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
   October 2009        5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
   November 2009       5,152,000.00        4.79          8.35       17,797,000.00        4.79         8.35
   December 2009       5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
   January 2010        5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
   February 2010       5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
    March 2010         5,152,000.00        5.54          8.35       17,797,000.00        5.54         8.35
    April 2010         5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
     May 2010          5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
     June 2010         5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
     July 2010         5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
    August 2010        5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
  September 2010       5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
   October 2010        5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
   November 2010       5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
   December 2010       5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
   January 2011        5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
   February 2011       5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
    March 2011         5,152,000.00        5.55          8.35       17,797,000.00        5.55         8.35
    April 2011         5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
     May 2011          5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
     June 2011         5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
     July 2011         5,152,000.00        5.03          8.35       17,797,000.00        5.03         8.35
    August 2011        5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
  September 2011       5,152,000.00        4.80          8.35       17,797,000.00        4.80         8.35
   October 2011        5,152,000.00        5.04          8.35       17,797,000.00        5.04         8.35
   November 2011       5,152,000.00        4.82          8.35       17,797,000.00        4.82         8.35
   December 2011       5,152,000.00        5.21          8.35       17,797,000.00        5.21         8.35
   January 2012        5,122,698.96        5.85          8.35       17,695,782.87        5.85         8.35
   February 2012       5,028,340.18        7.01          8.35       17,369,831.16        7.01         8.35





                                                                                                ANNEX II


                     GLOBAL CLEARANCE, SETTLEMENT AND TAX DOCUMENTATION PROCEDURES

        Except in certain limited circumstances,  the certificates,  which are referred to as the global
securities,  will be available  only in book-entry  form.  Investors in the global  securities  may hold
interests in these global securities  through any of DTC,  Clearstream or Euroclear.  Initial settlement
and all secondary trades will settle in same-day funds.

        Secondary  market trading  between  investors  holding  interests in global  securities  through
Clearstream  and  Euroclear  will be conducted  in  accordance  with their  normal  rules and  operating
procedures and in accordance  with  conventional  eurobond  practice.  Secondary  market trading between
investors holding interests in global  securities  through DTC will be conducted  according to the rules
and procedures applicable to U.S. corporate debt obligations.

        Secondary  cross-market trading between investors holding interests in global securities through
Clearstream or Euroclear and investors holding  interests in global securities  through DTC participants
will  be  effected  on  a   delivery-against-payment   basis  through  the  respective  depositories  of
Clearstream and Euroclear, in such capacity and other DTC participants.

        Although DTC,  Euroclear and Clearstream  are expected to follow the procedures  described below
in order to  facilitate  transfers of  interests in the global  securities  among  participants  of DTC,
Euroclear  and  Clearstream,  they are under no  obligation  to perform  or  continue  to perform  those
procedures and those  procedures may be discontinued  at any time.  None of the Depositor,  the Servicer
nor the Trustee will have any  responsibility  for the performance by DTC,  Euroclear and Clearstream or
their respective  participants or indirect participants of their respective  obligations under the rules
and procedures governing their obligations.

        Non-U.S.  holders of global  securities will be subject to U.S.  withholding  taxes unless those
holders  meet  certain  requirements  and deliver  appropriate  U.S.  tax  documents  to the  securities
clearing organizations or their participants.

Initial Settlement

        The  global  securities  will  be  registered  in the  name  of Cede & Co.  as  nominee  of DTC.
Investors'  interests  in the global  securities  will be  represented  through  financial  institutions
acting on their  behalf as direct and indirect  participants  in DTC.  Clearstream  and  Euroclear  will
hold positions on behalf of their  participants  through their  respective  depositories,  which in turn
will hold such positions in accounts as DTC participants.

        Investors electing to hold interests in global securities through DTC participants,  rather than
through Clearstream or Euroclear  accounts,  will be subject to the settlement  practices  applicable to
similar  issues  of  mortgage-backed  certificate.   Investors'  securities  custody  accounts  will  be
credited with their holdings against payment in same-day funds on the settlement date.

        Investors  electing to hold  interests in global  securities  through  Clearstream  or Euroclear
accounts will follow the settlement procedures applicable to conventional  eurobonds,  except that there
will be no  temporary  global  security  and no  "lock-up"  or  restricted  period.  Interests in global
securities  will be credited to the securities  custody  accounts on the settlement date against payment
in same-day funds.

Secondary Market Trading

        Since the purchaser  determines the place of delivery,  it is important to establish at the time
of the trade where both the  purchaser's  and seller's  accounts  are located to ensure that  settlement
can be made on the desired value date.

        Transfers  between DTC  Participants.  Secondary market trading between DTC participants will be
settled using the DTC procedures applicable to similar issues of certificate in same-day funds.

        Transfers between  Clearstream and/or Euroclear  Participants.  Secondary market trading between
Clearstream  participants  or  Euroclear  participants  and/or  investors  holding  interests  in global
securities  through them will be settled using the procedures  applicable to  conventional  eurobonds in
same-day funds.

        Transfers  between DTC Seller and Clearstream or Euroclear  Purchaser.  When interests in global
securities  are to be  transferred  on behalf of a seller from the account of a DTC  participant  to the
account of a Clearstream  participant  or a Euroclear  participant  for a purchaser,  the purchaser will
send  instructions  to  Clearstream  or  Euroclear  through  a  Clearstream   participant  or  Euroclear
participant  at least one business day prior to settlement.  Clearstream or the Euroclear  operator will
instruct its  respective  depository to receive an interest in the global  securities  against  payment.
Payment will include  interest  accrued on the global  securities  from and  including  the last payment
date to but excluding the settlement  date.  Payment will then be made by the  respective  depository to
the DTC  participant's  account  against  delivery of an interest in the global  securities.  After this
settlement has been  completed,  the interest will be credited to the respective  clearing system and by
the clearing  system,  in accordance  with its usual  procedures,  to the Clearstream  participant's  or
Euroclear  participant's  account.  The credit of this interest will appear on the next business day and
the cash debit will be  back-valued to and the interest on the global  securities  will accrue from, the
value date,  which would be the  preceding  day when  settlement  occurred in New York. If settlement is
not  completed  through DTC on the intended  value date,  i.e.,  the trade  fails,  the  Clearstream  or
Euroclear cash debit will be valued instead as of the actual settlement date.

        Clearstream  participants  and  Euroclear  participants  will  need  to  make  available  to the
respective  clearing system the funds necessary to process  same-day funds  settlement.  The most direct
means of doing  so is to  pre-position  funds  for  settlement  from  cash on  hand,  in which  case the
Clearstream  participants or Euroclear  participants  will take on credit exposure to Clearstream or the
Euroclear  operator  until  interests in the global  securities  are credited to their  accounts one day
later.

        As an  alternative,  if Clearstream  or the Euroclear  operator has extended a line of credit to
them,  Clearstream  participants or Euroclear participants can elect not to pre-position funds and allow
that  credit  line to be drawn  upon.  Under  this  procedure,  Clearstream  participants  or  Euroclear
participants  receiving  interests in global securities for purchasers would incur overdraft charges for
one day,  to the extent  they  cleared  the  overdraft  when  interests  in the global  securities  were
credited to their  accounts.  However,  interest on the global  securities  would  accrue from the value
date.  Therefore,  the  investment  income on the interest in the global  securities  earned during that
one-day  period would tend to offset the amount of these  overdraft  charges,  although this result will
depend on each Clearstream participant's or Euroclear participant's particular cost of funds.

        Since  the  settlement  through  DTC will  take  place  during  New  York  business  hours,  DTC
participants  are subject to DTC  procedures  for  transferring  interests in global  securities  to the
respective  depository  of  Clearstream  or Euroclear  for the benefit of  Clearstream  participants  or
Euroclear  participants.  The sale  proceeds  will be  available  to the DTC  seller  on the  settlement
date.  Thus,  to the seller  settling the sale through a DTC  participant,  a  cross-market  transaction
will settle no differently than a sale to a purchaser settling through a DTC participant.

        Finally,  intra-day  traders that use  Clearstream  participants  or Euroclear  participants  to
purchase  interests in global  securities  from DTC  participants or sellers  settling  through them for
delivery to  Clearstream  participants  or  Euroclear  participants  should note that these  trades will
automatically  fail on the sale side  unless  affirmative  action is taken.  At least  three  techniques
should be available to eliminate this potential condition:

o       borrowing  interests in global  securities  through  Clearstream or Euroclear for one day, until
    the purchase  side of the  intra-day  trade is reflected  in the relevant  Clearstream  or Euroclear
    accounts, in accordance with the clearing system's customary procedures;

o       borrowing  interests in global  securities in the United States from a DTC  participant no later
    than one day  prior to  settlement,  which  would  give  sufficient  time for such  interests  to be
    reflected in the relevant  Clearstream or Euroclear accounts in order to settle the sale side of the
    trade; or

o       staggering  the value  dates for the buy and sell  sides of the trade so that the value date for
    the purchase  from the DTC  participant  is at least one day prior to the value date for the sale to
    the Clearstream participant or Euroclear participant.

        Transfers  between  Clearstream  or  Euroclear  Seller  and  DTC  Purchaser.  Due to  time  zone
differences  in their  favor,  Clearstream  participants  and  Euroclear  participants  may employ their
customary  procedures for transactions in which interests in global  securities are to be transferred by
the respective  clearing system,  through the respective  depository,  to a DTC participant.  The seller
will send  instructions to Clearstream or the Euroclear  operator  through a Clearstream  participant or
Euroclear  participant  at least one business day prior to  settlement.  Clearstream  or Euroclear  will
instruct  its  respective  depository,  to  credit  an  interest  in the  global  securities  to the DTC
participant's  account against payment.  Payment will include interest accrued on the global  securities
from and including the last payment date to but excluding  the  settlement  date.  The payment will then
be reflected  in the account of the  Clearstream  participant  or Euroclear  participant  the  following
business  day  and  receipt  of  the  cash  proceeds  in  the  Clearstream  participant's  or  Euroclear
participant's  account would be  back-valued  to the value date,  which would be the preceding day, when
settlement  occurred  through DTC in New York.  If  settlement  is not  completed on the intended  value
date,  i.e.,  the  trade  fails,  receipt  of the cash  proceeds  in the  Clearstream  participant's  or
Euroclear participant's account would instead be valued as of the actual settlement date.

Certain U.S. Federal Income Tax Documentation Requirements

        A beneficial  owner who is an individual or corporation  holding the global  security on its own
behalf through  Clearstream  or Euroclear or through DTC if the holder has an address  outside the U.S.,
will be  subject  to the 30% U.S.  withholding  tax that  typically  applies to  payments  of  interest,
including original issue discount, on registered debt issued by U.S. persons, unless:

o       each  clearing  system,  bank or other  institution  that  holds  customers'  securities  in the
    ordinary  course of its trade or business  in the chain of  intermediaries  between  the  beneficial
    owner or a foreign  corporation  or foreign  trust and the U.S.  entity  required  to  withhold  tax
    complies with applicable certification requirements; and

o       the  beneficial  owner takes one of the  following  steps to obtain an  exemption or reduced tax
    rate:

    a) Exemption for Non-U.S.  Persons--Form  W-8BEN.  Beneficial  holders of global  securities that are
    Non-U.S.  persons  generally can obtain a complete  exemption from the  withholding  tax by filing a
    signed  Form W-8BEN or  Certificate  of Foreign  Status of  Beneficial  Owner for United  States Tax
    Withholding.  Non-U.S.  persons  residing in a country that has a tax treaty with the United  States
    can  obtain an  exemption  or  reduced  tax rate,  depending  on the treaty  terms,  by filing  Form
    W-8BEN.  If the  information  shown on Form W-8BEN  changes,  a new Form W-8BEN must be filed within
    30 days of the change.

    b) Exemption  for  Non-U.S.  persons  with  effectively  connected  income--Form  W-8ECI.  A Non-U.S.
    person,  including a non-U.S.  corporation or bank with a U.S. branch, for which the interest income
    is effectively  connected  with its conduct of a trade or business in the United States,  can obtain
    an exemption  from the  withholding  tax by filing Form W-8ECI or  Certificate  of Foreign  Person's
    Claim for Exemption  from  Withholding on Income  Effectively  Connected with the Conduct of a Trade
    or Business in the United States.

    c) Exemption  for U.S.  Persons--Form  W-9.  U.S.  persons can obtain a complete  exemption  from the
    withholding  tax by filing  Form W-9 or  Payer's  Request  for  Taxpayer  Identification  Number and
    Certification.

        U.S.  Federal Income Tax Reporting  Procedure.  The holder of a global  security or, in the case
of a Form W-8BEN or Form W-8ECI  filer,  his agent,  files by  submitting  the  appropriate  form to the
person through whom it holds the security--the  clearing agency,  in the case of persons holding directly
on the books of the clearing  agency.  Form W-8BEN and Form W-8ECI  generally  are  effective  until the
third  succeeding  calendar year from the date the form is signed.  However,  the W-8BEN and W-8ECI with
a taxpayer  identification  number  will  remain  effective  until a change in  circumstances  makes any
information  on the form  incorrect,  provided that the  withholding  agent reports at least annually to
the beneficial owner on Form 1042-S.  The term "U.S. person" means:

o   a citizen or resident of the United States;

o   a corporation,  partnership or other entity treated as a corporation or a partnership for United
    States federal income tax purposes  organized in or under the laws of the United States or any state
    thereof,  including for this purpose the District of Columbia, unless, in the case of a partnership,
    future Treasury regulations provide otherwise;

o   an estate that is subject to U.S. federal income tax regardless of the source of its income; or

o   a trust if a court  within the United  States is able to  exercise  primary  supervision  of the
    administration  of the trust and one or more United States persons have the authority to control all
    substantial decisions of the trust.

        If the information shown on Form W-8BEN or Form W-8ECI changes, a new Form W-8BEN or Form
W-8ECI, as applicable, must be filed within 30 days of the change.  Certain trusts not described in
the final bullet of the preceding sentence in existence on August 20, 1996 that elect to be treated as
a United States Person will also be a U.S. person.  The term "Non-U.S. person" means any person who is
not a U.S. person.  This summary does not deal with all aspects of U.S. federal income tax withholding
that may be relevant to foreign holders of the global securities.  Investors are advised to consult
their own tax advisors for specific tax advice concerning their holding and disposing of the global
securities.





                                                            SCHEDULE A

                                           CERTAIN CHARACTERISTICS OF THE MORTGAGE LOANS
   The description  herein of the Mortgage Loans is based upon the estimates of the composition  thereof as of the Cut-off Date, as
adjusted to reflect the Principal  Balances as of the Cut-off Date. Prior to the issuance of the  Certificates,  Mortgage Loans may
be removed as a result of (i) Principal  Prepayments  thereof in full prior to March 1, 2007, (ii)  requirements of Moody's or S&P,
or (iii)  delinquencies,  or otherwise.  In any such event,  other  mortgage  loans may be included in the Trust.  SAMI II believes
that the estimated  information set forth herein with respect to the Mortgage Loans as presently  constituted is  representative of
the  characteristics  thereof at the time the Certificates are issued,  although certain  characteristics of the Mortgage Loans may
vary.


                                Principal Balances of the Mortgage Loans at Origination in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Original Principal Balance ($)                      Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
                        1  -   100,000                             3                   $       271,142                0.07   %
                  100,001  -   200,000                           107                        17,357,022                4.45
                  200,001  -   300,000                           218                        54,743,186               14.03
                  300,001  -   400,000                           219                        77,398,931               19.83
                  400,001  -   500,000                           229                       104,598,321               26.80
                  500,001  -   600,000                           121                        66,024,137               16.92
                  600,001  -   700,000                            59                        38,089,860                9.76
                  700,001  -   800,000                            11                         8,193,958                2.10
                  800,001  -   900,000                            10                         8,707,683                2.23
                  900,001  -   1,000,000                           9                         8,779,847                2.25
                1,200,001  -   1,300,000                           1                         1,303,621                0.33
                1,300,001  -   1,400,000                           1                         1,381,064                0.35
                1,400,001  -   1,500,000                           1                         1,431,355                0.37
                1,500,001  or  greater                             1                         1,951,747                0.50
                                                         ------------- -- ------------------------------ --- ----------------
                       Total                                     990                 $     390,231,874              100.00   %
                                                         ============= == ============================== === ================

        Minimum Original Principal Balance:                               $   78,400
        Maximum Original Principal Balance:                               $1,950,000
        Average Original Principal Balance:                               $  393,673


                            Principal Balances of the Mortgage Loans as of the Cut-Off Date in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Current Principal Balance ($)                       Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
                        1  -   100,000                             3                   $       271,142                 0.07   %
                  100,001  -   200,000                           104                        16,754,864                 4.29
                  200,001  -   300,000                           213                        52,935,726                13.57
                  300,001  -   400,000                           219                        76,601,575                19.63
                  400,001  -   500,000                           221                        99,778,500                25.57
                  500,001  -   600,000                           132                        71,031,340                18.20
                  600,001  -   700,000                            64                        41,109,453                10.53
                  700,001  -   800,000                            11                         8,193,958                 2.10
                  800,001  -   900,000                             8                         6,905,662                 1.77
                  900,001  -   1,000,000                           9                         8,575,964                 2.20
                1,000,001  -   1,100,000                           2                         2,005,903                 0.51
                1,300,001  -   1,400,000                           2                         2,684,685                 0.69
                1,400,001  -   1,500,000                           1                         1,431,355                 0.37
                1,500,001  or  greater                             1                         1,951,747                 0.50
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                $     390,231,874              100.00   %
                                                         =============    ==============================     ================

        Minimum Current Principal Balance:                                $   78,267
        Maximum Current Principal Balance:                                $1,951,747
        Average Current Principal Balance:                                $  394,174


                              Mortgage Rates of the Mortgage Loans as of the Cut-Off Date in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Mortgage Interest Rates (%)                         Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
                    1.000   -  1.249                               16                  $     6,685,046                 1.71   %
                    1.750   -  1.999                                7                        3,199,467                 0.82
                    2.000   -  2.249                                6                        1,558,950                 0.40
                    7.000   -  7.249                                2                          867,332                 0.22
                    7.250   -  7.499                                3                        1,444,294                 0.37
                    7.500   -  7.749                                4                        1,647,186                 0.42
                    7.750   -  7.999                               18                        6,496,528                 1.66
                    8.000   -  8.249                               65                       28,198,268                 7.23
                    8.250   -  8.499                              210                       68,868,253                17.65
                    8.500   -  8.749                              363                      151,695,479                38.87
                    8.750   -  8.999                              291                      117,186,985                30.03
                    9.000   -  9.249                                2                        1,056,401                 0.27
                    9.250   -  9.499                                1                          479,026                 0.12
                    9.500   -  9.749                                1                          413,449                 0.11
                    9.750   -  9.999                                1                          435,212                 0.11
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                $     390,231,874               100.00   %
                                                         =============    ==============================     ================

        Minimum Mortgage Rate:                                            1.000%
        Maximum Mortgage Rate:                                            9.950%
        Weighted Average Mortgage Rate:                                   8.302%


                      Original Loan-to-Value Ratios* of the Mortgage Loans as of the Cut Off Date in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Original Loan-to-Value Ratios(%)                    Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
                     0.01  -   30.00                               1                    $      199,523                 0.05   %
                    30.01  -   40.00                               1                           234,319                 0.06
                    40.01  -   50.00                               5                         2,135,012                 0.55
                    50.01  -   55.00                               5                         1,737,059                 0.45
                    55.01  -   60.00                               9                         3,161,200                 0.81
                    60.01  -   65.00                              20                        11,059,570                 2.83
                    65.01  -   70.00                              37                        17,465,848                 4.48
                    70.01  -   75.00                             122                        54,234,101                13.90
                    75.01  -   80.00                             758                       290,599,289                74.47
                    80.01  -   85.00                               3                         1,082,666                 0.28
                    85.01  -   90.00                              23                         6,986,154                 1.79
                    90.01  -   95.00                               6                         1,337,132                 0.34
                                                         -------------    ------------------------------     ----------------
                       Total                                     990                 $     390,231,874               100.00   %
                                                         =============    ==============================     ================

        Weighted Average Original Loan-to-Value:                          77.74%

        *Loan to Value Ratios are calculated by taking the Original Principal Balance and dividing by
          the lesser of the original or current appraised value of the related Mortgaged Property and the sale price
          of the related Mortgaged Property.


                                  Geographic Distribution* of the Mortgaged Properties in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Geographic Distribution                             Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
        Alabama                                                    2                 $         688,377                 0.18   %
        Arizona                                                   35                        10,646,437                 2.73
        Arkansas                                                   1                           317,623                 0.08
        California                                               606                       273,495,196                70.09
        Colorado                                                   7                         1,674,531                 0.43
        District of Columbia                                       2                           566,795                 0.15
        Florida                                                  109                        29,823,251                 7.64
        Georgia                                                   13                         3,579,731                 0.92
        Hawaii                                                     4                         1,931,342                 0.49
        Illinois                                                   2                           702,644                 0.18
        Indiana                                                    3                         1,114,933                 0.29
        Maryland                                                  22                         7,513,489                 1.93
        Massachusetts                                              3                           913,887                 0.23
        Michigan                                                   3                         1,299,729                 0.33
        Minnesota                                                  9                         2,346,479                 0.60
        Missouri                                                   3                           509,362                 0.13
        Montana                                                    1                           253,195                 0.06
        Nebraska                                                   2                           195,967                 0.05
        Nevada                                                    48                        15,725,815                 4.03
        New Jersey                                                 6                         1,818,188                 0.47
        New York                                                   9                         3,590,850                 0.92
        North Carolina                                             4                         1,011,221                 0.26
        North Dakota                                               1                           287,416                 0.07
        Ohio                                                       5                         1,108,426                 0.28
        Oklahoma                                                   1                           159,750                 0.04
        Oregon                                                    10                         2,793,180                 0.72
        Pennsylvania                                               9                         1,454,024                 0.37
        Rhode Island                                               1                           211,458                 0.05
        South Carolina                                             6                         2,568,869                 0.66
        Texas                                                      3                           826,711                 0.21
        Utah                                                       3                           742,398                 0.19
        Vermont                                                    1                           380,557                 0.10
        Virginia                                                  34                        12,406,149                 3.18
        Washington                                                21                         7,410,569                 1.90
        Wisconsin                                                  1                           163,325                 0.04
                                                         -------------    ------------------------------     ----------------
                       Total                                     990                 $     390,231,874              100.00   %
                                                         =============    ==============================     ================

        *No more than approximately 0.97% of the Mortgage Loans by Principal
         Balance in the pool will be secured by properties located in any one zip code area.


                           Credit Scores as of the Date of Origination of the Mortgage Loans in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Range of Credit Scores                              Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
                               N/A                                 4                  $        969,106                 0.25   %
                      620   -  639                                48                        17,678,811                 4.53
                      640   -  659                                66                        23,945,289                 6.14
                      660   -  679                               122                        50,199,352                12.86
                      680   -  699                               192                        77,464,477                19.85
                      700   -  719                               174                        75,569,925                19.37
                      720   -  739                               126                        48,495,655                12.43
                      740   -  759                               128                        48,257,964                12.37
                      760   -  779                                80                        28,617,485                 7.33
                      780   -  799                                40                        14,661,157                 3.76
                      800   -  819                                10                         4,372,653                 1.12
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                 $     390,231,874              100.00   %
                                                         =============    ==============================     ================

        Non-Zero Weighted Average Credit Score:                           708


                                         Property Types of Mortgaged Properties in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Property Type                                       Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
        2-4 Family                                                 38                  $     18,455,882                4.73   %
        Condominium                                                87                        29,475,209                7.55
        PUD                                                       203                        78,433,729               20.10
        Single Family                                             655                       261,048,361               66.90
        Townhouse                                                   7                         2,818,693                0.72
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                 $     390,231,874              100.00   %
                                                         =============    ==============================     ================


                                        Occupancy Status of Mortgaged Properties in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Occupancy Status                                    Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
        Investor                                                  70                  $     22,661,638                 5.81   %
        Owner Occupied                                           863                       347,717,639                89.11
        Second Home                                               57                        19,852,596                 5.09
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                $     390,231,874              100.00   %
                                                         =============    ==============================     ================


                                           Loan Purpose of the Mortgage Loans in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Loan Purpose                                        Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
        Cash Out Refinance                                       364                 $     137,062,816                35.12   %
        Purchase                                                 300                       115,969,673                29.72
        Rate/Term Refinance                                      326                       137,199,386                35.16
                                                         -------------    ------------------------------     ----------------
                       Total                                     990                 $     390,231,874               100.00   %
                                                         =============    ==============================     ================


                                        Documentation Type of the Mortgage Loans in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Documentation Type                                  Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
        Full/Alternative                                           57                $      14,229,598                 3.65   %
        No Income/No Asset                                          1                          340,562                 0.09
        No Income/Verif. Assets/No VVOE                             1                          301,353                 0.08
        No Income/Verif. Assets/VVOE                              664                      279,255,510                71.56
        Stated Income / Stated Assets                              14                        4,427,364                 1.13
        Stated Income / Verified Assets                           253                       91,677,487                23.49
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                $     390,231,874               100.00   %
                                                         =============    ==============================     ================


                                Original Terms to Stated Maturity of the Mortgage Loans in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Original Term (Months)                              Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
        360                                                      640                  $     241,402,255                61.86   %
        480                                                      350                  $     148,829,619                38.14
                                                         -------------    ------------------------------     ----------------
                       Total                                     990                  $     390,231,874               100.00   %
                                                         =============    ==============================     ================

        Minimum Original Term to Stated Maturity (Mths):                  360
        Maximum Original Term to Stated Maturity (Mths):                  480
        Weighted Average Original Term to Stated Maturity (Mths):         406


                                Remaining Terms to Stated Maturity of the Mortgage Loans in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Stated Remaining Term (Months)                      Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
         300 -  359                                               625                 $    235,715,609                60.40   %
         360 -  360                                                15                 $      5,686,646                 1.46
        361 or greater                                            350                      148,829,619                38.14
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                 $    390,231,874               100.00   %
                                                         =============    ==============================     ================

        Minimum Remaining Term to Stated Maturity (Mths):                 352
        Maximum Remaining Term to Stated Maturity (Mths):                 480
        Weighted Average Remaining Term to Stated Maturity (Mths):        404


                                              Index of the Mortgage Loans in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Index                                               Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
        MTA                                                       990                 $     390,231,874               100.00   %
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                 $     390,231,874               100.00   %
                                                         =============    ==============================     ================


                                    Rate Adjustment Frequency of the Mortgage Loans in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Rate Adjustment Frequency                           Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
        1 Month                                                   990                 $     390,231,874              100.00   %
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                 $     390,231,874              100.00   %
                                                         =============    ==============================     ================


                                   Payment Adjustment Frequency of the Mortgage Loans in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Pay Adjustment Frequency                            Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
        12 Months                                                 990                      390,231,874               100.00   %
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                $     390,231,874               100.00   %
                                                         =============    ==============================     ================


                                 Months to Next Rate Adjustment* of the Mortgage Loans in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Months to Next Rate Adjustment                      Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
        1                                                         983                 $     387,032,407               99.18   %
        2                                                           4                         2,166,767                0.56
        3                                                           3                         1,032,700                0.26
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                 $     390,231,874              100.00   %
                                                         =============    ==============================     ================

        Weighted Average Next Rate Adjustment (Mths):                     1



                                  Maximum Lifetime Mortgage Rate of the Mortgage Loans in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Maximum Mortgage Rate (%)                           Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
                    9.751  -   10.000                             990                 $     390,231,874               100.00   %
                                                         -------------    ------------------------------     ----------------
                       Total                                      990                 $     390,231,874               100.00   %
                                                         =============    ==============================     ================

        Weighted Average Maximum Mortgage Rate:                           9.950%

                                        Periodic Rate Cap of the Mortgage Loans in Group I

                                                          Number of        Aggregate Principal Balance
                                                           Mortgage         Outstanding as of Cut-off         % of Mortgage
        Periodic Rate Cap (%)                               Loans                     Date                        Loans
                                                         -------------    ------------------------------     ----------------
        Uncapped                                                 990                  $     390,231,874               100.00   %