EX-4.1 2 d412702_all.htm POOLING AND SERVICING AGREEMENT

 

 

NEW CENTURY MORTGAGE SECURITIES, INC.

Depositor

 

JPMORGAN CHASE BANK, NATIONAL ASSOCIATION

Servicer

 

and

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

Trustee

 

POOLING AND SERVICING AGREEMENT

Dated as of December 1, 2005

 

 

 

 

New Century Home Equity Loan Trust, Series 2005-D

Asset Backed Pass-Through Certificates

 

 

 



 

TABLE OF CONTENTS

ARTICLE I

 

DEFINITIONS

SECTION 1.01.

Defined Terms.

SECTION 1.02.

Allocation of Certain Interest Shortfalls.

ARTICLE II

 

CONVEYANCE OF MORTGAGE LOANS; ORIGINAL ISSUANCE OF CERTIFICATES

SECTION 2.01.

Conveyance of the Mortgage Loans.

SECTION 2.02.

Acceptance of REMIC I by Trustee.

SECTION 2.03.

Repurchase or Substitution of Mortgage Loans by the Seller.

SECTION 2.04.

Reserved.

SECTION 2.05.

Representations, Warranties and Covenants of the Servicer.

SECTION 2.06.

Issuance of the REMIC I Regular Interests and the Class R-I Interest.

SECTION 2.07.

Conveyance of the REMIC I Regular Interests; Acceptance of REMIC II by the Trustee.

SECTION 2.08.

Conveyance of the REMIC II Regular Interests; Acceptance of REMIC III by the Trustee.

SECTION 2.09.

Conveyance of the Class CE-1 Interest, the Class CE-2 Interest, the Class P Interest and the Class Swap-IO Interest; Acceptance of REMIC IV, REMIC V, REMIC VI and REMIC VII by the Trustee.

SECTION 2.10.

Issuance of Class R Certificates and Class R-X Certificates.

ARTICLE III

 

ADMINISTRATION AND SERVICING OF THE MORTGAGE LOANS

SECTION 3.01.

Servicer to Act as Servicer.

SECTION 3.02.

Sub-Servicing Agreements Between Servicer and Sub-Servicers.

SECTION 3.03.

Successor Sub-Servicers.

SECTION 3.04.

Liability of the Servicer.

SECTION 3.05.

No Contractual Relationship Between Sub-Servicers, the Trustee or the Certificateholders.

SECTION 3.06.

Assumption or Termination of Sub-Servicing Agreements by the Trustee.

SECTION 3.07.

Collection of Certain Mortgage Loan Payments.

SECTION 3.08.

Sub-Servicing Accounts.

SECTION 3.09.

Collection of Taxes, Assessments and Similar Items; Servicing Accounts.

SECTION 3.10.

Collection Account and Distribution Account.

SECTION 3.11.

Withdrawals from the Collection Account and Distribution Account.

SECTION 3.12.

Investment of Funds in the Collection Account and the Distribution Account.

SECTION 3.13.

[Reserved].

SECTION 3.14.

Maintenance of Hazard Insurance and Errors and Omissions and Fidelity Coverage.

SECTION 3.15.

Enforcement of Due-On-Sale Clauses; Assumption Agreements.

SECTION 3.16.

Realization Upon Defaulted Mortgage Loans.

SECTION 3.17.

Trustee to Cooperate; Release of Mortgage Files.

SECTION 3.18.

Servicing Compensation.

SECTION 3.19.

Reports to the Trustee and Others; Collection Account Statements.

SECTION 3.20.

Statement as to Compliance.

 



 

SECTION 3.21.

Independent Public Accountants’ Servicing Report.

SECTION 3.22.

Access to Certain Documentation.

SECTION 3.23.

Title, Management and Disposition of REO Property.

SECTION 3.24.

Obligations of the Servicer in Respect of Prepayment Interest Shortfalls.

SECTION 3.25.

Obligations of the Servicer in Respect of Mortgage Rates and Monthly Payments.

SECTION 3.26.

Advance Facility.

SECTION 3.27.

[Reserved].

SECTION 3.28.

Net WAC Rate Carryover Reserve Account.

ARTICLE IV

 

PAYMENTS TO CERTIFICATEHOLDERS

SECTION 4.01.

Distributions.

SECTION 4.02.

Statements to Certificateholders.

SECTION 4.03.

Remittance Reports; P&I Advances.

SECTION 4.04.

Allocation of Realized Losses.

SECTION 4.05.

Compliance with Withholding Requirements.

SECTION 4.06.

Exchange Commission; Additional Information.

SECTION 4.07.

Swap Account.

SECTION 4.08.

Tax Treatment of Swap Payments and Swap Termination Payments.

ARTICLE V

 

THE CERTIFICATES

SECTION 5.01.

The Certificates.

SECTION 5.02.

Registration of Transfer and Exchange of Certificates.

SECTION 5.03.

Mutilated, Destroyed, Lost or Stolen Certificates.

SECTION 5.04.

Persons Deemed Owners.

SECTION 5.05.

Certain Available Information.

ARTICLE VI

 

THE DEPOSITOR AND THE SERVICER

SECTION 6.01.

Liability of the Depositor and the Servicer.

SECTION 6.02.

Merger or Consolidation of the Depositor or the Servicer.

SECTION 6.03.

Limitation on Liability of the Depositor, the Servicer and Others.

SECTION 6.04.

Limitation on Resignation of the Servicer.

SECTION 6.05.

Rights of the Depositor in Respect of the Servicer.

ARTICLE VII

 

DEFAULT

SECTION 7.01.

Servicer Events of Default.

SECTION 7.02.

Trustee to Act; Appointment of Successor.

SECTION 7.03.

Notification to Certificateholders.

SECTION 7.04.

Waiver of Servicer Events of Default.

 



 

ARTICLE VIII

 

CONCERNING THE TRUSTEE

SECTION 8.01.

Duties of Trustee.

SECTION 8.02.

Certain Matters Affecting the Trustee.

SECTION 8.03.

Trustee Not Liable for Certificates or Mortgage Loans.

SECTION 8.04.

Trustee May Own Certificates.

SECTION 8.05.

Trustee’s Fees and Expenses.

SECTION 8.06.

Eligibility Requirements for Trustee.

SECTION 8.07.

Resignation and Removal of the Trustee.

SECTION 8.08.

Successor Trustee.

SECTION 8.09.

Merger or Consolidation of Trustee.

SECTION 8.10.

Appointment of Co-Trustee or Separate Trustee.

SECTION 8.11.

[Reserved].

SECTION 8.12.

Appointment of Office or Agency.

SECTION 8.13.

Representations and Warranties of the Trustee.

ARTICLE IX

 

TERMINATION

SECTION 9.01.

Termination Upon Repurchase or Liquidation of All Mortgage Loans.

SECTION 9.02.

Additional Termination Requirements.

ARTICLE X

 

REMIC PROVISIONS

SECTION 10.01.

REMIC Administration.

SECTION 10.02.

Prohibited Transactions and Activities.

SECTION 10.03.

Servicer and Trustee Indemnification.

ARTICLE XI

 

MISCELLANEOUS PROVISIONS

SECTION 11.01.

Amendment.

SECTION 11.02.

Recordation of Agreement; Counterparts.

SECTION 11.03.

Limitation on Rights of Certificateholders.

SECTION 11.04.

Governing Law.

SECTION 11.05.

Notices.

SECTION 11.06.

Severability of Provisions.

SECTION 11.07.

Notice to Rating Agencies

SECTION 11.08.

Article and Section References.

SECTION 11.09.

Grant of Security Interest.

 



 

Exhibits

 

Exhibit A-1

Form of Class A-1 Certificate

Exhibit A-2

Form of Class A-2a Certificate

Exhibit A-3

Form of Class A-2b Certificate

Exhibit A-4

Form of Class A-2c Certificate

Exhibit A-5

Form of Class A-2d Certificate

Exhibit A-6

Form of Class M-1 Certificate

Exhibit A-7

Form of Class M-2 Certificate

Exhibit A-8

Form of Class M-3 Certificate

Exhibit A-9

Form of Class M-4 Certificate

Exhibit A-10

Form of Class M-5 Certificate

Exhibit A-11

Form of Class M-6 Certificate

Exhibit A-12

Form of Class M-7 Certificate

Exhibit A-13

Form of Class M-8 Certificate

Exhibit A-14

Form of Class M-9 Certificate

Exhibit A-15

Form of Class M-10 Certificate

Exhibit A-16

Form of Class CE-1 Certificate

Exhibit A-17

Form of Class CE-2 Certificate

Exhibit A-18

Form of Class P Certificate

Exhibit A-19

Form of Class R Certificate

Exhibit A-20

Form of Class R-X Certificate

Exhibit B

[Reserved]

Exhibit C-1

Form of Trustee’s Initial Certification

Exhibit C-2

Form of Trustee’s Final Certification

Exhibit D

Form of Mortgage Loan Purchase Agreement

Exhibit E

Request for Release

Exhibit F-1

Form of Transferor Representation Letter and Form of Transferee Representation Letter in Connection with Transfer of the Class CE Certificates, Class P Certificates or Residual Certificates Pursuant to Rule 144A Under the 1933 Act

 

Exhibit F-2

Form of Transfer Affidavit and Agreement and Form of Transferor Affidavit in Connection with Transfer of Residual Certificates

Exhibit G

Form of Certification with respect to ERISA and the Code

Exhibit H

Form of Report Pursuant to Section 4.06

Exhibit I

Form of Lost Note Affidavit

Exhibit J-1

Form of Certification to Be Provided by the Depositor with Form 10-K

Exhibit J-2

Form of Certification to Be Provided to the Depositor by the Trustee

Exhibit J-3

Form of Certification to Be Provided to the Depositor by the Servicer

Exhibit L

Form of Officer’s Certificate Regarding Annual Statement of Compliance

Exhibit M

Form of Interest Rate Swap Agreement

Exhibit N

Form of Swap Administration Agreement

 

 

Schedule 1

Mortgage Loan Schedule

Schedule 2

Prepayment Charge Schedule

 

 



 

This Pooling and Servicing Agreement, is dated and effective as of December 1, 2005, among NEW CENTURY MORTGAGE SECURITIES, INC. as Depositor, JPMORGAN CHASE BANK, NATIONAL ASSOCIATION, as Servicer and DEUTSCHE BANK NATIONAL TRUST COMPANY as Trustee.

PRELIMINARY STATEMENT:

The Depositor intends to sell pass-through certificates to be issued hereunder in multiple classes, which in the aggregate will evidence the entire beneficial ownership interest in each REMIC (as defined herein) created hereunder. The Trust Fund will consist of a segregated pool of assets comprised of the Mortgage Loans and certain other related assets subject to this Agreement.

 



 

REMIC I

As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the Mortgage Loans and certain other related assets (other than the Servicer Prepayment Charge Payment Amount, the Net WAC Rate Carryover Reserve Account, the Swap Account and the Interest Rate Swap Agreement) subject to this Agreement as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC I.” The Class R-I Interest will be the sole class of “residual interests” in REMIC I for purposes of the REMIC Provisions (as defined herein). The following table irrevocably sets forth the designation, the REMIC I Remittance Rate, the initial Uncertificated Balance and, for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each of the REMIC I Regular Interests (as defined herein). None of the REMIC I Regular Interests will be certificated.

 

Designation

 

REMIC I
Remittance Rate

 

Initial
Uncertificated Balance

 

Latest Possible
Maturity Date(1)

 

I

 

Variable(2)

 

$

23,805,123.72

 

January 25, 2036

 

I-1-A

 

Variable(2)

 

$

3,776,169.46

 

January 25, 2036

 

I-1-B

 

Variable(2)

 

$

3,776,169.46

 

January 25, 2036

 

I-2-A

 

Variable(2)

 

$

2,641,705.65

 

January 25, 2036

 

I-2-B

 

Variable(2)

 

$

2,641,705.65

 

January 25, 2036

 

I-3-A

 

Variable(2)

 

$

3,468,955.34

 

January 25, 2036

 

I-3-B

 

Variable(2)

 

$

3,468,955.34

 

January 25, 2036

 

I-4-A

 

Variable(2)

 

$

4,298,606.85

 

January 25, 2036

 

I-4-B

 

Variable(2)

 

$

4,298,606.85

 

January 25, 2036

 

I-5-A

 

Variable(2)

 

$

5,123,336.14

 

January 25, 2036

 

I-5-B

 

Variable(2)

 

$

5,123,336.14

 

January 25, 2036

 

I-6-A

 

Variable(2)

 

$

5,935,429.73

 

January 25, 2036

 

I-6-B

 

Variable(2)

 

$

5,935,429.73

 

January 25, 2036

 

I-7-A

 

Variable(2)

 

$

6,726,865.87

 

January 25, 2036

 

I-7-B

 

Variable(2)

 

$

6,726,865.87

 

January 25, 2036

 

I-8-A

 

Variable(2)

 

$

7,488,860.36

 

January 25, 2036

 

I-8-B

 

Variable(2)

 

$

7,488,860.36

 

January 25, 2036

 

I-9-A

 

Variable(2)

 

$

8,212,384.11

 

January 25, 2036

 

I-9-B

 

Variable(2)

 

$

8,212,384.11

 

January 25, 2036

 

I-10-A

 

Variable(2)

 

$

8,770,997.11

 

January 25, 2036

 

I-10-B

 

Variable(2)

 

$

8,770,997.11

 

January 25, 2036

 

I-11-A

 

Variable(2)

 

$

9,067,302.92

 

January 25, 2036

 

I-11-B

 

Variable(2)

 

$

9,067,302.92

 

January 25, 2036

 

I-12-A

 

Variable(2)

 

$

9,048,551.61

 

January 25, 2036

 

I-12-B

 

Variable(2)

 

$

9,048,551.61

 

January 25, 2036

 

I-13-A

 

Variable(2)

 

$

8,626,979.12

 

January 25, 2036

 

I-13-B

 

Variable(2)

 

$

8,626,979.12

 

January 25, 2036

 

I-14-A

 

Variable(2)

 

$

8,225,380.06

 

January 25, 2036

 

I-14-B

 

Variable(2)

 

$

8,225,380.06

 

January 25, 2036

 

I-15-A

 

Variable(2)

 

$

7,842,798.17

 

January 25, 2036

 

 

 



 

 

I-15-B

 

Variable(2)

 

$

7,842,798.17

 

January 25, 2036

 

I-16-A

 

Variable(2)

 

$

7,478,322.78

 

January 25, 2036

 

I-16-B

 

Variable(2)

 

$

7,478,322.78

 

January 25, 2036

 

I-17-A

 

Variable(2)

 

$

7,131,086.10

 

January 25, 2036

 

I-17-B

 

Variable(2)

 

$

7,131,086.10

 

January 25, 2036

 

I-18-A

 

Variable(2)

 

$

6,803,832.43

 

January 25, 2036

 

I-18-B

 

Variable(2)

 

$

6,803,832.43

 

January 25, 2036

 

I-19-A

 

Variable(2)

 

$

6,542,471.46

 

January 25, 2036

 

I-19-B

 

Variable(2)

 

$

6,542,471.46

 

January 25, 2036

 

I-20-A

 

Variable(2)

 

$

6,498,451.03

 

January 25, 2036

 

I-20-B

 

Variable(2)

 

$

6,498,451.03

 

January 25, 2036

 

I-21-A

 

Variable(2)

 

$

8,843,797.52

 

January 25, 2036

 

I-21-B

 

Variable(2)

 

$

8,843,797.52

 

January 25, 2036

 

I-22-A

 

Variable(2)

 

$

6,721,908.08

 

January 25, 2036

 

I-22-B

 

Variable(2)

 

$

6,721,908.08

 

January 25, 2036

 

I-23-A

 

Variable(2)

 

$

21,272,259.00

 

January 25, 2036

 

I-23-B

 

Variable(2)

 

$

21,272,259.00

 

January 25, 2036

 

I-24-A

 

Variable(2)

 

$

33,858,767.30

 

January 25, 2036

 

I-24-B

 

Variable(2)

 

$

33,858,767.30

 

January 25, 2036

 

I-25-A

 

Variable(2)

 

$

2,482,896.38

 

January 25, 2036

 

I-25-B

 

Variable(2)

 

$

2,482,896.38

 

January 25, 2036

 

I-26-A

 

Variable(2)

 

$

2,375,366.38

 

January 25, 2036

 

I-26-B

 

Variable(2)

 

$

2,375,366.38

 

January 25, 2036

 

I-27-A

 

Variable(2)

 

$

2,272,676.96

 

January 25, 2036

 

I-27-B

 

Variable(2)

 

$

2,272,676.96

 

January 25, 2036

 

I-28-A

 

Variable(2)

 

$

2,174,602.42

 

January 25, 2036

 

I-28-B

 

Variable(2)

 

$

2,174,602.42

 

January 25, 2036

 

I-29-A

 

Variable(2)

 

$

2,080,930.23

 

January 25, 2036

 

I-29-B

 

Variable(2)

 

$

2,080,930.23

 

January 25, 2036

 

I-30-A

 

Variable(2)

 

$

1,991,456.11

 

January 25, 2036

 

I-30-B

 

Variable(2)

 

$

1,991,456.11

 

January 25, 2036

 

I-31-A

 

Variable(2)

 

$

1,906,435.43

 

January 25, 2036

 

I-31-B

 

Variable(2)

 

$

1,906,435.43

 

January 25, 2036

 

I-32-A

 

Variable(2)

 

$

988,893.54

 

January 25, 2036

 

I-32-B

 

Variable(2)

 

$

988,893.54

 

January 25, 2036

 

I-33-A

 

Variable(2)

 

$

8,447,174.03

 

January 25, 2036

 

I-33-B

 

Variable(2)

 

$

8,447,174.03

 

January 25, 2036

 

I-34-A

 

Variable(2)

 

$

7,164,305.83

 

January 25, 2036

 

I-34-B

 

Variable(2)

 

$

7,164,305.83

 

January 25, 2036

 

I-35-A

 

Variable(2)

 

$

3,439,318.97

 

January 25, 2036

 

I-35-B

 

Variable(2)

 

$

3,439,318.97

 

January 25, 2036

 

I-36-A

 

Variable(2)

 

$

234,622.11

 

January 25, 2036

 

I-36-B

 

Variable(2)

 

$

234,622.11

 

January 25, 2036

 

I-37-A

 

Variable(2)

 

$

270,400.54

 

January 25, 2036

 

I-37-B

 

Variable(2)

 

$

270,400.54

 

January 25, 2036

 

 

 



 

 

I-38-A

 

Variable(2)

 

$

289,811.70

 

January 25, 2036

 

I-38-B

 

Variable(2)

 

$

289,811.70

 

January 25, 2036

 

I-39-A

 

Variable(2)

 

$

296,013.50

 

January 25, 2036

 

I-39-B

 

Variable(2)

 

$

296,013.50

 

January 25, 2036

 

I-40-A

 

Variable(2)

 

$

291,490.29

 

January 25, 2036

 

I-40-B

 

Variable(2)

 

$

291,490.29

 

January 25, 2036

 

I-41-A

 

Variable(2)

 

$

286,789.24

 

January 25, 2036

 

I-41-B

 

Variable(2)

 

$

286,789.24

 

January 25, 2036

 

I-42-A

 

Variable(2)

 

$

281,960.05

 

January 25, 2036

 

I-42-B

 

Variable(2)

 

$

281,960.05

 

January 25, 2036

 

I-43-A

 

Variable(2)

 

$

277,031.45

 

January 25, 2036

 

I-43-B

 

Variable(2)

 

$

277,031.45

 

January 25, 2036

 

I-44-A

 

Variable(2)

 

$

272,032.62

 

January 25, 2036

 

I-44-B

 

Variable(2)

 

$

272,032.62

 

January 25, 2036

 

I-45-A

 

Variable(2)

 

$

266,980.89

 

January 25, 2036

 

I-45-B

 

Variable(2)

 

$

266,980.89

 

January 25, 2036

 

I-46-A

 

Variable(2)

 

$

261,891.31

 

January 25, 2036

 

I-46-B

 

Variable(2)

 

$

261,891.31

 

January 25, 2036

 

I-47-A

 

Variable(2)

 

$

256,772.10

 

January 25, 2036

 

I-47-B

 

Variable(2)

 

$

256,772.10

 

January 25, 2036

 

I-48-A

 

Variable(2)

 

$

9,584,805.77

 

January 25, 2036

 

I-48-B

 

Variable(2)

 

$

9,584,805.77

 

January 25, 2036

 

II

 

Variable(2)

 

$

41,448,271.93

 

January 25, 2036

 

II-1-A

 

Variable(2)

 

$

6,574,846.79

 

January 25, 2036

 

II-1-B

 

Variable(2)

 

$

6,574,846.79

 

January 25, 2036

 

II-2-A

 

Variable(2)

 

$

4,599,584.35

 

January 25, 2036

 

II-2-B

 

Variable(2)

 

$

4,599,584.35

 

January 25, 2036

 

II-3-A

 

Variable(2)

 

$

6,039,943.41

 

January 25, 2036

 

II-3-B

 

Variable(2)

 

$

6,039,943.41

 

January 25, 2036

 

II-4-A

 

Variable(2)

 

$

7,484,484.40

 

January 25, 2036

 

II-4-B

 

Variable(2)

 

$

7,484,484.40

 

January 25, 2036

 

II-5-A

 

Variable(2)

 

$

8,920,455.11

 

January 25, 2036

 

II-5-B

 

Variable(2)

 

$

8,920,455.11

 

January 25, 2036

 

II-6-A

 

Variable(2)

 

$

10,334,425.27

 

January 25, 2036

 

II-6-B

 

Variable(2)

 

$

10,334,425.27

 

January 25, 2036

 

II-7-A

 

Variable(2)

 

$

11,712,427.88

 

January 25, 2036

 

II-7-B

 

Variable(2)

 

$

11,712,427.88

 

January 25, 2036

 

II-8-A

 

Variable(2)

 

$

13,039,168.39

 

January 25, 2036

 

II-8-B

 

Variable(2)

 

$

13,039,168.39

 

January 25, 2036

 

II-9-A

 

Variable(2)

 

$

14,298,925.89

 

January 25, 2036

 

II-9-B

 

Variable(2)

 

$

14,298,925.89

 

January 25, 2036

 

II-10-A

 

Variable(2)

 

$

15,271,550.39

 

January 25, 2036

 

II-10-B

 

Variable(2)

 

$

15,271,550.39

 

January 25, 2036

 

II-11-A

 

Variable(2)

 

$

15,787,460.83

 

January 25, 2036

 

II-11-B

 

Variable(2)

 

$

15,787,460.83

 

January 25, 2036

 

 

 



 

 

II-12-A

 

Variable(2)

 

$

15,754,812.14

 

January 25, 2036

 

II-12-B

 

Variable(2)

 

$

15,754,812.14

 

January 25, 2036

 

II-13-A

 

Variable(2)

 

$

15,020,794.63

 

January 25, 2036

 

II-13-B

 

Variable(2)

 

$

15,020,794.63

 

January 25, 2036

 

II-14-A

 

Variable(2)

 

$

14,321,553.69

 

January 25, 2036

 

II-14-B

 

Variable(2)

 

$

14,321,553.69

 

January 25, 2036

 

II-15-A

 

Variable(2)

 

$

13,655,424.33

 

January 25, 2036

 

II-15-B

 

Variable(2)

 

$

13,655,424.33

 

January 25, 2036

 

II-16-A

 

Variable(2)

 

$

13,020,820.97

 

January 25, 2036

 

II-16-B

 

Variable(2)

 

$

13,020,820.97

 

January 25, 2036

 

II-17-A

 

Variable(2)

 

$

12,416,232.65

 

January 25, 2036

 

II-17-B

 

Variable(2)

 

$

12,416,232.65

 

January 25, 2036

 

II-18-A

 

Variable(2)

 

$

11,846,437.57

 

January 25, 2036

 

II-18-B

 

Variable(2)

 

$

11,846,437.57

 

January 25, 2036

 

II-19-A

 

Variable(2)

 

$

11,391,371.04

 

January 25, 2036

 

II-19-B

 

Variable(2)

 

$

11,391,371.04

 

January 25, 2036

 

II-20-A

 

Variable(2)

 

$

11,314,725.22

 

January 25, 2036

 

II-20-B

 

Variable(2)

 

$

11,314,725.22

 

January 25, 2036

 

II-21-A

 

Variable(2)

 

$

15,398,306.23

 

January 25, 2036

 

II-21-B

 

Variable(2)

 

$

15,398,306.23

 

January 25, 2036

 

II-22-A

 

Variable(2)

 

$

11,703,795.67

 

January 25, 2036

 

II-22-B

 

Variable(2)

 

$

11,703,795.67

 

January 25, 2036

 

II-23-A

 

Variable(2)

 

$

37,038,021.00

 

January 25, 2036

 

II-23-B

 

Variable(2)

 

$

37,038,021.00

 

January 25, 2036

 

II-24-A

 

Variable(2)

 

$

58,952,917.70

 

January 25, 2036

 

II-24-B

 

Variable(2)

 

$

58,952,917.70

 

January 25, 2036

 

II-25-A

 

Variable(2)

 

$

4,323,074.87

 

January 25, 2036

 

II-25-B

 

Variable(2)

 

$

4,323,074.87

 

January 25, 2036

 

II-26-A

 

Variable(2)

 

$

4,135,849.87

 

January 25, 2036

 

II-26-B

 

Variable(2)

 

$

4,135,849.87

 

January 25, 2036

 

II-27-A

 

Variable(2)

 

$

3,957,053.04

 

January 25, 2036

 

II-27-B

 

Variable(2)

 

$

3,957,053.04

 

January 25, 2036

 

II-28-A

 

Variable(2)

 

$

3,786,291.33

 

January 25, 2036

 

II-28-B

 

Variable(2)

 

$

3,786,291.33

 

January 25, 2036

 

II-29-A

 

Variable(2)

 

$

3,623,194.77

 

January 25, 2036

 

II-29-B

 

Variable(2)

 

$

3,623,194.77

 

January 25, 2036

 

II-30-A

 

Variable(2)

 

$

3,467,407.64

 

January 25, 2036

 

II-30-B

 

Variable(2)

 

$

3,467,407.64

 

January 25, 2036

 

II-31-A

 

Variable(2)

 

$

3,319,374.57

 

January 25, 2036

 

II-31-B

 

Variable(2)

 

$

3,319,374.57

 

January 25, 2036

 

II-32-A

 

Variable(2)

 

$

1,721,803.96

 

January 25, 2036

 

II-32-B

 

Variable(2)

 

$

1,721,803.96

 

January 25, 2036

 

II-33-A

 

Variable(2)

 

$

14,707,728.47

 

January 25, 2036

 

II-33-B

 

Variable(2)

 

$

14,707,728.47

 

January 25, 2036

 

II-34-A

 

Variable(2)

 

$

12,474,072.92

 

January 25, 2036

 

 

 



 

 

II-34-B

 

Variable(2)

 

$

12,474,072.92

 

January 25, 2036

 

II-35-A

 

Variable(2)

 

$

5,988,342.28

 

January 25, 2036

 

II-35-B

 

Variable(2)

 

$

5,988,342.28

 

January 25, 2036

 

II-36-A

 

Variable(2)

 

$

408,510.39

 

January 25, 2036

 

II-36-B

 

Variable(2)

 

$

408,510.39

 

January 25, 2036

 

II-37-A

 

Variable(2)

 

$

470,805.71

 

January 25, 2036

 

II-37-B

 

Variable(2)

 

$

470,805.71

 

January 25, 2036

 

II-38-A

 

Variable(2)

 

$

504,603.30

 

January 25, 2036

 

II-38-B

 

Variable(2)

 

$

504,603.30

 

January 25, 2036

 

II-39-A

 

Variable(2)

 

$

515,401.50

 

January 25, 2036

 

II-39-B

 

Variable(2)

 

$

515,401.50

 

January 25, 2036

 

II-40-A

 

Variable(2)

 

$

507,525.96

 

January 25, 2036

 

II-40-B

 

Variable(2)

 

$

507,525.96

 

January 25, 2036

 

II-41-A

 

Variable(2)

 

$

499,340.76

 

January 25, 2036

 

II-41-B

 

Variable(2)

 

$

499,340.76

 

January 25, 2036

 

II-42-A

 

Variable(2)

 

$

490,932.45

 

January 25, 2036

 

II-42-B

 

Variable(2)

 

$

490,932.45

 

January 25, 2036

 

II-43-A

 

Variable(2)

 

$

482,351.05

 

January 25, 2036

 

II-43-B

 

Variable(2)

 

$

482,351.05

 

January 25, 2036

 

II-44-A

 

Variable(2)

 

$

473,647.38

 

January 25, 2036

 

II-44-B

 

Variable(2)

 

$

473,647.38

 

January 25, 2036

 

II-45-A

 

Variable(2)

 

$

464,851.61

 

January 25, 2036

 

II-45-B

 

Variable(2)

 

$

464,851.61

 

January 25, 2036

 

II-46-A

 

Variable(2)

 

$

455,989.94

 

January 25, 2036

 

II-46-B

 

Variable(2)

 

$

455,989.94

 

January 25, 2036

 

II-47-A

 

Variable(2)

 

$

447,076.65

 

January 25, 2036

 

II-47-B

 

Variable(2)

 

$

447,076.65

 

January 25, 2036

 

II-48-A

 

Variable(2)

 

$

16,688,506.73

 

January 25, 2036

 

II-48-B

 

Variable(2)

 

$

16,688,506.73

 

January 25, 2036

 

P

 

Variable(2)

 

$

100.00

 

January 25, 2036

 

 

________________

(1)

For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date immediately following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the “latest possible maturity date” for each REMIC I Regular Interest.

(2)

Calculated in accordance with the definition of “REMIC I Remittance Rate” herein.

 

 

 



 

REMIC II

As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the REMIC I Regular Interests subject to this Agreement as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC II.” The Class R-II Interest will be the sole class of “residual interests” in REMIC II for purposes of the REMIC Provisions (as defined herein). The following table irrevocably sets forth the designation, the REMIC II Remittance Rate, the initial Uncertificated Balance and, for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each of the REMIC II Regular Interests (as defined herein). None of the REMIC II Regular Interests will be certificated.

 


Designation

 

REMIC II
Remittance Rate

 

Initial
Uncertificated Balance

 

Latest Possible
Maturity Date(1)

 

II-LTAA

 

Variable(2)

 

$

710,538,020.64

 

January 25, 2036

 

II-LTA1

 

Variable(2)

 

$

2,057,830.00

 

January 25, 2036

 

II-LTA2a

 

Variable(2)

 

$

1,680,100.00

 

January 25, 2036

 

II-LTA2b

 

Variable(2)

 

$

611,300.00

 

January 25, 2036

 

II-LTA2c

 

Variable(2)

 

$

922,800.00

 

January 25, 2036

 

II-LTA2d

 

Variable(2)

 

$

368,770.00

 

January 25, 2036

 

II-LTM1

 

Variable(2)

 

$

257,390.00

 

January 25, 2036

 

II-LTM2

 

Variable(2)

 

$

232,010.00

 

January 25, 2036

 

II-LTM3

 

Variable(2)

 

$

159,510.00

 

January 25, 2036

 

II-LTM4

 

Variable(2)

 

$

116,005.00

 

January 25, 2036

 

II-LTM5

 

Variable(2)

 

$

116,005.00

 

January 25, 2036

 

II-LTM6

 

Variable(2)

 

$

105,130.00

 

January 25, 2036

 

II-LTM7

 

Variable(2)

 

$

105,130.00

 

January 25, 2036

 

II-LTM8

 

Variable(2)

 

$

76,130.00

 

January 25, 2036

 

II-LTM9

 

Variable(2)

 

$

79,755.00

 

January 25, 2036

 

II-LTM10

 

Variable(2)

 

$

72,505.00

 

January 25, 2036

 

II-LTZZ

 

Variable(2)

 

$

7,540,405.93

 

January 25, 2036

 

II-LTP

 

Variable(2)

 

$

100.00

 

January 25, 2036

 

II-LT1SUB

 

Variable(2)

 

$

11,743.89

 

January 25, 2036

 

II-LT1GRP

 

Variable(2)

 

$

52,900.50

 

January 25, 2036

 

II-LT2SUB

 

Variable(2)

 

$

20,447.87

 

January 25, 2036

 

II-LT2GRP

 

Variable(2)

 

$

92,107.27

 

January 25, 2036

 

II-LTXX

 

Variable(2)

 

$

724,861,597.05

 

January 25, 2036

 

II-IO

 

Variable(2)

 

 

N/A (3)

 

January 25, 2036

 

___________________

 

(1)

For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date immediately following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the “latest possible maturity date” for each REMIC II Regular Interest.

   

(2)

Calculated in accordance with the definition of “REMIC II Remittance Rate” herein.

   

(3)

REMIC II Regular Interest II-IO will not have an Ucnertificated Balance but will accrue interest on its Uncertificated Notional Amount (as defined herein).

 

 

 



 

REMIC III

As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the REMIC II Regular Interests as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC III.” The Class R-III Interest will evidence the sole class of “residual interests” in REMIC III for purposes of the REMIC Provisions. The following table irrevocably sets forth the designation, the Pass-Through Rate, the initial aggregate Certificate Principal Balance and, for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for the indicated Classes of Certificates. 


Designation

 

Pass-Through Rate

Initial Certificate Principal Balance

 

Latest Possible Maturity Date(1)

 

Class A-1

 

Variable(2)

$

411,566,000

 

January 25, 2036

 

Class A-2a

 

Variable(2)

$

336,020,000

 

January 25, 2036

 

Class A-2b

 

Variable(2)

$

122,260,000

 

January 25, 2036

 

Class A-2c

 

Variable(2)

$

184,560,000

 

January 25, 2036

 

Class A-2d

 

Variable(2)

$

73,754,000

 

January 25, 2036

 

Class M-1

 

Variable(2)

$

51,478,000

 

January 25, 2036

 

Class M-2

 

Variable(2)

$

46,402,000

 

January 25, 2036

 

Class M-3

 

Variable(2)

$

31,902,000

 

January 25, 2036

 

Class M-4

 

Variable(2)

$

23,201,000

 

January 25, 2036

 

Class M-5

 

Variable(2)

$

23,201,000

 

January 25, 2036

 

Class M-6

 

Variable(2)

$

21,026,000

 

January 25, 2036

 

Class M-7

 

Variable(2)

$

21,026,000

 

January 25, 2036

 

Class M-8

 

Variable(2)

$

15,226,000

 

January 25, 2036

 

Class M-9

 

Variable(2)

$

15,951,000

 

January 25, 2036

 

Class M-10

 

Variable(2)

$

14,501,000

 

January 25, 2036

 

Class CE-1 Interest

 

Variable(2)

$

19,938,593.15

 

January 25, 2036

 

Class CE-2 Interest

 

N/A

$

38,065,000.00

 

January 25, 2036

 

Class P Interest

 

N/A(4)

$

100.00

 

January 25, 2036

 

Class SWAP-IO Interest

 

N/A(5)

$

N/A(5)

 

January 25, 2036

 

_______________

(1)

For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date immediately following the maturity date for the Mortgage Loans with the latest maturity date has been designated as the “latest possible maturity date” for each Class of Certificates.

(2)

Calculated in accordance with the definition of “Pass-Through Rate” herein.

(3)

The Class CE-1 Interest will accrue interest at its variable Pass-Through Rate on the Notional Amount of the Class CE-1 Interest outstanding from time to time. The Class CE-1 Interest will not accrue interest on its Certificate Principal Balance.

(4)

The Class P Interest will not accrue interest.

(5)

The Class SWAP-IO Interest will not have a Pass-Through Rate or a Certificate Principal Balance, but will be entitled to 100% of amounts distributed on REMIC II Regular Interest II-IO.

 

 



 

REMIC IV

As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the the Class CE-1 Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC IV.” The Class R-IV Interest will evidence the sole class of “residual interests” in REMIC IV for purposes of the REMIC Provisions. The following table irrevocably sets forth the designation, the Pass-Through Rate, the initial aggregate Certificate Principal Balance and, for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for the indicated Classes of Certificates.

Designation

Pass-Through Rate

Initial Aggregate
Certificate Principal
Balance

Latest Possible
Maturity Date(1)

Class CE-1

Variable(2)

$19,938,593.15(3)

January 25, 2036

_______________

(1)

For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date immediately following the maturity date for the Mortgage Loans with the latest maturity date has been designated as the “latest possible maturity date” for each Class of Certificates.

(2)

Calculated in accordance with the definition of “Pass-Through Rate” herein.

(3)

The Class CE-1 Certificates will be entitled to 100% of amounts distributed on the Class CE-1 Interest.

 

 



 

REMIC V

As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the Class P Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC V.” The Class R-V Interest will evidence the sole class of “residual interests” in REMIC V for purposes of the REMIC Provisions. The following table irrevocably sets forth the designation, the Pass-Through Rate, the initial aggregate Certificate Principal Balance and, for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for the indicated Classes of Certificates.

Designation

Pass-Through Rate

Initial Aggregate
Certificate Principal
Balance

Latest Possible
Maturity Date(1)

Class P

N/A

$           100.00(2)

January 25, 2036

_______________

(1)

For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date immediately following the maturity date for the Mortgage Loans with the latest maturity date has been designated as the “latest possible maturity date” for each Class of Certificates.

(2)

The Class P Certificates will receive 100% of amounts received in respect of the Class P Interest.

 

 



 

REMIC VI

As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the Class SWAP-IO Interest as a REMIC for federal income tax purposes, and such segregated pool of assets shall be designated as “REMIC VI.” The Class R-VI Interest represents the sole class of “residual interests” in REMIC VI for purposes of the REMIC Provisions. The following table irrevocably sets forth the designation, the Pass-Through Rate, the initial aggregate Certificate Principal Balance and, for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for the indicated REMIC VI Regular Interest, which will be uncertificated.

 


Designation

 

Pass-Through Rate

 

Initial Aggregate
Certificate Principal Balance

 

Latest Possible
Maturity Date(1)

 

SWAP-IO

 

Variable(2)

 

N/A

 

January 25, 2036

 

________________

(1)

For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date immediately following the maturity date for the
Mortgage Loan with the latest maturity date has been designated as the "latest possible maturity date" for REMIC VI Regular Interest SWAP-IO.

(2)

REMIC VI Regular Interest SWAP-IO shall receive 100% of amounts received in respect of the Class SWAP-IO Interest.

 

 



 

REMIC VII

As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the Class CE-2 Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC VII.” The Class R-VII Interest will evidence the sole class of “residual interests” in REMIC VII for purposes of the REMIC Provisions. The following table irrevocably sets forth the designation, the Pass-Through Rate, the initial aggregate Certificate Principal Balance and, for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for the indicated Classes of Certificates.

Designation

Pass-Through Rate

Initial Aggregate
Certificate Principal
Balance

Latest Possible
Maturity Date(1)

Class CE-2

N/A(2)

$38,065,000.00 (3)

January 25, 2036

_______________

(1)

For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date immediately following the maturity date for the Mortgage Loans with the latest maturity date has been designated as the “latest possible maturity date” for each Class of Certificates.

(2)

The Class CE-2 Certificates wll not have a Pass-Through Rate.

(3)

The Class CE-2 Certificates will receive 100% of amounts distributed on the Class CE-2 Interest until the Certificate Principal Balance is reduced to zero.

 

As of the Cut-off Date, the Group I Mortgage Loans had an aggregate Stated Principal Balance equal to $529,004,975.87 and the Group II Mortgage Loans had an aggregate Stated Principal Balance equal to $921,072,717.28.

In consideration of the mutual agreements herein contained, the Depositor, the Servicer and the Trustee agree as follows:

 



 

ARTICLE I

 

DEFINITIONS

 

SECTION 1.01.

Defined Terms.

Whenever used in this Agreement, including, without limitation, in the Preliminary Statement hereto, the following words and phrases, unless the context otherwise requires, shall have the meanings specified in this Article. Unless otherwise specified, all calculations described herein shall be made on the basis of a 360-day year consisting of twelve 30-day months.

“Accrued Certificate Interest”: With respect to any Class A Certificate, Mezzanine Certificate or Class CE-1 Certificate and each Distribution Date, interest accrued during the related Interest Accrual Period at the Pass-Through Rate for such Certificate for such Distribution Date on the Certificate Principal Balance, in the case of the Offered Certificates, or on the Notional Amount, in the case of the Class CE-1 Certificates, of such Certificate immediately prior to such Distribution Date. The Class P Certificates and Class CE-2 Certificates are not entitled to distributions in respect of interest and, accordingly, will not accrue interest. All distributions of interest on the Offered Certificates will be calculated on the basis of a 360-day year and the actual number of days in the applicable Interest Accrual Period. All distributions of interest on the Class CE-1 Certificates will be based on a 360-day year consisting of twelve 30-day months. Accrued Certificate Interest with respect to each Distribution Date, as to any Class A Certificate, Mezzanine Certificate or Class CE-1 Certificate, shall be reduced by an amount equal to the portion allocable to such Certificate pursuant to Section 1.02 hereof of the sum of (a) the aggregate Prepayment Interest Shortfall, if any, for such Distribution Date to the extent not covered by payments pursuant to Section 3.24 and (b) the aggregate amount of any Relief Act Interest Shortfall, if any, for such Distribution Date. In addition, Accrued Certificate Interest with respect to each Distribution Date, as to any Class CE-1 Certificate, shall be reduced by an amount equal to the portion allocable to such Class CE-1 Certificate of Realized Losses, if any, pursuant to Section 4.04 hereof. Subsequent to the Class CE Transition Date and until the Certificate Principal Balance of the Class CE-2 Interest has been reduced to zero, any Accrued Certificate Interest on the Class CE-1 Interest shall be paid to the Class CE-2 Interest until the Certificate Principal Balance thereof has been reduced to zero, and the Certificate Principal Balance of the Class CE-1 Interest shall be increased by such amount.

“Adjustable-Rate Mortgage Loan”: Each of the Mortgage Loans identified in the Mortgage Loan Schedule as having a Mortgage Rate that is subject to adjustment.

“Adjustment Date”: With respect to each Adjustable-Rate Mortgage Loan, the first day of the month in which the Mortgage Rate of such Mortgage Loan changes pursuant to the related Mortgage Note. The first Adjustment Date following the Cut-off Date as to each Adjustable-Rate Mortgage Loan is set forth in the Mortgage Loan Schedule.

“Advancing Person”: As defined in Section 3.26(a) hereof.

“Affiliate”: With respect to any specified Person, any other Person controlling or controlled by or under common control with such specified Person. For the purposes of this

 



definition, “control” when used with respect to any specified Person means the power to direct the management and policies of such Person, directly or indirectly, whether through the ownership of voting securities, by contract or otherwise, and the terms “controlling” and “controlled” have meanings correlative to the foregoing.

“Agreement”: This Pooling and Servicing Agreement and all amendments hereof and supplements hereto.

“Allocated Realized Loss Amount”: With respect to any Distribution Date and any Class of Mezzanine Certificates, the sum of (i) any Realized Losses allocated to such Class of Certificates on such Distribution Date and any Allocated Realized Loss Amount for such Class remaining undistributed from previous Distribution Dates.

“Assignment”: An assignment of Mortgage, notice of transfer or equivalent instrument, in recordable form (excepting therefrom, if applicable, the mortgage recordation information which has not been required pursuant to Section 2.01 hereof or returned by the applicable recorder’s office), which is sufficient under the laws of the jurisdiction wherein the related Mortgaged Property is located to reflect of record the sale of the Mortgage, which assignment, notice of transfer or equivalent instrument may be in the form of one or more blanket assignments covering Mortgages secured by Mortgaged Properties located in the same county, if permitted by law.

“Available Distribution Amount”: With respect to any Distribution Date, an amount equal to (1) the sum of (a) the aggregate of the amounts on deposit in the Collection Account and Distribution Account as of the close of business on the related Determination Date, (b) the aggregate of any amounts received in respect of an REO Property withdrawn from any REO Account and deposited in the Distribution Account for such Distribution Date pursuant to Section 3.23, (c) the aggregate of any amounts deposited in the Distribution Account by the Servicer in respect of Prepayment Interest Shortfalls for such Distribution Date pursuant to Section 3.24, (d) the aggregate of any P&I Advances made by the Servicer for such Distribution Date pursuant to Section 4.03 and (e) the aggregate of any advances made by the Trustee as successor Servicer or any other successor Servicer for such Distribution Date pursuant to Section 7.02, reduced (to not less than zero), by (2) the portion of the amount described in clause (1)(a) above that represents (i) Monthly Payments on the Mortgage Loans received from a Mortgagor on or prior to the Determination Date but due during any Due Period subsequent to the related Due Period, (ii) Principal Prepayments on the Mortgage Loans received after the related Prepayment Period (together with any interest payments received with such Principal Prepayments to the extent they represent the payment of interest accrued on the Mortgage Loans during a period subsequent to the related Prepayment Period), (iii) Liquidation Proceeds and Insurance Proceeds received in respect of the Mortgage Loans after the related Prepayment Period, (iv) amounts reimbursable or payable to the Depositor, the Servicer, the Trustee, the Seller or any Sub-Servicer pursuant to Section 3.11 or Section 3.12 or otherwise payable in respect of Extraordinary Trust Fund Expenses, (v) the Trustee Fee payable from the Distribution Account pursuant to Section 8.05, (vi) amounts deposited in the Collection Account or the Distribution Account in error, (vii) the amount of any Prepayment Charges collected by the Servicer in connection with the Principal Prepayment of any of the Mortgage Loans or any Servicer Prepayment Charge Payment Amount, and (viii) any Net Swap Payment or Swap

 



Termination Payment owed to the Swap Provider (other than any Swap Termination Payment owed to the Swap Provider resulting from a Swap Provider Trigger Event).

“Bankruptcy Code”: The Bankruptcy Reform Act of 1978 (Title 11 of the United States Code), as amended.

“Bankruptcy Loss”: With respect to any Mortgage Loan, a Realized Loss resulting from a Deficient Valuation or Debt Service Reduction.

“Book-Entry Certificate”: The Offered Certificates for so long as the Certificates of such Class shall be registered in the name of the Depository or its nominee.

“Book-Entry Custodian”: The custodian appointed pursuant to Section 5.01.

“Business Day”: Any day other than a Saturday, a Sunday or a day on which banking or savings and loan institutions in the State of Arizona, the State of California, the State of New York, the State of Texas or in the city in which the Corporate Trust Office of the Trustee is located, are authorized or obligated by law or executive order to be closed.

“Cash-Out Refinancing”: A Refinanced Mortgage Loan the proceeds of which are more than a nominal amount in excess of the principal balance of any existing first mortgage or subordinate mortgage on the related Mortgaged Property and related closing costs.

“Certificate”: Any one of the Asset Backed Pass-Through Certificates, Series 2005-D, Class A-1, Class A-2a, Class A-2b, Class A-2c, Class A-2d, Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10, Class CE-1, Class CE-2, Class P, Class R or Class R-X issued under this Agreement.

“Certificateholder” or “Holder”: The Person in whose name a Certificate is registered in the Certificate Register, except that a Disqualified Organization or a Non-United States Person shall not be a Holder of a Residual Certificate for any purposes hereof and, solely for the purposes of giving any consent pursuant to this Agreement, any Certificate registered in the name of the Depositor or the Servicer or any Affiliate thereof shall be deemed not to be outstanding and the Voting Rights to which it is entitled shall not be taken into account in determining whether the requisite percentage of Voting Rights necessary to effect any such consent has been obtained, except as otherwise provided in Section 11.01. The Trustee may conclusively rely upon a certificate of the Depositor or the Servicer in determining whether a Certificate is held by an Affiliate thereof. All references herein to “Holders” or “Certificateholders” shall reflect the rights of Certificate Owners as they may indirectly exercise such rights through the Depository and participating members thereof, except as otherwise specified herein; provided, however, that the Trustee shall be required to recognize as a “Holder” or “Certificateholder” only the Person in whose name a Certificate is registered in the Certificate Register.

“Certificate Factor”: With respect to any Class of Regular Certificates as of any Distribution Date, a fraction, expressed as a decimal carried to six places, the numerator of which is the aggregate Certificate Principal Balance (or the Notional Amount, in the case of the Class CE-1 Certificates) of such Class of Certificates on such Distribution Date (after giving effect to

 



any distributions of principal and allocations of Realized Losses in reduction of the Certificate Principal Balance (or the Notional Amount, in the case of the Class CE-1 Certificates) of such Class of Certificates to be made on such Distribution Date), and the denominator of which is the initial aggregate Certificate Principal Balance (or the Notional Amount, in the case of the Class CE-1 Certificates) of such Class of Certificates as of the Closing Date.

“Certificate Margin”: With respect to each Class of Offered Certificate and, for purposes of the Marker Rate, the specified REMIC II Regular Interest, as follows:

Class

REMIC II Regular
Interest

Certificate Margin

(1) (%)

(2) (%)

A-1

II-LTA1

0.220%

0.440%

A-2a

II-LTA2a

0.080%

0.160%

A-2b

II-LTA2b

0.170%

0.340%

A-2c

II-LTA2c

0.230%

0.460%

A-2d

II-LTA2d

0.330%

0.660%

M-1

II-LTM1

0.450%

0.675%

M-2

II-LTM2

0.470%

0.705%

M-3

II-LTM3

0.480%

0.720%

M-4

II-LTM4

0.620%

0.930%

M-5

II-LTM5

0.640%

0.960%

M-6

II-LTM6

0.760%

1.140%

M-7

II-LTM7

1.650%

2.475%

M-8

II-LTM8

2.250%

3.375%

M-9

II-LTM9

2.500%

3.750%

M-10

II-LTM10

2.500%

3.750%

__________

(1)

For the Interest Accrual Period for each Distribution Date on or prior to the Optional Termination Date.

(2)

For the Interest Accrual Period for each Distribution Date after the Optional Termination Date.

 

“Certificate Owner”: With respect to a Book-Entry Certificate, the Person who is the beneficial owner of such Certificate as reflected on the books of the Depository or on the books of a Depository Participant or on the books of an indirect participating brokerage firm for which a Depository Participant acts as agent.

“Certificate Principal Balance”: With respect to each Class A Certificate, Mezzanine Certificate or Class P Certificate as of any date of determination, the Certificate Principal Balance of such Certificate on the Distribution Date immediately prior to such date of determination, plus any Subsequent Recoveries on the Mortgage Loans added to the Certificate Principal Balance of such Certificate pursuant to Section 4.01, minus all distributions allocable to principal made thereon and in the case of a Mezzanine Certificate, Realized Losses allocated thereto on such immediately prior Distribution Date (or, in the case of any date of determination up to and including the first Distribution Date, the initial Certificate Principal Balance of such Certificate, as stated on the face thereof).

With respect to each Class CE-2 Certificate as of any date of determination, the Certificate Principal Balance of such Certificate on the Distribution Date immediately prior to such date of determination, minus all distributions made thereon and Realized Losses allocated thereto on such immediately prior Distribution Date (or, in the case of any date of determination up to and including the first Distribution Date, the initial Certificate Principal Balance of such Certificate, as stated on the face thereof), increased by an amount equal to any

 



Overcollateralization Increase Amounts distributed under Section 4.01(a)(4)(i) to the extent of Realized Losses allocated to the Class CE-2 Certificates; provided, however, the Certificate Principal Balance of the Class CE-2 Certificate shall not exceed the initial Certificate Principal Balance minus any distributions thereon.

With respect to each Class CE-1 Certificate as of any date of determination, an amount equal to the Percentage Interest evidenced by such Certificate times the excess, if any, of (A) the then aggregate Uncertificated Balance of the REMIC II Regular Interests over (B) the then aggregate Certificate Principal Balance of the Class A Certificates, the Mezzanine Certificates, the Class P Certificates and the Class CE-2 Certificates then outstanding.

“Certificate Register”: The register maintained pursuant to Section 5.02.

“Class”: Collectively, all of the Certificates bearing the same class designation.

“Class A Certificate”: Any one of the Class A-1 Certificates, the Class A-2a Certificates, the Class A-2b Certificates, the Class A-2c Certificates or the Class A-2d Certificates.

“Class A-1 Certificate”: Any one of the Class A-1A Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-1 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class A-2a Certificate”: Any one of the Class A-2a Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-2 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class A-2b Certificate”: Any one of the Class A-2b Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-3 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class A-2c Certificate”: Any one of the Class A-2c Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-4 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class A-2d Certificate”: Any one of the Class A-2d Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-5 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

 



 

“Class CE Certificate”: Any one of the Class CE-1 Certificates or the Class CE-2 Certificates.

“Class CE Transition Date”: The earlier to occur of (i) the Stepdown Date and (ii) the 37th Distribution Date.

“Class CE-1 Certificate”: Any one of the Class CE-1 Certificates executed, authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-16 and evidencing (i) a Regular Interest in REMIC IV, (ii) the obligation to pay Net WAC Rate Carryover Amounts and Swap Termination Payments and (iii) the right to receive the Class IO Distribution Amount.

“Class CE-2 Certificate”: Any one of the Class CE-2 Certificates executed, authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-17 and evidencing a Regular Interest in REMIC VII.

“Class CE-1 Interest”: An uncertificated interest in the Trust Fund held by the Trustee on behalf of the Holders of the Class CE-1 Certificates, evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.

“Class CE-2 Interest”: An uncertificated interest in the Trust Fund held by the Trustee on behalf of the Holders of the Class CE-2 Certificates, evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.

“Class IO Distribution Amount”: As defined in Section 4.08 hereof. For purposes of clarity, the Class IO Distribution Amount for any Distribution Date shall equal the amount payable to the Swap Administrator on such Distribution Date in excess of the amount payable on the Class SWAP-IO Interest on such Distribution Date, all as further provided in Section 4.08 hereof.

“Class M-1 Certificate”: Any one of the Class M-1 Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-6 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class M-1 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date) and (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 62.70% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period and (B) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period minus $7,250,388.

“Class M-2 Certificate”: Any one of the Class M-2 Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-7 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the

 



Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class M-2 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date) and (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 69.10% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period and (B) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period minus $7,250,388.

“Class M-3 Certificate”: Any one of the Class M-3 Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-8 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class M-3 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date) and (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 73.50% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period and (B) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period minus $7,250,388.

“Class M-4 Certificate”: Any one of the Class M-4 Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-9 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class M-4 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3

 



Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date) and (v) the Certificate Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 76.70% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period and (B) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period minus $7,250,388.

“Class M-5 Certificate”: Any one of the Class M-5 Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-10 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class M-5 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date) and (vi) the Certificate Principal Balance of the Class M-5 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 79.90% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period and (B) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period minus $7,250,388.

“Class M-6 Certificate”: Any one of the Class M-6 Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-11 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class M-6 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution

 



Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date) and (vii) the Certificate Principal Balance of the Class M-6 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 82.80% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period and (B) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period minus $7,250,388.

“Class M-7 Certificate”: Any one of the Class M-7 Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-12 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class M-7 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date) and (viii) the Certificate Principal Balance of the Class M-7 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 85.70% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period and (B) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period minus $7,250,388.

“Class M-8 Certificate”: Any one of the Class M-8 Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-13 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class M-8 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2

 



Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), (viii) the Certificate Principal Balance of the Class M-7 Certificates (after taking into account the distribution of the Class M-7 Principal Distribution Amount on such Distribution Date) and (ix) the Certificate Principal Balance of the Class M-8 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 87.80% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period and (B) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period minus $7,250,388.

“Class M-9 Certificate”: Any one of the Class M-9 Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-14 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class M-9 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), (viii) the Certificate Principal Balance of the Class M-7 Certificates (after taking into account the distribution of the Class M-7 Principal Distribution Amount on such Distribution Date), (ix) the Certificate Principal Balance of the Class M-8 Certificates (after taking into account the distribution of the Class M-8 Principal Distribution Amount on such Distribution Date) and (x) the Certificate Principal Balance of the Class M-9 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 90.00% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period and (B) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period minus $7,250,388.

 



 

“Class M-10 Certificate”: Any one of the Class M-10 Certificates executed by the Trustee, and authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-15 and evidencing (i) a Regular Interest in REMIC III, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.

“Class M-10 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Senior Principal Distribution Amount on the related distribution date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on the related distribution date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on the related distribution date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on the related distribution date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on the related distribution date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on the related distribution date), (vii) the Certificate Principal Balance of the Class M-6 Certificates (after taking into account the distribution of the Class M-6 Principal Distribution Amount on the related distribution date), (viii) the Certificate Principal Balance of the Class M-7 Certificates (after taking into account the distribution of the Class M-7 Principal Distribution Amount on the related distribution date), (ix) the Certificate Principal Balance of the Class M-8 Certificates (after taking into account the distribution of the Class M-8 Principal Distribution Amount on the related distribution date), (x) the Certificate Principal Balance of the Class M-9 Certificates (after taking into account the distribution of the Class M-9 Principal Distribution Amount on the related distribution date) and (xi) the Certificate Principal Balance of the Class M-10 Certificates immediately prior to the related distribution date over the lesser of (A) the product of (i) 92.00% and (ii) the aggregate principal balance of the mortgage loans as of the last day of the related Due Period and (B) the aggregate principal balance of the mortgage loans as of the last day of the related Due Period minus approximately $7,250,388.

“Class SWAP-IO Interest”: An uncertificated interest in the Trust Fund evidencing a Regular Interest in REMIC III.

“Class P Certificate”: Any one of the Class P Certificates executed, authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-18 and evidencing a Regular Interest in REMIC V for purposes of the REMIC Provisions.

“Class P Interest”: An uncertificated interest in the Trust Fund held by the Trustee on behalf of the Holders of the Class P Certificates, evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.

“Class R Certificate”: Any one of the Class R Certificates executed, authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-19 and

 



evidencing the ownership of the Class R-I Interest, the Class R-II Interest and the Class R-III Interest.

“Class R-X Certificate”: Any one of the Class R-X Certificates executed, authenticated and delivered by the Trustee, substantially in the form annexed hereto as Exhibit A-20 and evidencing the ownership of the Class R-IV Interest, the Class R-V Interest, the Class R-VI Interest and the Class R-VII Interest.

“Class R-I Interest”: The uncertificated Residual Interest in REMIC I.

“Class R-II Interest”: The uncertificated Residual Interest in REMIC II.

“Class R-III Interest”: The uncertificated Residual Interest in REMIC III.

“Class R-IV Interest”: The uncertificated Residual Interest in REMIC IV.

“Class R-V Interest”: The uncertificated Residual Interest in REMIC V.

“Class R-VI Interest”: The uncertificated Residual Interest in REMIC VI.

“Class R-VII Interest”: The uncertificated Residual Interest in REMIC VII.

“Closing Date”: December 28, 2005.

“Code”: The Internal Revenue Code of 1986, as amended.

“Collection Account”: The account or accounts created and maintained, or caused to be created and maintained, by the Servicer pursuant to Section 3.10(a), which shall be entitled “Chase Home Finance, LLC as sub-servicer for JPMorgan Chase Bank, National Association, as Servicer for Deutsche Bank National Trust Company, as Trustee, in trust for the registered holders of New Century Mortgage Securities, Inc., New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Pass-Through Certificates.” The Collection Account must be an Eligible Account.

“Commission”: The Securities and Exchange Commission.

“Corporate Trust Office”: The principal corporate trust office of the Trustee at which at any particular time its corporate trust business in connection with this Agreement shall be administered, which office at the date of the execution of this instrument is located at 1761 East St. Andrew Place, Santa Ana, California 92705-4934, Attn: NC050D or at such other address as the Trustee may designate from time to time by notice to the Certificateholders, the Depositor and the Servicer.

“Corresponding Certificate”: With respect to each REMIC II Regular Interest set forth below, the Regular Certificate set forth in the table below:

 



 

REMIC II Regular Interest

Certificate

II-LTA1

Class A-1

II-LTA2a

Class A-2a

II-LTA2b

Class A-2b

II-LTA2c

Class A-2c

II-LTA2d

Class A-2d

II-LTM1

Class M-1

II-LTM2

Class M-2

II-LTM3

Class M-3

II-LTM4

Class M-4

II-LTM5

Class M-5

II-LTM6

Class M-6

II-LTM7

Class M-7

II-LTM8

Class M-8

II-LTM9

Class M-9

II-LTM10

Class M-10

II-LTP

Class P

 

“Credit Enhancement Percentage”: For any Class of Offered Certificates for any Distribution Date, the percentage equivalent of a fraction, the numerator of which is the aggregate Certificate Principal Balance of the Class or Classes subordinate thereto and the Overcollateralization Amount calculated after taking into account payments of principal on the Mortgage Loans and distribution of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount to the Certificates then entitled to distributions of principal on such Distribution Date, and the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans.

“Cumulative Loss Percentage”: With respect to any Distribution Date, the percentage equivalent of a fraction, the numerator of which is the aggregate amount of Realized Losses incurred from the Cut-off Date to the last day of the preceding calendar month and the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.

“Cut-off Date”: With respect to each Original Mortgage Loan, December 1, 2005. With respect to all Qualified Substitute Mortgage Loans, their respective dates of substitution. References herein to the “Cut-off Date,” when used with respect to more than one Mortgage Loan, shall be to the respective Cut-off Dates for such Mortgage Loans.

“Debt Service Reduction”: With respect to any Mortgage Loan, a reduction in the scheduled Monthly Payment for such Mortgage Loan by a court of competent jurisdiction in a proceeding under the Bankruptcy Code, except such a reduction resulting from a Deficient Valuation.

“Deficient Valuation”: With respect to any Mortgage Loan, a valuation of the related Mortgaged Property by a court of competent jurisdiction in an amount less than the then outstanding principal balance of the Mortgage Loan, which valuation results from a proceeding initiated under the Bankruptcy Code.

“Definitive Certificates”: As defined in Section 5.01(b).

 



 

“Deleted Mortgage Loan”: A Mortgage Loan replaced or to be replaced by a Qualified Substitute Mortgage Loan.

“Delinquency Rate”: With respect to any calendar month, the percentage obtained by dividing (a) the sum of the aggregate Stated Principal Balance of (i) Mortgage Loans delinquent 60 days or more, (ii) Mortgage Loans in foreclosure, (iii) REO Properties and (iv) Mortgage Loans discharged due to bankruptcy by (b) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of such calendar month.

“Depositor”: New Century Mortgage Securities, Inc., a Delaware corporation, or its successor in interest.

“Depository”: The Depository Trust Company, or any successor Depository hereafter named. The nominee of the initial Depository, for purposes of registering those Certificates that are to be Book-Entry Certificates, is Cede & Co. The Depository shall at all times be a “clearing corporation” as defined in Section 8-102(3) of the Uniform Commercial Code of the State of New York and a “clearing agency” registered pursuant to the provisions of Section 17A of the Securities Exchange Act of 1934, as amended.

“Depository Institution”: Any depository institution or trust company, including the Trustee that (a) is incorporated under the laws of the United States of America or any State thereof, (b) is subject to supervision and examination by federal or state banking authorities and (c) has outstanding unsecured commercial paper or other short-term unsecured debt obligations (or, in the case of a depository institution that is the principal subsidiary of a holding company, such holding company has unsecured commercial paper or other short-term unsecured debt obligations) that are rated at least P-1 by Moody’s and A-1+ by S&P.

“Depository Participant”: A broker, dealer, bank or other financial institution or other Person for whom from time to time a Depository effects book-entry transfers and pledges of securities deposited with the Depository.

“Determination Date”: With respect to each Distribution Date, the 15th day of the calendar month in which such Distribution Date occurs or, if such 15th day is not a Business Day, the Business Day immediately preceding such 15th day.

“Directly Operate”: With respect to any REO Property, the furnishing or rendering of services to the tenants thereof, the management or operation of such REO Property, the holding of such REO Property primarily for sale to customers, the performance of any construction work thereon or any use of such REO Property in a trade or business conducted by REMIC I other than through an Independent Contractor; provided, however, that the Trustee (or the Servicer on behalf of the Trustee) shall not be considered to Directly Operate an REO Property solely because the Trustee (or the Servicer on behalf of the Trustee) establishes rental terms, chooses tenants, enters into or renews leases, deals with taxes and insurance, or makes decisions as to repairs or capital expenditures with respect to such REO Property.

“Disqualified Organization”: Any of the following: (i) the United States, any State or political subdivision thereof, any possession of the United States, or any agency or instrumentality of any of the foregoing (other than an instrumentality which is a corporation if all

 



of its activities are subject to tax and, except for Freddie Mac, a majority of its board of directors is not selected by such governmental unit), (ii) any foreign government, any international organization, or any agency or instrumentality of any of the foregoing, (iii) any organization (other than certain farmers’ cooperatives described in Section 521 of the Code) which is exempt from the tax imposed by Chapter 1 of the Code (including the tax imposed by Section 511 of the Code on unrelated business taxable income), (iv) rural electric and telephone cooperatives described in Section 1381(a)(2)(C) of the Code, (v) an “electing large partnership” and (vi) any other Person as set forth in an Opinion of Counsel delivered to the Trustee and the Depositor to the effect that the holding of an Ownership Interest in a Residual Certificate by such Person may cause any Trust REMIC or any Person having an Ownership Interest in any Class of Certificates (other than such Person) to incur a liability for any federal tax imposed under the Code that would not otherwise be imposed but for the Transfer of an Ownership Interest in a Residual Certificate to such Person. The terms “United States,” “State” and “international organization” shall have the meanings set forth in Section 7701 of the Code or successor provisions.

“Distribution Account”: The trust account or accounts created and maintained by the Trustee pursuant to Section 3.10(b), which shall be entitled “Deutsche Bank National Trust Company, as Trustee, in trust for the registered holders of New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Pass-Through Certificates.” The Distribution Account must be an Eligible Account.

“Distribution Date”: The 25th day of any month, or if such 25th day is not a Business Day, the Business Day immediately following such 25th day, commencing in January 2006.

“Due Date”: With respect to each Distribution Date, the first day of the calendar month in which such Distribution Date occurs, which is generally the day of the month on which the Monthly Payment is due on a Mortgage Loan, exclusive of any days of grace.

“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 related Due Date.

“Eligible Account”: Any of (i) an account or accounts maintained with a Depository Institution or (ii) a segregated, non-interest bearing trust account or accounts maintained with the corporate trust department of a federal or state chartered depository institution or trust company acting in its fiduciary capacity. Eligible Accounts may bear interest.

“ERISA”: The Employee Retirement Income Security Act of 1974, as amended.

“Estate in Real Property”: A fee simple estate in a parcel of land.

“Excess Overcollateralized Amount”: With respect to any Distribution Date, the excess, if any, of (i) the Overcollateralized Amount for such Distribution Date (calculated for this purpose only after assuming that 100% of the Principal Remittance Amount on such Distribution Date has been distributed) over (ii) the Overcollateralization Target Amount for such Distribution Date.

 



 

“Expense Adjusted Maximum Mortgage Rate”: With respect to any Mortgage Loan (or the related REO Property), as of any date of determination, a per annum rate of interest equal to the applicable Maximum Mortgage Rate for such Mortgage Loan (or the Mortgage Rate in the case of any Fixed-Rate Mortgage Loan) as of the close of business on the first day of the calendar month preceding the month in which the Distribution Date occurs minus the sum of (i) the Trustee Fee Rate and (ii) the Servicing Fee Rate, if applicable.

“Expense Adjusted Mortgage Rate”: With respect to any Mortgage Loan (or the related REO Property), as of any date of determination, a per annum rate of interest equal to the applicable Mortgage Rate thereon as of the close of business on the first day of the calendar month preceding the month in which the Distribution Date occurs minus the sum of (i) the Trustee Fee Rate and (ii) the Servicing Fee Rate, if applicable.

“Extraordinary Trust Fund Expense”: Any amounts reimbursable to the Trustee or any director, officer, employee or agent of the Trustee from the Trust Fund pursuant to Section 8.05 or Section 10.01(c), any amounts payable from the Distribution Account in respect of taxes pursuant to Section 10.01(g)(iii) and any costs incurred by the Trustee endorsing any Mortgage Notes delivered in blank under Section 2.01 or recording the Assignments pursuant to Section 2.01 (to the extent the Seller is unable to pay such costs).

“Fannie Mae”: Fannie Mae, formally known as the Federal National Mortgage Association, or any successor thereto.

“FDIC”: Federal Deposit Insurance Corporation or any successor thereto.

“Final Recovery Determination”: With respect to any defaulted Mortgage Loan or any REO Property (other than a Mortgage Loan or REO Property purchased by the Seller, the Depositor or the Servicer pursuant to or as contemplated by Section 2.03, Section 3.16(c) or Section 9.01), a determination made by the Servicer that all Insurance Proceeds, Liquidation Proceeds and other payments or recoveries which the Servicer, in its reasonable good faith judgment, expects to be finally recoverable in respect thereof have been so recovered. The Servicer shall maintain records, prepared by a Servicing Officer, of each Final Recovery Determination made thereby.

“Fixed-Rate Mortgage Loan”: Each of the Mortgage Loans identified in the Mortgage Loan Schedule as having a Mortgage Rate that is fixed for the entire term of the Mortgage Loan.

“Fixed Swap Payment”: With respect to any Distribution Date, the amount calculated at a fixed rate as set forth in the Interest Rate Swap Agreement.

“Floating Swap Payment”: With respect to any Distribution Date, a floating amount equal to the product of (i) LIBOR (as determined pursuant to the Interest Rate Swap Agreement for such Distribution Date), (ii) the related Notional Amount (as defined in the Interest Rate Swap Agreement), (iii) 250 and (iv) a fraction, the numerator of which is the actual number of days elapsed from and including the previous Distribution Date to but excluding the current Distribution Date (or, for the first Distribution Date, the actual number of days elapsed

 



from the Closing Date to but excluding the first Distribution Date), and the denominator of which is 360.

“Formula Rate”: For any Distribution Date and the Offered Certificates, the lesser of (i) One-Month LIBOR plus the Certificate Margin and (ii) the Maximum Cap Rate.

“Freddie Mac”: Freddie Mac, formally known as the Federal Home Loan Mortgage Corporation, or any successor thereto.

“Gross Margin”: With respect to each Adjustable-Rate Mortgage Loan, the fixed percentage set forth in the related Mortgage Note that is added to the Index on each Adjustment Date in accordance with the terms of the related Mortgage Note used to determine the Mortgage Rate for such Adjustable-Rate Mortgage Loan.

“Group I Allocation Percentage”: With respect to any Distribution Date, the percentage equivalent of a fraction, the numerator of which is (x) the Group I Principal Remittance Amount for such Distribution Date and the denominator of which is (y) the Principal Remittance Amount for such Distribution Date.

“Group I Certificates”: The Class A-1 Certificates.

“Group I Interest Remittance Amount”: With respect to any Distribution Date, that portion of the Available Funds for such Distribution Date attributable to interest received or advanced with respect to the Group I Mortgage Loans minus a pro rata portion (based on the Certificate Principal Balance of the Group I Certificates over the aggregate Certificate Principal Balance of the Class A Certificates) of the sum of any Net Swap Payment owed to the Swap Provider on that Distribution Date and any Swap Termination Payment or unpaid portion thereof owed to the Swap Provider on that Distribution Date (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event).

“Group I Mortgage Loan”: A Mortgage Loan assigned to Loan Group I with a principal balance that conforms to Freddie Mac loan limits.

“Group I Principal Distribution Amount”: With respect to any Distribution Date, the sum of (i) the principal portion of each Monthly Payment on the Group I Mortgage Loans due during the related Due Period, whether or not received on or prior to the related Determination Date; (ii) the Stated Principal Balance of any Group I Mortgage Loan that was purchased during the related Prepayment Period pursuant to or as contemplated by Section 2.03, Section 3.16(c) or Section 9.01 and the amount of any shortfall deposited in the Collection Account in connection with the substitution of a Deleted Mortgage Loan in Loan Group I pursuant to Section 2.03 during the related Prepayment Period; (iii) the principal portion of all other unscheduled collections (including, without limitation, Principal Prepayments, Insurance Proceeds, Liquidation Proceeds and REO Principal Amortization) received during the related Prepayment Period on the Group I Mortgage Loans, net of any portion thereof that represents a recovery of principal for which an advance was made by the Servicer pursuant to Section 4.03 in respect of a preceding Distribution Date; and (iv) the Group I Allocation Percentage of the amount of any Overcollateralization Increase Amount for such Distribution Date minus (v) the

 



Group I Allocation Percentage of the amount of any Overcollateralization Reduction Amount for such Distribution Date.

“Group I Principal Remittance Amount”: With respect to any Distribution Date, the sum of the amounts set forth in clauses (i) through (iii) of the definition of Group I Principal Distribution Amount.

“Group I Senior Principal Distribution Amount”: The excess of (x) the aggregate Certificate Principal Balance of the Group I Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 55.60% and (ii) the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess of the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over $2,645,025.

“Group II Allocation Percentage”: With respect to any Distribution Date, the percentage equivalent of a fraction, the numerator of which is (x) the Group II Principal Remittance Amount for such Distribution Date and the denominator of which is (y) the Principal Remittance Amount for such Distribution Date.

“Group II Certificates”: The Class A-2a Certificates, Class A-2b Certificates, Class A-2c Certificates and Class A-2d Certificates.

“Group II Interest Remittance Amount”: With respect to any Distribution Date, that portion of the Available Funds for such Distribution Date attributable to interest received or advanced with respect to the Group II Mortgage Loans minus a pro rata portion (based on the aggregate Certificate Principal Balance of the Group II Certificates over the aggregate Certificate Principal Balance of the Class A Certificates) of the sum of any Net Swap Payment owed to the Swap Provider on that Distribution Date and any Swap Termination Payment or unpaid portion thereof owed to the Swap Provider on that Distribution Date (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event).

“Group II Mortgage Loan”: A Mortgage Loan assigned to Loan Group II with a principal balance that may or may not conform to Freddie Mac loan limits.

“Group II Principal Distribution Amount”: With respect to any Distribution Date, the sum of (i)   the principal portion of each Monthly Payment on the Group II Mortgage Loans due during the related Due Period, whether or not received on or prior to the related Determination Date; (ii) the Stated Principal Balance of any Group II Mortgage Loan that was purchased during the related Prepayment Period pursuant to or as contemplated by Section 2.03, Section 3.16(c) or Section 9.01 and the amount of any shortfall deposited in the Collection Account in connection with the substitution of a Deleted Mortgage Loan in Loan Group II pursuant to Section 2.03 during the related Prepayment Period; (iii) the principal portion of all other unscheduled collections (including, without limitation, Principal Prepayments, Insurance

 

 

Proceeds, Liquidation Proceeds and REO Principal Amortization) received during the related Prepayment Period on the Group II Mortgage Loans, net of any portion thereof that represents a recovery of principal for which an advance was made by the Servicer pursuant to Section 4.03 in respect of a preceding Distribution Date; and (iv) the Group II Allocation Percentage of the amount of any Overcollateralization Increase Amount for such Distribution Date minus (v) the Group II Allocation Percentage of the amount of any Overcollateralization Reduction Amount for such Distribution Date.

“Group II Principal Remittance Amount”: With respect to any Distribution Date, the sum of the amounts set forth in clauses (i) through (iii) of the definition of Group II Principal Distribution Amount.

“Group II Senior Principal Distribution Amount”: The excess of (x) the aggregate Certificate Principal Balance of the Group II Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 55.60% and (ii) the aggregate Stated Principal Balance of the Group II Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess of the aggregate Stated Principal Balance of the Group II Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over $4,605,364.

“Highest Priority”: As of any date of determination, the Class of Mezzanine Certificates then outstanding with a Certificate Principal Balance greater than zero, with the highest priority for payments pursuant to Section 4.01, in the following order of decreasing priority: Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10.

“Indenture”: An indenture relating to the issuance of notes backed by all or a portion of the Class CE-1 Certificates and/or the Class P Certificates.

“Independent”: When used with respect to any specified Person, any such Person who (a) is in fact independent of the Depositor, the Servicer and their respective Affiliates, (b) does not have any direct financial interest in or any material indirect financial interest in the Depositor, the Servicer or any Affiliate thereof, and (c) is not connected with the Depositor, the Servicer or any Affiliate thereof as an officer, employee, promoter, underwriter, trustee, partner, director or Person performing similar functions; provided, however, that a Person shall not fail to be Independent of the Depositor, the Servicer or any Affiliate thereof merely because such Person is the beneficial owner of 1% or less of any class of securities issued by the Depositor, the Servicer or any Affiliate thereof, as the case may be.

“Independent Contractor”: Either (i) any Person (other than the Servicer) that would be an “independent contractor” with respect to REMIC I within the meaning of Section 856(d)(3) of the Code if REMIC I were a real estate investment trust (except that the ownership tests set forth in that section shall be considered to be met by any Person that owns, directly or indirectly, 35% or more of any Class of Certificates), so long as REMIC I does not receive or

 



derive any income from such Person and provided that the relationship between such Person and REMIC I is at arm’s length, all within the meaning of Treasury Regulation Section 1.856-4(b)(5), or (ii) any other Person (including the Servicer) if the Trustee has received an Opinion of Counsel to the effect that the taking of any action in respect of any REO Property by such Person, subject to any conditions therein specified, that is otherwise herein contemplated to be taken by an Independent Contractor will not cause such REO Property to cease to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code (determined without regard to the exception applicable for purposes of Section 860D(a) of the Code), or cause any income realized in respect of such REO Property to fail to qualify as Rents from Real Property.

“Index”: With respect to each Adjustable Rate Mortgage Loan and with respect to each related Adjustment Date, the index as specified in the related Mortgage Note.

“Insurance Proceeds”: Proceeds of any title policy, hazard policy or other insurance policy covering a Mortgage Loan, to the extent such proceeds are not to be applied to the restoration of the related Mortgaged Property or released to the Mortgagor in accordance with the procedures that the Servicer would follow in servicing mortgage loans held for its own account, subject to the terms and conditions of the related Mortgage Note and Mortgage.

“Interest Accrual Period”: With respect to any Distribution Date and the Offered Certificates, the period commencing on the Distribution Date of the month immediately preceding the month in which such Distribution Date occurs (or, in the case of the first Distribution Date, commencing on the Closing Date) and ending on the day preceding such Distribution Date. With respect to any Distribution Date and the Class CE-1 Certificates and the REMIC I Regular Interests, the one-month period ending on the last day of the calendar month preceding the month in which such Distribution Date occurs.

“Interest Carry Forward Amount”: With respect to any Distribution Date and the Offered Certificates, the sum of (i) the amount, if any, by which (a) the Interest Distribution Amount for such Class of Certificates as of the immediately preceding Distribution Date exceeded (b) the actual amount distributed on such Class of Certificates in respect of interest on such immediately preceding Distribution Date, (ii) the amount of any undistributed Interest Carry Forward Amounts for such Class of Certificates remaining from previous Distribution Dates and (iii) accrued interest on the sum of (i) and (ii) above calculated at the related Pass-Through Rate for the most recently ended Interest Accrual Period.

“Interest Determination Date”: With respect to the Offered Certificates, REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a, REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7, REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-LTM9 and REMIC II Regular Interest II-LTM10 and any Accrual Period therefor, the second London Business Day preceding the commencement of such Accrual Period.

 



 

“Interest Distribution Amount”: With respect to any Distribution Date and any Class A Certificates, any Mezzanine Certificates and any Class CE-1 Certificates, the aggregate Accrued Certificate Interest on the Certificates of such Class for such Distribution Date.

“Interest Rate Swap Agreement”: The 1992 ISDA Master Agreement (Multicurrency-Cross Border) dated as of December 28, 2005 (together with the schedule thereto, the “Master Agreement”) between Bear Stearns Financial Products Inc. and the Supplemental Interest Trust Trustee, and a confirmation of the same date, which supplements and forms part of the Master Agreement.

“Interest Remittance Amount”: With respect to any Distribution Date, that portion of the Available Distribution Amount for such Distribution Date allocable to interest on the Mortgage Loans.

“Late Collections”: With respect to any Mortgage Loan and any Due Period, all amounts received subsequent to the Determination Date immediately following such Due Period, whether as late payments of Monthly Payments or as Insurance Proceeds, Liquidation Proceeds or otherwise, which represent late payments or collections of principal and/or interest due (without regard to any acceleration of payments under the related Mortgage and Mortgage Note) but delinquent for such Due Period and not previously recovered.

“Liquidation Event”: With respect to any Mortgage Loan, any of the following events: (i) such Mortgage Loan is paid in full; (ii) a Final Recovery Determination is made as to such Mortgage Loan; or (iii) such Mortgage Loan is removed from REMIC I by reason of its being purchased, sold or replaced pursuant to or as contemplated by Section 2.03, Section 3.16(c) or Section 9.01. With respect to any REO Property, either of the following events: (i) a Final Recovery Determination is made as to such REO Property; or (ii) such REO Property is removed from REMIC I by reason of its being purchased pursuant to Section 9.01.

“Liquidation Proceeds”: The amount (other than Insurance Proceeds or amounts received in respect of the rental of any REO Property prior to REO Disposition) received by the Servicer in connection with (i) the taking of all or a part of a Mortgaged Property by exercise of the power of eminent domain or condemnation, (ii) the liquidation of a defaulted Mortgage Loan through a trustee’s sale, foreclosure sale or otherwise, or (iii) the repurchase, substitution or sale of a Mortgage Loan or an REO Property pursuant to or as contemplated by Section 2.03, Section 3.16(c), Section 3.23 or Section 9.01.

“Loan Group”: Loan Group I or Loan Group II, as the context requires.

“Loan Group I”: The group of Mortgage Loans identified in the Mortgage Loan Schedule as having been assigned to Loan Group I.

“Loan Group II”: The group of Mortgage Loans identified in the Mortgage Loan Schedule as having been assigned to Loan Group II.

“Loan-to-Value Ratio”: As of any date of determination, the fraction, expressed as a percentage, the numerator of which is the principal balance of the related Mortgage Loan at such date and the denominator of which is the Value of the related Mortgaged Property.

 



 

“London Business Day”: Any day on which banks in the City of London and New York are open and conducting transactions in United States dollars.

“Marker Rate”: With respect to the Class CE-1 Interest and any Distribution Date, a per annum rate equal to two (2) times the weighted average of the REMIC II Remittance Rate for each of REMIC II Regular Interests II-LTA1, II-LTA2a, II-LTA2b, II-LTA2c, II-LTA2d, II-LTM1, II-LTM2, II-LTM3, II-LTM4, II-LTM5, II-LTM6, II-LTM7, II-LTM8, II-LTM9, II-LTM10 and II-LTZZ, with the rate on each such REMIC II Regular Interest (other than REMIC II Regular Interest II-LTZZ) subject to a cap equal to the lesser of (a) One-Month LIBOR plus the related margin and (b) the Net WAC Rate for the purpose of this calculation and with the rate on REMIC II Regular Interest II-LTZZ subject to a cap of zero for the purpose of this calculation; provided, however, that solely for this purpose, calculations of the REMIC II Remittance Rate and the related caps with respect to such REMIC II Regular Interests (other than REMIC II Regular Interest II-LTZZ) shall be multiplied by a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Accrual Period.

“Maximum Cap Rate”: For any Distribution Date with respect to the Group I Certificates, a per annum rate equal to the sum of (i) the product of (x) the weighted average of the Expense Adjusted Maximum Mortgage Rates of the Group I Mortgage Loans, weighted based on their outstanding Principal Balances as of the first day of the calendar month preceding the month in which the Distribution Date occurs and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Accrual Period and (ii) an amount, expressed as a percentage, equal to a fraction, the numerator of which is equal to the Net Swap Payment made by the Swap Provider and the denominator of which is equal to the aggregate Stated Principal Balance of the Mortgage Loans, multiplied by 12.

For any Distribution Date with respect to the Group II Certificates, a per annum rate equal to the sum of (i) the product of (x) the weighted average of the Expense Adjusted Maximum Mortgage Rates of the Group II Mortgage Loans, weighted based on their outstanding Principal Balances as of the first day of the calendar month preceding the month in which the Distribution Date occurs and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Accrual Period and (ii) an amount, expressed as a percentage, equal to a fraction, the numerator of which is equal to the Net Swap Payment made by the Swap Provider and the denominator of which is equal to the aggregate Stated Principal Balance of the Mortgage Loans, multiplied by 12.

For any Distribution Date with respect to the Mezzanine Certificates, a per annum rate equal to the product of (x) the weighted average (weighted on the basis of the results of subtracting from the aggregate Stated Principal Balance of the applicable Loan Group, the current Certificate Principal Balance of the related Class A Certificates) of the Maximum Cap Rate for the Group I Certificates and the Maximum Cap Rate for the Group II Certificates and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Interest Accrual Period.

“Maximum II-LTZZ Uncertificated Interest Deferral Amount”: With respect to any Distribution Date, the excess of (i) accrued interest at the REMIC II Remittance Rate

 



applicable to REMIC II Regular Interest II-LTZZ for such Distribution Date on a balance equal to the Uncertificated Balance of REMIC II Regular Interest II-LTZZ minus the REMIC II Overcollateralization Amount, in each case for such Distribution Date, over (ii) Uncertificated Interest on REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a, REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7, REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-LTM9 and REMIC II Regular Interest II-LTM10 for such Distribution Date, with the rate on each such REMIC II Regular Interest subject to a cap equal to the lesser of (a) One-Month LIBOR plus the related Certificate Margin and (b) the Net WAC Rate; provided, however, each cap shall be multiplied by a fraction, the numerator of which is the actual number of days elapsed in the related Accrual Period and the denominator of which is 30.

“Maximum Mortgage Rate”: With respect to each Adjustable-Rate Mortgage Loan, the percentage set forth in the related Mortgage Note as the maximum Mortgage Rate thereunder.

“Mezzanine Certificate”: Any Class M-1 Certificate, Class M-2 Certificate, Class M-3 Certificate, Class M-4 Certificate, Class M-5 Certificate, Class M-6 Certificate, Class M-7 Certificate, Class M-8 Certificate, Class M-9 Certificate or Class M-10 Certificate.

“Minimum Mortgage Rate”: With respect to each Adjustable-Rate Mortgage Loan, the percentage set forth in the related Mortgage Note as the minimum Mortgage Rate thereunder.

“Monthly Payment”: With respect to any Mortgage Loan, the scheduled monthly payment of principal and interest on such Mortgage Loan which is payable by the related Mortgagor from time to time under the related Mortgage Note, determined: (a) after giving effect to (i) any Deficient Valuation and/or Debt Service Reduction with respect to such Mortgage Loan and (ii) any reduction in the amount of interest collectible from the related Mortgagor pursuant to the Relief Act; (b) without giving effect to any extension granted or agreed to by the Servicer pursuant to Section 3.07 and (c) on the assumption that all other amounts, if any, due under such Mortgage Loan are paid when due.

“Moody’s”: Moody’s Investors Service, Inc. or its successor in interest.

“Mortgage”: The mortgage, deed of trust or other instrument creating a first lien on, or first priority security interest in, a Mortgaged Property securing a Mortgage Note.

“Mortgage File”: The mortgage documents listed in Section 2.01 pertaining to a particular Mortgage Loan and any additional documents required to be added to the Mortgage File pursuant to this Agreement.

“Mortgage Loan”: Each mortgage loan transferred and assigned to the Trustee and delivered to the Trustee pursuant to Section 2.01 or Section 2.03(b) of this Agreement, as

 



held from time to time as a part of the Trust Fund, the Mortgage Loans so held being identified in the Mortgage Loan Schedule.

“Mortgage Loan Purchase Agreement”: The agreement between the Seller and the Depositor, regarding the sale of the Mortgage Loans by the Seller to the Depositor, substantially in the form of Exhibit D annexed hereto.

“Mortgage Loan Schedule”: As of any date, the list of Mortgage Loans included in REMIC I on such date, attached hereto as Schedule 1. The Mortgage Loan Schedule shall set forth the following information with respect to each Mortgage Loan:

(i)

the Mortgage Loan identifying number;

(ii)

[reserved];

(iii)

the state and zip code of the Mortgaged Property;

(iv)

a code indicating whether the Mortgaged Property is owner-occupied;

(v)

the type of Residential Dwelling constituting the Mortgaged Property;

(vi)

the original months to maturity;

(vii)

the stated remaining months to maturity from the Cut-off Date based on the original amortization schedule;

(viii)

the Loan-to-Value Ratio at origination;

(ix)

the Mortgage Rate in effect immediately following the Cut-off Date;

(x)

(A) the date on which the first Monthly Payment was due on the Mortgage Loan and (B) if such date is not consistent with the Due Date currently in effect, such Due Date;

(xi)

the stated maturity date;

(xii)

the amount of the Monthly Payment at origination;

(xiii)

the amount of the Monthly Payment due on the first Due Date after the Cut-off Date;

(xiv)

the last Due Date on which a Monthly Payment was actually applied to the unpaid Stated Principal Balance;

(xv)

the original principal amount of the Mortgage Loan;

(xvi)

the Stated Principal Balance of the Mortgage Loan as of the close of business on the Cut-off Date;

 

 



 

 

(xvii)

a code indicating the purpose of the Mortgage Loan (i.e., purchase financing,
Rate/Term Refinancing, Cash-Out Refinancing);

(xviii)

the Mortgage Rate;

(xix)

a code indicating the documentation program (i.e., Full Documentation, Limited Documentation, Stated Income Documentation);

(xx)

the risk grade;

(xxi)

the Value of the Mortgaged Property;

(xxii)

the sale price of the Mortgaged Property, if applicable;

(xxiii)

the actual unpaid principal balance of the Mortgage Loan as of the Cut-off Date;

(xxiv)

the type and term of the related Prepayment Charge;

(xxv)

with respect to each Adjustable Rate Mortgage Loan, the Minimum Mortgage
Rate, the Maximum Mortgage Rate, the Gross Margin, the next Adjustment Date
and the Periodic Rate Cap;

(xxvi)

the program code; and

(xxvii)

the total amount of points and fees charged such Mortgage Loan.

The Mortgage Loan Schedule shall set forth the following information with respect to the Mortgage Loans in the aggregate and for each Loan Group as of the Cut-off Date: (1) the number of Mortgage Loans (separately identifying the number of Fixed-Rate Mortgage Loans and the number of Adjustable-Rate Mortgage Loans); (2) the current Stated Principal Balance of the Mortgage Loans; (3) the weighted average Mortgage Rate of the Mortgage Loans and (4) the weighted average maturity of the Mortgage Loans. The Mortgage Loan Schedule shall be amended from time to time by the Depositor in accordance with the provisions of this Agreement. With respect to any Qualified Substitute Mortgage Loan, the Cut-off Date shall refer to the related Cut-off Date for such Mortgage Loan, determined in accordance with the definition of Cut-off Date herein.

“Mortgage Note”: The original executed note or other evidence of the indebtedness of a Mortgagor under a Mortgage Loan.

“Mortgage Pool”: The pool of Mortgage Loans, identified on Schedule 1 and existing from time to time thereafter, and any REO Properties acquired in respect thereof.

“Mortgage Rate”: With respect to each Mortgage Loan, the annual rate at which interest accrues on such Mortgage Loan from time to time in accordance with the provisions of the related Mortgage Note, which rate (i) with respect to the Fixed-Rate Mortgage Loans shall

 



remain constant at the rate set forth in the Mortgage Loan Schedule as the Mortgage Rate in effect immediately following the Cut-off Date and (ii) with respect to the Adjustable-Rate Mortgage Loans, (A) as of any date of determination until the first Adjustment Date following the Cut-off Date shall be the rate set forth in the Mortgage Loan Schedule as the Mortgage Rate in effect immediately following the Cut-off Date and (B) as of any date of determination thereafter shall be the rate as adjusted on the most recent Adjustment Date equal to the sum, rounded to the nearest or next highest 0.125% as provided in the Mortgage Note, of the Index, as most recently available as of a date prior to the Adjustment Date as set forth in the related Mortgage Note, plus the related Gross Margin; provided that the Mortgage Rate on such Adjustable-Rate Mortgage Loan on any Adjustment Date shall never be more than the lesser of (i) the sum of the Mortgage Rate in effect immediately prior to the Adjustment Date plus the related Periodic Rate Cap, if any, and (ii) the related Maximum Mortgage Rate, and shall never be less than the greater of (i) the Mortgage Rate in effect immediately prior to the Adjustment Date less the Periodic Rate Cap, if any, and (ii) the related Minimum Mortgage Rate. With respect to each Mortgage Loan that becomes an REO Property, as of any date of determination, the annual rate determined in accordance with the immediately preceding sentence as of the date such Mortgage Loan became an REO Property.

“Mortgaged Property”: The underlying property securing a Mortgage Loan, including any REO Property, consisting of an Estate in Real Property improved by a Residential Dwelling.

“Mortgagor”: The obligor on a Mortgage Note.

“Net Monthly Excess Cashflow”: With respect to any Distribution Date, the sum of (i) any Overcollateralization Reduction Amount for such Distribution Date and (ii) the excess of (x) the Available Distribution Amount for such Distribution Date over (y) the sum for such Distribution Date of (A) the Senior Interest Distribution Amount payable to the Holders of the Class A Certificates, (B) the Interest Distribution Amount payable to the Holders of the Mezzanine Certificates and (C) the Principal Remittance Amount.

“Net Mortgage Rate”: With respect to any Mortgage Loan (or the related REO Property) as of any date of determination, a per annum rate of interest equal to the then applicable Mortgage Rate for such Mortgage Loan minus the Servicing Fee Rate.

“Net Prepayment Interest Shortfall”: With respect to any Distribution Date, the excess, if any, of any Prepayment Interest Shortfalls for such Distribution Date over the Compensating Interest paid by the Servicer.

“Net Swap Payment”: In the case of payments made by the Trust, the excess, if any, of (x) the Fixed Swap Payment over (y) the Floating Swap Payment and in the case of payments made by the Swap Provider, the excess, if any, of (x) the Floating Swap Payment over (y) the Fixed Swap Payment. In each case, the Net Swap Payment shall not be less than zero.

“Net WAC Pass-Through Rate”: For any Distribution Date with respect to the Group I Certificates, a per annum rate equal to the product of (x) the weighted average of the Expense Adjusted Mortgage Rates of the Group I Mortgage Loans, weighted based on their outstanding Principal Balances as of the first day of the calendar month preceding the month in

 



which the Distribution Date occurs (after giving effect to Principal Prepayments received in the related Prepayment Period ending during such previous calendar month) and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Accrual Period minus the product of (a) (i) an amount, expressed as a percentage, equal to the Net Swap Payment, if any, paid by the Trust for such Distribution Date divided by the aggregate Stated Principal Balance of the Mortgage Loans and (ii) an amount, expressed as a percentage, equal to the Swap Termination Payment, if any, due from the Trust (other than any Swap Termination Payment resulting from a Swap Provider Trigger Event) for such Distribution Date, divided by the aggregate Stated Principal Balance of the Mortgage Loans and (b) 12. With respect to any Distribution Date and the REMIC III Regular Interests the ownership of which is represented by the Group I Certificates, the weighted average (adjusted for the actual number of days elapsed in the related Accrual Period) of the REMIC II Remittance Rate on REMIC II Regular Interest II-LT1GRP, weighted on the basis of the Uncertificated Principal Balance of such REMIC II Regular Interest immediately prior to such Distribution Date.

For any Distribution Date with respect to the Group II Certificates, a per annum rate equal to the product of (x) the weighted average of the Expense Adjusted Mortgage Rates of the Group II Mortgage Loans, weighted based on their outstanding Stated Principal Balances as of the first day of the calendar month preceding the month in which the Distribution Date occurs (after giving effect to Principal Prepayments received in the related Prepayment Period ending during such previous calendar month) and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Accrual Period minus the product of (a) (i) an amount, expressed as a percentage, equal to the Net Swap Payment, if any, paid by the Trust for such Distribution Date divided by the aggregate Stated Principal Balance of the Mortgage Loans and (ii) an amount, expressed as a percentage, equal to the Swap Termination Payment, if any, due from the Trust (other than any Swap Termination Payment resulting from a Swap Provider Trigger Event) for such Distribution Date, divided by the aggregate Stated Principal Balance of the Mortgage Loans and (b) 12. With respect to any Distribution Date and the REMIC III Regular Interests the ownership of which is represented by the Group II Certificates, the weighted average (adjusted for the actual number of days elapsed in the related Accrual Period) of the REMIC II Remittance Rate on REMIC II Regular Interest II-LT2GRP, weighted on the basis of the Uncertificated Principal Balance of such REMIC II Regular Interest immediately prior to such Distribution Date.

For any Distribution Date with respect to the Mezzanine Certificates, a per annum rate (subject to adjustment based on the actual number of days elapsed in the related Interest Accrual Period) equal to the weighted average (weighted on the basis of the results of subtracting from the aggregate Stated Principal Balance of each Loan Group the current aggregate Certificate Principal Balance of the related Class A Certificates) of the Net WAC Pass-Through Rate for the Group I Certificates and the Net WAC Pass-Through Rate for the Group II Certificates. With respect to any Distribution Date and the REMIC II Regular Interests the ownership of which is represented by the Mezzanine Certificates, a per annum rate equal to the weighted average (adjusted for the actual number of days elapsed in the related Accrual Period) of the REMIC II Remittance Rates on (a) REMIC II Regular Interest II-LT1SUB, subject to a cap and a floor equal to the REMIC II Remittance Rate on REMIC II Regular Interest II-LT1GRP and (b) REMIC II Regular Interest II-LT2SUB, subject to a cap and a floor equal to the REMIC II Remittance Rate on REMIC II Regular Interest II-LT2GRP, in each case as

 



determined for such Distribution Date, weighted on the basis of the Uncertificated Principal Balance of each such REMIC II Regular Interest immediately prior to such Distribution Date.

“Net WAC Rate Carryover Reserve Account”: The account established and maintained pursuant to Section 3.28.

“Net WAC Rate Carryover Amount”: With respect to any Class of Offered Certificates and any Distribution Date, the sum of (A) the positive excess of (i) the amount of interest accrued on such Class of Certificates for such Distribution Date at the related Formula Rate for such Distribution Date over (ii) the amount of interest accrued on such Class of Certificates at the related Net WAC Pass-Through Rate for such Distribution Date and (B) the undistributed portion of any related Net WAC Rate Carryover Amount for previous Distribution Dates together with interest thereon at a rate equal to the related Formula Rate for such Class of Certificates for such Distribution Date.

“New Lease”: Any lease of REO Property entered into on behalf of REMIC I, including any lease renewed or extended on behalf of REMIC I, if REMIC I has the right to renegotiate the terms of such lease.

“Nonrecoverable P&I Advance”: Any P&I Advance previously made or proposed to be made in respect of a Mortgage Loan or REO Property that, in the good faith business judgment in accordance with the Servicing Standard of the Servicer, will not or, in the case of a proposed P&I Advance, would not be ultimately recoverable from related Late Collections, Insurance Proceeds or Liquidation Proceeds on such Mortgage Loan or REO Property as provided herein.

“Nonrecoverable Servicing Advance”: Any Servicing Advance previously made or proposed to be made in respect of a Mortgage Loan or REO Property that, in the good faith business judgment in accordance with the Servicing Standard of the Servicer, will not or, in the case of a proposed Servicing Advance, would not be ultimately recoverable from related Late Collections, Insurance Proceeds or Liquidation Proceeds on such Mortgage Loan or REO Property as provided herein.

“Non-United States Person”: Any Person other than a United States Person.

“Notional Amount”: With respect to the Class CE-1 Interest and any Distribution Date, the Uncertificated Balance of the REMIC II Regular Interests (other than REMIC II Regular Interest II-LTP) for such Distribution Date.

“Offered Certificates”: The Class A Certificates and the Mezzanine Certificates.

“Officers’ Certificate”: A certificate signed by the Chairman of the Board, the Vice Chairman of the Board, the President or a vice president (however denominated), and by the Treasurer, the Secretary, or one of the assistant treasurers or assistant secretaries of the Servicer, the Originators, the Seller or the Depositor, as applicable.

“One-Month LIBOR”: With respect to the Offered Certificates and for purposes of the Formula Rate, REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a,

 



REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7, REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-LTM9 and REMIC II Regular Interest II-LTM10 and any Interest Accrual Period therefor, the rate determined by the Trustee on the related Interest Determination Date on the basis of the offered rate for one-month U.S. dollar deposits, as such rate appears on Telerate Page 3750 as of 11:00 a.m. (London time) on such Interest Determination Date; provided that if such rate does not appear on Telerate Page 3750, the rate for such date will be determined on the basis of the offered rates of the Reference Banks for one-month U.S. dollar deposits, as of 11:00 a.m. (London time) on such Interest Determination Date. In such event, the Trustee will request the principal London office of each of the Reference Banks to provide a quotation of its rate. If on such Interest Determination Date, two or more Reference Banks provide such offered quotations, One-Month LIBOR for the related Interest Accrual Period shall be the arithmetic mean of such offered quotations (rounded upwards if necessary to the nearest whole multiple of 1/16%). If on such Interest Determination Date, fewer than two Reference Banks provide such offered quotations, One-Month LIBOR for the related Interest Accrual Period shall be the higher of (i) LIBOR as determined on the previous Interest Determination Date and (ii) the Reserve Interest Rate. Notwithstanding the foregoing, if, under the priorities described above, LIBOR for an Interest Determination Date would be based on LIBOR for the previous Interest Determination Date for the third consecutive Interest Determination Date, the Trustee, after consultation with the Depositor, shall select an alternative comparable index (over which the Trustee has no control), used for determining one-month Eurodollar lending rates that is calculated and published (or otherwise made available) by an independent party.

“Opinion of Counsel”: A written opinion of counsel, who may, without limitation, be salaried counsel for the Depositor or the Servicer, acceptable to the Trustee, except that any opinion of counsel relating to (a) the qualification of any Trust REMIC as a REMIC or (b) compliance with the REMIC Provisions, must be an opinion of Independent counsel.

“Original Mortgage Loan”: Any of the Mortgage Loans included in REMIC I as of the Closing Date.

“Originators”: New Century Mortgage Corporation or Home123 Corporation, or their successors in interest.

“Overcollateralization Deficiency Amount”: With respect to any Distribution Date, the excess, if any, of (a) the Overcollateralization Target Amount applicable to such Distribution Date over (b) the Overcollateralized Amount applicable to such Distribution Date (calculated for this purpose only after assuming that 100% of the Principal Remittance Amount on such distribution date has been distributed).

“Overcollateralization Increase Amount”: With respect to any Distribution Date, the lesser of the (x) the Overcollateralization Deficiency Amount as of such Distribution Date (calculated for this purpose only after assuming that 100% of the Principal Remittance Amount on such distribution date has been distributed) and (y) the amount of Accrued Certificate Interest

 



distributable on the Class CE-1 Certificates on such Distribution Date as reduced by Realized Losses allocated thereto with respect to such Distribution Date pursuant to Section 4.04.

“Overcollateralization Reduction Amount”: With respect to any Distribution Date, an amount equal to the lesser of (a) the Excess Overcollateralized Amount and (b) the Principal Remittance Amount.

“Overcollateralization Target Amount”: With respect to any Distribution Date (a) prior to the Stepdown Date, an amount equal to 4.00% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date; (b) on or after the Stepdown Date provided a Trigger Event is not in effect, the greater of (i) 8.00% of the aggregate outstanding Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to Principal Prepayments received in the related Prepayment Period) and (ii) $7,250,388; and (c) on or after the Stepdown Date and if a Trigger Event is in effect, the Overcollateralization Target Amount for the immediately preceding Distribution Date. Notwithstanding the foregoing, on and after any Distribution Date following the reduction of the aggregate Certificate Principal Balance of the Offered Certificates to zero, the Overcollateralization Target Amount shall be zero.

“Overcollateralized Amount”: With respect to any Distribution Date, the excess, if any, of (a) the aggregate Stated Principal Balance of the Mortgage Loans and REO Properties as of the last day of the related Due Period over (b) the aggregate Certificate Principal Balance of the Class A Certificates, the Mezzanine Certificates and the Class P Certificates after giving effect to distributions to be made on such Distribution Date.

“Ownership Interest”: As to any Certificate, any ownership or security interest in such Certificate, including any interest in such Certificate as the Holder thereof and any other interest therein, whether direct or indirect, legal or beneficial, as owner or as pledgee.

“Pass-Through Rate”: With respect to each Class of Offered Certificates and any Distribution Date, a rate per annum equal to the lesser of (i) the related Formula Rate for such Distribution Date and (ii) the related Net WAC Pass-Through Rate for such Distribution Date.

With respect to the Class CE-1 Interest and any Distribution Date, a per annum rate equal to the percentage equivalent of a fraction, the numerator of which is (x) the sum of (i) 100% of the interest on REMIC I Regular Interest II-LTP and (ii) interest on the Uncertificated Balance of each REMIC I Regular Interest listed in clause (y) at a rate equal to the related REMIC 1 Remittance Rate minus the Marker Rate and the denominator of which is (y) the aggregate Uncertificated Balance of REMIC I Regular Interests II-LTAA, II-LTA1, II-TLA2a, II-LTA2b, II-LTA2c, II-LT2d, II-LTM1, II-LTM2, II-LTM3, II-LTM4, II-LTM5, II-LTM6, II-LTM7, II-LTM8, II-LTM9, II-LTM10 and II-LTZZ.

With respect to the Class CE-1 Certificates, 100% of the interest distributable to the Class CE-1 Interest, expressed as a per annum rate. The Class CE-2 Interest and the Class CE-2 Certificates will not be entitled to distributions of interest and will not have a Pass-Through Rate.

 



 

With respect to the Class SWAP-IO Interest, the Class SWAP-IO Interest shall not have a Pass-Through Rate, but interest for such Regular Interest and each Distribution Date shall be an amount equal to 100% of the amounts distributable to REMIC II Regular Interest II-LTIO for such Distribution Date.

“Percentage Interest”: With respect to any Class of Certificates (other than the Residual Certificates), the undivided percentage ownership in such Class evidenced by such Certificate, expressed as a percentage, the numerator of which is the initial Certificate Principal Balance or Notional Amount represented by such Certificate and the denominator of which is the aggregate initial Certificate Principal Balance or Notional Amount of all of the Certificates of such Class. The Offered Certificates are issuable only in minimum Percentage Interests corresponding to minimum initial Certificate Principal Balances of $100,000 and integral multiples of $1.00 in excess thereof. The Class P Certificates are issuable only in Percentage Interests corresponding to initial Certificate Principal Balances of $20 and integral multiples thereof. The Class CE-1 and Class CE-2 Certificates are issuable only in minimum Percentage Interests of 20% for the Class CE-1 Certificates and for the Class CE-2 Certificates corresponding to minimum initial Certificate Principal Balances of $25,000 and integral multiples of $1.00 in excess thereof; provided, however, that a single Certificate of each such Class of Certificates may be issued having a Percentage Interest corresponding to the remainder of the aggregate initial Certificate Principal Balance or Notional Amount of such Class or to an otherwise authorized denomination for such Class plus such remainder. With respect to any Residual Certificate, the undivided percentage ownership in such Class evidenced by such Certificate, as set forth on the face of such Certificate. The Residual Certificates are issuable in Percentage Interests of 20% and multiples thereof.

“Periodic Rate Cap”: With respect to each Adjustable-Rate Mortgage Loan and any Adjustment Date therefor, the fixed percentage set forth in the related Mortgage Note, which is the maximum amount by which the Mortgage Rate for such Mortgage Loan may increase or decrease (without regard to the Maximum Mortgage Rate or the Minimum Mortgage Rate) on such Adjustment Date (other than the first Adjustment Date) from the Mortgage Rate in effect immediately prior to such Adjustment Date.

“Permitted Investments”: Any one or more of the following obligations or securities acquired at a purchase price of not greater than par, regardless of whether issued by the Depositor, the Servicer, the Trustee or any of their respective Affiliates:

(i)           direct obligations of, or obligations fully guaranteed as to timely payment of principal and interest by, the United States or any agency or instrumentality thereof, provided such obligations are backed by the full faith and credit of the United States;

(ii)          demand and time deposits in, certificates of deposit of, or bankers’ acceptances issued by, any Depository Institution;

(iii)        repurchase obligations with respect to any security described in clause (i) above entered into with a Depository Institution (acting as principal);

(iv)         securities bearing interest or sold at a discount that are issued by any corporation incorporated under the laws of the United States of America or any state

 



thereof and that are rated by each Rating Agency that rates such securities in its highest long-term unsecured rating categories at the time of such investment or contractual commitment providing for such investment;

(v)          commercial paper (including both non-interest-bearing discount obligations and interest-bearing obligations payable on demand or on a specified date not more than 30 days after the date of acquisition thereof) that is rated by each Rating Agency that rates such securities in its highest short-term unsecured debt rating available at the time of such investment;

(vi)         units of money market funds that have been rated “AAAm” or “AAAm-G” by S&P; and

(vii)       if previously confirmed in writing to the Trustee, any other demand, money market or time deposit, or any other obligation, security or investment, as may be acceptable to the Rating Agencies as a permitted investment of funds backing securities having ratings equivalent to its highest initial rating of the Class A Certificates;

provided, however, that no instrument described hereunder shall evidence either the right to receive (a) only interest with respect to the obligations underlying such instrument or (b) both principal and interest payments derived from obligations underlying such instrument and the interest and principal payments with respect to such instrument provide a yield to maturity at par greater than 120% of the yield to maturity at par of the underlying obligations.

“Permitted Transferee”: Any Transferee of a Residual Certificate other than a Disqualified Organization or Non-United States Person.

“Person”: Any individual, corporation, partnership, joint venture, association, joint-stock company, trust, unincorporated organization or government or any agency or political subdivision thereof.

“P&I Advance”: As to any Mortgage Loan or REO Property, any advance made by the Servicer in respect of any Distribution Date pursuant to Section 4.03.

“Plan”: Any employee benefit plan or certain other retirement plans and arrangements, including individual retirement accounts and annuities, Keogh plans and bank collective investment funds and insurance company general or separate accounts in which such plans, accounts or arrangements are invested, that are subject to ERISA or Section 4975 of the Code.

“Prepayment Assumption”: As set forth in the Prospectus Supplement.

“Prepayment Charge”: With respect to any Prepayment Period, any prepayment premium, penalty or charge payable by a Mortgagor in connection with any Principal Prepayment on a Mortgage Loan pursuant to the terms of the related Mortgage Note (other than any Servicer Prepayment Charge Payment Amount).

 



 

“Prepayment Charge Schedule”: As of any date, the list of Prepayment Charges on the Mortgage Loans included in REMIC I on such date, attached hereto as Schedule 2 (including the Prepayment Charge Summary attached thereto). The Prepayment Charge Schedule shall set forth the following information with respect to each related Mortgage Loan:

(i)

the Mortgage Loan identifying number;

(ii)

a code indicating the type of Prepayment Charge;

(iii)

the state of origination of the related Mortgage Loan;

(iv)

the date on which the first monthly payment was due on the related Mortgage Loan;

(v)

the term of the related Mortgage Loan; and

(vi)

the Stated Principal Balance of the related Mortgage Loan as of the Cut-off Date.

The Prepayment Charge Schedule shall be amended from time to time by the Depositor in accordance with the provisions of this Agreement.

“Prepayment Interest Excess”: With respect to any Distribution Date, for each Mortgage Loan that was during the related Prepayment Period the subject of a Principal Prepayment in full during the portion of the related Prepayment Period occurring between the first day and the 15th day of the calendar month in which such Distribution Date occurs, an amount equal to interest (to the extent received) at the applicable Net Mortgage Rate on the amount of such Principal Prepayment for the number of days commencing on the first day of the calendar month in which such Distribution Date occurs and ending on the date on which such Principal Prepayment is received.

“Prepayment Interest Shortfall”: With respect to any Distribution Date, for each Mortgage Loan that was during the related Prepayment Period the subject of (x) a Principal Prepayment in full during the portion of the related Prepayment Period occurring between the first day of the related Prepayment Period and the last day of the calendar month preceding the month in which such Distribution Date occurs or (y) a Principal Prepayment in part, that was applied by the Servicer to reduce the outstanding principal balance of such loan on a date preceding the Due Date in the succeeding Prepayment Period, an amount equal to one month’s interest at the applicable Net Mortgage Rate less any payments made by the Mortgagor on the amount of such Principal Prepayment for the number of days commencing on the date on which the Principal Prepayment is received and ending on the last day of the calendar month preceding such Distribution Date. The obligations of the Servicer in respect of any Prepayment Interest Shortfall are set forth in Section 3.24.

“Prepayment Period”: With respect to any Distribution Date and (i) any Principal Prepayment in full, the period commencing on the 16th day of the calendar month preceding the month in which the related Distribution Date occurs (or, in the case of the first Distribution Date, commencing on the Cut-off Date) and ending on the 15th day of the calendar month in which

 



such Distribution Date occurs and (ii) any partial Principal Prepayment, the calendar month preceding the month in which the Distribution Date occurs.

“Principal Prepayment”: Any payment of principal made by the Mortgagor on a Mortgage Loan that is received in advance of its scheduled Due Date and that is not accompanied by an amount of interest representing the full amount of scheduled interest due on any Due Date in any month or months subsequent to the month of prepayment.

“Principal Remittance Amount”: With respect to any Distribution Date, the sum of (i) the Group I Principal Remittance Amount and (ii) the Group II Principal Remittance Amount.

“Prospectus Supplement”: That certain Prospectus Supplement dated December 22, 2005 relating to the public offering of the Offered Certificates.

“Purchase Price”: With respect to any Mortgage Loan or REO Property to be purchased pursuant to or as contemplated by Section 2.03, Section 3.16(c), Section 3.16(e) or Section 9.01, and as confirmed by an Officers’ Certificate from the Servicer to the Trustee, an amount equal to the sum of (i) 100% of the Stated Principal Balance thereof as of the date of purchase (or such other price as provided in Section 9.01), (ii) in the case of (x) a Mortgage Loan, accrued interest on such Stated Principal Balance at the applicable Mortgage Rate in effect from time to time from the Due Date as to which interest was last covered by a payment by the Mortgagor or an advance by the Servicer, which payment or advance had as of the date of purchase been distributed pursuant to Section 4.01, through the end of the calendar month in which the purchase is to be effected and (y) an REO Property, the sum of (1) accrued interest on such Stated Principal Balance at the applicable Mortgage Rate in effect from time to time from the Due Date as to which interest was last covered by a payment by the Mortgagor or an advance by the Servicer through the end of the calendar month immediately preceding the calendar month in which such REO Property was acquired, plus (2) REO Imputed Interest for such REO Property for each calendar month commencing with the calendar month in which such REO Property was acquired and ending with the calendar month in which such purchase is to be effected, net of the total of all net rental income, Insurance Proceeds, Liquidation Proceeds and P&I Advances that as of the date of purchase had been distributed as or to cover REO Imputed Interest pursuant to Section 4.01, (iii) any unreimbursed Servicing Advances and P&I Advances (including Nonrecoverable P&I Advances and Nonrecoverable Servicing Advances) and any unpaid Servicing Fees allocable to such Mortgage Loan or REO Property, (iv) any amounts previously withdrawn from the Collection Account in respect of such Mortgage Loan or REO Property pursuant to Section 3.11(a)(ix) and Section 3.16(b), and (v) in the case of a Mortgage Loan required to be purchased pursuant to Section 2.03, expenses reasonably incurred or to be incurred by the Servicer or the Trustee in respect of the breach or defect giving rise to the purchase obligation including any costs and damages incurred by the Trust in connection with any violation by such loan of any predatory or abusive lending law.

“Qualified Substitute Mortgage Loan”: A mortgage loan substituted for a Deleted Mortgage Loan pursuant to the terms of this Agreement which must, on the date of such substitution, (i) have an outstanding Stated Principal Balance (or in the case of a substitution of more than one mortgage loan for a Deleted Mortgage Loan, an aggregate Stated Principal

 



Balance), after application of all scheduled payments of principal and interest due during or prior to the month of substitution, not in excess of, and not more than 5% less than, the outstanding Stated Principal Balance of the Deleted Mortgage Loan as of the Due Date in the calendar month during which the substitution occurs, (ii) have a Mortgage Rate not less than (and not more than one percentage point in excess of) the Mortgage Rate of the Deleted Mortgage Loan, (iii) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a Maximum Mortgage Rate not less than the Maximum Mortgage Rate on the Deleted Mortgage Loan, (iv) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a Minimum Mortgage Rate not less than the Minimum Mortgage Rate of the Deleted Mortgage Loan, (v) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a Gross Margin equal to or greater than the Gross Margin of the Deleted Mortgage Loan, (vi) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a next Adjustment Date not more than two months later than the next Adjustment Date on the Deleted Mortgage Loan, (vii) reserved, (viii) have a remaining term to maturity not greater than (and not more than one year less than) that of the Deleted Mortgage Loan, (ix) be current as of the date of substitution, (x) have a Loan-to-Value Ratio as of the date of substitution equal to or lower than the Loan-to-Value Ratio of the Deleted Mortgage Loan as of such date, (xi) have a risk grading determined by the related Originator at least equal to the risk grading assigned on the Deleted Mortgage Loan, (xii) have been underwritten or reunderwritten by the related Originator in accordance with the same underwriting criteria and guidelines as the Deleted Mortgage Loan and (xiii) conform to each representation and warranty set forth in Section 6 of the Mortgage Loan Purchase Agreement applicable to the Deleted Mortgage Loan. In the event that one or more Mortgage Loans are substituted for one or more Deleted Mortgage Loans, the amounts described in clause (i) hereof shall be determined on the basis of aggregate Stated Principal Balance, the Mortgage Rates described in clauses (ii) through (vi) hereof shall be satisfied for each such Mortgage Loan, the risk gradings described in clause (xi) hereof shall be satisfied as to each such Mortgage Loan, the terms described in clause (viii) hereof shall be determined on the basis of weighted average remaining term to maturity (provided that no such Mortgage Loan may have a remaining term to maturity longer than the Deleted Mortgage Loan), the Loan-to-Value Ratios described in clause (x) hereof shall be satisfied as to each such Mortgage Loan and, except to the extent otherwise provided in this sentence, the representations and warranties described in clause (xiii) hereof must be satisfied as to each Qualified Substitute Mortgage Loan or in the aggregate, as the case may be.

“Rate/Term Refinancing”: A Refinanced Mortgage Loan, the proceeds of which are not more than a nominal amount in excess of the existing first mortgage loan and any subordinate mortgage loan on the related Mortgaged Property and related closing costs, and were used exclusively (except for such nominal amount) to satisfy the then existing first mortgage loan and any subordinate mortgage loan of the Mortgagor on the related Mortgaged Property and to pay related closing costs.

“Rating Agency or Rating Agencies”: S&P and Moody’s or their successors. If such agencies or their successors are no longer in existence, “Rating Agencies” shall be such nationally recognized statistical rating agencies, or other comparable Persons, designated by the Depositor, notice of which designation shall be given to the Trustee and the Servicer.

 



 

“Realized Loss”: With respect to each Mortgage Loan as to which a Final Recovery Determination has been made, an amount (not less than zero) equal to (i) the unpaid principal balance of such Mortgage Loan as of the commencement of the calendar month in which the Final Recovery Determination was made, plus (ii) accrued interest from the Due Date as to which interest was last paid by the Mortgagor through the end of the calendar month in which such Final Recovery Determination was made, calculated in the case of each calendar month during such period (A) at an annual rate equal to the annual rate at which interest was then accruing on such Mortgage Loan and (B) on a principal amount equal to the Stated Principal Balance of such Mortgage Loan as of the close of business on the Distribution Date during such calendar month, plus (iii) any amounts previously withdrawn from the Collection Account in respect of such Mortgage Loan pursuant to Section 3.11(a)(ix) and Section 3.16(b), minus (iv) the proceeds, if any, received in respect of such Mortgage Loan during the calendar month in which such Final Recovery Determination was made, net of amounts that are payable therefrom to the Servicer with respect to such Mortgage Loan pursuant to Section 3.11(a)(iii).

With respect to any REO Property as to which a Final Recovery Determination has been made, an amount (not less than zero) equal to (i) the unpaid principal balance of the related Mortgage Loan as of the date of acquisition of such REO Property on behalf of REMIC I, plus (ii) accrued interest from the Due Date as to which interest was last paid by the Mortgagor in respect of the related Mortgage Loan through the end of the calendar month immediately preceding the calendar month in which such REO Property was acquired, calculated in the case of each calendar month during such period (A) at an annual rate equal to the annual rate at which interest was then accruing on the related Mortgage Loan and (B) on a principal amount equal to the Stated Principal Balance of the related Mortgage Loan as of the close of business on the Distribution Date during such calendar month, plus (iii) REO Imputed Interest for such REO Property for each calendar month commencing with the calendar month in which such REO Property was acquired and ending with the calendar month in which such Final Recovery Determination was made, plus (iv) any amounts previously withdrawn from the Collection Account in respect of the related Mortgage Loan pursuant to Section 3.11(a)(ix) and Section 3.16(b), minus (v) the aggregate of all P&I Advances and Servicing Advances (in the case of Servicing Advances, without duplication of amounts netted out of the rental income, Insurance Proceeds and Liquidation Proceeds described in clause (vi) below) made by the Servicer in respect of such REO Property or the related Mortgage Loan for which the Servicer has been or, in connection with such Final Recovery Determination, will be reimbursed pursuant to Section 3.23 out of rental income, Insurance Proceeds and Liquidation Proceeds received in respect of such REO Property, minus (vi) the total of all net rental income, Insurance Proceeds and Liquidation Proceeds received in respect of such REO Property that has been, or in connection with such Final Recovery Determination, will be transferred to the Distribution Account pursuant to Section 3.23.

With respect to each Mortgage Loan which has become the subject of a Deficient Valuation, the difference between the principal balance of the Mortgage Loan outstanding immediately prior to such Deficient Valuation and the principal balance of the Mortgage Loan as reduced by the Deficient Valuation.

With respect to each Mortgage Loan which has become the subject of a Debt Service Reduction, the portion, if any, of the reduction in each affected Monthly Payment

 



attributable to a reduction in the Mortgage Rate imposed by a court of competent jurisdiction. Each such Realized Loss shall be deemed to have been incurred on the Due Date for each affected Monthly Payment.

If the Servicer receives Subsequent Recoveries with respect to any Mortgage Loan, the amount of the Realized Loss with respect to that Mortgage Loan will be reduced to the extent such recoveries are applied to principal distributions on any Distribution Date.

“Record Date”: With respect to each Distribution Date and any Offered Certificate, the Business Day immediately preceding such Distribution Date. With respect to each Distribution Date and any other Certificates, including any Definitive Certificates, the last Business Day of the month immediately preceding the month in which such Distribution Date occurs.

“Reference Banks”: Deutsche Bank AG, Barclay’s Bank PLC, The Tokyo Mitsubishi Bank and National Westminster Bank PLC and their successors in interest; provided, however, that if any of the foregoing banks are not suitable to serve as a Reference Bank, then any leading banks selected by the Trustee, after consultation with the Depositor, which are engaged in transactions in Eurodollar deposits in the international Eurocurrency market (i) with an established place of business in London and (ii) not controlling, under the control of or under common control with the Depositor or any Affiliate thereof.

“Refinanced Mortgage Loan”: A Mortgage Loan the proceeds of which were not used to purchase the related Mortgaged Property.

“Regular Certificate”: Any Class A Certificate, Mezzanine Certificate, Class CE Certificate or Class P Certificate.

“Regular Interest”: A “regular interest” in a REMIC within the meaning of Section 860G(a)(1) of the Code.

“Relief Act”: The Servicemembers Civil Relief Act.

“Relief Act Interest Shortfall”: With respect to any Distribution Date and any Mortgage Loan, any reduction in the amount of interest collectible on such Mortgage Loan for the most recently ended calendar month as a result of the application of the Relief Act or similar state laws.

“REMIC”: A “real estate mortgage investment conduit” within the meaning of Section 860D of the Code.

“REMIC I”: The segregated pool of assets subject hereto, constituting the primary trust created hereby and to be administered hereunder, with respect to which a REMIC election is to be made, consisting of: (i) such Mortgage Loans and Prepayment Charges as from time to time are subject to this Agreement, together with the Mortgage Files relating thereto, and together with all collections thereon and proceeds thereof; (ii) any REO Property, together with all collections thereon and proceeds thereof; (iii) the Trustee’s rights with respect to the Mortgage Loans under all insurance policies required to be maintained pursuant to this

 



Agreement and any proceeds thereof; (iv) the Depositor’s rights under the Mortgage Loan Purchase Agreement (including any security interest created thereby); and (v) the Collection Account (other than any amounts representing any Servicer Prepayment Charge Payment Amount), the Distribution Account (other than any amounts representing any Servicer Prepayment Charge Payment Amount) and any REO Account, and such assets that are deposited therein from time to time and any investments thereof, together with any and all income, proceeds and payments with respect thereto. Notwithstanding the foregoing, however, REMIC I specifically excludes the Net WAC Rate Carryover Reserve Account, the Interest Rate Swap Agreement, the Swap Account, all payments and other collections of principal and interest due on the Mortgage Loans on or before the Cut-off Date and all Prepayment Charges payable in connection with Principal Prepayments made before the Cut-off Date.

“REMIC I Group I Regular Interests”: REMIC I Regular Interest I and REMIC I Regular Interest I-1-A through REMIC I Regular Interest I-48-B as designated in the Preliminary Statement hereto.

“REMIC I Group II Regular Interests”: REMIC I Regular Interest II-1-A through REMIC I Regular Interest II-48-B as designated in the Preliminary Statement hereto.

“REMIC I Regular Interest”: Any of the 195 separate non-certificated beneficial ownership interests in REMIC I issued hereunder and designated as a “regular interest” in REMIC I. Each REMIC I Regular Interest shall accrue interest at the related REMIC I Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto.

“REMIC I Remittance Rate”: With respect to REMIC I Regular Interest I and REMIC I Regular Interest P, a per annum rate equal to the weighted average of the Expense Adjusted Net Mortgage Rates of the Group I Mortgage Loans. With respect to each REMIC I Group I Regular Interest ending with the designation “A”, a per annum rate equal to the weighted average of the Expense Adjusted Net Mortgage Rates of the Group I Mortgage Loans multiplied by 2, subject to a maximum rate of 9.7100%. With respect to each REMIC I Group I Regular Interest ending with the designation “B”, the greater of (x) a per annum rate equal to the excess, if any, of (i) 2 multiplied by the weighted average of the Expense Adjusted Net Mortgage Rates of the Group I Mortgage Loans over (ii) 9.7100% and (y) 0.00%. With respect to REMIC I Regular Interest II, a per annum rate equal to the weighted average of the Expense Adjusted Net Mortgage Rates of the Group II Mortgage Loans With respect to each REMIC I Group II Regular Interest ending with the designation “A”, a per annum rate equal to the weighted average of the Expense Adjusted Net Mortgage Rates of the Group II Mortgage Loans multiplied by 2, subject to a maximum rate of 9.7100%. With respect to each REMIC I Group II Regular Interest ending with the designation “B”, the greater of (x) a per annum rate equal to the excess, if any, of (i) 2 multiplied by the weighted average of the Expense Adjusted Net Mortgage Rates of the Group II Mortgage Loans over (ii) 9.7100% and (y) 0.00%.

“REMIC II”: The segregated pool of assets consisting of all of the REMIC I Regular Interests conveyed in trust to the Trustee for the benefit of the Class R-II Interest

 



pursuant to Section 2.08, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.

“REMIC II Interest Loss Allocation Amount”: With respect to any Distribution Date, an amount (subject to adjustment based on the actual number of days elapsed in the respective Interest Accrual Period for the indicated Regular Interests for such Distribution Date) equal to (a) the product of (i) 50.00% of the aggregate Stated Principal Balance of the Mortgage Loans and REO Properties then outstanding and (ii) the REMIC II Remittance Rate for REMIC II Regular Interest II-LTAA minus the Marker Rate, divided by (b) 12.

“REMIC II Marker Allocation Percentage”: 50% of any amount payable or loss attributable from the Mortgage Loans, which shall be allocated to REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a, REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7, REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-LTM9, REMIC II Regular Interest II-LTM10, REMIC II Regular Interest II-LTZZ and REMIC II Regular Interest II-LTP.

“REMIC II Overcollateralization Target Amount”: 0.50% of the Overcollateralization Target Amount.

“REMIC II Overcollateralization Amount”: With respect to any date of determination, (i) 0.50% of the aggregate Uncertificated Balance of the REMIC II Regular Interests minus (ii) the aggregate Uncertificated Balance of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a, REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7, REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-LTM9, REMIC II Regular Interest II-LTM10 and REMIC II Regular Interest II-LTP, in each case as of such date of determination.

“REMIC II Principal Loss Allocation Amount”: With respect to any Distribution Date, an amount equal to the product of (i) 50.00% of the aggregate Stated Principal Balance of the Mortgage Loans and REO Properties then outstanding and (ii) 1 minus a fraction, the numerator of which is two times the aggregate Uncertificated Balance of REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a, REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7, REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-LTM9, REMIC II Regular Interest II-LTM10 and the denominator of which is the aggregate Uncertificated Balance of REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a, REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC

 



II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7, REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-LTM9, REMIC II Regular Interest II-LTM10 and REMIC II Regular Interest II-LTZZ.

“REMIC II Regular Interest”: Any of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a “regular interest” in REMIC II. Each REMIC II Regular Interest shall accrue interest at the related REMIC II Remittance Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto. The REMIC II Regular Interests are as follows: REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a, REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7, REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-LTM9, REMIC II Regular Interest II-LTM10, REMIC II Regular Interest II-LTZZ and REMIC II Regular Interest II-LTP.

“REMIC II Remittance Rate”: With respect to REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a, REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7 and REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-LTM9, REMIC II Regular Interest II-LTM10, REMIC II Regular Interest II-LTZZ, REMIC II Regular Interest II-LTP, REMIC II Regular Interest II-LT1SUB, REMIC II Regular Interest II-LT2SUB, and REMIC II Regular Interest II-LTXX, a per annum rate (but not less than zero) equal to the weighted average of: (w) with respect to REMIC I Regular Interest I, REMIC I Regular Interest II and REMIC I Regular Interest P, the REMIC I Remittance Rate for each such REMIC 1 Regular Interest for each such Distribution Date, (x) with respect to each REMIC I Regular Interest ending with the designation “B”, the weighted average of the REMIC I Remittance Rates for such REMIC I Regular Interests, weighted on the basis of the Uncertificated Balances of such REMIC I Regular Interests for each such Distribution Date and (y) with respect to REMIC I Regular Interests ending with the designation “A”, for each Distribution Date listed below, the weighted average of the rates listed below for each such REMIC I Regular Interest listed below, weighted on the basis of the Uncertificated Balances of each such REMIC I Regular Interest for each such Distribution Date:

 

 



 

Distribution
Date

REMIC I Regular Interest

Rate

1

I-1-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

2

I-2-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-2-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate REMIC I Remittance Rate

 

I-1-A

REMIC I Remittance Rate

 

II-1-A

REMIC I Remittance Rate

3

I-3-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-3-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A and I-2-A

REMIC I Remittance Rate

 

II-1-A and II-2-A

REMIC I Remittance Rate

4

I-4-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-4-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-3-A

REMIC I Remittance Rate

 

II-1-A through II-3-A

REMIC I Remittance Rate

5

I-5-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-5-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-4-A

REMIC I Remittance Rate

 

II-1-A through II-4-A

REMIC I Remittance Rate

6

I-6-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-6-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-5-A

REMIC I Remittance Rate

 

II-1-A through II-5-A

REMIC I Remittance Rate

7

I-7-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-7-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-6-A

REMIC I Remittance Rate

 

II-1-A through II-6-A

REMIC I Remittance Rate

8

I-8-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-8-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-7-A

REMIC I Remittance Rate

 

II-1-A through II-7-A

REMIC I Remittance Rate

9

I-9-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-9-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-8-A

REMIC I Remittance Rate

 

II-1-A through II-8-A

REMIC I Remittance Rate

10

I-10-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-10-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-9-A

REMIC I Remittance Rate

 

II-1-A through II-9-A

REMIC I Remittance Rate

11

I-11-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-11-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-10-A

REMIC I Remittance Rate

 

II-1-A through II-10-A

REMIC I Remittance Rate

 

 



 

 

12

I-12-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-12-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-11-A

REMIC I Remittance Rate

 

II-1-A through II-11-A

REMIC I Remittance Rate

13

I-13-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-13-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-12-A

REMIC I Remittance Rate

 

II-1-A through II-12-A

REMIC I Remittance Rate

14

I-14-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-14-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-13-A

REMIC I Remittance Rate

 

II-1-A through II-13-A

REMIC I Remittance Rate

15

I-15-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-15-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-14-A

REMIC I Remittance Rate

 

II-1-A through II-14-A

REMIC I Remittance Rate

16

I-16-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-16-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-15-A

REMIC I Remittance Rate

 

II-1-A through II-15-A

REMIC I Remittance Rate

17

I-17-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-17-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-16-A

REMIC I Remittance Rate

 

II-1-A through II-16-A

REMIC I Remittance Rate

18

I-18-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-18-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-17-A

REMIC I Remittance Rate

 

II-1-A through II-17-A

REMIC I Remittance Rate

19

I-19-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-19-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-18-A

REMIC I Remittance Rate

 

II-1-A through II-18-A

REMIC I Remittance Rate

20

I-20-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-20-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-19-A

REMIC I Remittance Rate

 

II-1-A through II-19-A

REMIC I Remittance Rate

21

I-21-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-21-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-20-A

REMIC I Remittance Rate

 

II-1-A through II-20-A

REMIC I Remittance Rate

22

I-22-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-22-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-21-A

REMIC I Remittance Rate

 

 



 

 

 

II-1-A through II-21-A

REMIC I Remittance Rate

23

I-23-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-23-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-22-A

REMIC I Remittance Rate

 

II-1-A through II-22-A

REMIC I Remittance Rate

24

I-24-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-24-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-23-A

REMIC I Remittance Rate

 

II-1-A through II-23-A

REMIC I Remittance Rate

25

I-25-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-25-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-24-A

REMIC I Remittance Rate

 

II-1-A through II-24-A

REMIC I Remittance Rate

26

I-26-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-26-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-25-A

REMIC I Remittance Rate

 

II-1-A through II-25-A

REMIC I Remittance Rate

27

I-27-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-27-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-26-A

REMIC I Remittance Rate

 

II-1-A through II-26-A

REMIC I Remittance Rate

28

I-28-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-28-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-27-A

REMIC I Remittance Rate

 

II-1-A through II-27-A

REMIC I Remittance Rate

29

I-29-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-29-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-28-A

REMIC I Remittance Rate

 

II-1-A through II-28-A

REMIC I Remittance Rate

30

I-30-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-30-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-29-A

REMIC I Remittance Rate

 

II-1-A through II-29-A

REMIC I Remittance Rate

31 and 32

I-31-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-31-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-30-A

REMIC I Remittance Rate

 

II-1-A through II-30-A

REMIC I Remittance Rate

33

I-32-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-32-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-31-A

REMIC I Remittance Rate

 

II-1-A through II-31-A

REMIC I Remittance Rate

34

I-33-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-33-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

 



 

 

 

I-1-A through I-32-A

REMIC I Remittance Rate

 

II-1-A through II-32-A

REMIC I Remittance Rate

35

I-34-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-34-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-33-A

REMIC I Remittance Rate

 

II-1-A through II-33-A

REMIC I Remittance Rate

36

I-35-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-35-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-34-A

REMIC I Remittance Rate

 

II-1-A through II-34-A

REMIC I Remittance Rate

37

I-36-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-36-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-35-A

REMIC I Remittance Rate

 

II-1-A through II-35-A

REMIC I Remittance Rate

38

I-37-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-37-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-36-A

REMIC I Remittance Rate

 

II-1-A through II-36-A

REMIC I Remittance Rate

39

I-38-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-38-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-37-A

REMIC I Remittance Rate

 

II-1-A through II-37-A

REMIC I Remittance Rate

40

I-39-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-39-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-38-A

REMIC I Remittance Rate

 

II-1-A through II-38-A

REMIC I Remittance Rate

41

I-40-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-40-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-39-A

REMIC I Remittance Rate

 

II-1-A through II-39-A

REMIC I Remittance Rate

42

I-41-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-41-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-40-A

REMIC I Remittance Rate

 

II-1-A through II-40-A

REMIC I Remittance Rate

43

I-42-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-42-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-41-A

REMIC I Remittance Rate

 

II-1-A through II-41-A

REMIC I Remittance Rate

44

I-43-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-43-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-42-A

REMIC I Remittance Rate

 

II-1-A through II-42-A

REMIC I Remittance Rate

45

I-44-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

 



 

 

 

II-44-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-43-A

REMIC I Remittance Rate

 

II-1-A through II-43-A

REMIC I Remittance Rate

46

I-45-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-45-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-44-A

REMIC I Remittance Rate

 

II-1-A through II-44-A

REMIC I Remittance Rate

47

I-46-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-46-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-45-A

REMIC I Remittance Rate

 

II-1-A through II-45-A

REMIC I Remittance Rate

48

I-47-A and I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-47-A and II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-46-A

REMIC I Remittance Rate

 

II-1-A through II-46-A

REMIC I Remittance Rate

49

I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-47-A

REMIC I Remittance Rate

 

II-1-A through II-47-A

REMIC I Remittance Rate

 

 

 

thereafter

I-1-A through I-48-A

REMIC I Remittance Rate

 

II-1-A through II-48-A

REMIC I Remittance Rate

 

With respect to REMIC II Regular Interest II-LT1GRP, a per annum rate (but not less than zero) equal to the weighted average of: (w) with respect to REMIC I Regular Interest I and REMIC I Regular Interest P, the REMIC I Remittance Rate for each such REMIC 1 Regular Interest for each such Distribution Date, (x) with respect to REMIC I Group I Regular Interests ending with the designation “B”, the weighted average of the REMIC I Remittance Rates for such REMIC I Regular Interests, weighted on the basis of the Uncertificated Balances of each such REMIC I Regular Interest for each such Distribution Date and (y) with respect to REMIC I Group I Regular Interests ending with the designation “A”, for each Distribution Date listed below, the weighted average of the rates listed below for such REMIC I Regular Interests listed below, weighted on the basis of the Uncertificated Balances of each such REMIC I Regular Interest for each such Distribution Date:

 

Distribution
Date

REMIC I Regular Interest

Rate

1

I-1-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

 

 

2

I-2-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A

REMIC I Remittance Rate

 

 

 

3

I-3-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A and I-2-A

REMIC I Remittance Rate

 

 

 

 

 



 

 

4

I-4-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-3-A

REMIC I Remittance Rate

 

 

 

5

I-5-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-4-A

REMIC I Remittance Rate

 

 

 

6

I-6-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-5-A

REMIC I Remittance Rate

 

 

 

7

I-7-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-6-A

REMIC I Remittance Rate

 

 

 

8

I-8-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-7-A

REMIC I Remittance Rate

 

 

 

9

I-9-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-8-A

REMIC I Remittance Rate

 

 

 

10

I-10-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-9-A

REMIC I Remittance Rate

 

 

 

11

I-11-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-10-A

REMIC I Remittance Rate

 

 

 

12

I-12-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-11-A

REMIC I Remittance Rate

 

 

 

13

I-13-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-12-A

REMIC I Remittance Rate

 

 

 

14

I-14-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-13-A

REMIC I Remittance Rate

 

 

 

15

I-15-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-14-A

REMIC I Remittance Rate

 

 

 

16

I-16-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-15-A

REMIC I Remittance Rate

 

 

 

17

I-17-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-16-A

REMIC I Remittance Rate

 

 

 

18

I-18-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-17-A

REMIC I Remittance Rate

 

 

 

19

I-19-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-18-A

REMIC I Remittance Rate

 

 

 

20

I-20-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-19-A

REMIC I Remittance Rate

 

 



 

 

 

 

 

21

I-21-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-20-A

REMIC I Remittance Rate

 

 

 

22

I-22-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-21-A

REMIC I Remittance Rate

 

 

 

23

I-23-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-22-A

REMIC I Remittance Rate

 

 

 

24

I-24-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-23-A

REMIC I Remittance Rate

 

 

 

25

I-25-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-24-A

REMIC I Remittance Rate

 

 

 

26

I-26-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-25-A

REMIC I Remittance Rate

 

 

 

27

I-27-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-26-A

REMIC I Remittance Rate

 

 

 

28

I-28-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-27-A

REMIC I Remittance Rate

 

 

 

29

I-29-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-28-A

REMIC I Remittance Rate

 

 

 

30

I-30-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-29-A

REMIC I Remittance Rate

 

 

 

31 and 32

I-31-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-30-A

REMIC I Remittance Rate

 

 

 

33

I-32-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-31-A

REMIC I Remittance Rate

 

 

 

34

I-33-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-32-A

REMIC I Remittance Rate

 

 

 

35

I-34-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-33-A

REMIC I Remittance Rate

 

 

 

36

I-35-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-34-A

REMIC I Remittance Rate

 

 

 

37

I-36-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-35-A

REMIC I Remittance Rate

 

 

 

38

I-37-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

 



 

 

 

I-1-A through I-36-A

REMIC I Remittance Rate

 

 

 

39

I-38-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-37-A

REMIC I Remittance Rate

 

 

 

40

I-39-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-38-A

REMIC I Remittance Rate

 

 

 

41

I-40-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-39-A

REMIC I Remittance Rate

 

 

 

42

I-41-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-40-A

REMIC I Remittance Rate

 

 

 

43

I-42-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-41-A

REMIC I Remittance Rate

 

 

 

44

I-43-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-42-A

REMIC I Remittance Rate

 

 

 

45

I-44-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-43-A

REMIC I Remittance Rate

 

 

 

46

I-45-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-44-A

REMIC I Remittance Rate

 

 

 

47

I-46-A through I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-45-A

REMIC I Remittance Rate

 

 

 

48

I-47-A and I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-46-A

REMIC I Remittance Rate

 

 

 

49

I-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

I-1-A through I-47-A

REMIC I Remittance Rate

 

 

 

thereafter

I-1-A through I-48-A

REMIC I Remittance Rate

 

 

With respect to REMIC II Regular Interest II-LT2GRP, a per annum rate (but not less than zero) equal to the weighted average of: (w) with respect to REMIC I Regular Interest II, the REMIC I Remittance Rate for each such REMIC 1 Regular Interest for each such Distribution Date, (x) with respect to REMIC I Group II Regular Interests ending with the designation “B”, the weighted average of the REMIC I Remittance Rates for such REMIC I Regular Interests, weighted on the basis of the Uncertificated Balances of each such REMIC I Regular Interest for each such Distribution Date and (y) with respect to REMIC I Group II Regular Interests ending with the designation “A”, for each Distribution Date listed below, the weighted average of the rates listed below for such REMIC I Regular Interests listed below, weighted on the basis of the Uncertificated Balances of each such REMIC I Regular Interest for each such Distribution Date:

 



 

 

Distribution
Date

REMIC I Regular Interest

Rate

1

II-1-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

 

 

2

II-2-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A

REMIC I Remittance Rate

 

 

 

3

II-3-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A and II-2-A

REMIC I Remittance Rate

 

 

 

4

II-4-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-3-A

REMIC I Remittance Rate

 

 

 

5

II-5-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-4-A

REMIC I Remittance Rate

 

 

 

6

II-6-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-5-A

REMIC I Remittance Rate

 

 

 

7

II-7-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-6-A

REMIC I Remittance Rate

 

 

 

8

II-8-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-7-A

REMIC I Remittance Rate

 

 

 

9

II-9-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-8-A

REMIC I Remittance Rate

 

 

 

10

II-10-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-9-A

REMIC I Remittance Rate

 

 

 

11

II-11-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-10-A

REMIC I Remittance Rate

 

 

 

12

II-12-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-11-A

REMIC I Remittance Rate

 

 

 

13

II-13-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-12-A

REMIC I Remittance Rate

 

 

 

14

II-14-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-13-A

REMIC I Remittance Rate

 

 

 

15

II-15-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-14-A

REMIC I Remittance Rate

 

 

 

16

II-16-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-15-A

REMIC I Remittance Rate

 

 

 

17

II-17-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-16-A

REMIC I Remittance Rate

 

 

 

 

 



 

 

18

II-18-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-17-A

REMIC I Remittance Rate

 

 

 

19

II-19-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-18-A

REMIC I Remittance Rate

 

 

 

20

II-20-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-19-A

REMIC I Remittance Rate

 

 

 

21

II-21-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-20-A

REMIC I Remittance Rate

 

 

 

22

II-22-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-21-A

REMIC I Remittance Rate

 

 

 

23

II-23-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-22-A

REMIC I Remittance Rate

 

 

 

24

II-24-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-23-A

REMIC I Remittance Rate

 

 

 

25

II-25-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-24-A

REMIC I Remittance Rate

 

 

 

26

II-26-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-25-A

REMIC I Remittance Rate

 

 

 

27

II-27-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-26-A

REMIC I Remittance Rate

 

 

 

28

II-28-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-27-A

REMIC I Remittance Rate

 

 

 

29

II-29-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-28-A

REMIC I Remittance Rate

 

 

 

30

II-30-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-29-A

REMIC I Remittance Rate

 

 

 

31 and 32

II-31-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-30-A

REMIC I Remittance Rate

 

 

 

33

II-32-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-31-A

REMIC I Remittance Rate

 

 

 

34

II-33-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-32-A

REMIC I Remittance Rate

 

 

 

35

II-34-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-33-A

REMIC I Remittance Rate

 

 



 

 

 

 

 

36

II-35-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-34-A

REMIC I Remittance Rate

 

 

 

37

II-36-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-35-A

REMIC I Remittance Rate

 

 

 

38

II-37-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-36-A

REMIC I Remittance Rate

 

 

 

39

II-38-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-37-A

REMIC I Remittance Rate

 

 

 

40

II-39-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-38-A

REMIC I Remittance Rate

 

 

 

41

II-40-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-39-A

REMIC I Remittance Rate

 

 

 

42

II-41-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-40-A

REMIC I Remittance Rate

 

 

 

43

II-42-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-41-A

REMIC I Remittance Rate

 

 

 

44

II-43-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-42-A

REMIC I Remittance Rate

 

 

 

45

II-44-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-43-A

REMIC I Remittance Rate

 

 

 

46

II-45-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-44-A

REMIC I Remittance Rate

 

 

 

47

II-46-A through II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-45-A

REMIC I Remittance Rate

 

 

 

48

II-47-A and II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-46-A

REMIC I Remittance Rate

 

 

 

49

II-48-A

2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate

 

II-1-A through II-47-A

REMIC I Remittance Rate

 

 

 

thereafter

II-1-A through II-48-A

REMIC I Remittance Rate

 

With respect to REMIC II Regular Interest II-IO, and (i) the first Distribution Date through the 49th Distribution Date, the excess of (x) the weighted average of the Uncertificated REMIC I Pass-Through Rates for REMIC I Regular Interests including the designation “A”, over (y) 2 multiplied by Swap LIBOR. and (ii) thereafter, 0.00%.

 



 

 

“REMIC II Sub WAC Allocation Percentage”: 50% of any amount payable from or loss attributable to the Mortgage Loans, which shall be allocated to REMIC II Regular Interest II-LT1SUB, REMIC II Regular Interest II-LT1GRP, REMIC II Regular Interest II-LT2SUB, REMIC II Regular Interest II-LT2GRP and REMIC II Regular Interest II-LTXX.

“REMIC II Subordinated Balance Ratio”: The ratio among the Uncertificated Balances of each REMIC II Regular Interest ending with the designation “SUB,” equal to the ratio between, with respect to each such REMIC II Regular Interest, the excess of (x) the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group over (y) the current Certificate Principal Balance of Class A Certificates in the related Loan Group.

“REMIC III”: The segregated pool of assets consisting of the REMIC II Regular Interests conveyed in trust to the Trustee for the benefit of the Class R-III Interest pursuant to Section 2.09, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.

“REMIC III Certificate”: Any of the Class A Certificates or Class M Certificates.

“REMIC IV”: The segregated pool of assets consisting of the Class CE-1 Interest conveyed in trust to the Trustee for the benefit of the Class R-IV Interest pursuant to Section 2.10, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.

“REMIC V”: The segregated pool of assets consisting of the Class P Interest conveyed in trust to the Trustee for the benefit of the Class R-V Interest pursuant to Section 2.10, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.

“REMIC VI Regular Interest”: REMIC VI Regular Interest SWAP-IO.

“REMIC VI”: The segregated pool of assets consisting of the Class SWAP-IO Interest conveyed in trust to the Trustee, for the benefit of the Holders of REMIC VI Regular Interest SWAP-IO and the Class R-X Certificate (in respect of the Class R-VI Interest), pursuant to Section 2.10 hereunder, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.

“REMIC VII”: The segregated pool of assets consisting of the Class CE-2 Interest conveyed in trust to the Trustee, for the benefit of the Holders of CE-2 Certificates and the Class R-X Certificate (in respect of the Class R-VII Interest), pursuant to Section 2.10 hereunder, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.

“REMIC Provisions”: Provisions of the federal income tax law relating to real estate mortgage investment conduits, which appear at Section 860A through 860G of the Code, and related provisions, and proposed, temporary and final regulations and published rulings,

 



notices and announcements promulgated thereunder, as the foregoing may be in effect from time to time.

“REMIC Regular Interest”: Any REMIC I Regular Interest, REMIC II Regular Interest, REMIC III Regular Interest, Class CE-1 Interest, Class CE-2 Interest, Class P Interest or REMIC VI Regular Interest SWAP-IO.

“Remittance Report”: A report in form and substance acceptable to the Trustee on a magnetic disk or tape prepared by the Servicer pursuant to Section 4.03 with such additions, deletions and modifications as agreed to by the Trustee and the Servicer.

“Rents from Real Property”: With respect to any REO Property, gross income of the character described in Section 856(d) of the Code as being included in the term “rents from real property.”

“REO Account”: The account or accounts maintained, or caused to be maintained, by the Servicer in respect of an REO Property pursuant to Section 3.23.

“REO Disposition”: The sale or other disposition of an REO Property on behalf of REMIC I.

“REO Imputed Interest”: As to any REO Property, for any calendar month during which such REO Property was at any time part of REMIC I, one month’s interest at the applicable Net Mortgage Rate on the Stated Principal Balance of such REO Property (or, in the case of the first such calendar month, of the related Mortgage Loan, if appropriate) as of the close of business on the Distribution Date in such calendar month.

“REO Principal Amortization”: With respect to any REO Property, for any calendar month, the excess, if any, of (a) the aggregate of all amounts received in respect of such REO Property during such calendar month, whether in the form of rental income, sale proceeds (including, without limitation, that portion of the Termination Price paid in connection with a purchase of all of the Mortgage Loans and REO Properties pursuant to Section 9.01 that is allocable to such REO Property) or otherwise, net of any portion of such amounts (i) payable pursuant to Section 3.23(c) in respect of the proper operation, management and maintenance of such REO Property or (ii) payable or reimbursable to the Servicer pursuant to Section 3.23(d) for unpaid Servicing Fees in respect of the related Mortgage Loan and unreimbursed Servicing Advances and P&I Advances in respect of such REO Property or the related Mortgage Loan, over (b) the REO Imputed Interest in respect of such REO Property for such calendar month.

“REO Property”: A Mortgaged Property acquired by the Servicer on behalf of REMIC I through foreclosure or deed-in-lieu of foreclosure, as described in Section 3.23.

“Request for Release”: A release signed by a Servicing Officer, in the form of Exhibit E attached hereto.

“Reserve Interest Rate”: With respect to any Interest Determination Date, the rate per annum that the Trustee determines to be either (i) the arithmetic mean (rounded upwards if necessary to the nearest whole multiple of 1/16%) of the one-month U.S. dollar lending rates which New York City banks selected by the Trustee, after consultation with the Depositor, are quoting on the relevant Interest Determination Date to the principal London offices of leading banks in the London interbank market or (ii) in the event that the Trustee can determine no such arithmetic mean, the lowest one-month U.S. dollar lending rate which New York City banks selected by the Trustee, after consultation with the Depositor, are quoting on such Interest Determination Date to leading European banks.

“Residential Dwelling”: Any one of the following: (i) an attached, detached or semi-detached one-family dwelling, (ii) an attached, detached or semi-detached two-to four-family dwelling, (iii) a one-family dwelling unit in a Fannie Mae eligible condominium project, or (iv) an attached, detached or semi-detached one-family dwelling in a planned unit development, none of which is a co-operative or mobile home (as defined in 42 United States Code, Section 5402(6)).

“Residual Certificate”: The Class R Certificates and the Class R-X Certificates.

“Residual Interest”: The sole class of “residual interests” in a REMIC within the meaning of Section 860G(a)(2) of the Code.

 

 

“Responsible Officer”: When used with respect to the Trustee, any vice president, managing director, director, any assistant vice president, the Secretary, any assistant secretary, the Treasurer, any assistant treasurer, any associate, any trust officer or assistant trust officer or any other officer of the Trustee having direct responsibility over this Agreement or otherwise engaged in performing functions similar to those performed by any of the above designated officers and, with respect to a particular matter, to whom such matter is referred because of such officer’s knowledge of and familiarity with the particular subject.

“Rolling Three Month Delinquency Rate”: With respect to any date of determination, the sum of the Delinquency Rates for the previous three calendar months divided by 3 (or 1 or 2, in the case of the first or second Distribution Dates, respectively).

“S&P”: Standard & Poor’s Ratings Services, a division of the McGraw-Hill Companies, Inc., or its successor in interest.

“Seller”: NC Capital Corporation, or its successor in interest, in its capacity as seller under the Mortgage Loan Purchase Agreement.

“Senior Interest Distribution Amount”: With respect to any Distribution Date, an amount equal to the sum of (i) the Interest Distribution Amount for such Distribution Date for the Class A Certificates and (ii) the Interest Carry Forward Amount, if any, for such Distribution Date for the Class A Certificates.

“Senior Principal Distribution Amount”: With respect to any Distribution Date, the sum of (i) the Group I Senior Principal Distribution Amount and (ii) the Group II Senior Principal Distribution Amount.

“Servicer”: JPMorgan Chase Bank, National Association, or any successor Servicer appointed as herein provided, in its capacity as Servicer hereunder.

“Servicer Event of Default”: One or more of the events described in Section 7.01.

“Servicer Prepayment Charge Payment Amount”: The amounts payable by the Servicer in respect of any waived Prepayment Charges pursuant to Section 2.05.

“Servicer Remittance Date”: With respect to any Distribution Date, by 5:00 p.m. New York time on the Business Day preceding the related Distribution Date.

“Servicing Account”: The account or accounts created and maintained pursuant to Section 3.09.

“Servicing Advances”: The reasonable “out-of-pocket” costs and expenses incurred by the Servicer in connection with a default, delinquency or other unanticipated event by the Servicer in the performance of its servicing obligations, including, but not limited to, the cost of (i) the preservation, restoration, inspection and protection of a Mortgaged Property, (ii) any enforcement or judicial proceedings, including but not limited to foreclosures, in respect of a particular Mortgage Loan, including any expenses incurred in relation to such Mortgage Loan being registered on the MERS system, (iii) the management (including reasonable fees in

 



connection therewith) and liquidation of any REO Property and (iv) the performance of its obligations under Section 3.01, Section 3.09, Section 3.14, Section 3.16, Section 3.17 and Section 3.23. Servicing Advances also include any reasonable “out-of-pocket” cost and expenses (including legal fees) incurred by the Servicer in connection with executing and recording instruments of satisfaction, deeds of reconveyance or Assignments of Mortgage to the extent not recovered from the Mortgagor or otherwise payable under this Agreement. The Servicer shall not be required to make any Nonrecoverable Servicing Advances.

“Servicing Fee”: With respect to each Mortgage Loan and for any calendar month, an amount equal to the Servicing Fee Rate accrued for one month on the same principal amount on which interest on such Mortgage Loan accrues for such calendar month. A portion of such Servicing Fee may be retained by any Sub-Servicer as its servicing compensation.

“Servicing Fee Rate”: 0.50% per annum.

“Servicing Officer”: Any officer of the Servicer involved in, or responsible for, the administration and servicing of Mortgage Loans, whose name and specimen signature appear on a list of Servicing Officers furnished by the Servicer to the Trustee and the Depositor on the Closing Date, as such list may from time to time be amended.

“Servicing Standard”: The servicing and administration of the Mortgage Loans hereunder (a) in the same manner in which, and with the same care, skill, prudence and diligence with which, the Servicer services and administers similar mortgage loans with similar mortgagors (i) for other third-parties, giving due consideration to customary and usual standards of practice of prudent institutional residential mortgage lenders servicing their own loans or (ii) held in Servicer’s own portfolio, whichever standard is higher, and, in either case, giving due consideration to customary and usual standards or practice of mortgage lenders and loan servicers servicing and administering similar mortgage loans, (b) with a view to the maximization of the recovery of such Mortgage Loans on a net present value basis and the best interests of the owners of the Certificates, (c) without regard to (i) any relationship that the Servicer or any Affiliate thereof may have with the related Mortgagor or any other party to the transaction; (ii) the right of the Servicer to receive compensation or other fees for its services rendered pursuant to this Agreement; (iii) the ownership or non-ownership of any Certificate by the Servicer or any Affiliate of the Servicer; (iv) the obligation of the Servicer to make P&I Advances and Servicing Advances; (v) the ownership, servicing or management by the Servicer or any Affiliate thereof for others of any other mortgage loans or mortgaged properties; and (vi) any debt the Servicer or any Affiliate of the Servicer has extended to any Mortgagor or any Affiliate of such Mortgagor and (d) in accordance with all applicable state, local and federal laws, rules and regulations.

“Single Certificate”: With respect to any Class of Certificates (other than the Class P Certificates and the Residual Certificates), a hypothetical Certificate of such Class evidencing a Percentage Interest for such Class corresponding to an initial Certificate Principal Balance or Notional Amount of $1,000. With respect to the Class P Certificates and the Residual Certificates, a hypothetical Certificate of such Class evidencing a 100% Percentage Interest in such Class.

 



 

“Startup Day”: With respect to each Trust REMIC, the day designated as such pursuant to Section 10.01(b) hereof.

“Stated Principal Balance”: With respect to any Mortgage Loan: (a) as of any date of determination up to but not including the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such Mortgage Loan would be distributed, the principal balance of such Mortgage Loan as of the Cut-off Date, as shown in the Mortgage Loan Schedule, minus the sum of (i) the principal portion of each Monthly Payment due on a Due Date subsequent to the Cut-off Date, to the extent received from the Mortgagor or advanced by the Servicer and distributed pursuant to Section 4.01 on or before such date of determination, (ii) all Principal Prepayments received after the Cut-off Date, to the extent distributed pursuant to Section 4.01 on or before such date of determination, (iii) all Liquidation Proceeds and Insurance Proceeds applied by the Servicer as recoveries of principal in accordance with the provisions of Section 3.16, to the extent distributed pursuant to Section 4.01 on or before such date of determination, and (iv) any Realized Loss incurred with respect thereto as a result of a Deficient Valuation made during or prior to the Prepayment Period for the most recent Distribution Date coinciding with or preceding such date of determination; and (b) as of any date of determination coinciding with or subsequent to the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such Mortgage Loan would be distributed, zero. With respect to any REO Property: (a) as of any date of determination up to but not including the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such REO Property would be distributed, an amount (not less than zero) equal to the Stated Principal Balance of the related Mortgage Loan as of the date on which such REO Property was acquired on behalf of REMIC I, minus the sum of (i) if such REO Property was acquired before the Distribution Date in any calendar month, the principal portion of the Monthly Payment due on the Due Date in the calendar month of acquisition, to the extent advanced by the Servicer and distributed pursuant to Section 4.01 on or before such date of determination, and (ii) the aggregate amount of REO Principal Amortization in respect of such REO Property for all previously ended calendar months, to the extent distributed pursuant to Section 4.01 on or before such date of determination; and (b) as of any date of determination coinciding with or subsequent to the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such REO Property would be distributed, zero.

“Stepdown Date”: The earlier to occur of (i) the Distribution Date on which the aggregate Certificate Principal Balance of the Class A Certificates has been reduced to zero and (ii) the later to occur of (a) the Distribution Date occurring in January 2009 and (b) the first Distribution Date on which the Credit Enhancement Percentage for the Class A Certificates (calculated for this purpose only after taking into account distributions of principal on the Mortgage Loans but prior to any distribution of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount on the Certificates then entitled to distributions of principal on such Distribution Date) is equal to or greater than 44.40%.

“Sub-Servicer”: Any Person with which the Servicer has entered into a Sub-Servicing Agreement and which meets the qualifications of a Sub-Servicer pursuant to Section 3.02.

 



 

“Sub-Servicing Account”: An account established by a Sub-Servicer which meets the requirements set forth in Section 3.08 and is otherwise acceptable to the Servicer.

“Sub-Servicing Agreement”: The written contract between the Servicer and a Sub-Servicer relating to servicing and administration of certain Mortgage Loans as provided in Section 3.02.

“Subsequent Recoveries”: As of any Distribution Date, amounts received by the Servicer (net of any related expenses permitted to be reimbursed pursuant to Section 3.11) specifically related to a Mortgage Loan that was the subject of a liquidation or an REO Disposition prior to the related Prepayment Period that resulted in a Realized Loss.

“Substitution Shortfall Amount”: As defined in Section 2.03(b).

“Swap Administration Agreement”: As defined in Section 4.07(b).

“Swap Account”: The account or accounts created and maintained pursuant to Section 4.07. The Swap Account must be an Eligible Account.

“Swap Administrator”: Deutsche Bank National Trust Company, a national banking association, or its successor in interest, or any successor Swap Administrator appointed pursuant to the Swap Administration Agreement.

“Swap Payment Allocation”: For any Class of Offered Certificates outstanding, the pro rata share of the Net Swap Payment owed by the Swap Counterparty, if any, based on the outstanding Certificate Principal Balance of such Class of Offered Certificates.

“Swap Interest Shortfall Amount”: Any shortfall of interest with respect to any Class of Certificates resulting from the application of the Net WAC Pass-Through Rate due to a discrepancy between the Uncertificated Notional Amount of the Class SWAP-IO Interest and the scheduled notional amount pursuant to the Swap Administration Agreement.

“Swap LIBOR”: A per annum rate equal to the floating rate payable by the Swap Provider under the Swap Agreement.

 

“Swap Provider”:

Bear Stearns Financial Products Inc.

“Swap Provider Trigger Event”: A Swap Termination Payment that is triggered upon: (i) an Event of Default under the Interest Rate Swap Agreement with respect to which the Swap Provider is a Defaulting Party (as defined in the Interest Rate Swap Agreement), (ii) a Termination Event under the Interest Rate Swap Agreement with respect to which the Swap Provider is the sole Affected Party (as defined in the Interest Rate Swap Agreement) or (iii) an Additional Termination Event under the Interest Rate Swap Agreement with respect to which the Swap Provider is the sole Affected Party.

“Swap Termination Payment”: The payment due under the Interest Rate Swap Agreement upon the early termination of the Interest Rate Swap Agreement.

 



 

“Tax Returns”: The federal income tax return on Internal Revenue Service Form 1066, U.S. Real Estate Mortgage Investment Conduit Income Tax Return, including Schedule Q thereto, Quarterly Notice to Residual Interest Holders of REMIC Taxable Income or Net Loss Allocation, or any successor forms, to be filed on behalf of the Trust Fund due to the classification of portions thereof as REMICs under the REMIC Provisions, together with any and all other information reports or returns that may be required to be furnished to the Certificateholders or filed with the Internal Revenue Service or any other governmental taxing authority under any applicable provisions of federal, state or local tax laws.

“Telerate Page 3750”: The display designated as page “3750” on the Dow Jones Telerate Capital Markets Report (or such other page as may replace page 3750 on that report for the purpose of displaying London interbank offered rates of major banks).

“Termination Price”: As defined in Section 9.01.

“Terminator”: As defined in Section 9.01.

“Transfer”: Any direct or indirect transfer, sale, pledge, hypothecation, or other form of assignment of any Ownership Interest in a Certificate.

“Transferee”: Any Person who is acquiring by Transfer any Ownership Interest in a Certificate.

“Transferor”: Any Person who is disposing by Transfer of any Ownership Interest in a Certificate.

“Trigger Event”: A Trigger Event is in effect with respect to any Distribution Date on or after the Stepdown Date, so long as the aggregate Certificate Principal Balance of the Offered Certificates has not been reduced to zero, if:

(a)          the Rolling Three Month Delinquency Rate equals or exceeds 36.0% of the Credit Enhancement Percentage for the Class A Certificates for the prior Distribution Date or, if none of the Class A Certificates are then outstanding, 42.9% of the Credit Enhancement Percentage for the Class M-1 Certificates for the prior Distribution Date; or

(b)          the aggregate amount of Realized Losses incurred since the Cut-off Date through the last day of the related Due Period (reduced by the aggregate amount of Subsequent Recoveries received since the Cut-off Date through the last day of the related Due Period) divided by aggregate Stated Principal Balance of the 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

January 2008 through December 2008

1.450% for the first month, plus an additional 1/12th of 1.850% for each month thereafter (e.g., 2.375% in July 2008)

January 2009 through December 2009

3.300% for the first month, plus an additional 1/12th of 1.850% for each month thereafter (e.g., 4.225% in July 2009)

January 2010 through December 2010

5.150% for the first month, plus an additional 1/12th of 1.500% for each month thereafter (e.g., 5.900% in July 2010)

January 2011 through December 2011

6.650% for the first month, plus an additional 1/12th of 0.800% for each month thereafter (e.g., 7.050% in July 2011)

January 2012 through December 2012

7.450% for the first month, plus an additional 1/12th of 0.050% for each month thereafter (e.g., 7.475% in July 2012)

January 2013 and thereafter

7.500%

 

“Trust Fund”: Collectively, all of the assets of REMIC I, REMIC II, REMIC III, REMIC IV, REMIC V, REMIC VI, REMIC VII, the Net WAC Rate Carryover Reserve Account, distributions made to the Trustee by the Swap Administrator under the Swap Administration Agreement and the Swap Account and the other assets conveyed by the Depositor to the Trustee pursuant to Section 2.01.

“Trust REMIC”: Any of REMIC I, REMIC II, REMIC III, REMIC IV, REMIC V, REMIC VI or REMIC VII.

“Trustee”: Deutsche Bank National Trust Company, a national banking association, or its successor in interest, or any successor trustee appointed as herein.

“Trustee Fee”: The amount payable to the Trustee on each Distribution Date pursuant to Section 8.05 as compensation for all services rendered by it in the execution of the trust hereby created and in the exercise and performance of any of the powers and duties of the Trustee hereunder, which amount shall equal the Trustee Fee Rate accrued for one month on the aggregate Stated Principal Balance of the Mortgage Loans and any REO Properties as of the first day of the related Due Period (or, in the case of the initial Distribution Date, as of the Cut-off Date), calculated on the basis of a 360-day year consisting of twelve 30-day months.

“Trustee Fee Rate”: 0.0018%annum.

“Uncertificated Balance”: The amount of any REMIC Regular Interest outstanding as of any date of determination. As of the Closing Date, the Uncertificated Balance of each REMIC Regular Interest shall equal the amount set forth in the Preliminary Statement hereto as its initial uncertificated balance. On each Distribution Date, the Uncertificated Balance of each REMIC Regular Interest shall be reduced by all distributions of principal made on such REMIC Regular Interest on such Distribution Date pursuant to Section 4.01 and, if and to the extent necessary and appropriate, shall be further reduced on such Distribution Date by Realized Losses as provided in Section 4.04. The Uncertificated Balance of REMIC II Regular Interest II-LTZZ shall be increased by interest deferrals as provided in Section 4.01(a)(1)(i). The Uncertificated Balance of each REMIC Regular Interest shall never be less than zero.

“Uncertificated Interest”: With respect to any REMIC Regular Interest for any Distribution Date, one month’s interest at the REMIC Remittance Rate applicable to such REMIC Regular Interest for such Distribution Date, accrued on the Uncertificated Balance

 



thereof immediately prior to such Distribution Date. Uncertificated Interest in respect of any REMIC Regular Interest shall accrue on the basis of a 360-day year consisting of twelve 30-day months. Uncertificated Interest with respect to each Distribution Date, as to any REMIC Regular Interest, shall be reduced by an amount equal to the sum of (a) the aggregate Prepayment Interest Shortfall, if any, for such Distribution Date to the extent not covered by payments pursuant to Section 3.24 and (b) the aggregate amount of any Relief Act Interest Shortfall, if any allocated, in each case, to such REMIC Regular Interest pursuant to Section 1.02. In addition, Uncertificated Interest with respect to each Distribution Date, as to any REMIC Regular Interest shall be reduced by Realized Losses, if any, allocated to such REMIC I Regular Interest pursuant to Section 1.02 and Section 4.04.

“Uncertificated Notional Amount”: With respect to REMIC II Regular Interest IO and each Distribution Date listed below, the aggregate Uncertificated Principal Balance of the REMIC I Regular Interests ending with the designation “A” listed below:

Distribution
Date

REMIC I Regular Interests

1

I-1-A through I-48-A and II-1-A through II-48-A

2

I-2-A through I-48-A and II-2-A through II-48-A

3

I-3-A through I-48-A and II-3-A through II-48-A

4

I-4-A through I-48-A and II-4-A through II-48-A

5

I-5-A through I-48-A and II-5-A through II-48-A

6

I-6-A through I-48-A and II-6-A through II-48-A

7

I-7-A through I-48-A and II-7-A through II-48-A

8

I-8-A through I-48-A and II-8-A through II-48-A

9

I-9-A through I-48-A and II-9-A through II-48-A

10

I-10-A through I-48-A and II-10-A through II-48-A

11

I-11-A through I-48-A and II-11-A through II-48-A

12

I-12-A through I-48-A and II-12-A through II-48-A

13

I-13-A through I-48-A and II-13-A through II-48-A

14

I-14-A through I-48-A and II-14-A through II-48-A

15

I-15-A through I-48-A and II-15-A through II-48-A

16

I-16-A through I-48-A and II-16-A through II-48-A

17

I-17-A through I-48-A and II-17-A through II-48-A

18

I-18-A through I-48-A and II-18-A through II-48-A

19

I-19-A through I-48-A and II-19-A through II-48-A

20

I-20-A through I-48-A and II-20-A through II-48-A

21

I-21-A through I-48-A and II-21-A through II-48-A

22

I-22-A through I-48-A and II-22-A through II-48-A

23

I-23-A through I-48-A and II-23-A through II-48-A

24

I-24-A through I-48-A and II-24-A through II-48-A

25

I-25-A through I-48-A and II-25-A through II-48-A

26

I-26-A through I-48-A and II-26-A through II-48-A

27

I-27-A through I-48-A and II-27-A through II-48-A

28

I-28-A through I-48-A and II-28-A through II-48-A

29

I-29-A through I-48-A and II-29-A through II-48-A

30

I-30-A through I-48-A and II-30-A through II-48-A

31-32

I-31-A through I-48-A and II-31-A through II-48-A

33

I-32-A through I-48-A and II-32-A through II-48-A

34

I-33-A through I-48-A and II-33-A through II-48-A

35

I-34-A through I-48-A and II-34-A through II-48-A

36

I-35-A through I-48-A and II-35-A through II-48-A

37

I-36-A through I-48-A and II-36-A through II-48-A

38

I-37-A through I-48-A and II-37-A through II-48-A

39

I-38-A through I-48-A and II-38-A through II-48-A

40

I-39-A through I-48-A and II-39-A through II-48-A

41

I-40-A through I-48-A and II-40-A through II-48-A

42

I-41-A through I-48-A and II-41-A through II-48-A

 

 



 

 

43

I-42-A through I-48-A and II-42-A through II-48-A

44

I-43-A through I-48-A and II-43-A through II-48-A

45

I-44-A through I-48-A and II-44-A through II-48-A

46

I-45-A through I-48-A and II-45-A through II-48-A

47

I-46-A through I-48-A and II-46-A through II-48-A

48

I-47-A and I-48-A and II-47-A and II-48-A

 

 

With respect to the Class Swap IO Interest and any Distribution Date, an amount equal to the Uncertificated Notional Amount of the REMIC II Regular Interest II-IO.

“Uninsured Cause”: Any cause of damage to a Mortgaged Property such that the complete restoration of such property is not fully reimbursable by the hazard insurance policies required to be maintained pursuant to Section 3.14.

“United States Person”: A citizen or resident of the United States, a corporation, partnership (or other entity treated as a corporation or partnership for United States federal income tax purposes) created or organized in, or under the laws of, the United States, any state thereof, or the District of Columbia (except in the case of a partnership, to the extent provided in Treasury regulations) provided that, for purposes solely of the restrictions on the transfer of Residual Certificates, no partnership or other entity treated as a partnership for United States federal income tax purposes shall be treated as a United States Person unless all persons that own an interest in such partnership either directly or through any entity that is not a corporation for United States federal income tax purposes are required by the applicable operative agreement to be United States Persons, or an estate the income of which from sources without the United States is includible in gross income for United States federal income tax purposes regardless of its connection with the conduct of a trade or business within the United States, or a trust if a court within the United States is able to exercise primary supervision over the administration of the trust and one or more United States persons have authority to control all substantial decisions of the trust. The term “United States” shall have the meaning set forth in Section 7701 of the Code or successor provisions.

“Value”: With respect to any Mortgaged Property, the lesser of (i) the lesser of (a) the value thereof as determined by an appraisal made for the Originator of the Mortgage Loan at the time of origination of the Mortgage Loan by an appraiser who met the minimum requirements of Fannie Mae and Freddie Mac and (b) the value thereof as determined by a review appraisal conducted by the related Originator in accordance with such Originator’s underwriting guidelines, and (ii) the purchase price paid for the related Mortgaged Property by the Mortgagor with the proceeds of the Mortgage Loan; provided, however, (A) in the case of a Refinanced Mortgage Loan, such value of the Mortgaged Property is based solely upon the lesser of (1) the value determined by an appraisal made for the Originator of such Refinanced Mortgage Loan at the time of origination of such Refinanced Mortgage Loan by an appraiser who met the minimum requirements of Fannie Mae and Freddie Mac and (2) the value thereof as determined by a review appraisal conducted by the related Originator in accordance with such Originator’s underwriting guidelines, and (B) in the case of a Mortgage Loan originated in connection with a “lease-option purchase,” such value of the Mortgaged Property is based on the lower of the value determined by an appraisal made for the Originator of such Mortgage Loan at

 



the time of origination or the sale price of such Mortgaged Property if the “lease option purchase price” was set less than 12 months prior to origination, and is based on the value determined by an appraisal made for the Originator of such Mortgage Loan at the time of origination if the “lease option purchase price” was set 12 months or more prior to origination.

“Voting Rights”: The portion of the voting rights of all of the Certificates which is allocated to any Certificate. With respect to any date of determination, 98% of all Voting Rights will be allocated among the Holders of the Class A Certificates, the Mezzanine Certificates and the Class CE Certificates in proportion to the then outstanding Certificate Principal Balances of their respective Certificates, 1% of all Voting Rights will be allocated to the Holders of the Class P Certificates and 1% of all Voting Rights will be allocated among the Holders of the Residual Certificates. The Voting Rights allocated to each Class of Certificates shall be allocated among Holders of each such Class in accordance with their respective Percentage Interests as of the most recent Record Date.

 

SECTION 1.02.

Allocation of Certain Interest Shortfalls.

For purposes of calculating the amount of Accrued Certificate Interest and the amount of the Interest Distribution Amount for the Class A Certificates, the Mezzanine Certificates and the Class CE-1 Interest for any Distribution Date, (1) the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by payments by the Servicer pursuant to Section 3.24) and any Relief Act Interest Shortfall incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated first, to the Class CE-1 Interest to the extent of, one month’s interest at the then applicable Pass-Through Rate on the Notional Amount of the Class CE-1 Interest and, thereafter, among the Offered Certificates on a pro rata basis based on, and to the extent of, one month’s interest at the then applicable respective Pass-Through Rate on the respective Certificate Principal Balance of each such Certificate and (2) the aggregate amount of any Realized Losses and Net WAC Rate Carryover Amounts incurred for any Distribution Date shall be allocated among the Class CE Interest based on, and to the extent of, one month’s interest at the then applicable Pass-Through Rate on the Notional Amount of such Interest. All such shortfalls allocated to the Class CE-1 Interest shall be allocated to the Class CE-1 Certificates.

For purposes of calculating the amount of Uncertificated Interest for the REMIC I Group I Regular Interests for any Distribution Date, the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by payments by the Servicer pursuant to Section 3.24) and any Relief Act Interest Shortfalls incurred in respect of Loan Group I shall be allocated first, to REMIC I Regular Interest I and to the REMIC I Group I Regular Interests ending with the designation “B”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC I Remittance Rates on the respective Uncertificated Principal Balances of each such REMIC I Regular Interest , and then, to REMIC I Group I Regular Interests ending with the designation “A”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC I Remittance Rates on the respective Uncertificated Principal Balances of each such REMIC I Regular Interest. For purposes of calculating the amount of Uncertificated Interest for the REMIC I Group II Regular Interests for any Distribution Date, the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by payments by the Servicer pursuant to Section 3.24) and any Relief Act Interest

 



Shortfalls incurred in respect of Loan Group II shall be allocated first, to REMIC I Regular Interest II and to the REMIC I Group II Regular Interests ending with the designation “B”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC I Remittance Rates on the respective Uncertificated Principal Balances of each such REMIC I Regular Interest , and then, to REMIC I Group II Regular Interests ending with the designation “A”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC I Remittance Rates on the respective Uncertificated Principal Balances of each such REMIC I Regular Interest.

For purposes of calculating the amount of Uncertificated Interest for the REMIC II Regular Interests for any Distribution Date:

(A)         The REMIC II Marker Allocation Percentage of the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by payments by the Master Servicer pursuant to Section 4.03(e)) and the REMIC II Marker Allocation Percentage of any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated among REMIC I Regular Interest I-LTAA, REMIC I Regular Interest I-LTA1, REMIC I Regular Interest I-LTA2a, REMIC I Regular Interest I-LTA2b, REMIC I Regular Interest I-LTA2c, REMIC I Regular Interest I-LTA2d, REMIC I Regular Interest I-LTM1, REMIC I Regular Interest I-LTM2, REMIC I Regular Interest I-LTM3, REMIC I Regular Interest I-LTM4, REMIC I Regular Interest I-LTM5, REMIC I Regular Interest I-LTM6, REMIC I Regular Interest I-LTM7, REMIC I Regular Interest I-LTM8, REMIC I Regular Interest I-LTM9, REMIC I Regular Interest I-LTM10 and REMIC I Regular Interest I-LTZZ, on a pro rata basis based on, and to the extent of, one month’s interest at the then applicable respective REMIC II Remittance Rate on the respective Uncertificated Balance of each such REMIC II Regular Interest; and

(B)         The REMIC II Sub WAC Allocation Percentage of the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by payments by the Master Servicer pursuant to Section 4.03(e)) and the REMIC II Sub WAC Allocation Percentage of any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated to Uncertificated Interest payable to REMIC II Regular Interest II-LT1SUB, REMIC II Regular Interest II-LT1GRP, REMIC II Regular Interest II-LT2SUB, REMIC II Regular Interest II-LT2GRP and REMIC II Regular Interest II-LTXX, on a pro rata basis based on, and to the extent of, one month’s interest at the then applicable respective REMIC II Remittance Rate on the respective Uncertificated Balance of each such REMIC II Regular Interest.

 



 

ARTICLE II

 

CONVEYANCE OF MORTGAGE LOANS;

ORIGINAL ISSUANCE OF CERTIFICATES

 

SECTION 2.01.

Conveyance of the Mortgage Loans.

The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey to the Trustee without recourse, for the benefit of the Certificateholders, all the right, title and interest of the Depositor, including any security interest therein for the benefit of the Depositor, in and to the Mortgage Loans identified on the Mortgage Loan Schedule, the rights of the Depositor under the Mortgage Loan Purchase Agreement, payments made to the Trustee by the Swap Administrator under the Swap Administration Agreement and the Swap Account and all other assets included or to be included in REMIC I. Such assignment includes all interest and principal received by the Depositor or the Servicer on or with respect to the Mortgage Loans (other than payments of principal and interest due on such Mortgage Loans on or before the Cut-off Date). The Depositor herewith delivers to the Trustee an executed copy of the Mortgage Loan Purchase Agreement.

In connection with such transfer and assignment, the Depositor, does hereby deliver to, and deposit with the Trustee the following documents or instruments with respect to each Mortgage Loan so transferred and assigned (in each case, a “Mortgage File”) :

(i)           the original Mortgage Note, endorsed in blank or in the following form “Pay to the order of Deutsche Bank National Trust Company, as Trustee under the applicable agreement, without recourse,” with all prior and intervening endorsements showing a complete chain of endorsement from the originator to the Person so endorsing to the Trustee;

(ii)          the original Mortgage with evidence of recording thereon, and the original recorded power of attorney, if the Mortgage was executed pursuant to a power of attorney, with evidence of recording thereon;

 

(iii)

an original Assignment in blank;

(iv)         the original recorded Assignment or Assignments showing a complete chain of assignment from the originator to the Person assigning the Mortgage to the Trustee as contemplated by the immediately preceding clause (iii);

(v)          the original or copies of each assumption, modification or substitution agreement, if any; and

(vi)         the original lender’s title insurance policy or, if the original title policy has not been issued, the irrevocable commitment to issue the same.

With respect to a maximum of approximately 2.0% of the Original Mortgage Loans, by outstanding principal balance of the Original Mortgage Loans as of the Cut-off Date, if any original Mortgage Note referred to in Section 2.01(i) above cannot be located, the

 



obligations of the Depositor to deliver such documents shall be deemed to be satisfied upon delivery to the Trustee of a photocopy of such Mortgage Note, if available, with a lost note affidavit substantially in the form of Exhibit I attached hereto. If any of the original Mortgage Notes for which a lost note affidavit was delivered to the Trustee is subsequently located, such original Mortgage Note shall be delivered to the Trustee within three Business Days.

If any of the documents referred to in Sections 2.01(ii), (iii) or (iv) above has, as of the Closing Date, been submitted for recording but either (x) has not been returned from the applicable public recording office or (y) has been lost or such public recording office has retained the original of such document, the obligations of the Depositor to deliver such documents shall be deemed to be satisfied upon (1) delivery to the Trustee of a copy of each such document certified by the related Originator in the case of (x) above or the applicable public recording office in the case of (y) above to be a true and complete copy of the original that was submitted for recording and (2) if such copy is certified by the related Originator, delivery to the Trustee promptly upon receipt thereof of either the original or a copy of such document certified by the applicable public recording office to be a true and complete copy of the original. Notice shall be provided to the Trustee and the Rating Agencies by the Depositor if delivery pursuant to clause (2) above will be made more than 180 days after the Closing Date. If the original lender’s title insurance policy was not delivered pursuant to Section 2.01(vi) above, the Depositor shall deliver or cause to be delivered to the Trustee, promptly after receipt thereof, the original lender’s title insurance policy. The Depositor shall deliver or cause to be delivered to the Trustee promptly upon receipt thereof any other original documents constituting a part of a Mortgage File received with respect to any Mortgage Loan, including, but not limited to, any original documents evidencing an assumption or modification of any Mortgage Loan.

The Trustee shall enforce the obligations of the Seller under the Mortgage Loan Purchase Agreement to promptly (within sixty Business Days following the later of the Closing Date and the date of receipt by the Seller of the recording information for a Mortgage, but in no event later than ninety days following the Closing Date) submit or cause to be submitted for recording, at no expense to the Trust Fund, the Trustee or the Depositor, in the appropriate public office for real property records, each Assignment referred to in Sections 2.01(iii) and (iv) above and the Depositor shall execute each original Assignment or cause each original Assignment to be executed in the following form: “Deutsche Bank National Trust Company, as Trustee under the applicable agreement.” In the event that any such Assignment is lost or returned unrecorded because of a defect therein, the Seller shall promptly prepare or cause to be prepared a substitute Assignment or cure or cause to be cured such defect, as the case may be, and thereafter cause each such Assignment to be duly recorded. If the Seller is unable to pay the cost of recording the Assignments, such expense will be paid by the Trustee and shall be reimbursable to the Trustee as an Extraordinary Trust Fund Expense. Notwithstanding the foregoing, the Trustee shall not be responsible for determining whether any Assignment delivered by the Depositor hereunder is in recordable form.

Notwithstanding the foregoing, however, for administrative convenience and facilitation of servicing and to reduce closing costs, the Assignments shall not be required to be submitted for recording (except with respect to any Mortgage Loan located in Maryland) unless the Trustee or the Depositor receives notice that such failure to record would result in a withdrawal or a downgrading by any Rating Agency of the rating on any Class of Certificates;

 



provided, however, the Trustee shall enforce the obligations of the Seller under the Mortgage Loan Purchase Agreement to submit or cause to be submitted each Assignment for recording (at the expense of the Seller) in the manner described above, at no expense to the Trust Fund or the Trustee, upon the earliest to occur of: (i) reasonable direction by Holders of Certificates entitled to at least 25% of the Voting Rights, (ii) the occurrence of a bankruptcy, insolvency or foreclosure relating to the Servicer, (iii) the occurrence of a servicing transfer as described in Section 7.02 hereof, (iv) with respect to any one Assignment, the occurrence of a bankruptcy, insolvency or foreclosure relating to the Mortgagor under the related Mortgage and (v) any Mortgage Loan that is 90 days or more Delinquent. Upon receipt of written notice by the Trustee from the Servicer that recording of the Assignments is required pursuant to one or more of the conditions set forth in the preceding sentence, the Depositor shall be required to deliver such Assignments or shall cause such Assignments to be delivered within 30 days following receipt of such notice.

All original documents relating to the Mortgage Loans that are not delivered to the Trustee are and shall be held by or on behalf of the Seller, the Depositor or the Servicer, as the case may be, in trust for the benefit of the Trustee on behalf of the Certificateholders. In the event that any such original document is required pursuant to the terms of this Section to be a part of a Mortgage File, such document shall be delivered promptly to the Trustee. Any such original document delivered to or held by the Depositor that is not required pursuant to the terms of this Section to be a part of a Mortgage File, shall be delivered promptly to the Servicer.

The parties hereto understand and agree that it is not intended that any Mortgage Loan be included in the Trust that is a high-cost home loan as defined by the Homeownership and Equity Protection Act of 1994 or any other applicable predatory or abusive lending laws.

The Depositor hereby directs the Trustee to execute, deliver and perform its obligations under the Interest Rate Swap Agreement and to assign any rights to receive payments from the Swap Provider to the Swap Administrator pursuant to the Swap Administration Agreement and the Depositor further directs the Trustee to execute, deliver and perform its obligation under the Swap Administration Agreement. The Seller, the Depositor, the Servicer and the Holders of the Offered Certificates by their acceptance of such Certificates acknowledge and agree that the Trustee shall execute, deliver and perform its obligations under the Interest Rate Swap Agreement and the Swap Administration Agreement and shall do so solely in its capacity as Trustee of the Trust Fund or as Swap Administrator, as the case may be, and not in its individual capacity. Every provision of this Agreement relating to the conduct or affecting the liability of or affording protection to the Trustee shall apply to the Trustee’s execution of the Interest Rate Swap Agreement and the Swap Administration Agreement, and the performance of its duties and satisfaction of its obligations thereunder.

The Depositor shall deliver or cause the related Originator or the Trustee to deliver to the Servicer copies of all trailing documents required to be included in the servicing file at the same time the originals or certified copies thereof are delivered to the Trustee, such documents including but not limited to the mortgagee policy of title insurance and any mortgage loan documents upon return from the recording office. The Servicer shall not be responsible for any fees or other costs incurred in obtaining such documents and the Depositor shall reimburse

 



the Servicer for any such costs it may incur in connection with performing its obligations under this Agreement.

 

SECTION 2.02.

Acceptance of REMIC I by Trustee.

The Trustee acknowledges receipt, subject to the provisions of Section 2.01 and subject to any exceptions noted on the exception report described in the next paragraph below, of the documents referred to in Section 2.01 (other than such documents described in Section 2.01(v)) above and all other assets included in the definition of “REMIC I” under clauses (i), (iii), (iv) and (v) (to the extent of amounts deposited into the Distribution Account) and declares that it holds and will hold such documents and the other documents delivered to it constituting a Mortgage File, and that it holds or will hold all such assets and such other assets included in the definition of “REMIC I” in trust for the exclusive use and benefit of all present and future Certificateholders.

The Trustee agrees, for the benefit of the Certificateholders, to review each Mortgage File on or before the Closing Date and to certify in substantially the form attached hereto as Exhibit C-1 that, as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan specifically identified in the exception report annexed thereto as not being covered by such certification), (i) all documents constituting part of such Mortgage File (other than such documents described in Section 2.01(v)) required to be delivered to it pursuant to this Agreement are in its possession, (ii) such documents have been reviewed by it and appear regular on their face and relate to such Mortgage Loan and (iii) based on its examination and only as to the foregoing, the information set forth in the Mortgage Loan Schedule that corresponds to items (i) through (iii), (xi), (xii), (xv) and (xviii) (solely as of origination) of the definition of “Mortgage Loan Schedule” accurately reflects information set forth in the Mortgage File. It is herein acknowledged that, in conducting such review, the Trustee was under no duty or obligation (i) to inspect, review or examine any such documents, instruments, certificates or other papers to determine whether they are genuine, enforceable, or appropriate for the represented purpose or whether they have actually been recorded or that they are other than what they purport to be on their face or (ii) to determine whether any Mortgage File should include any of the documents specified in clause (v) of Section 2.01.

Prior to the first anniversary date of this Agreement the Trustee shall deliver to the Depositor and the Servicer a final certification in the form annexed hereto as Exhibit C-2 evidencing the completeness of the Mortgage Files, with any applicable exceptions noted thereon, and the Servicer shall forward a copy thereof to any Sub-Servicer.

If in the process of reviewing the Mortgage Files and making or preparing, as the case may be, the certifications referred to above, the Trustee finds any document or documents constituting a part of a Mortgage File to be missing or defective in any material respect, at the conclusion of its review the Trustee shall so notify the Depositor and the Servicer. In addition, upon the discovery by the Depositor, the Servicer or the Trustee of a breach of any of the representations and warranties made by the Seller in the Mortgage Loan Purchase Agreement in respect of any Mortgage Loan which materially adversely affects such Mortgage Loan or the interests of the related Certificateholders in such Mortgage Loan, the party discovering such breach shall give prompt written notice to the other parties.

 



 

The Trustee shall, at the written request and expense of any Certificateholder, provide a written report to such Certificateholder of all Mortgage Files released to the Servicer for servicing purposes.

 

SECTION 2.03.

Repurchase or Substitution of Mortgage Loans by the Seller.

(a)          Upon discovery or receipt of notice of any materially defective document in, or that a document is missing from, a Mortgage File or of the breach by the Seller of any representation, warranty or covenant under the Mortgage Loan Purchase Agreement in respect of any Mortgage Loan that materially adversely affects the value of such Mortgage Loan or the interest therein of the Certificateholders, the Trustee shall promptly notify the Seller and the Servicer of such defect, missing document or breach and request that the Seller deliver such missing document or cure such defect or breach within 60 days from the date the Seller was notified of such missing document, defect or breach, and if the Seller does not deliver such missing document or cure such defect or breach in all material respects during such period, the Trustee shall enforce the obligations of the Seller under the Mortgage Loan Purchase Agreement to repurchase such Mortgage Loan from REMIC I at the Purchase Price within 90 days after the date on which the Seller was notified (subject to Section 2.03(c)) of such missing document, defect or breach, if and to the extent that the Seller is obligated to do so under the Mortgage Loan Purchase Agreement. The Purchase Price for the repurchased Mortgage Loan shall be remitted to the Servicer for deposit in the Collection Account and the Trustee, upon receipt of written certification from the Servicer of such deposit, shall release to the Seller the related Mortgage File and the Trustee shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as the Seller shall furnish to it and as shall be necessary to vest in the Seller any Mortgage Loan released pursuant hereto. The Trustee shall not have any further responsibility with regard to such Mortgage File. In lieu of repurchasing any such Mortgage Loan as provided above, if so provided in the Mortgage Loan Purchase Agreement, the Seller may cause such Mortgage Loan to be removed from REMIC I (in which case it shall become a Deleted Mortgage Loan) and substitute one or more Qualified Substitute Mortgage Loans in the manner and subject to the limitations set forth in Section 2.03(b). It is understood and agreed that the obligation of the Seller to cure or to repurchase (or to substitute for) any Mortgage Loan as to which a document is missing, a material defect in a constituent document exists or as to which such a breach has occurred and is continuing shall constitute the sole remedy respecting such omission, defect or breach available to the Trustee and the Certificateholders. The Trustee will be reimbursed for expenses reasonably incurred in connection with any breach or defect giving rise to the purchase obligation under this Section 2.03 pursuant to Section 3.11(a)(viii).

With respect to the representations and warranties made by the Seller in the Mortgage Loan Purchase Agreement, the Trustee shall not be charged with knowledge of any breach of any such representation or warranty by the Seller unless a Responsible Officer of the Trustee at the Corporate Trust Office obtains actual knowledge of such breach or the Trustee receives written notice of such breach from the Depositor, the Servicer or the Certificateholders.

(b)          Any substitution of Qualified Substitute Mortgage Loans for Deleted Mortgage Loans made pursuant to Section 2.03(a) must be effected prior to the date which is two years after the Startup Day for REMIC I.

 



 

As to any Deleted Mortgage Loan for which the Seller substitutes a Qualified Substitute Mortgage Loan or Loans, such substitution shall be effected by the Seller delivering to the Trustee, for such Qualified Substitute Mortgage Loan or Loans, the Mortgage Note, the Mortgage, the Assignment to the Trustee, and such other documents and agreements, with all necessary endorsements thereon, as are required by Section 2.01, together with an Officers’ Certificate providing that each such Qualified Substitute Mortgage Loan satisfies the definition thereof and specifying the Substitution Shortfall Amount (as described below), if any, in connection with such substitution. The Trustee shall acknowledge receipt for such Qualified Substitute Mortgage Loan or Loans and, within ten Business Days thereafter, shall review such documents as specified in Section 2.02 and deliver to the Depositor and the Servicer, with respect to such Qualified Substitute Mortgage Loan or Loans, a certification substantially in the form attached hereto as Exhibit C-1, with any applicable exceptions noted thereon. Within one year of the date of substitution, the Trustee shall deliver to the Depositor and the Servicer a certification substantially in the form of Exhibit C-2 hereto with respect to such Qualified Substitute Mortgage Loan or Loans, with any applicable exceptions noted thereon. Monthly Payments due with respect to Qualified Substitute Mortgage Loans in the month of substitution are not part of REMIC I and will be retained by the Seller. For the month of substitution, distributions to Certificateholders will reflect the Monthly Payment due on such Deleted Mortgage Loan on or before the Due Date in the month of substitution, and the Seller shall thereafter be entitled to retain all amounts subsequently received in respect of such Deleted Mortgage Loan. The Depositor shall give or cause to be given written notice to the Certificateholders that such substitution has taken place, shall amend the Mortgage Loan Schedule to reflect the removal of such Deleted Mortgage Loan from the terms of this Agreement and the substitution of the Qualified Substitute Mortgage Loan or Loans and shall deliver a copy of such amended Mortgage Loan Schedule to the Trustee. Upon such substitution, such Qualified Substitute Mortgage Loan or Loans shall constitute part of the Mortgage Pool and shall be subject in all respects to the terms of this Agreement and the Mortgage Loan Purchase Agreement, including, all applicable representations and warranties thereof included in the Mortgage Loan Purchase Agreement.

For any month in which the Seller substitutes one or more Qualified Substitute Mortgage Loans for one or more Deleted Mortgage Loans, the Servicer will determine the amount (the “Substitution Shortfall Amount”), if any, by which the aggregate Purchase Price of all such Deleted Mortgage Loans exceeds the aggregate of, as to each such Qualified Substitute Mortgage Loan, the Stated Principal Balance thereof as of the date of substitution, together with one month’s interest on such Stated Principal Balance at the applicable Net Mortgage Rate, plus all outstanding P&I Advances and Servicing Advances (including Nonrecoverable P&I Advances and Nonrecoverable Servicing Advances) related thereto. On the date of such substitution, the Seller will deliver or cause to be delivered to the Servicer for deposit in the Collection Account an amount equal to the Substitution Shortfall Amount, if any, and the Trustee, upon receipt of the related Qualified Substitute Mortgage Loan or Loans and certification by the Servicer of such deposit, shall release to the Seller the related Mortgage File or Files and the Trustee shall execute and deliver such instruments of transfer or assignment, in each case without recourse, the Seller shall deliver to it and as shall be necessary to vest therein any Deleted Mortgage Loan released pursuant hereto.

 



 

In addition, the Seller shall obtain at its own expense and deliver to the Trustee an Opinion of Counsel to the effect that such substitution will not cause (a) any federal tax to be imposed on any Trust REMIC, including without limitation, any federal tax imposed on “prohibited transactions” under Section 860F(a)(1) of the Code or on “contributions after the startup date” under Section 860G(d)(1) of the Code, or (b) any Trust REMIC to fail to qualify as a REMIC at any time that any Certificate is outstanding.

(c) Upon discovery by the Depositor, the Seller, the Servicer or the Trustee that any Mortgage Loan does not constitute a “qualified mortgage” within the meaning of Section 860G(a)(3) of the Code, the party discovering such fact shall within two Business Days give written notice thereof to the other parties. In connection therewith, the Seller shall repurchase or, subject to the limitations set forth in Section 2.03(b), substitute one or more Qualified Substitute Mortgage Loans for the affected Mortgage Loan within 90 days of the earlier of discovery or receipt of such notice with respect to such affected Mortgage Loan. Any such repurchase or substitution shall be made in the same manner as set forth in Section 2.03(a). The Trustee shall reconvey to the Seller the Mortgage Loan to be released pursuant hereto in the same manner, and on the same terms and conditions, as it would a Mortgage Loan repurchased for breach of a representation or warranty.

 

SECTION 2.04.

Reserved.

 

SECTION 2.05.

Representations, Warranties and Covenants of the Servicer.

The Servicer hereby represents, warrants and covenants to the Trustee, for the benefit of the Certificateholders, to the Depositor that as of the Closing Date or as of such date specifically provided herein:

(i)           The Servicer is a national banking association duly organized and validly existing under the laws of the United States of America and is duly authorized and qualified to transact any and all business contemplated by this Agreement to be conducted by the Servicer in any state in which a Mortgaged Property is located or is otherwise not required under applicable law to effect such qualification and, in any event, is in compliance with the doing business laws of any such State, to the extent necessary to ensure its ability to enforce each Mortgage Loan and to service the Mortgage Loans in accordance with the terms of this Agreement;

(ii)          The Servicer has the full power and authority to conduct its business as presently conducted by it and to execute, deliver and perform, and to enter into and consummate, all transactions contemplated by this Agreement. The Servicer has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement, and this Agreement, assuming due authorization, execution and delivery by the Depositor and the Trustee, constitutes a legal, valid and binding obligation of the Servicer, enforceable against it in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency, reorganization or similar laws affecting the enforcement of creditors’ rights generally and by general principles of equity;

 



 

(iii)        The execution and delivery of this Agreement by the Servicer, the servicing of the Mortgage Loans by the Servicer hereunder, the consummation by the Servicer of any other of the transactions herein contemplated, and the fulfillment of or compliance with the terms hereof are in the ordinary course of business of the Servicer and will not (A) result in a breach of any term or provision of the formation documents of the Servicer or (B) conflict with, result in a breach, violation or acceleration of, or result in a default under, the terms of any other material agreement or instrument to which the Servicer is a party or by which it may be bound, or any statute, order or regulation applicable to the Servicer of any court, regulatory body, administrative agency or governmental body having jurisdiction over the Servicer; and the Servicer is not a party to, bound by, or in breach or violation of any indenture or other agreement or instrument, or subject to or in violation of any statute, order or regulation of any court, regulatory body, administrative agency or governmental body having jurisdiction over it, which materially and adversely affects or, to the Servicer’s knowledge, would in the future materially and adversely affect, (x) the ability of the Servicer to perform its obligations under this Agreement or (y) the business, operations, financial condition, properties or assets of the Servicer taken as a whole;

 

(iv)

[Reserved];

(v)          The Servicer does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant made by it and contained in this Agreement;

(vi)         No litigation is pending against the Servicer that would materially and adversely affect the execution, delivery or enforceability of this Agreement or the ability of the Servicer to service the Mortgage Loans or to perform any of its other obligations hereunder in accordance with the terms hereof;

(vii)       There are no actions or proceedings against, or investigations known to it of, the Servicer before any court, administrative or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Servicer of its obligations under, or validity or enforceability of, this Agreement;

(viii)      No consent, approval, authorization or order of any court or governmental agency or body is required for the execution, delivery and performance by the Servicer of, or compliance by the Servicer with, this Agreement or the consummation by it of the transactions contemplated by this Agreement, except for such consents, approvals, authorizations or orders, if any, that have been obtained prior to the Closing Date;

(ix)         The Servicer will not waive any Prepayment Charge unless it is waived in accordance with the standard set forth in Section 3.01; and

(x)          The Servicer will fully furnish, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information (e.g.,

 



favorable and unfavorable) on its borrower credit files to Equifax, Experian and Trans Union Credit Information Company or their successors on a monthly basis.

It is understood and agreed that the representations, warranties and covenants set forth in this Section 2.05 shall survive delivery of the Mortgage Files to the Trustee and shall inure to the benefit of the Trustee, the Depositor, the Certificateholders. Upon discovery by any of the Depositor, the Servicer or the Trustee of a breach of any of the foregoing representations, warranties and covenants which materially and adversely affects the value of any Mortgage Loan or the interests therein of the Certificateholders, the party discovering such breach shall give prompt written notice (but in no event later than two Business Days following such discovery) to the Trustee. Subject to Section 7.01, unless such breach shall not be susceptible of cure within 90 days, the obligation of the Servicer set forth in this Section 2.05 to cure breaches shall constitute the sole remedy against the Servicer available to the Certificateholders, the Depositor and the Trustee on behalf of the Certificateholders respecting a breach of the representations, warranties and covenants contained in this Section 2.05. Notwithstanding the foregoing, within 90 days of the earlier of discovery by the Servicer or receipt of notice by the Servicer of the breach of the representation or covenant of the Servicer set forth in Section 2.05(ix) above, which breach materially and adversely affects the interests of the Holders of the Class P Certificates in any Prepayment Charge, the Servicer must pay the amount of such waived Prepayment Charge, for the benefit of the holders of the Class P Certificates, by depositing such amount into the Collection Account. Notwithstanding any other provisions of this Agreement, any payments made by the Servicer in respect of any waived Prepayment Charges pursuant to this Section 2.05 shall be deemed to be paid outside of the Trust Fund.

 

SECTION 2.06.

Issuance of the REMIC I Regular Interests and the Class R-I Interest.

The Trustee acknowledges the assignment to it of the Mortgage Loans and the delivery to it of the Mortgage Files, subject to the provisions of Section 2.01 and Section 2.02, together with the assignment to it of all other assets included in REMIC I, the receipt of which is hereby acknowledged. Concurrently with such assignment and delivery and in exchange therefor, the Trustee, pursuant to the written request of the Depositor executed by an officer of the Depositor, has executed, authenticated and delivered to or upon the order of the Depositor, the Class R Certificates (in respect of the Class R-I Interest) in authorized denominations. The interests evidenced by the Class R-I Interest, together with the REMIC I Regular Interests, constitute the entire beneficial ownership interest in REMIC I. The rights of the Class R-I Interest and REMIC II (as holder of the REMIC I Regular Interest) to receive distributions from the proceeds of REMIC I in respect of the Class R-I Interest and the REMIC I Regular Interests, and all ownership interests evidenced or constituted by the Class R-I Interest and the REMIC I Regular Interests, shall be as set forth in this Agreement.

 

SECTION 2.07.

Conveyance of the REMIC I Regular Interests; Acceptance of REMIC II by the Trustee.

The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey to the Trustee, without recourse all the right, title and interest of the Depositor in and to the REMIC I Regular Interests for the benefit of the Class

 



R Certificateholders and REMIC II (as holder of the REMIC I Regular Interests). The Trustee acknowledges receipt of the REMIC I Regular Interests and declares that it holds and will hold the same in trust for the exclusive use and benefit of all present and future Class R Certificateholders and REMIC II (as holder of the REMIC I Regular Interests). The rights of the Class R Certificateholders and REMIC II (as holder of the REMIC I Regular Interests) to receive distributions from the proceeds of REMIC II in respect of the Class R Certificates and REMIC II Regular Interests, respectively, and all ownership interests evidenced or constituted by the Class R Certificates and the REMIC II Regular Interests, shall be as set forth in this Agreement.

 

SECTION 2.08.

Conveyance of the REMIC II Regular Interests; Acceptance of REMIC III by the Trustee.

The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey to the Trustee, without recourse all the right, title and interest of the Depositor in and to the REMIC II Regular Interests for the benefit of the Class R Certificateholders and REMIC III (as holder of the REMIC II Regular Interests). The Trustee acknowledges receipt of the REMIC II Regular Interests and declares that it holds and will hold the same in trust for the exclusive use and benefit of all present and future Class R Certificateholders and REMIC III (as holder of the REMIC II Regular Interests). The rights of the Class R Certificateholders and REMIC III (as holder of the REMIC II Regular Interests) to receive distributions from the proceeds of REMIC III in respect of the Class R Certificates, REMIC III Certificates, the Class CE-1 Interest, the Class P Interest, the Class Swap-IO Interest and the Class CE-2 Interest respectively, and all ownership interests evidenced or constituted by the Class R Certificates, the REMIC III Certificates, the Class CE-1 Interest, the Class P Interest, the Class Swap-IO Interest and the Class CE-2 Interest shall be as set forth in this Agreement.

 

SECTION 2.09.

Conveyance of the Class CE-1 Interest, the Class CE-2 Interest, the Class P Interest and the Class Swap-IO Interest; Acceptance of REMIC IV, REMIC V, REMIC VI and REMIC VII by the Trustee.

The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey to the Trustee, without recourse all the right, title and interest of the Depositor in and to the Class CE-1 Interest, the Class P Interest, REMIC VI Regular Interest Swap-IO and the Class CE-2 Interest for the benefit of the Class R-X Certificateholders and REMIC IV (as holder of the Class CE-1 Interest), REMIC V (as holder of the Class P Interest), REMIC VI (as holder of the Class Swap-IO Interest) and REMIC VII (as holder of the Class CE-2 Interest). The Trustee acknowledges receipt of the Class CE-1 Interest, the Class P Interest, the Class Swap-IO Interest and the Class CE-2 Interest and declares that it holds and will hold the same in trust for the exclusive use and benefit of all present and future Class R-X Certificateholders, REMIC IV (as holder of the Class CE-1 Interest), REMIC V (as holder of the Class P Interest), REMIC VI (as holder of the Class Swap-IO Interest) and REMIC VII (as holder of the Class CE-2 Interest). The rights of the Class R-X Certificateholders, REMIC IV (as holder of the Class CE-1 Interest), REMIC V (as holder of the Class P Interest), REMIC VI (as holder of the Class Swap-IO Interest) and REMIC VII (as holder of the Class CE-2 Interest) to receive distributions from the proceeds of REMIC IV, REMIC V, REMIC VI and

 



REMIC VII in respect of the Class R-X Certificates, respectively, and all ownership interests evidenced or constituted by the Class R-X Certificates shall be as set forth in this Agreement.

 

SECTION 2.10.

Issuance of Class R Certificates and Class R-X Certificates.

The Trustee acknowledges the assignment to it of the REMIC I Regular Interests and, concurrently therewith and in exchange therefor, pursuant to the written request of the Depositor executed by an officer of the Depositor, the Trustee has executed, authenticated and delivered to or upon the order of the Depositor, the Class R Certificates in authorized denominations.

The Trustee acknowledges the assignment to it of the Class CE-1 Interest, the Class CE-2 Interest, the Class P Interest and the Class Swap-IO Interest and, concurrently therewith and in exchange therefor, pursuant to the written request of the Depositor executed by an officer of the Depositor, the Trustee has executed, authenticated and delivered to or upon the order of the Depositor, the Class R-X Certificates in authorized denominations.

 



 

ARTICLE III

 

ADMINISTRATION AND SERVICING

OF THE MORTGAGE LOANS

 

SECTION 3.01.

Servicer to Act as Servicer.

The Servicer shall service and administer the Mortgage Loans on behalf of the Trust Fund and in the best interests of and for the benefit of the Certificateholders (as determined by the Servicer in its reasonable judgment) in accordance with the terms of this Agreement and the Servicing Standard.

To the extent consistent with the foregoing, the Servicer (a) shall seek to maximize the timely and complete recovery of principal and interest on the Mortgage Notes and (b) shall waive (or permit a Sub-Servicer to waive) a Prepayment Charge only under the following circumstances: (i) such waiver is standard and customary in servicing similar Mortgage Loans and (ii) such waiver relates to a default or a reasonably foreseeable default and would, in the reasonable judgment of the Servicer, maximize recovery of total proceeds taking into account the value of such Prepayment Charge and the related Mortgage Loan or (iii) collection of the related Prepayment Charge would violate applicable law, or (iv) the Servicer has not been provided with sufficient information to enable it to collect the Prepayment Charge or (v) collection would be considered “predatory” or “illegal” under written guidance by federl, state or local regulatory authority. If a Prepayment Charge is waived as permitted by meeting both of the standards described in clauses (iii), (iv) or (v) above, then the Seller shall, pursuant to the Mortgage Loan Purchase Agreement, be required to pay the amount of such waived Prepayment Charge to the Servicer for deposit in the Collection Account for the benefit of the Holders of the Class P Certificates.

Subject only to the above-described Servicing Standards and the terms of this Agreement and of the respective Mortgage Loans, the Servicer shall have full power and authority, acting alone or through Sub-Servicers as provided in Section 3.02, to do or cause to be done any and all things in connection with such servicing and administration which it may deem necessary or desirable. Without limiting the generality of the foregoing, the Servicer in its own name or in the name of a Sub-Servicer is hereby authorized and empowered by the Trustee when the Servicer believes it appropriate in its best judgment in accordance with the Servicing Standards to execute and deliver, on behalf of the Trust Fund, the Certificateholders and the Trustee or any of them, and upon written notice to the Trustee, any and all instruments of satisfaction or cancellation, or of partial or full release or discharge, and all other comparable instruments, with respect to the Mortgage Loans and the Mortgaged Properties and to institute foreclosure proceedings or obtain a deed-in-lieu of foreclosure so as to convert the ownership of such properties, and to hold or cause to be held title to such properties, on behalf of the Trustee and Certificateholders, and to market, sell and transfer title of REO Properties held in the name of the Trust Fund to third party purchasers upon terms and conditions deemed reasonable by the Servicer, to bring or respond to civil actions or complaints (in its own name or that of the Trust Fund) and to execute any other document necessary or appropriate to enable the Servicer to carry out its duties. The Servicer shall service and administer the Mortgage Loans in accordance with applicable state and federal law and shall provide to the Mortgagors any reports required to be provided to them thereby. The Servicer shall also comply in the performance of this Agreement with all reasonable rules and requirements of each insurer under any standard hazard insurance

 



policy. Subject to Section 3.17, the Trustee shall execute, at the written request of the Servicer, and furnish to the Servicer and any Sub-Servicer any special or limited powers of attorney and other documents necessary or appropriate to enable the Servicer or any Sub-Servicer to carry out their servicing and administrative duties hereunder and the Trustee shall not be liable for the actions of the Servicer or any Sub-Servicers under such powers of attorney.

Subject to Section 3.09 hereof, in accordance with the standards of the preceding paragraph, the Servicer shall advance or cause to be advanced funds as necessary for the purpose of effecting the timely payment of taxes and assessments on the Mortgaged Properties, which advances shall be Servicing Advances reimbursable in the first instance from related collections from the Mortgagors pursuant to Section 3.09, and further as provided in Section 3.11. The parties to this Agreement acknowledge that Servicing Advances shall be reimbursable pursuant to Section 3.09 of this Agreement. Any cost incurred by the Servicer or by Sub-Servicers in effecting the timely payment of taxes and assessments on a Mortgaged Property shall not, for the purpose of calculating distributions to Certificateholders, be added to the unpaid principal balance of the related Mortgage Loan, notwithstanding that the terms of such Mortgage Loan so permit.

Notwithstanding anything in this Agreement to the contrary, the Servicer may not make any future advances with respect to a Mortgage Loan (except as provided in Section 4.03) and the Servicer shall not (i) permit any modification with respect to any Mortgage Loan that would change the Mortgage Rate, reduce or increase the principal balance (except for (A) a reduction of interest payments resulting from the application of the Relief Act or any similar state law or (B) reductions resulting from actual payments of principal) or change the final maturity date on such Mortgage Loan (unless, as provided in Section 3.07, the Mortgagor is in default with respect to the Mortgage Loan or such default is, in the judgment of the Servicer, reasonably foreseeable) or (ii) permit any modification, waiver or amendment of any term of any Mortgage Loan that would both (A) effect an exchange or reissuance of such Mortgage Loan under Section 1001 of the Code (or Treasury regulations promulgated thereunder) and (B) cause any Trust REMIC to fail to qualify as a REMIC under the Code or the imposition of any tax on “prohibited transactions” or “contributions after the startup date” under the REMIC Provisions.

The Servicer may delegate its responsibilities under this Agreement; provided, however, that no such delegation shall release the Servicer from the responsibilities or liabilities arising under this Agreement.

 

SECTION 3.02.

Sub-Servicing Agreements Between Servicer and Sub-Servicers.

(a)          The Servicer may enter into Sub-Servicing Agreements with Sub-Servicers for the servicing and administration of the Mortgage Loans; provided, however, that such agreements would not result in a withdrawal or a downgrading by any Rating Agency of the rating on any Class of Certificates. The Trustee is hereby authorized to acknowledge, at the request of the Servicer, any Sub-Servicing Agreement that, based on an Officers’ Certificate of the Servicer delivered to the Trustee (upon which the Trustee can conclusively rely), meets the requirements applicable to Sub-Servicing Agreements set forth in this Agreement and that is otherwise permitted under this Agreement.

 



 

Each Sub-Servicer shall be (i) authorized to transact business in the state or states where the related Mortgaged Properties it is to service are situated, if and to the extent required by applicable law to enable the Sub-Servicer to perform its obligations hereunder and under the Sub-Servicing Agreement and (ii) a Freddie Mac or Fannie Mae approved mortgage servicer. Each Sub-Servicing Agreement must impose on the Sub-Servicer requirements conforming to the provisions set forth in Section 3.08 and provide for servicing of the Mortgage Loans consistent with the terms of this Agreement. The Servicer will examine each Sub-Servicing Agreement and will be familiar with the terms thereof. The terms of any Sub-Servicing Agreement will not be inconsistent with any of the provisions of this Agreement. The Servicer and the Sub-Servicers may enter into and make amendments to the Sub-Servicing Agreements or enter into different forms of Sub-Servicing Agreements; provided, however, that any such amendments or different forms shall be consistent with and not violate the provisions of this Agreement, and that no such amendment or different form shall be made or entered into which could be reasonably expected to be materially adverse to the interests of the Certificateholders without the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights; provided, further, that the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights shall not be required (i) to cure any ambiguity or defect in a Sub-Servicing Agreement, (ii) to correct, modify or supplement any provisions of a Sub-Servicing Agreement, or (iii) to make any other provisions with respect to matters or questions arising under a Sub-Servicing Agreement, which, in each case, shall not be inconsistent with the provisions of this Agreement. Any variation without the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights from the provisions set forth in Section 3.08 relating to insurance or priority requirements of Sub-Servicing Accounts, or credits and charges to the Sub-Servicing Accounts or the timing and amount of remittances by the Sub-Servicers to the Servicer, are conclusively deemed to be inconsistent with this Agreement and therefore prohibited. The Servicer shall deliver to the Trustee copies of all Sub-Servicing Agreements, and any amendments or modifications thereof, promptly upon the Servicer’s execution and delivery of such instruments.

(b)          As part of its servicing activities hereunder, the Servicer, for the benefit of the Trustee and the Certificateholders, shall enforce the obligations of each Sub-Servicer under the related Sub-Servicing Agreement, including, without limitation, any obligation of a Sub-Servicer to make advances in respect of delinquent payments as required by a Sub-Servicing Agreement. Such enforcement, including, without limitation, the legal prosecution of claims, termination of Sub-Servicing Agreements, and the pursuit of other appropriate remedies, shall be in such form and carried out to such an extent and at such time as the Servicer, in its good faith business judgment, would require were it the owner of the related Mortgage Loans. The Servicer shall pay the costs of enforcing the obligations of a Sub-Servicer at its own expense, and shall be reimbursed therefor only (i) from a general recovery resulting from such enforcement, to the extent, if any, that such recovery exceeds all amounts due in respect of the related Mortgage Loans, or (ii) from a specific recovery of costs, expenses or attorneys’ fees against the party against whom such enforcement is directed.

(c)          As of the Closing Date, JPMorgan has appointed Chase Home Finance LLC (“CHF”) to act as subservicer with respect to JPMorgan’s servicing obligations under this Agreement. So long as JPMorgan is not a rated servicer by each Rating Agency, JPMorgan agrees that prior to replacing CHF as subservicer, other than with an affiliate of JPMorgan that is

 



a rated servicer, it will obtain written confirmation from each Rating Agency that such replacement of CHF as subservicer with respect to JPMorgan’s servicing obligations related to the Mortgage Loans will not cause the then current rating on any Class of Certificates to be qualified, withdrawn or lowered by any Rating Agency and agrees that any replacement subservicer shall agree to subservice in accordance with the terms of this Agreement, including but not limited to the consideration of whether to waive a Prepayment Charge hereunder.

 

SECTION 3.03.

Successor Sub-Servicers.

The Servicer shall be entitled to terminate any Sub-Servicing Agreement and the rights and obligations of any Sub-Servicer pursuant to any Sub-Servicing Agreement in accordance with the terms and conditions of such Sub-Servicing Agreement. In the event of termination of any Sub-Servicer, all servicing obligations of such Sub-Servicer shall be assumed simultaneously by the Servicer without any act or deed on the part of such Sub-Servicer or the Servicer, and the Servicer either shall service directly the related Mortgage Loans or shall enter into a Sub-Servicing Agreement with a successor Sub-Servicer which qualifies under Section 3.02.

Any Sub-Servicing Agreement shall include the provision that such agreement may be immediately terminated by the Trustee (if the Trustee is acting as Servicer) without fee, in accordance with the terms of this Agreement, in the event that the Servicer (or the Trustee, if it is then acting as Servicer) shall, for any reason, no longer be the Servicer (including termination due to a Servicer Event of Default).

 

SECTION 3.04.

Liability of the Servicer.

Notwithstanding any Sub-Servicing Agreement or the provisions of this Agreement relating to agreements or arrangements between the Servicer and a Sub-Servicer or reference to actions taken through a Sub-Servicer or otherwise, the Servicer shall remain obligated and primarily liable to the Trustee and the Certificateholders for the servicing and administering of the Mortgage Loans in accordance with the provisions of Section 3.01 without diminution of such obligation or liability by virtue of such Sub-Servicing Agreements or arrangements or by virtue of indemnification from the Sub-Servicer and to the same extent and under the same terms and conditions as if the Servicer alone were servicing and administering the Mortgage Loans. The Servicer shall be entitled to enter into any agreement with a Sub-Servicer for indemnification of the Servicer by such Sub-Servicer and nothing contained in this Agreement shall be deemed to limit or modify such indemnification.

 

SECTION 3.05.

No Contractual Relationship Between Sub-Servicers, the Trustee or the Certificateholders.

Any Sub-Servicing Agreement that may be entered into and any transactions or services relating to the Mortgage Loans involving a Sub-Servicer in its capacity as such shall be deemed to be between the Sub-Servicer and the Servicer alone, and the Trustee and the Certificateholders shall not be deemed parties thereto and shall have no claims, rights, obligations, duties or liabilities with respect to the Sub-Servicer except as set forth in Section 3.06. The Servicer shall be solely liable for all fees owed by it to any Sub-Servicer, irrespective of whether the Servicer’s compensation pursuant to this Agreement is sufficient to pay such fees.

 



 

 

SECTION 3.06.

Assumption or Termination of Sub-Servicing Agreements by the Trustee.

In the event the Servicer shall for any reason no longer be the Servicer (including by reason of the occurrence of a Servicer Event of Default), the Trustee, its designee or other successor Servicer shall thereupon assume all of the rights and obligations of the Servicer under each Sub-Servicing Agreement that the Servicer may have entered into, unless the Trustee, such designee or other successor Servicer elects to terminate any Sub-Servicing Agreement in accordance with its terms as provided in Section 3.03. Upon such assumption, the Trustee, its designee or the successor Servicer for the Trustee appointed pursuant to Section 7.02 shall be deemed, subject to Section 3.03, to have assumed all of the Servicer’s interest therein and to have replaced the Servicer as a party to each Sub-Servicing Agreement to the same extent as if each Sub-Servicing Agreement had been assigned to the assuming party, except that (i) the Servicer shall not thereby be relieved of any liability or obligations under any Sub-Servicing Agreement that arose before it ceased to be the Servicer and (ii) none of the Trustee, its designee or any successor Servicer shall be deemed to have assumed any liability or obligation of the Servicer that arose before it ceased to be the Servicer.

The Servicer at its expense shall, upon request of the Trustee, deliver to the assuming party all documents and records relating to each Sub-Servicing Agreement and the Mortgage Loans then being serviced and an accounting of amounts collected and held by or on behalf of it, and otherwise use its best efforts to effect the orderly and efficient transfer of the Sub-Servicing Agreements to the assuming party.

The Servicing Fee payable to the Trustee or other successor Servicer shall be payable from payments received on the Mortgage Loans in the amount and in the manner set forth in this Agreement.

 

SECTION 3.07.

Collection of Certain Mortgage Loan Payments.

The Servicer shall make reasonable efforts to collect all payments called for under the terms and provisions of the Mortgage Loans, and shall, to the extent such procedures shall be consistent with this Agreement and the terms and provisions of any applicable insurance policies, follow such collection procedures as it would follow with respect to mortgage loans comparable to the Mortgage Loans and held for its own account. Consistent with the foregoing, the Servicer may in its discretion (i) waive any late payment charge or, if applicable, any penalty interest, or (ii) extend the due dates for the Monthly Payments due on a Mortgage Note for a period of not greater than 180 days; provided, however, that any extension pursuant to clause (ii) above shall not affect the amortization schedule of any Mortgage Loan for purposes of any computation hereunder, except as provided below. In the event of any such arrangement pursuant to clause (ii) above, the Servicer shall make timely advances on such Mortgage Loan during such extension pursuant to Section 4.03 and in accordance with the amortization schedule of such Mortgage Loan without modification thereof by reason of such arrangement. Notwithstanding the foregoing, in the event that any Mortgage Loan is in default or, in the judgment of the Servicer, such default is reasonably foreseeable, the Servicer, consistent with the standards set forth in Section 3.01, may also waive, modify or vary any term of such Mortgage Loan (including modifications that would change the Mortgage Rate, forgive the payment of principal or interest

 



or extend the final maturity date of such Mortgage Loan), accept payment from the related Mortgagor of an amount less than the Stated Principal Balance in final satisfaction of such Mortgage Loan (such payment, a “Short Pay-off”), or consent to the postponement of strict compliance with any such term or otherwise grant indulgence to any Mortgagor.

 

SECTION 3.08.

Sub-Servicing Accounts.

In those cases where a Sub-Servicer is servicing a Mortgage Loan pursuant to a Sub-Servicing Agreement, the Sub-Servicer will be required to establish and maintain one or more accounts (collectively, the “Sub-Servicing Account”). The Sub-Servicing Account shall be an Eligible Account and shall comply with all requirements of this Agreement relating to the Collection Account. The Sub-Servicer shall deposit in the Sub-Servicing Account, in no event more than two Business Days after the Sub-Servicer’s receipt thereof, of all proceeds of Mortgage Loans received by the Sub-Servicer less its servicing compensation to the extent permitted by the Sub-Servicing Agreement. The Sub-Servicer shall thereafter deposit such proceeds in the Collection Account or remit such proceeds to the Servicer for deposit in the Collection Account not later than two Business Days after the deposit of such amounts in the Sub-Servicing Account. For purposes of this Agreement, the Servicer shall be deemed to have received payments on the Mortgage Loans when the Sub-Servicer receives such payments.

 

SECTION 3.09.

Collection of Taxes, Assessments and Similar Items; Servicing Accounts.

The Servicer shall establish and maintain, or cause to be established and maintained, one or more accounts (the “Servicing Accounts”), into which all collections from the Mortgagors (or related advances from Sub-Servicers) for the payment of taxes, assessments, hazard insurance premiums and comparable items for the account of the Mortgagors (“Escrow Payments”) shall be deposited and retained. Servicing Accounts shall be Eligible Accounts. The Servicer shall deposit Servicing Account all Escrow Payments collected on account of the Mortgage Loans within two Business Days of the Servicer’s receipt thereof for the purpose of effecting the timely payment of any such items as required under the terms of this Agreement. Withdrawals of amounts from a Servicing Account may be made only to (i) effect payment of taxes, assessments, hazard insurance premiums, and comparable items in a manner and at a time that assures that the lien priority of the Mortgage is not jeopardized (or, with respect to the payment of taxes, in a manner and at a time that avoids the loss of the Mortgaged Property due to a tax sale or the foreclosure as a result of a tax lien); (ii) reimburse the Servicer (or a Sub-Servicer to the extent provided in the related Sub-Servicing Agreement) out of related collections for any advances made pursuant to Section 3.01 (with respect to taxes and assessments) and Section 3.14 (with respect to hazard insurance); (iii) refund to Mortgagors any sums as may be determined to be overages; (iv) pay interest, if required and as described below, to Mortgagors on balances in the Servicing Account; or (v) clear and terminate the Servicing Account at the termination of the Servicer’s obligations and responsibilities in respect of the Mortgage Loans under this Agreement in accordance with Article IX. As part of its servicing duties, the Servicer or Sub-Servicers shall pay to the Mortgagors interest on funds in the Servicing Accounts, to the extent required by law and, to the extent that interest earned on funds in the Servicing Accounts is insufficient, to pay such interest from its or their own funds, without any reimbursement therefor.

 



 

 

SECTION 3.10.

Collection Account and Distribution Account.

(a)          On behalf of the Trust Fund, the Servicer shall establish and maintain, or cause to be established and maintained, one or more accounts (such account or accounts, the “Collection Account”), held in trust for the benefit of the Trustee and the Certificateholders. On behalf of the Trust Fund, the Servicer shall deposit in the Collection Account, in no event more than two Business Days after the Servicer’s receipt thereof, as and when received or as otherwise required hereunder, the following payments and collections received or made by it subsequent to the Cut-off Date (other than in respect of principal or interest on the related Mortgage Loans due on or before the Cut-off Date), or payments (other than Principal Prepayments) received by it on or prior to the Cut-off Date but allocable to a Due Period subsequent thereto:

(i)           all payments on account of principal, including Principal Prepayments, on the Mortgage Loans;

(ii)          all payments on account of interest (net of the related Servicing Fee) on each Mortgage Loan;

(iii)        all Insurance Proceeds, Subsequent Recoveries and Liquidation Proceeds (other than proceeds collected in respect of any particular REO Property and amounts paid in connection with a purchase of Mortgage Loans and REO Properties pursuant to Section 9.01);

(iv)         any amounts required to be deposited pursuant to Section 3.12 in connection with any losses realized on Permitted Investments with respect to funds held in the Collection Account;

(v)          any amounts required to be deposited by the Servicer pursuant to the second paragraph of Section 3.14(a) in respect of any blanket policy deductibles;

(vi)         all proceeds of any Mortgage Loan repurchased or purchased in accordance with Section 2.03, Section 3.16 or Section 9.01;

(vii)       all amounts required to be deposited in connection with shortfalls in principal amount of Qualified Substitute Mortgage Loans pursuant to Section 2.03; and

(viii)      all Prepayment Charges collected by the Servicer in connection with the Principal Prepayment of any of the Mortgage Loans.

The foregoing requirements for deposit in the Collection Account shall be exclusive, it being understood and agreed that, without limiting the generality of the foregoing, payments in the nature of late payment charges, modification or assumption fees, prepayment interest excess or insufficient funds charges need not be deposited by the Servicer in the Collection Account and may be retained by the Servicer as additional compensation. In the event the Servicer shall deposit in the Collection Account any amount not required to be deposited therein, it may at any time withdraw such amount from the Collection Account, any provision herein to the contrary notwithstanding.

 



 

(b)          On behalf of the Trust Fund, the Trustee shall establish and maintain one or more accounts (such account or accounts, the “Distribution Account”), held in trust for the benefit of the Trustee, the Trust Fund and the Certificateholders. On behalf of the Trust Fund, the Servicer shall deliver to the Trustee in immediately available funds for deposit in the Distribution Account on the Servicer Remittance Date, that portion of the Available Distribution Amount (calculated without regard to the references in clause (2) of the definition thereof to amounts that may be withdrawn from the Distribution Account) for the related Distribution Date then on deposit in the Collection Account and the amount of all Prepayment Charges collected by the Servicer in connection with the Principal Prepayment of any of the Mortgage Loans then on deposit in the Collection Account and the amount of any funds reimbursable to an Advancing Person pursuant to Section 3.26.

(c)          Funds in the Collection Account and the Distribution Account may be invested in Permitted Investments in accordance with the provisions set forth in Section 3.12. The Servicer shall give notice to the Trustee of the location of the Collection Account maintained by it when established and prior to any change thereof. The Trustee shall give notice to the Servicer and the Depositor of the location of the Distribution Account when established and prior to any change thereof.

(d)          Funds held in the Collection Account at any time may be delivered by the Servicer to the Trustee for deposit in an account (which may be the Distribution Account and must satisfy the standards for the Distribution Account as set forth in the definition thereof) and for all purposes of this Agreement shall be deemed to be a part of the Collection Account; provided, however, that the Trustee shall have the sole authority to withdraw any funds held pursuant to this subsection (d). In the event the Servicer shall deliver to the Trustee for deposit in the Distribution Account any amount not required to be deposited therein, it may at any time request in writing that the Trustee withdraw such amount from the Distribution Account and remit to it any such amount, any provision herein to the contrary notwithstanding. In addition, the Servicer shall deliver to the Trustee from time to time for deposit, and the Trustee shall so deposit, in the Distribution Account:

 

(i)

any P&I Advances, as required pursuant to Section 4.03;

(ii)          any amounts required to be deposited pursuant to Section 3.23(d) or (f) in connection with any REO Property;

(iii)        any amounts to be paid in connection with a purchase of Mortgage Loans and REO Properties pursuant to Section 9.01; and

(iv)         any amounts required to be deposited pursuant to Section 3.24 in connection with any Prepayment Interest Shortfall.

 

(e)

[Reserved].

(f)          The Servicer shall deposit in the Collection Account, any amounts required to be deposited pursuant to Section 3.12(b) in connection with losses realized on Permitted Investments with respect to funds held in the Collection Account.

 



 

 

SECTION 3.11.

Withdrawals from the Collection Account and Distribution Account.

(a)          The Servicer shall, from time to time, make withdrawals from the Collection Account for any of the following purposes or as described in Section 4.03:

(i)           to remit to the Trustee for deposit in the Distribution Account the amounts required to be so remitted pursuant to Section 3.10(b) or permitted to be so remitted pursuant to the first sentence of Section 3.10(d);

(ii)          subject to Section 3.16(d), to reimburse the Servicer for P&I Advances, but only to the extent of amounts received which represent Late Collections (net of the related Servicing Fees) of Monthly Payments on Mortgage Loans with respect to which such P&I Advances were made in accordance with the provisions of Section 4.03;

(iii)        subject to Section 3.16(d), to pay the Servicer or any Sub-Servicer, as applicable, (a) any unpaid Servicing Fees, (b) any unreimbursed Servicing Advances with respect to each Mortgage Loan, but only to the extent of any Late Collections, Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan and (c) any Nonrecoverable Servicing Advances with respect to the final liquidation of a Mortgage Loan, but only to the extent that Late Collections, Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan are insufficient to reimburse the Servicer or any Sub-Servicer for Servicing Advances;

(iv)         to pay to the Servicer as servicing compensation (in addition to the Servicing Fee) on the Servicer Remittance Date any interest or investment income earned on funds deposited in the Collection Account;

(v)          to pay to the Servicer or the Seller, as the case may be, with respect to each Mortgage Loan that has previously been purchased or replaced pursuant to Section 2.03 or Section 3.16(c) all amounts received thereon subsequent to the date of purchase or substitution, as the case may be;

(vi)         to reimburse the Servicer for any P&I Advance previously made which the Servicer has determined to be a Nonrecoverable P&I Advance in accordance with the provisions of Section 4.03;

(vii)       to reimburse the Servicer or the Depositor for expenses incurred by or reimbursable to the Servicer or the Depositor, as the case may be, pursuant to Section 3.02(b) and Section 6.03;

(viii)      to reimburse the Servicer or Trustee for expenses reasonably incurred in connection with any breach or defect giving rise to the purchase obligation under Section 2.03 of this Agreement, including any expenses arising out of the enforcement of the purchase obligation;

(ix)         to pay, or to reimburse the Servicer for Servicing Advances in respect of, expenses incurred in connection with any Mortgage Loan pursuant to Section 3.16(b);

 



 

 

(x)

to pay itself any Prepayment Interest Excess; and

 

 

(xi)

to clear and terminate the Collection Account pursuant to Section 9.01.

The Servicer shall keep and maintain separate accounting, on a Mortgage Loan by Mortgage Loan basis, for the purpose of justifying any withdrawal from the Collection Account, to the extent held by or on behalf of it, pursuant to subclauses (ii), (iii), (iv), (v), (vi), (viii) and (ix) above. The Servicer shall provide written notification to the Trustee, on or prior to the next succeeding Servicer Remittance Date, upon making any withdrawals from the Collection Account pursuant to subclauses (vi) and (vii) above; provided that an Officers’ Certificate in the form described under Section 4.03(d) shall suffice for such written notification to the Trustee in respect of clause (vi) hereof.

(b)          The Trustee shall, from time to time, make withdrawals from the Distribution Account, for any of the following purposes, without priority:

(i)           to make distributions to Certificateholders in accordance with Section 4.01;

(ii)          to pay to itself amounts to which it is entitled pursuant to Section 8.05 or for Extraordinary Trust Fund Expenses;

 

(iii)

to reimburse itself pursuant to Section 7.02;

 

 

(iv)

to pay any amounts in respect of taxes pursuant to Section 10.01(g)(iii);

(v)          to pay to an Advancing Person reimbursements for P&I Advances and/or Servicing Advances pursuant to Section 3.26;

(vi)       to make any deposits into the Swap Account in accordance with Section 4.07; and

 

(vii)

to clear and terminate the Distribution Account pursuant to Section 9.01.;

 

SECTION 3.12.

Investment of Funds in the Collection Account and the Distribution Account.

(a)          The Servicer may direct any depository institution maintaining the Collection Account (for purposes of this Section 3.12, an “Investment Account”) to invest the funds in such Investment Account in one or more Permitted Investments bearing interest or sold at a discount, and maturing, unless payable on demand, (i) no later than the Business Day immediately preceding the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if a Person other than the Trustee is the obligor thereon, and (ii) no later than the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if the Trustee is the obligor thereon. Amounts in the Distribution Account may be held uninvested. All such Permitted Investments shall be held to maturity, unless payable on demand. Any investment of funds in an Investment Account shall be made in the name of the Trustee for the benefit of the Certificateholders. The Trustee shall be entitled to

 



sole possession (except with respect to investment direction of funds held in the Collection Account and any income and gain realized thereon) over each such investment, and any certificate or other instrument evidencing any such investment shall be delivered directly to the Trustee or its agent, together with any document of transfer necessary to transfer title to such investment to the Trustee or its nominee. In the event amounts on deposit in an Investment Account are at any time invested in a Permitted Investment payable on demand, the party with investment discretion over such Investment Account shall:

(x)          consistent with any notice required to be given thereunder, demand that payment thereon be made on the last day such Permitted Investment may otherwise mature hereunder in an amount equal to the lesser of (1) all amounts then payable thereunder and (2) the amount required to be withdrawn on such date; and

(y)          demand payment of all amounts due thereunder promptly upon determination by a Responsible Officer of the Trustee that such Permitted Investment would not constitute a Permitted Investment in respect of funds thereafter on deposit in the Investment Account.

(b)          All income and gain realized from the investment of funds deposited in the Collection Account and any REO Account held by or on behalf of the Servicer, shall be for the benefit of the Servicer and shall be subject to its withdrawal in accordance with Section 3.11 or Section 3.23, as applicable. The Servicer shall deposit in the Collection Account or any REO Account, as applicable, the amount of any loss of principal incurred in respect of any such Permitted Investment made with funds in such accounts immediately upon realization of such loss. All income in the nature of interest from the investment of funds in the Distribution Account shall be for the benefit of the Trustee. The Trustee shall remit from its own funds for deposit into the Distribution Account the amount of any loss incurred on Permitted Investments in the Distribution Account, if amounts on deposit in the Distribution Account are invested in Permitted Investments by the Trustee in the absence of direction from another party.

(c)          Except as otherwise expressly provided in this Agreement, if any default occurs in the making of a payment due under any Permitted Investment, or if a default occurs in any other performance required under any Permitted Investment, the Trustee may and, subject to Section 8.01 and Section 8.02(v), upon the request of the Holders of Certificates representing more than 50% of the Voting Rights allocated to any Class of Certificates, shall take such action as may be appropriate to enforce such payment or performance, including the institution and prosecution of appropriate proceedings.

(d)          The Trustee or its Affiliates are permitted to receive additional compensation that could be deemed to be in the Trustee’s economic self-interest for (i) serving as investment adviser, administrator, shareholder servicing agent, custodian or sub-custodian with respect to certain of the Permitted Investments, (ii) using Affiliates to effect transactions in certain Permitted Investments and (iii) effecting transactions in certain Permitted Investments. Such compensation shall not be considered an amount that is reimbursable or payable to the Trustee pursuant to Section 3.11 or 3.12 or otherwise payable in respect of Extraordinary Trust Fund Expenses.

 



 

 

SECTION 3.13.

[Reserved].

 

SECTION 3.14.

Maintenance of Hazard Insurance and Errors and Omissions and Fidelity Coverage.

(a)          The Servicer shall cause to be maintained for each Mortgage Loan fire insurance with extended coverage on the related Mortgaged Property in an amount which is at least equal to the lesser of the current principal balance of such Mortgage Loan and the amount necessary to fully compensate for any damage or loss to the improvements that are a part of such property on a replacement cost basis, in each case in an amount not less than such amount as is necessary to avoid the application of any coinsurance clause contained in the related hazard insurance policy. The Servicer shall also cause to be maintained fire insurance with extended coverage on each REO Property in an amount which is at least equal to the lesser of (i) the maximum insurable value of the improvements which are a part of such property and (ii) the outstanding principal balance of the related Mortgage Loan at the time it became an REO Property, plus accrued interest at the Mortgage Rate and related Servicing Advances. The Servicer will comply in the performance of this Agreement with all reasonable rules and requirements of each insurer under any such hazard policies. Any amounts to be collected by the Servicer under any such policies (other than amounts to be applied to the restoration or repair of the property subject to the related Mortgage or amounts to be released to the Mortgagor in accordance with the procedures that the Servicer would follow in servicing loans held for its own account, subject to the terms and conditions of the related Mortgage and Mortgage Note) shall be deposited in the Collection Account, subject to withdrawal pursuant to Section 3.11, if received in respect of a Mortgage Loan, or in the REO Account, subject to withdrawal pursuant to Section 3.23, if received in respect of an REO Property. Any cost incurred by the Servicer in maintaining any such insurance shall not, for the purpose of calculating distributions to Certificateholders, be added to the unpaid principal balance of the related Mortgage Loan, notwithstanding that the terms of such Mortgage Loan so permit. It is understood and agreed that no earthquake or other additional insurance is to be required of any Mortgagor other than pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance. If the Mortgaged Property or REO Property is at any time in an area identified in the Federal Register by the Federal Emergency Management Agency as having special flood hazards and flood insurance has been made available, the Servicer will cause to be maintained a flood insurance policy in respect thereof. Such flood insurance shall be in an amount equal to the lesser of (i) the unpaid principal balance of the related Mortgage Loan and (ii) the maximum amount of such insurance available for the related Mortgaged Property under the national flood insurance program (assuming that the area in which such Mortgaged Property is located is participating in such program).

In the event that the Servicer shall obtain and maintain a blanket policy with an insurer having a General Policy Rating of A:X or better in Best’s Key Rating Guide (or such other rating that is comparable to such rating) insuring against hazard losses on all of the Mortgage Loans, it shall conclusively be deemed to have satisfied its obligations as set forth in the first two sentences of this Section 3.14, it being understood and agreed that such policy may contain a deductible clause, in which case the Servicer shall, in the event that there shall not have been maintained on the related Mortgaged Property or REO Property a policy complying with the first two sentences of this Section 3.14, and there shall have been one or more losses which

 



would have been covered by such policy, deposit to the Collection Account from its own funds the amount not otherwise payable under the blanket policy because of such deductible clause. In connection with its activities as administrator and servicer of the Mortgage Loans, the Servicer agrees to prepare and present, on behalf of itself, the Trustee and Certificateholders, claims under any such blanket policy in a timely fashion in accordance with the terms of such policy.

(b)          The Servicer shall keep in force during the term of this Agreement a policy or policies of insurance covering errors and omissions for failure in the performance of the Servicer’s obligations under this Agreement, which policy or policies shall be in such form and amount that would meet the requirements of Fannie Mae or Freddie Mac if it were the purchaser of the Mortgage Loans, unless the Servicer has obtained a waiver of such requirements from Fannie Mae or Freddie Mac. The Servicer shall also maintain a fidelity bond in the form and amount that would meet the requirements of Fannie Mae or Freddie Mac, unless the Servicer has obtained a waiver of such requirements from Fannie Mae or Freddie Mac. The Servicer shall be deemed to have complied with this provision if an Affiliate of the Servicer has such errors and omissions and fidelity bond coverage and, by the terms of such insurance policy or fidelity bond, the coverage afforded thereunder extends to the Servicer. Any such errors and omissions policy and fidelity bond shall by its terms not be cancelable without thirty days prior written notice to the Trustee. The Servicer shall also cause each Sub-Servicer to maintain a policy of insurance covering errors and omissions and a fidelity bond which would meet such requirements.

 

SECTION 3.15.

Enforcement of Due-On-Sale Clauses; Assumption Agreements.

The Servicer will, to the extent it has knowledge of any conveyance or prospective conveyance of any Mortgaged Property by any Mortgagor (whether by absolute conveyance or by contract of sale, and whether or not the Mortgagor remains or is to remain liable under the Mortgage Note and/or the Mortgage), exercise its rights to accelerate the maturity of such Mortgage Loan under the “due-on-sale” clause, if any, applicable thereto; provided, however, that the Servicer shall not be required to take such action if in its sole business judgment the Servicer believes it is not in the best interests of the Trust Fund and shall not exercise any such rights if prohibited by law from doing so. If the Servicer reasonably believes it is unable under applicable law to enforce such “due-on-sale” clause, or if any of the other conditions set forth in the proviso to the preceding sentence apply, the Servicer will enter into an assumption and modification agreement from or with the person to whom such property has been conveyed or is proposed to be conveyed, pursuant to which such person becomes liable under the Mortgage Note and, to the extent permitted by applicable state law, the Mortgagor remains liable thereon. The Servicer is also authorized to enter into a substitution of liability agreement with such person, pursuant to which the original Mortgagor is released from liability and such person is substituted as the Mortgagor and becomes liable under the Mortgage Note, provided that no such substitution shall be effective unless such person satisfies the underwriting criteria of the Servicer and has a credit risk rating at least equal to that of the original Mortgagor. In connection with any assumption or substitution, the Servicer shall apply underwriting standards and follow such practices and procedures as shall be normal and usual in its general mortgage servicing activities and as it applies to other mortgage loans owned solely by it. The Servicer shall not take or enter into any assumption and modification agreement, however, unless (to the extent practicable in the circumstances) it shall have received confirmation, in writing, of

 

 

the continued effectiveness of any applicable hazard insurance policy. Any fee collected by the Servicer in respect of an assumption, modification or substitution of liability agreement shall be retained by the Servicer as additional servicing compensation. In connection with any such assumption, no material term of the Mortgage Note (including but not limited to the related Mortgage Rate and the amount of the Monthly Payment) may be amended or modified, except as otherwise required pursuant to the terms thereof. The Servicer shall notify the Trustee that any such substitution, modification or assumption agreement has been completed by forwarding to the Trustee the executed original of such substitution, modification or assumption agreement, which document shall be added to the related Mortgage File and shall, for all purposes, be considered a part of such Mortgage File to the same extent as all other documents and instruments constituting a part thereof.

Notwithstanding the foregoing paragraph or any other provision of this Agreement, the Servicer shall not be deemed to be in default, breach or any other violation of its obligations hereunder by reason of any assumption of a Mortgage Loan by operation of law or by the terms of the Mortgage Note or any assumption which the Servicer may be restricted by law from preventing, for any reason whatever. For purposes of this Section 3.15, the term “assumption” is deemed to also include a sale (of the Mortgaged Property) subject to the Mortgage that is not accompanied by an assumption or substitution of liability agreement.

 

SECTION 3.16.

Realization Upon Defaulted Mortgage Loans.

(a)          The Servicer shall, in accordance with the Servicing Standard, with respect to the enforcement and servicing of defaulted Mortgage Loans in such manner as will maximize the receipt of principal and interest with respect thereto, take certain actions, including but not limited to the modification of such Mortgage Loan as set forth in Section 3.01, or foreclosure upon the related Mortgaged Property and disposition thereof.

In furtherance of the foregoing, the Servicer shall use its best efforts, consistent with the Servicing Standard, to foreclose upon or otherwise comparably convert the ownership of properties securing such of the Mortgage Loans as come into and continue in default and as to which no satisfactory arrangements can be made for collection of delinquent payments pursuant to Section 3.07. The Servicer shall be responsible for all costs and expenses incurred by it in any such proceedings; provided, however, that such costs and expenses will be recoverable as Servicing Advances by the Servicer as contemplated in Section 3.11 and Section 3.23. The foregoing is subject to the provision that, in any case in which Mortgaged Property shall have suffered damage from an Uninsured Cause, the Servicer shall not be required to expend its own funds toward the restoration of such property unless it shall determine in its discretion that such restoration will increase the proceeds of liquidation of the related Mortgage Loan after reimbursement to itself for such expenses.

(b)          Notwithstanding the foregoing provisions of this Section 3.16 or any other provision of this Agreement, with respect to any Mortgage Loan as to which the Servicer has received actual notice of, or has actual knowledge of, the presence of any toxic or hazardous substance on the related Mortgaged Property, the Servicer shall not, on behalf of the Trust Fund either (i) obtain title to such Mortgaged Property as a result of or in lieu of foreclosure or otherwise, or (ii) otherwise acquire possession of, or take any other action with respect to, such

 



Mortgaged Property, if, as a result of any such action, the Trustee, the Trust Fund or the Certificateholders would be considered to hold title to, to be a “mortgagee-in-possession” of, or to be an “owner” or “operator” of such Mortgaged Property within the meaning of the Comprehensive Environmental Response, Compensation and Liability Act of 1980, as amended from time to time, or any comparable law, unless the Servicer has also previously determined, based on its reasonable judgment and a report prepared by an Independent Person who regularly conducts environmental audits using customary industry standards, that:

(1)         such Mortgaged Property is in compliance with applicable environmental laws or, if not, that it would be in the best economic interest of the Trust Fund to take such actions as are necessary to bring the Mortgaged Property into compliance therewith; and

(2)         there are no circumstances present at such Mortgaged Property relating to the use, management or disposal of any hazardous substances, hazardous materials, hazardous wastes, or petroleum-based materials for which investigation, testing, monitoring, containment, clean-up or remediation could be required under any federal, state or local law or regulation, or that if any such materials are present for which such action could be required, that it would be in the best economic interest of the Trust Fund to take such actions with respect to the affected Mortgaged Property.

The cost of the environmental audit report contemplated by this Section 3.16 shall be advanced by the Servicer, subject to the Servicer’s right to be reimbursed therefor from the Collection Account as provided in Section 3.11(a)(ix), such right of reimbursement being prior to the rights of Certificateholders to receive any amount in the Collection Account received in respect of the affected Mortgage Loan or other Mortgage Loans.

If the Servicer determines, in accordance with the Servicing Standard, that it is in the best economic interest of the Trust Fund to take such actions as are necessary to bring any such Mortgaged Property into compliance with applicable environmental laws, or to take such action with respect to the containment, clean-up or remediation of hazardous substances, hazardous materials, hazardous wastes or petroleum-based materials affecting any such Mortgaged Property, then the Servicer shall take such action as it deems to be in the best economic interest of the Trust Fund; provided that any amounts disbursed by the Servicer pursuant to this Section 3.16(b) shall constitute Servicing Advances, subject to Section 4.03(d). The cost of any such compliance, containment, cleanup or remediation shall be advanced by the Servicer, subject to the Servicer’s right to be reimbursed therefor from the Collection Account as provided in Section 3.11(a)(iii) and (a)(ix), such right of reimbursement being prior to the rights of Certificateholders to receive any amount in the Collection Account received in respect of the affected Mortgage Loan or other Mortgage Loans.

(c)          The Servicer may at its option purchase from REMIC I any Mortgage Loan or related REO Property that is 90 days or more delinquent, which the Servicer determines in good faith will otherwise become subject to foreclosure proceedings (evidence of such determination to be delivered in writing to the Trustee, in form and substance satisfactory to the Trustee prior to purchase), at a price equal to the Purchase Price; provided, however, that the Servicer shall purchase any such Mortgage Loans or related REO Properties on the basis of

 



delinquency, purchasing the most delinquent Mortgage Loans or related REO Properties first. The Purchase Price for any Mortgage Loan or related REO Property purchased hereunder shall be deposited in the Collection Account, and the Trustee, upon receipt of written certification from the Servicer of such deposit, shall release or cause to be released to the Servicer the related Mortgage File and the Trustee shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as the Servicer shall furnish and as shall be necessary to vest in the Servicer title to any Mortgage Loan or related REO Property released pursuant hereto.

(d)          Proceeds received in connection with any Final Recovery Determination, as well as any recovery resulting from a partial collection of Insurance Proceeds or Liquidation Proceeds, in respect of any Mortgage Loan, will be applied in the following order of priority: first, to reimburse the Servicer or any Sub-Servicer for any related unreimbursed Servicing Advances and P&I Advances, pursuant to Section 3.11(a)(ii) or (a)(iii); second, to accrued and unpaid interest on the Mortgage Loan, to the date of the Final Recovery Determination, or to the Due Date prior to the Distribution Date on which such amounts are to be distributed if not in connection with a Final Recovery Determination; and third, as a recovery of principal of the Mortgage Loan. If the amount of the recovery so allocated to interest is less than the full amount of accrued and unpaid interest due on such Mortgage Loan, the amount of such recovery will be allocated by the Servicer as follows: first, to unpaid Servicing Fees; and second, to the balance of the interest then due and owing. The portion of the recovery so allocated to unpaid Servicing Fees shall be reimbursed to the Servicer or any Sub-Servicer pursuant to Section 3.11(a)(iii).

 

SECTION 3.17.

Trustee to Cooperate; Release of Mortgage Files.

(a)          Upon the payment in full of any Mortgage Loan, or the receipt by the Servicer of a notification that payment in full shall be escrowed in a manner customary for such purposes, the Servicer will immediately notify or cause to be notified the Trustee by a certification in the form of Exhibit E (which certification shall include a statement to the effect that all amounts received or to be received in connection with such payment which are required to be deposited in the Collection Account pursuant to Section 3.10 have been or will be so deposited) of a Servicing Officer and shall request delivery to it of the Mortgage File. Upon receipt of such certification and request, the Trustee shall promptly release the related Mortgage File to the Servicer (at the Servicer’s expense in connection with a foreclosure, such expense reimburseable to the Servicer as a Servicing Advance, or in all other cases, at the Seller’s expense). No expenses incurred in connection with any instrument of satisfaction or deed of reconveyance shall be chargeable to the Collection Account or the Distribution Account.

(b)          From time to time and as appropriate for the servicing or foreclosure of any Mortgage Loan, including, for this purpose, collection under any insurance policy relating to the Mortgage Loans, the Trustee shall, upon any request made by or on behalf of the Servicer and delivery to the Trustee of a Request for Release in the form of Exhibit E, release the related Mortgage File to the Servicer, and the Trustee shall, at the direction of the Servicer, execute such documents as shall be necessary to the prosecution of any such proceedings. Such Request for Release shall obligate the Servicer to return each and every document previously requested from the Mortgage File to the Trustee when the need therefor by the Servicer no longer exists, unless the Mortgage Loan has been liquidated and the Liquidation Proceeds relating to the Mortgage

 



Loan have been deposited in the Collection Account or the Mortgage File or such document has been delivered to an attorney, or to a public trustee or other public official as required by law, for purposes of initiating or pursuing legal action or other proceedings for the foreclosure of the Mortgaged Property either judicially or non-judicially, and the Servicer has delivered, or caused to be delivered, to the Trustee an additional Request for Release certifying as to such liquidation or action or proceedings. Upon the request of the Trustee, the Servicer shall provide notice to the Trustee of the name and address of the Person to which such Mortgage File or such document was delivered and the purpose or purposes of such delivery. Upon receipt of a certificate of a Servicing Officer stating that such Mortgage Loan was liquidated and that all amounts received or to be received in connection with such liquidation that are required to be deposited into the Collection Account have been so deposited, or that such Mortgage Loan has become an REO Property, any outstanding Requests for Release with respect to such Mortgage Loan shall be released by the Trustee to the Servicer or its designee.

(c)          Upon written certification of a Servicing Officer, the Trustee shall execute and deliver to the Servicer or the Sub-Servicer, as the case may be, any court pleadings, requests for trustee’s sale or other documents necessary to the foreclosure or trustee’s sale in respect of a Mortgaged Property or to any legal action brought to obtain judgment against any Mortgagor on the Mortgage Note or Mortgage or to obtain a deficiency judgment, or to enforce any other remedies or rights provided by the Mortgage Note or Mortgage or otherwise available at law or in equity. Each such certification shall include a request that such pleadings or documents be executed by the Trustee and a statement as to the reason such documents or pleadings are required and that the execution and delivery thereof by the Trustee will not invalidate or otherwise affect the lien of the Mortgage, except for the termination of such a lien upon completion of the foreclosure or trustee’s sale.

 

SECTION 3.18.

Servicing Compensation.

As compensation for the activities of the Servicer hereunder, the Servicer shall be entitled to the Servicing Fee with respect to each Mortgage Loan payable solely from payments of interest in respect of such Mortgage Loan, subject to Section 3.24. In addition, the Servicer shall be entitled to recover unpaid Servicing Fees out of Insurance Proceeds or Liquidation Proceeds to the extent permitted by Section 3.11(a)(iii) and out of amounts derived from the operation and sale of an REO Property to the extent permitted by Section 3.23. Except as provided in Sections 3.26, the right to receive the Servicing Fee may not be transferred in whole or in part except in connection with the transfer of all of the Servicer’s responsibilities and obligations under this Agreement; provided, however, that the Servicer may pay from the Servicing Fee any amounts due to a Sub-Servicer pursuant to a Sub-Servicing Agreement entered into under Section 3.02.

Additional servicing compensation in the form of assumption or modification fees, late payment charges, insufficient funds charges or otherwise (subject to Section 3.24 and other than Prepayment Charges and Prepayment Interest Excess) shall be retained by the Servicer only to the extent such fees or charges are received by the Servicer. The Servicer shall also be entitled pursuant to Section 3.11(a)(iv) to withdraw from the Collection Account and pursuant to Section 3.23(b) to withdraw from any REO Account, as additional servicing compensation, interest or other income earned on deposits therein, subject to Section 3.12 and

 



Section 3.24. The Servicer shall be required to pay all expenses incurred by it in connection with its servicing activities hereunder (including premiums for the insurance required by Section 3.14, to the extent such premiums are not paid by the related Mortgagors or by a Sub-Servicer, servicing compensation of each Sub-Servicer, and to the extent provided herein in Section 8.05, the expenses of the Trustee) and shall not be entitled to reimbursement therefor except as specifically provided herein.

The Servicer shall be entitled to any Prepayment Interest Excess, which it may withdraw from the Collection Account pursuant to Section 3.11(a)(x).

 

SECTION 3.19.

Reports to the Trustee and Others; Collection Account Statements.

Not later than twenty days after each Distribution Date, the Servicer shall forward to the Trustee (upon the Trustee’s request) and the Depositor the most current available bank statement for the Collection Account. Copies of such statement shall be provided by the Trustee to any Certificateholder and to any Person identified to the Trustee as a prospective transferee of a Certificate, upon request at the expense of the requesting party, provided such statement is delivered by the Servicer to the Trustee.

In addition, on each Distribution Date, the Servicer shall forward to the Trustee a report setting forth the percentage of Mortgage Loans that are 30 or more days delinquent, in foreclosure, have been converted to REO Properties or have been discharged by reason of bankruptcy.

 

SECTION 3.20.

Statement as to Compliance.

Not later than March 15th of each calendar year commencing in 2006, the Servicer will deliver to the Trustee and the Depositor an Officers’ Certificate (upon which the Trustee can conclusively rely in connection with its obligations under Section 4.06) substantially in the form of Exhibit L attached hereto stating, as to each signatory thereof, that (i) a review of the activities of the Servicer during the preceding calendar year and of performance under this Agreement has been made under such officer’s supervision and (ii) to the best of such officer’s knowledge, based on such review, the Servicer has fulfilled all of its obligations under this Agreement in all material respects throughout such calendar year, or, if there has been a default in the fulfillment of any such material obligation, specifying each such default known to such officer and the nature and status thereof. Copies of any such statement shall be provided by the Trustee to any Certificateholder, the Swap Provider and to any Person identified to the Trustee as a prospective transferee of a Certificate, upon request at the expense of the requesting party, provided such statement is delivered by the Servicer to the Trustee. The Servicer shall indemnify and hold harmless the Depositor, the Trustee and their officers, directors and Affiliates from and against any actual losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses that such Person may sustain based upon a breach of the Servicer’s obligations under this Section 3.20.

 



 

 

SECTION 3.21.

Independent Public Accountants’ Servicing Report.

Not later than March 15th of each calendar year commencing in 2006, the Servicer, at its expense, shall cause a nationally recognized firm of independent certified public accountants to furnish to the Servicer a report stating that (i) it has obtained a letter of representation regarding certain matters from the management of the Servicer which includes an assertion that the Servicer has complied with certain minimum residential mortgage loan servicing standards, identified in the Uniform Single Attestation Program for Mortgage Bankers established by the Mortgage Bankers Association of America, with respect to the servicing of residential mortgage loans during the most recently completed calendar year and (ii) on the basis of an examination conducted by such firm in accordance with standards established by the American Institute of Certified Public Accountants, such representation is fairly stated in all material respects, subject to such exceptions and other qualifications that may be appropriate. In rendering its report such firm may rely, as to matters relating to the direct servicing of residential mortgage loans by Sub-Servicers, upon comparable reports of firms of independent certified public accountants rendered on the basis of examinations conducted in accordance with the same standards (rendered within one year of such report) with respect to those Sub-Servicers. Immediately upon receipt of such report, the Servicer shall, at its own expense, furnish a copy of such report to the Trustee. Copies of such statement shall be provided by the Trustee to any Certificateholder upon request, provided that such statement is delivered by the Servicer to the Trustee. The Servicer shall indemnify and hold harmless the Depositor, the Trustee and their officers, directors and Affiliates from and against any actual losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses that such Person may sustain based upon a breach of the Servicer’s obligations under this Section 3.21.

 

SECTION 3.22.

Access to Certain Documentation.

The Servicer shall provide to the Office of Thrift Supervision, the FDIC, and any other federal or state banking or insurance regulatory authority that may exercise authority over any Certificateholder or Certificate Owner, access to the documentation in the Servicer’s possession regarding the Mortgage Loans required by applicable laws and regulations. Such access shall be afforded without charge, but only upon two business days prior written request and during normal business hours at the offices of the Servicer designated by it. In addition, access to the documentation in the Servicer’s possession regarding the Mortgage Loans will be provided to any Certificateholder or Certificate Owner, the Trustee and to any Person identified to the Servicer as a prospective transferee of a Certificate; provided, however, that providing access to such Person will not violate any applicable laws, upon reasonable request during normal business hours at the offices of the Servicer designated by it at the expense of the Person requesting such access. Nothing in this Section shall limit the obligation of the Servicer to observe any applicable law prohibiting disclosure of information regarding the Mortgagors and the failure of the Servicer to provide access as provided in this Section 3.22(a) as a result of such obligation shall not constitute a breach of this Section 3.22(a). In each case, access to any documentation regarding the Mortgage Loans may be conditioned upon the requesting party’s acknowledgement in writing of a confidentiality agreement reasonably satisfactory to the Servicer regarding any information that is required to remain confidential under the Gramm-Leach-Bliley Act of 1999.

 



 

 

SECTION 3.23.

Title, Management and Disposition of REO Property.

(a)          The deed or certificate of sale of any REO Property shall be taken in the name of the Trustee, or its nominee, in trust for the benefit of the Certificateholders. The Servicer, on behalf of REMIC I, shall either sell any REO Property prior to the end of the third taxable year after REMIC I acquires ownership of such REO Property for purposes of Section 860G(a)(8) of the Code or request from the Internal Revenue Service, no later than 60 days before the day on which the three-year grace period would otherwise expire, an extension of the three-year grace period, unless the Servicer shall have delivered to the Trustee an Opinion of Counsel, addressed to the Trustee and the Depositor, to the effect that the holding by REMIC I of such REO Property subsequent to three years after its acquisition will not result in the imposition on any Trust REMIC of taxes on “prohibited transactions” thereof, as defined in Section 860F of the Code, or cause any Trust REMIC to fail to qualify as a REMIC under Federal law at any time that any Certificates are outstanding. The Servicer shall manage, conserve, protect and operate each REO Property for the Certificateholders solely for the purpose of its prompt disposition and sale in a manner which does not cause such REO Property to fail to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code or result in the receipt by any Trust REMIC of any “income from non-permitted assets” within the meaning of Section 860F(a)(2)(B) of the Code, or any “net income from foreclosure property” which is subject to taxation under the REMIC Provisions.

(b)          The Servicer shall segregate and hold all funds collected and received in connection with the operation of any REO Property separate and apart from its own funds and general assets and shall establish and maintain, or cause to be established and maintained, with respect to REO Properties, an account held in trust for the Trustee for the benefit of the Certificateholders (the “REO Account”), which shall be an Eligible Account. The Servicer shall be permitted to allow the Collection Account to serve as the REO Account, subject to separate ledgers for each REO Property. The Servicer shall be entitled to retain or withdraw any interest income paid on funds deposited in the REO Account.

(c)          The Servicer shall have the sole discretion to determine whether an immediate sale of an REO Property or continued management of such REO Property is in the best interests of the Certificateholders. In furtherance of the foregoing, the Servicer shall have full power and authority, subject only to the specific requirements and prohibitions of this Agreement, to do any and all things in connection with any REO Property as are consistent with the manner in which the Servicer manages and operates similar property owned by the Servicer or any of its Affiliates, all on such terms and for such period as the Servicer deems to be in the best interests of Certificateholders. In connection therewith, the Servicer shall deposit, or cause to be deposited in the REO Account, in no event more than two Business Days after the Servicer’s receipt thereof, all revenues received by it with respect to an REO Property and shall withdraw therefrom funds necessary for the proper operation, management and maintenance of such REO Property including, without limitation:

 

(i)

all insurance premiums due and payable in respect of such REO Property;

(ii)          all real estate taxes and assessments in respect of such REO Property that may result in the imposition of a lien thereon; and

 



 

 

(iii)

all costs and expenses necessary to maintain such REO Property.

To the extent that amounts on deposit in the REO Account with respect to an REO Property are insufficient for the purposes set forth in clauses (i) through (iii) above with respect to such REO Property, the Servicer shall advance from its own funds such amount as is necessary for such purposes if, but only if, the Servicer would make such advances if the Servicer owned the REO Property and if in the Servicer’s judgment, the payment of such amounts will be recoverable from the rental or sale of the REO Property.

Notwithstanding the foregoing, neither the Servicer nor the Trustee shall:

(i)           authorize the Trust Fund to enter into, renew or extend any New Lease with respect to any REO Property, if the New Lease by its terms will give rise to any income that does not constitute Rents from Real Property;

(ii)          authorize any amount to be received or accrued under any New Lease other than amounts that will constitute Rents from Real Property;

(iii)        authorize any construction on any REO Property, other than the completion of a building or other improvement thereon, and then only if more than ten percent of the construction of such building or other improvement was completed before default on the related Mortgage Loan became imminent, all within the meaning of Section 856(e)(4)(B) of the Code; or

(iv)         authorize any Person to Directly Operate any REO Property on any date more than 90 days after its date of acquisition by the Trust Fund;

unless, in any such case, the Servicer has obtained an Opinion of Counsel, provided to the Trustee, to the effect that such action will not cause such REO Property to fail to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code at any time that it is held by REMIC I, in which case the Servicer may take such actions as are specified in such Opinion of Counsel.

The Servicer may contract with any Independent Contractor for the operation and management of any REO Property, provided that:

(i)           the terms and conditions of any such contract shall not be inconsistent herewith;

(ii)          any such contract shall require, or shall be administered to require, that the Independent Contractor pay all costs and expenses incurred in connection with the operation and management of such REO Property, including those listed above and remit all related revenues (net of such costs and expenses) to the Servicer as soon as practicable, but in no event later than thirty days following the receipt thereof by such Independent Contractor;

(iii)        none of the provisions of this Section 3.23(c) relating to any such contract or to actions taken through any such Independent Contractor shall be deemed to relieve

 



the Servicer of any of its duties and obligations to the Trustee on behalf of the Certificateholders with respect to the operation and management of any such REO Property; and

(iv)         the Servicer shall be obligated with respect thereto to the same extent as if it alone were performing all duties and obligations in connection with the operation and management of such REO Property.

The Servicer shall be entitled to enter into any agreement with any Independent Contractor performing services for it related to its duties and obligations hereunder for indemnification of the Servicer by such Independent Contractor, and nothing in this Agreement shall be deemed to limit or modify such indemnification. The Servicer shall be solely liable for all fees owed by it to any such Independent Contractor, irrespective of whether the Servicer’s compensation pursuant to Section 3.18 is sufficient to pay such fees; provided, however, that to the extent that any payments made by such Independent Contractor would constitute Servicing Advances if made by the Servicer, such amounts shall be reimbursable as Servicing Advances made by the Servicer.

(d)          In addition to the withdrawals permitted under Section 3.23(c), the Servicer may from time to time make withdrawals from the REO Account for any REO Property: (i) to pay itself or any Sub-Servicer unpaid Servicing Fees in respect of the related Mortgage Loan; and (ii) to reimburse itself or any Sub-Servicer for unreimbursed Servicing Advances and P&I Advances made in respect of such REO Property or the related Mortgage Loan. On the Servicer Remittance Date, the Servicer shall withdraw from each REO Account maintained by it and deposit into the Distribution Account in accordance with Section 3.10(d)(ii), for distribution on the related Distribution Date in accordance with Section 4.01, the income from the related REO Property received during the prior calendar month, net of any withdrawals made pursuant to Section 3.23(c) or this Section 3.23(d).

(e)          Subject to the time constraints set forth in Section 3.23(a), each REO Disposition shall be carried out by the Servicer at such price and upon such terms and conditions as the Servicer shall deem necessary or advisable, as shall be normal and usual in accordance with its Servicing Standard.

(f)          The proceeds from the REO Disposition, net of any amount required by law to be remitted to the Mortgagor under the related Mortgage Loan and net of any payment or reimbursement to the Servicer or any Sub-Servicer as provided above, shall be deposited in the Distribution Account in accordance with Section 3.10(d)(ii) on the Servicer Remittance Date in the month following the receipt thereof for distribution on the related Distribution Date in accordance with Section 4.01. Any REO Disposition shall be for cash only (unless changes in the REMIC Provisions made subsequent to the Startup Day allow a sale for other consideration).

(g)          The Servicer shall file information returns with respect to the receipt of mortgage interest received in a trade or business, reports of foreclosures and abandonments of any Mortgaged Property and cancellation of indebtedness income with respect to any Mortgaged Property as required by Sections 6050H, 6050J and 6050P of the Code, respectively. Such reports shall be in form and substance sufficient to meet the reporting requirements imposed by such Sections 6050H, 6050J and 6050P of the Code.

 



 

 

SECTION 3.24.

Obligations of the Servicer in Respect of Prepayment Interest Shortfalls.

The Servicer shall deliver to the Trustee for deposit into the Distribution Account on the Servicer Remittance Date from its own funds an amount (“Compensating Interest”) equal to the lesser of (i) the aggregate of the Prepayment Interest Shortfalls for the related Distribution Date resulting from (x) a Principal Prepayment in full during the portion of the related Prepayment Period occurring between the first day of the related Prepayment Period and the last day of the calendar month preceding the month in which such Distribution Date occurs or (y) a Principal Prepayment in part during the related Prepayment Period and (ii) the aggregate Servicing Fee for the related Prepayment Period. Any amounts paid by the Servicer pursuant to this Section 3.24 shall not be reimbursed by any Trust REMIC or the Trust Fund.

 

SECTION 3.25.

Obligations of the Servicer in Respect of Mortgage Rates and Monthly Payments.

In the event that a shortfall in any collection on or liability with respect to any Mortgage Loan results from or is attributable to adjustments to Monthly Payments or Stated Principal Balances that were made by the Servicer in a manner not consistent with the terms of the related Mortgage Note and this Agreement, the Servicer, upon discovery or receipt of notice thereof, immediately shall deliver to the Trustee for deposit in the Distribution Account from its own funds the amount of any such shortfall and shall indemnify and hold harmless the Trust Fund, the Trustee, the Depositor and any successor Servicer in respect of any such liability. Such indemnities shall survive the termination or discharge of this Agreement. Notwithstanding the foregoing, this Section 3.25 shall not limit the ability of the Servicer to seek recovery of any such amounts from the related Mortgagor under the terms of the related Mortgage Note, as permitted by law.

 

SECTION 3.26.

Advance Facility.

The Servicer is hereby authorized to enter into a facility with any Person which provides that such Person (an “Advancing Person”) may fund P&I Advances and/or Servicing Advances to the Trust Fund under this Agreement, although no such facility shall reduce or otherwise affect the Servicer’s obligation to fund such P&I Advances and/or Servicing Advances. If the Servicer enters into such an Advance Facility pursuant to this Section 3.26, upon reasonable request of the Advancing Person, the Trustee shall execute a letter of acknowledgment, confirming its receipt of notice of the existence of such Advance Facility. To the extent that an Advancing Person funds any P&I Advance or any Servicing Advance and the Servicer provides the Trustee with an Officers’ Certificate that such Advancing Person is entitled to reimbursement, such Advancing Person shall be entitled to receive reimbursement pursuant to this Agreement for such amount to the extent provided in Section 3.26(b). Such Officers’ Certificate must specify the amount of the reimbursement, the Section of this Agreement that permits the applicable P&I Advance or Servicing Advance to be reimbursed and the section(s) of the Advance Facility that entitle the Advancing Person to request reimbursement from the Trustee, rather than the Servicer or proof of an Event of Default under the Advance Facility. The Trustee shall have no duty or liability with respect to any calculation of any reimbursement to be paid to an Advancing Person and shall be entitled to rely without independent investigation on

 



the Advancing Person’s notice provided pursuant to this Section 3.26. An Advancing Person whose obligations hereunder are limited to the funding of P&I Advances and/or Servicing Advances shall not be required to meet the qualifications of the Servicer or a Sub-Servicer pursuant to Section 3.02 hereof and will not be deemed to be a Sub-Servicer under this Agreement.

(b)          If an advancing facility is entered into, then the Servicer shall not be permitted to reimburse itself therefor under Section 3.11(a)(ii), Section 3.11(a)(iii) and Section 3.11(a)(vi) prior to the remittance to the Trust Fund, but instead the Servicer shall remit such amounts in accordance with the documentation establishing the Advance Facility to such Advancing Person or to a trustee, agent or custodian (an “Advance Facility Trustee”) designated by such Advancing Person. The Trustee is hereby authorized to pay to the Advancing Person, reimbursements for P&I Advances and Servicing Advances from the Distribution Account to the same extent the Servicer would have been permitted to reimburse itself for such P&I Advances and/or Servicing Advances in accordance with 3.11(a)(ii), Section 3.11(a)(iii) and Section 3.11(a)(vi), as the case may be, had the Servicer itself funded such P&I Advance or Servicing Advance. The Trustee is hereby authorized to pay directly to the Advancing Person such portion of the Servicing Fee as the parties to any advancing facility agree in writing.

(c)          All P&I Advances and Servicing Advances made pursuant to the terms of this Agreement shall be deemed made and shall be reimbursed on a “first in-first out” (FIFO) basis.

(d)          Any amendment to this Section 3.26 or to any other provision of this Agreement that may be necessary or appropriate to effect the terms of an Advance Facility as described generally in this Section 3.26, including amendments to add provisions relating to a successor Servicer, may be entered into by the Depositor, the Trustee and the Servicer without the consent of any Certificateholder, notwithstanding anything to the contrary in this Agreement and confirmation from the Rating Agencies that such Amendment will not result in the reduction or withdrawal of the rating of any outstanding Class of Certificates.

 

SECTION 3.27.

[Reserved].

 

SECTION 3.28.

Net WAC Rate Carryover Reserve Account.

(a)          No later than the Closing Date, the Trustee shall establish and maintain with itself, as agent for the Trustee, a separate, segregated trust account titled, “Net WAC Rate Carryover Reserve Account, Deutsche Bank National Trust Company, as Trustee, in trust for the registered holders of New Century Mortgage Securities, Inc., New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Pass-Through Certificates.” The amount on deposit in the Net WAC Rate Carryover Reserve Account will consist of any amounts deposited into the Net WAC Rate Carryover Reserve Account pursuant to Section 4.01(a)(4). All amounts deposited in the Net WAC Rate Carryover Reserve Account shall be distributed to the Holders of the Offered Certificates in the manner set forth in Section 4.01(a)(4).

(b)          On each Distribution Date as to which there is a Net WAC Rate Carryover Amount payable to the Offered Certificates, the Trustee has been directed by the Class CE-1 Certificateholders to, and therefore will, deposit into the Net WAC Rate Carryover Reserve

 



Account the amounts described in Section 4.01(a)(4), rather than distributing such amounts to the Class CE-1 Certificateholders. On each such Distribution Date, the Trustee shall hold all such amounts for the benefit of the Holders of the Offered Certificates, and will distribute such amounts to the Holders of the Offered Certificates in the amounts and priorities set forth in Section 4.01(a).

On each Distribution Date, any amounts remaining in the Net WAC Rate Carryover Reserve Account after the payment of any Net WAC Rate Carryover Amounts on the Offered Certificates for such Distribution Date, shall be payable to the Trustee.

(c)          For federal and state income tax purposes, the Class CE-1 Certificateholders will be deemed to be the owners of the Net WAC Rate Carryover Reserve Account and all amounts deposited into the Net WAC Rate Carryover Reserve Account shall be treated as amounts distributed by REMIC III to the Holders of the Class CE-1 Interset and by the Class CE-1 Interest to the Class CE-1 Certificates. Upon the termination of the Trust Fund, or the payment in full of the Offered Certificates, all amounts remaining on deposit in the Net WAC Rate Carryover Reserve Account will be released by the Trust Fund and distributed to the Class CE-1 Certificateholders or their designees. The Net WAC Rate Carryover Reserve Account will be part of the Trust Fund but not part of any REMIC and any payments to the Holders of the Offered Certificates of Net WAC Rate Carryover Amounts will not be payments with respect to a “regular interest” in a REMIC within the meaning of Code Section 860(G)(a)(1).

(d)          By accepting a Class CE-1 Certificate, each Class CE-1 Certificateholder hereby agrees to direct the Trustee, and the Trustee hereby is directed, to deposit into the Net WAC Rate Carryover Reserve Account the amounts described above on each Distribution Date as to which there is any Net WAC Rate Carryover Amount rather than distributing such amounts to the Class CE Certificateholders. By accepting a Class CE-1 Certificate, each Class CE-1 Certificateholder further agrees that such direction is given for good and valuable consideration, the receipt and sufficiency of which is acknowledged by such acceptance.

(e)         Amounts on deposit in the Net WAC Rate Carryover Reserve Account shall remain uninvested.

 



 

ARTICLE IV

 

PAYMENTS TO CERTIFICATEHOLDERS

 

SECTION 4.01.

Distributions.

(a)(1)    On each Distribution Date, the following amounts, in the following order of priority, shall be distributed by REMIC I to REMIC II on account of the REMIC I Regular Interests or withdrawn from the Distribution Account and distributed to the holders of the Class R Certificates (in respect of the Class R-I Interest), as the case may be: With respect to the Group I Mortgage Loans:

(1)          to Holders of REMIC I Regular Interest I, and each of REMIC I Regular Interest I-1-A through I-48-B, pro rata, in an amount equal to (A) Uncertificated Interest for such REMIC I Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates;

(2)          to the extent of amounts remaining after the distributions made pursuant to clause (i) above, payments of principal shall be allocated as follows: first, to REMIC I Regular Interests I-1-A through I-48-B starting with the lowest numerical denomination until the Uncertificated Balance of each such REMIC I Regular Interest is reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such payments of principal shall be allocated pro rata between such REMIC I Regular Interests, and second, to the extent of the product of (a) any Overcollateralization Reduction Amounts multiplied by (b) a fraction, the numerator of which is the aggregate Scheduled Principal Balance of the Group I Mortgage Loans and the denominator of which is the aggregate Scheduled Principal Balance of the Mortgage Loans, to REMIC I Regular Interest I until the Uncertificated Balance of such REMIC I Regular Interest is reduced to zero; and

(3)          to the Holders of REMIC I Regular Interest P, (A) all amounts representing Prepayment Charges in respect of the Mortgage Loans received during the related Prepayment Period and (B) on the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter until $100 has been distributed pursuant to this clause.

With respect to the Group II Mortgage Loans:

(1)          to Holders of REMIC I Regular Interest I and each of REMIC I Regular Interest II-1-A through II-48-B, pro rata, in an amount equal to (A) Uncertificated Interest for such REMIC I Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates.

 



 

to the extent of amounts remaining after the distributions made pursuant to clause (i) above, payments of principal shall be allocated as follows: first, to REMIC I Regular interests II-1-A through II-48-B starting with the lowest numerical denomination until the Uncertificated Balance of each such REMIC I Regular Interest is reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such payments of principal shall be allocated pro rata between such REMIC I Regular Interests, and second, to the extent of the product of (a) any Overcollateralization Reduction Amounts multiplied by (b) a fraction, the numerator of which is the aggregate Scheduled Principal Balance of the Group I Mortgage Loans and the denominator of which is the aggregate Scheduled Principal Balance of the Mortgage Loans, to REMIC I Regular Interest I until the Uncertificated Balance of such REMIC I Regular Interest is reduced to zero.

On each Distribution Date, all amounts representing Prepayment Charges in respect of the Mortgage Loans received during the related Prepayment Period shall be distributed by REMIC I to the Holders of REMIC I Regular Interest P. The payment of the foregoing amounts to the Holders of REMIC I Regular Interest P shall not reduce the Uncertificated Balance thereof.

(b)(1)    On each Distribution Date, the following amounts, in the following order of priority, shall be distributed by REMIC II to REMIC III on account of the REMIC II Regular Interests or withdrawn from the Distribution Account and distributed to the holders of the Class R Certificates (in respect of the Class R-II Interest), as the case may be: (i)    first, to the Holders of REMIC II Regular Interest II-IO, in an amount equal to (A) Uncertificated Interest for such REMIC II Regular Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates and second, to the Holders of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a, REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7, REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-LTM9, REMIC II Regular Interest II-LTM10 and REMIC II Regular Interest II-LTZZ, in an amount equal to (A) the Uncertificated Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates. Amounts payable as Uncertificated Interest in respect of REMIC II Regular Interest II-LTZZ shall be reduced when the sum of the REMIC II Overcollateralization Amount is less than the REMIC II Overcollateralization Target Amount, by the lesser of (x) the amount of such difference and (y) the Maximum II-LTZZ Uncertificated Interest Deferral Amount and such amounts will be payable to the Holders of REMIC II REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a, REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7, REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-

 



LTM9 and REMIC II Regular Interest II-LTM10 in the same proportion as the Overcollateralization Increase Amount is allocated to the Corresponding Certificates and the Uncertificated Balance of REMIC II Regular Interest II-LTZZ shall be increased by such amount; and

(ii)          to the Holders of REMIC II Regular Interest II-LT1SUB, REMIC II Regular Interest II-LT1GRP, REMIC II Regular Interest II-LT2SUB, REMIC II Regular Interest II-LT2GRP and REMIC II Regular Interest II-LTXX, pro rata, in an amount equal to (A) the Uncertificated Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates;

(iii)        to the Holders of REMIC II Regular Interests, in an amount equal to the remainder of the REMIC II Marker Allocation Percentage of the REMIC Available Funds for such Distribution Date after the distributions made pursuant to clause (i) above, allocated as follows:

(a)          98.00% of such remainder (less the amount payable in clause (c) below) to the Holders of REMIC II Regular Interest II-LTAA, until the Uncertificated Balance of such REMIC II Regular Interest is reduced to zero;

(b)          2.00% of such remainder first, to the Holders of REMIC II Regular Interest II-LTA1, REMIC II Regular Interest II-LTA2a, REMIC II Regular Interest II-LTA2b, REMIC II Regular Interest II-LTA2c, REMIC II Regular Interest II-LTA2d, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest II-LTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest II-LTM7, REMIC II Regular Interest II-LTM8, REMIC II Regular Interest II-LTM9 and REMIC II Regular Interest II-LTM10, in the same proportion as principal payments are allocated to the Corresponding Certificates, until the Uncertificated Balances of such REMIC II Regular Interests are reduced to zero and second, to the Holders of REMIC II Regular Interest II-LTZZ, until the Uncertificated l Balance of such REMIC II Regular Interest is reduced to zero;

(c)          to the Holders of REMIC II Regular Interest II-LTP, on the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter until $100 has been distributed pursuant to this clause; and

(d)          any remaining amount to the Holders of the Class R Certificates (as Holder of the Class R-I Interest);

provided, however, that 98.00% and 2.00% of any principal payments that are attributable to an Overcollateralization Reduction Amount shall be allocated to Holders of REMIC II Regular Interest II-LTAA and REMIC II Regular Interest II-LTZZ, respectively.

(iv)         to the Holders of REMIC II Regular Interests, in an amount equal to the remainder of the REMIC II Sub WAC Allocation Percentage of the REMIC Available Funds for such Distribution Date after the distributions made pursuant to clause (i) above

 



such that distributions of interest are deemed to be made to REMIC II Regular Interest II-LT1SUB, REMIC II Regular Interest II-LT1GRP, REMIC II Regular Interest II-LT2SUB, REMIC II Regular Interest II-LT2GRP and REMIC II Regular Interest II-LTXX, pro rata, in an amount equal to (A) the Uncertificated Interest for each such REMIC II Regular Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates and such that distributions of principal shall be deemed to be made to the REMIC II Regular Interests first, so as to keep the Uncertificated Balance of each REMIC II Regular Interest ending with the designation “GRP” equal to 0.01% of the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group; second, to each REMIC II Regular Interest ending with the designation “SUB,” so that the Uncertificated Balance of each such REMIC II Regular Interest is equal to 0.01% of the excess of (x) the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group over (y) the current Certificate Principal Balance of the Class A Certificate in the related Loan Group (except that if any such excess is a larger number than in the preceding distribution period, the least amount of principal shall be distributed to such REMIC II Regular Interests such that the REMIC II Subordinated Balance Ratio is maintained); and third, any remaining principal to REMIC II Regular Interest II-LTXX.

100% of amounts distributed on the Class CE-1 Certificates and the Class CE-2 Certificates shall be deemed to have been distributed to the Class CE-1 Interest and the Class CE-2 Interest, respectively.

Notwithstanding the distributions pursuant to this Section 4.01(1), distribution of funds shall conform to the distributions made pursuant to Section 4.01(2), (3) and (4).

(2)(I)     On each Distribution Date, the Trustee shall withdraw from the Distribution Account that portion of the Available Distrbution Amount for such Distribution Date consisting of the Group I Interest Remittance Amount for such Distribution Date, and make the following distributions in the order of priority described below, in each case to the extent of the Group I Interest Remittance Amount for such Distribution Date:

(i)           to the Holders of the Group I Certificates, the Senior Distribution Amount allocable to such Certificates; and

(ii)          concurrently, to the Holders of each Class of Group II Certificates, on a pro rata basis, based on the entitlement of each such Class, an amount equal to the excess, if any, of (x) the amount required to be distributed pursuant to Section 4.01(a)(2)(II)(i) for such Distribution Date over (y) the amount actually distributed pursuant to such section, from the Group II Interest Remittance Amount.

(II)         On each Distribution Date the Trustee shall withdraw from the Distribution Account that portion of the Available Distribution Amount for such Distribution Date consisting of the Group II Interest Remittance Amount for such Distribution Date, and make the following distributions in the order of priority described below, in each case to the extent of the Group II Interest Remittance Amount remaining for such Distribution Date:

 



 

(i)           concurrently, to the Holders of each Class of Group II Certificates, on a pro rata basis based on the entitlement of each such Class, the Senior Interest Distribution Amount allocable to such Certificates; and

(ii)          to the Holders of the Group I Certificates, an amount equal to the excess, if any, of (x) the amount required to be distributed pursuant to Section 4.01(a)(2)(I)(i) for such Distribution Date over (y) the amount actually distributed pursuant to such section from the Group I Interest Remittance Amount.

(III)       On each Distribution Date, following the distributions made pursuant to Section 4.01(a)(2)(I) and Section 4.01(a)(2)(II) above, the Trustee shall distribute, in each case to the extent of the sum of the Group I Interest Remittance Amount and the Group II Interest Remittance Amount remaining undistributed for such Distribution Date, sequentially to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 Certificates, in that order, in an amount equal to the Interest Distributable Amount for each such Class.

(3)(I)     On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, distributions in respect of principal to the extent of the Group I Principal Distribution Amount shall be made in the following amounts and order of priority:

(i)           first, to the Holders of the Group I Certificates, until the Certificate Principal Balance thereof has been reduced to zero; and

(ii)          second, to the Holders of the Group II Certificates (allocated among the Classes of Group II Certificates in the priority described below), after taking into account the distribution of the Group II Principal Distribution Amount already distributed, until the Certificate Principal Balances thereof have been reduced to zero.

(II)         On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, distributions in respect of principal to the extent of the Group II Principal Distribution Amount shall be made in the following amounts and order of priority:

(i)           first, to the Holders of the Group II Certificates (allocated among the Classes of Group II Certificates in the priority described below), until the Certificate Principal Balances thereof have been reduced to zero; and

(ii)          second, to the Holders of the Group I Certificates, after taking into account the distribution of the Group I Principal Distribution Amount already distributed, until the Certificate Principal Balance thereof has been reduced to zero.

(III)       On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, distributions in respect of principal to the extent of the sum of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount remaining undistributed for such Distribution Date shall be made sequentially to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 Certificates, in that order, in each case, until the Certificate Principal Balance of each such Class has been reduced to zero.

 



 

(IV)       On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, distributions in respect of principal to the extent of the Group I Principal Distribution Amount shall be made in the following amounts and order of priority:

(i)           first, to the Holders of the Group I Certificates, the Group I Senior Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero; and

(ii)          second, to the Holders of the Group II Certificates (allocated among the Classes of Group II Certificates in the priority described below), after taking into account the distribution of the Group II Principal Distribution Amount, up to an amount equal to the Group II Senior Principal Distribution Amount remaining undistributed, until the Certificate Principal Balances thereof have been reduced to zero.

(V)         On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, distributions in respect of principal to the extent of the Group II Principal Distribution Amount shall be made in the following amounts and order of priority:

(i)           first, to the Holders of the Group II Certificates (allocated among the Classes of Group II Certificates in the priority described below), the Group II Senior Principal Distribution Amount until the Certificate Principal Balances thereof have been reduced to zero; and

(ii)          second, to the Holders of the Group I Certificates, after taking into account the distribution of the Group I Principal Distribution Amount, up to an amount equal to the Group I Senior Principal Distribution Amount remaining undistributed, until the Certificate Principal Balance thereof has been reduced to zero.

(VI)       On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, distributions in respect of principal to the extent of the sum of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount remaining undistributed for such Distribution Date shall be made in the following amounts and order of priority:

(i)           to the Holders of the Class M-1 Certificates, the Class M-1 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;

(ii)          to the Holders of the Class M-2 Certificates, the Class M-2 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;

(iii)        to the Holders of the Class M-3 Certificates, the Class M-3 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;

 



 

(iv)         to the Holders of the Class M-4 Certificates, the Class M-4 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;

(v)          to the Holders of the Class M-5 Certificates, the Class M-5 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;

(vi)         to the Holders of the Class M-6 Certificates, the Class M-6 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;

(vii)       to the Holders of the Class M-7 Certificates, the Class M-7 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;

(viii)      to the Holders of the Class M-8 Certificates, the Class M-8 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;

(ix)         to the Holders of the Class M-9 Certificates, the Class M-9 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero; and

(x)          to the Holders of the Class M-10 Certificates, the Class M-10 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero.

With respect to the Group II Certificates, all principal distributions will be distributed sequentially, to the Class A-2a Certificates, Class A-2b Certificates, Class A-2c Certificates and Class A-2d Certificates, in that order, until their respective Certificate Principal Balances have been reduced to zero; provided, however, on any Distribution Date on which the aggregate Certificate Principal Balance of the Mezzanine Certificates and the Overcollateralization Amount has been reduced to zero, all principal distributions on the Group II Certificates will be distributed concurrently, to the Class A-2a Certificates, Class A-2b Certificates, Class A-2c Certificates and Class A-2d Certificates, on a pro rata basis based on the Certificate Principal Balance of each such Class.

(4)          On each Distribution Date, the Net Monthly Excess Cashflow shall be distributed by the Trustee as follows:

(i)           to the Holders of the Class or Classes of Certificates then entitled to receive distributions in respect of principal, in an amount equal to the Overcollateralization Increase Amount for the Certificates, distributable to such Holders as part of the Group I Principal Distribution Amount and/or the Group II Principal Distribution Amount as described under Section 4.01(a)(3) above;

 



 

(ii)          sequentially, to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 Certificates, in that order, in an amount equal to the Interest Carry Forward Amount allocable to such Class of Certificates;

(iii)        sequentially, to the Holders of the Class A Certificates (on a pro rata basis based on the entitlement of each such Class), Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 Certificates, in that order, in an amount equal to the aggregate of any Prepayment Interest Shortfalls and any Relief Act Interest Shortfall on the Mortgage Loans, without interest accrued thereon;

(iv)         to the Net WAC Rate Carryover Reserve Account, the amount of any Net WAC Rate Carryover Amounts;

(v)          sequentially, to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 Certificates, in that order, in an amount equal to the Allocated Realized Loss Amount allocable to each such Class of Certificates;

(vi)         to the Swap Provider, any Swap Termination Payments resulting from a Swap Provider Trigger Event;

 

(vii)

(a) prior to the Class CE Transition Date, (I) to the Holders of the Class CE-1 Certificates, the Interest Distribution Amount; (II) to the Class CE-2 Certificates, any Overcollateralization Reduction Amount for such Distribution Date until the Certificate Principal Balance thereof has been reduced to zero and then (III) to the Class CE-1 Certificates, any remaining Overcollateralization Reduction Amount for such Distribution Date until the Certificate Principal Balance thereof has been reduced to zero; provided however, on any Distribution Date on which the aggregate Certificate Principal Balance of the Offered Certificates has been reduced to zero, any remaining amounts shall be paid to the Class CE-1 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; or

(b) on or after the Class CE Transition Date, sequentially, (I) to the Holders of the Class CE-2 Certificates, (A) any Overcollateralization Reduction Amount, until the Certificate Principal Balance thereof has been reduced to zero and (B) the Interest Distribution Amount for the Class CE-1 Certificates shall be paid to the Class CE-2 Certificates until the Certificate Principal Balance thereof has been reduced to zero and the Certificate Principal Balance of the Class CE-1 Certificates shall be increased by such amount, and (II) to the Holders of the Class CE-1 Certificates, (A) the Interest Distribution Amount and any remaining Overcollateralization Reduction Amount for such Distribution Date and (B) on any Distribution Date on which the aggregate Certificate Principal Balance of the Offered Certificates has been reduced to zero, any

 



remaining amounts in reduction of the Certificate Principal Balance of the Class CE-1 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; and

(viii)      to the Holders of the Residual Certificates, any remaining amounts; provided that if such Distribution Date is the Distribution Date immediately following the expiration of the latest Prepayment Charge term on a Mortgage Loan as identified on the Mortgage Loan Schedule or any Distribution Date thereafter, then any such remaining amounts will be distributed first, to the Holders of the Class P Certificates, until the Certificate Principal Balance thereof has been reduced to zero; and second, to the Holders of the Residual Certificates.

Following the foregoing distributions, an amount equal to the amount of Subsequent Recoveries deposited into the Collection Account pursuant to Section 3.10 shall be applied to increase the Certificate Principal Balance of the Class of Certificates with the Highest Priority up to the extent of such Realized Losses previously allocated to that Class of Certificates pursuant to Section 4.04. An amount equal to the amount of any remaining Subsequent Recoveries shall be applied to increase the Certificate Principal Balance of the Class of Certificates with the next Highest Priority, up to the amount of such Realized Losses previously allocated to that Class of Certificates pursuant to Section 4.04. Holders of such Certificates will not be entitled to any distribution in respect of interest on the amount of such increases for any Interest Accrual Period preceding the Distribution Date on which such increase occurs. Any such increases shall be applied to the Certificate Principal Balance of each Certificate of such Class in accordance with its respective Percentage Interest

(b)          On each Distribution Date, after making the distributions of the Available Distribution Amount as set forth above, the Trustee will withdraw from the Net WAC Rate Carryover Reserve Account, to the extent of amounts remaining on deposit therein, the amount of any Net WAC Rate Carryover Amount with respect to the Offered Certificates for such Distribution Date and distribute such amount in the following order of priority:

(i)           concurrently to each Class of Class A Certificates, on a pro rata basis based on the Net WAC Rate Carryover Amount due on each such Class on such Distribution Date; and

(ii)          sequentially, to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 Certificates, in that order, until the Net WAC Rate Carryover Amount for each such Class has been reduced to zero.

On each Distribution Date, the Trustee shall withdraw any amounts then on deposit in the Distribution Account that represent Prepayment Charges collected by the Servicer in connection with the Principal Prepayment of any of the Mortgage Loans or any Servicer Prepayment Charge Payment Amount and shall distribute such amounts to the Holders of the Class P Certificates. Such distributions shall not be applied to reduce the Certificate Principal Balance of the Class P Certificates.

 



 

(6)          On each Distribution Date, after making the distributions of the Available Distribution Amount, Net Monthly Excess Cashflow and amounts on deposit in the Net WAC Rate Carryover Reserve Account as set forth above, the Trustee shall distribute the amount on deposit in the Swap Account as follows:

first, to the Swap Provider, any Net Swap Payment owed to the Swap Provider pursuant to the Interest Rate Swap Agreement for such Distribution Date;

second, to the Swap Provider, any Swap Termination Payment owed to the Swap Provider not due to a Swap Provider Trigger Event pursuant to the Interest Rate Swap Agreement;

third, concurrently, to each Class of Class A Certificates, the related Senior Interest Distributable Amount remaining undistributed after the distributions of the Group I Interest Remittance Amount and the Group II Interest Remittance Amount, on a pro rata basis based on such respective remaining Senior Interest Distributable Amount;

fourth, sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 Certificates, in that order, the related Interest Distributable Amount and Interest Carry Forward Amount, to the extent remaining undistributed after the distributions of the Group I Interest Remittance Amount, the Group II Interest Remittance Amount and the Net Monthly Excess Cashflow;

fifth, to the Holders of the Class or Classes of Certificates then entitled to receive distributions in respect of principal, in an amount necessary to eliminate any remaining Overcollateralization Deficiency Amount after taking into account distributions made pursuant to Section 4.01(a)(4)(i);

sixth, concurrently, to each Class of Class A Certificates, the related Net WAC Rate Carryover Amount, to the extent remaining undistributed after distributions are made from the Net WAC Rate Carryover Reserve Account, up to the respective Swap Payment Allocation;

seventh, sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 Certificates, in that order, the related Net WAC Rate Carryover Amount, to the extent remaining undistributed after distributions are made from the Net WAC Rate Carryover Reserve Account, up to the respective Swap Payment Allocation;

eighth, concurrently, to each Class of Offered Certificates, any unpaid Net WAC Rate Carryover Amount, on a pro rata basis based on such respective Net WAC Rate Carryover Amounts remaining;

ninth, sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9 and Class M-10 Certificates, in that order, in each case up to the related Allocated Realized Loss Amount related to such Certificates for such Distribution Sate remaining undistributed after distribution of the Net Monthly Excess Cashflow; and

 



 

tenth, all remaining amounts to the holder of the Class CE-1 Certificates.

(c)          All distributions made with respect to each Class of Certificates on each Distribution Date shall be allocated pro rata among the outstanding Certificates in such Class based on their respective Percentage Interests. Payments in respect of each Class of Certificates on each Distribution Date shall be made to the Holders of the respective Class of record on the related Record Date (except as otherwise provided in Section 4.01(e) or Section 9.01 respecting the final distribution on such Class), based on the aggregate Percentage Interest represented by their respective Certificates, and shall be made by wire transfer of immediately available funds to the account of any such Holder at a bank or other entity having appropriate facilities therefor, if such Holder shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date, or otherwise by check mailed by first class mail to the address of such Holder appearing in the Certificate Register. The final distribution on each Certificate shall be made in like manner, but only upon presentment and surrender of such Certificate at the office of the Trustee maintained for such purpose pursuant to Section 8.12 or such other location specified in the notice to Certificateholders of such final distribution.

Each distribution with respect to a Book-Entry Certificate shall be paid to the Depository, as Holder thereof, and the Depository shall be responsible for crediting the amount of such distribution to the accounts of its Depository Participants in accordance with its normal procedures. Each Depository Participant shall be responsible for disbursing such distribution to the Certificate Owners that it represents and to each indirect participating brokerage firm (a “brokerage firm” or “indirect participating firm”) for which it acts as agent. Each brokerage firm shall be responsible for disbursing funds to the Certificate Owners that it represents. None of the Trustee, the Depositor or the Servicer shall have any responsibility therefor except as otherwise provided by this Agreement or applicable law.

(d)          The rights of the Certificateholders to receive distributions in respect of the Certificates, and all interests of the Certificateholders in such distributions, shall be as set forth in this Agreement. None of the Holders of any Class of Certificates, the Trustee or the Servicer shall in any way be responsible or liable to the Holders of any other Class of Certificates in respect of amounts properly previously distributed on the Certificates.

(e)          Except as otherwise provided in Section 9.01, whenever the Trustee expects that the final distribution with respect to any Class of Certificates will be made on the next Distribution Date, the Trustee shall, no later than one (1) day before the related Distribution Date (to the extent that an accurate Remittance Report is received in a timely manner by the Trustee), mail to each Holder on such date of such Class of Certificates a notice to the effect that:

(i)           the Trustee expects that the final distribution with respect to such Class of Certificates will be made on such Distribution Date but only upon presentation and surrender of such Certificates at the office of the Trustee therein specified, and

(ii)          no interest shall accrue on such Certificates from and after the end of the related Interest Accrual Period.

 



 

Any funds not distributed to any Holder or Holders of Certificates of such Class on such Distribution Date because of the failure of such Holder or Holders to tender their Certificates shall, on such date, be set aside and held in trust by the Trustee and credited to the account of the appropriate non-tendering Holder or Holders. If any Certificates as to which notice has been given pursuant to this Section 4.01(e) shall not have been surrendered for cancellation within six months after the time specified in such notice, the Trustee shall mail a second notice to the remaining non-tendering Certificateholders to surrender their Certificates for cancellation in order to receive the final distribution with respect thereto. If within one year after the second notice all such Certificates shall not have been surrendered for cancellation, the Trustee shall, directly or through an agent, mail a final notice to the remaining non-tendering Certificateholders concerning surrender of their Certificates but shall continue to hold any remaining funds for the benefit of non-tendering Certificateholders. The costs and expenses of maintaining the funds in trust and of contacting such Certificateholders shall be paid out of the assets remaining in the Trust Fund. If within one year after the final notice any such Certificates shall not have been surrendered for cancellation, the Trustee shall pay to Morgan Stanley & Co. Incorporated, in accordance with its wiring instructions, all such amounts, and all rights of non-tendering Certificateholders in or to such amounts shall thereupon cease. No interest shall accrue or be payable to any Certificateholder on any amount held in trust by the Trustee as a result of such Certificateholder’s failure to surrender its Certificate(s) for final payment thereof in accordance with this Section 4.01(e). Any such amounts held in trust by the Trustee shall be held in an Eligible Account and shall be held uninvested.

(f)          Notwithstanding anything to the contrary herein, (i) in no event shall the Certificate Principal Balance of an Offered Certificate be reduced more than once in respect of any particular amount both (a) allocated to such Certificate in respect of Realized Losses pursuant to Section 4.04 and (b) distributed to the Holder of such Certificate in reduction of the Certificate Principal Balance thereof pursuant to this Section 4.01 from Net Monthly Excess Cashflow and (ii) in no event shall the Uncertificated Balance of a REMIC I Regular Interest be reduced more than once in respect of any particular amount both (a) allocated to such REMIC I Regular Interest in respect of Realized Losses pursuant to Section 4.04 and (b) distributed on such REMIC I Regular Interest in reduction of the Uncertificated Balance thereof pursuant to this Section 4.01.

 

SECTION 4.02.

Statements to Certificateholders.

On each Distribution Date, the Trustee shall prepare and make available via its website to each Holder of the Regular Certificates, a statement as to the distributions made on such Distribution Date setting forth:

(i)           the amount of the distribution made on such Distribution Date to the Holders of the Certificates of each Class allocable to principal, and the amount of the distribution made on such Distribution Date to the Holders of the Class P Certificates allocable to Prepayment Charges;

(ii)          the amount of the distribution made on such Distribution Date to the Holders of the Certificates of each Class allocable to interest;

 



 

(iii)        the aggregate Servicing Fee received by the Servicer during the related Due Period and such other customary information as the Trustee deems necessary or desirable, or which a Certificateholder reasonably requests, to enable Certificateholders to prepare their tax returns;

 

(iv)

the aggregate amount of P&I Advances for such Distribution Date;

(v)          the aggregate Stated Principal Balance of the Mortgage Loans and any REO Properties as of the close of business on such Distribution Date;

(vi)         the number, aggregate principal balance, weighted average remaining term to maturity and weighted average Mortgage Rate of the Mortgage Loans as of the related Due Date;

(vii)       the number and aggregate unpaid principal balance of Mortgage Loans (a) delinquent 30 to 59 days, (b) delinquent 60 to 89 days, (c) delinquent 90 or more days, in each case, as of the last day of the preceding calendar month, (d) as to which foreclosure proceedings have been commenced and (e) with respect to which the related Mortgagor has filed for protection under applicable bankruptcy laws, with respect to whom bankruptcy proceedings are pending or with respect to whom bankruptcy protection is in force;

(viii)      with respect to any Mortgage Loan that became an REO Property during the preceding calendar month, the loan number of such Mortgage Loan, the unpaid principal balance and the Stated Principal Balance of such Mortgage Loan as of the date it became an REO Property;

(ix)         the book value of any REO Property as of the close of business on the last Business Day of the calendar month preceding the Distribution Date;

(x)          the aggregate amount of Principal Prepayments made during the related Prepayment Period;

(xi)         the aggregate amount of Realized Losses incurred during the related Prepayment Period (or, in the case of Bankruptcy Losses allocable to interest, during the related Due Period), separately identifying whether such Realized Losses constituted Bankruptcy Losses and the aggregate amount of Realized Losses incurred since the Closing Date and the aggregate amount of Subsequent Recoveries received during the related Prepayment Period and the cumulative amount of Subsequent Recoveries received since the Closing Date;

(xii)       the aggregate amount of Extraordinary Trust Fund Expenses withdrawn from the Collection Account or the Distribution Account for such Distribution Date;

(xiii)      the aggregate Certificate Principal Balance and Notional Amount, as applicable, of each Class of Certificates, after giving effect to the distributions, and allocations of Realized Losses, made on such Distribution Date, separately identifying any reduction thereof due to allocations of Realized Losses;

 



 

(xiv)      the Certificate Factor for each such Class of Certificates applicable to such Distribution Date;

(xv)       the Interest Distribution Amount in respect of each Class of the Class A Certificates, the Mezzanine Certificates and the Class CE-1 Certificates for such Distribution Date and the Interest Carry Forward Amount, if any, with respect to the Offered Certificates on such Distribution Date, and in the case of the Class A Certificates, the Mezzanine Certificates and the Class CE-1 Certificates, separately identifying any reduction thereof due to allocations of Realized Losses, Prepayment Interest Shortfalls and Relief Act Interest Shortfalls;

(xvi)      the aggregate amount of any Prepayment Interest Shortfall for such Distribution Date, to the extent not covered by payments by the Servicer pursuant to Section 3.24;

(xvii)     the aggregate amount of Relief Act Interest Shortfalls for such Distribution Date;

(xviii)    the Overcollateralization Target Amount and the Credit Enhancement Percentage for such Distribution Date;

(xix)      the Overcollateralization Increase Amount, if any, for such Distribution Date;

(xx)       the Overcollateralization Reduction Amount, if any, for such Distribution Date;

(xxi)      the respective Pass-Through Rates applicable to the Class A Certificates, the Mezzanine Certificates and the Class CE-1 Certificates for such Distribution Date and the Pass-Through Rate applicable to the Offered Certificates for the immediately succeeding Distribution Date;

(xxii)     the Net WAC Rate Carryover Amount for the Offered Certificates, if any, for such Distribution Date and the amount remaining unpaid after reimbursements therefor on such Distribution Date;

 

(xxiv)

the Rolling Three Month Delinquency Rate; and

 

 

(xxv)

the amount of any Net Swap Payments or Swap Termination Payments.

The Trustee shall make such statement (and, at its option, any additional files containing the same information in an alternative format) available each month to Certificateholders, the Servicer, the Swap Provider and the Rating Agencies via the Trustee’s internet website. The Trustee’s internet website shall initially be located at https://www.tss.db.com/invr and assistance in using the website can be obtained by calling the Trustee’s customer service desk at 1-800-735-7777. 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 shall have the right to change

 



the way such statements are distributed in order to make such distribution more convenient and/or more accessible to the above parties and the Trustee shall provide timely and adequate notification to all above parties regarding any such changes.

In the case of information furnished pursuant to subclauses (i) and (ii) above, the amounts shall be expressed as a dollar amount per Single Certificate of the relevant Class.

Within a reasonable period of time after the end of each calendar year, the Trustee shall furnish to each Person who at any time during the calendar year was a Holder of a Regular Certificate a statement containing the information set forth in subclauses (i) and (ii) above, aggregated for such calendar year or applicable portion thereof during which such person was a Certificateholder. Such obligation of the Trustee shall be deemed to have been satisfied to the extent that substantially comparable information shall be provided by the Trustee pursuant to any requirements of the Code as from time to time are in force.

Within a reasonable period of time after the end of each calendar year, the Trustee shall furnish to each Person who at any time during the calendar year was a Holder of a Residual Certificate a statement setting forth the amount, if any, actually distributed with respect to the Residual Certificates, as appropriate, aggregated for such calendar year or applicable portion thereof during which such Person was a Certificateholder.

The Trustee shall, upon request, furnish to each Certificateholder, during the term of this Agreement, such periodic, special, or other reports or information, whether or not provided for herein, as shall be reasonable with respect to the Certificateholder, or otherwise with respect to the purposes of this Agreement, all such reports or information to be provided at the expense of the Certificateholder in accordance with such reasonable and explicit instructions and directions as the Certificateholder may provide. For purposes of this Section 4.02, the Trustee’s duties are limited to the extent that the Trustee receives timely reports as required from the Servicer.

On each Distribution Date the Trustee shall provide Bloomberg Financial Markets, L. P. (“Bloomberg”) CUSIP level factors for each class of Certificates as of such Distribution Date, using a format and media mutually acceptable to the Trustee and Bloomberg.

 

SECTION 4.03.

Remittance Reports; P&I Advances.

(a)          No later than the second Business Day following each Determination Date, the Servicer shall deliver to the Trustee by telecopy (or by such other means as the Servicer and the Trustee may agree from time to time) a Remittance Report. On the same date, the Servicer shall electronically transmit (in a format acceptable to the Trustee), a data file containing the information set forth in such Remittance Report with respect to the related Distribution Date or if electronic transmission is not available, the Servicer shall forward to the Trustee by overnight mail a computer readable magnetic tape. Such Remittance Report will include (i) the amount of P&I Advances to be made by the Servicer in respect of the related Distribution Date, the aggregate amount of P&I Advances outstanding after giving effect to such P&I Advances, and the aggregate amount of Nonrecoverable P&I Advances in respect of such Distribution Date and (ii) such other information with respect to the Mortgage Loans as the Trustee may reasonably require to perform the calculations necessary to make the distributions

 



contemplated by Section 3.13 and Section 4.01 and to prepare the statements to Certificateholders contemplated by Section 4.02. The Trustee shall not be responsible to recompute, recalculate or verify any information provided to it by the Servicer.

(b)          The amount of P&I Advances to be made by the Servicer for any Distribution Date shall equal, subject to Section 4.03(d), the sum of, (i) the aggregate amount of Monthly Payments (with each interest portion thereof net of the related Servicing Fee), due on the related Due Date in respect of the Mortgage Loans, which Monthly Payments were delinquent as of the close of business on the related Determination Date and (ii) with respect to each REO Property, which REO Property was acquired during or prior to the related Prepayment Period and as to which REO Property an REO Disposition did not occur during the related Prepayment Period, an amount equal to the excess, if any, of the REO Imputed Interest on such REO Property for the most recently ended calendar month, over the net income from such REO Property transferred to the Distribution Account pursuant to Section 3.23 for distribution on such Distribution Date; provided, however, that the Servicer shall not be required to make P&I Advances with respect to Relief Act Interest Shortfalls or Prepayment Interest Shortfalls in excess of their respective obligations under Section 3.24.

On the Servicer Remittance Date, the Servicer shall remit in immediately available funds to the Trustee for deposit in the Distribution Account an amount equal to the aggregate amount of P&I Advances, if any, to be made in respect of the Mortgage Loans and REO Properties for the related Distribution Date either (i) from its own funds or (ii) from the Collection Account, to the extent of funds held therein for future distribution (in which case it will cause to be made an appropriate entry in the records of the Collection Account that amounts held for future distribution have been, as permitted by this Section 4.03, used by the Servicer in discharge of any such P&I Advance) or (iii) in the form of any combination of (i) and (ii) aggregating the total amount of P&I Advances to be made by the Servicer with respect to the Mortgage Loans and REO Properties. Any amounts held for future distribution and so used shall be appropriately reflected in the Servicer’s records and replaced by the Servicer by deposit in the Collection Account on or before any future Servicer Remittance Date to the extent that the Available Distribution Amount for the related Distribution Date (determined without regard to P&I Advances to be made on the Servicer Remittance Date) shall be less than the total amount that would be distributed to the Classes of Certificateholders pursuant to Section 4.01 on such Distribution Date if such amounts held for future distributions had not been so used to make P&I Advances. The Trustee will provide notice to the Servicer by telecopy by the close of business on the Business Day prior to the Distribution Date (so long as the Trustee receives the required remittance from the Servicer) in the event that the amount remitted by the Servicer to the Trustee on such date is less than the amount required to be remitted by the Servicer as set forth in the Remittance Report for the related Distribution Date.

(c)          The obligation of the Servicer to make such P&I Advances is mandatory, notwithstanding any other provision of this Agreement but subject to (d) below, and, with respect to any Mortgage Loan or REO Property, shall continue until a Final Recovery Determination in connection therewith or the removal thereof from the Trust Fund pursuant to any applicable provision of this Agreement, except as otherwise provided in this Section.

 



 

(d)          Notwithstanding anything herein to the contrary, no P&I Advance or Servicing Advance shall be required to be made hereunder by the Servicer if such P&I Advance or Servicing Advance would, if made, constitute a Nonrecoverable P&I Advance or Nonrecoverable Servicing Advance, respectively. The determination by the Servicer that it has made a Nonrecoverable P&I Advance or a Nonrecoverable Servicing Advance or that any proposed P&I Advance or Servicing Advance, if made, would constitute a Nonrecoverable P&I Advance or Nonrecoverable Servicing Advance, respectively, shall be evidenced by an Officers’ Certificate of the Servicer delivered to the Depositor and the Trustee.

 

SECTION 4.04.

Allocation of Realized Losses.

(a)          Prior to each Determination Date, the Servicer shall determine as to each Mortgage Loan and REO Property: (i) the total amount of Realized Losses, if any, incurred in connection with any Final Recovery Determinations made during the related Prepayment Period; (ii) whether and the extent to which such Realized Losses constituted Bankruptcy Losses; and (iii) the respective portions of such Realized Losses allocable to interest and allocable to principal. Prior to each Determination Date, the Servicer shall also determine as to each Mortgage Loan: (i) the total amount of Realized Losses, if any, incurred in connection with any Deficient Valuations made during the related Prepayment Period; and (ii) the total amount of Realized Losses, if any, incurred in connection with Debt Service Reductions in respect of Monthly Payments due during the related Due Period. The information described in the two preceding sentences that is to be supplied by the Servicer shall be evidenced by an Officers’ Certificate delivered to the Trustee by the Servicer prior to the Determination Date immediately following the end of (i) in the case of Bankruptcy Losses allocable to interest, the Due Period during which any such Realized Loss was incurred, and (ii) in the case of all other Realized Losses, the Prepayment Period during which any such Realized Loss was incurred.

(b)          All Realized Losses on the Mortgage Loans shall be allocated by the Trustee on each Distribution Date as follows: first, to Net Monthly Excess Cashflow, second, to interest accrued on the Class CE-1 Certificates, third, to the Class CE-1 Certificates, until the Certificate Principal Balance of the Class CE-1 Certificates has been reduced to zero, fourth, to the Class CE-2 Certificates, until the Certificate Principal Balance of the Class CE-2 Certificates has been reduced to zero, fifth, to the Class M-10 Certificates until the Certificate Principal Balance of the Class M-10 Certificates has been reduced to zero, sixth, to the Class M-9 Certificates until the Certificate Principal Balance of the Class M-9 Certificates has been reduced to zero, seventh, to the Class M-8 Certificates until the Certificate Principal Balance of the Class M-8 Certificates has been reduced to zero, eighth, to the Class M-7 Certificates until the Certificate Principal Balance of the Class M-7 Certificates has been reduced to zero, ninth, to the Class M-6 Certificates until the Certificate Principal Balance of the Class M-6 Certificates has been reduced to zero, tenth, to the Class M-5 Certificates until the Certificate Principal Balance of the Class M-5 Certificates has been reduced to zero, eleventh, to the Class M-4 Certificates, until the Certificate Principal Balance of the Class M-4 Certificates has been reduced to zero, twelfth, to the Class M-3 Certificates, until the Certificate Principal Balance of the Class M-3 Certificates has been reduced to zero, thirteenth, to the Class M-2 Certificates, until the Certificate Principal Balance of the Class M-2 Certificates has been reduced to zero and thirteenth, to the Class M-1 Certificates, until the Certificate Principal Balance of the Class M-1 Certificates has been reduced to zero.

 



 

All Realized Losses to be allocated to the Certificate Principal Balances of all Classes on any Distribution Date shall be so allocated after the actual distributions to be made on such date as provided above. All references above to the Certificate Principal Balance of any Class of Certificates shall be to the Certificate Principal Balance of such Class immediately prior to the relevant Distribution Date, before reduction thereof by any Realized Losses, in each case to be allocated to such Class of Certificates, on such Distribution Date.

Any allocation of Realized Losses to a Mezzanine Certificate on any Distribution Date shall be made by reducing the Certificate Principal Balance thereof by the amount so allocated and any allocation of Realized Losses to a Class CE-1 Certificate or Class CE-2 Certificate shall be made by reducing the amount otherwise payable in respect thereof pursuant to Section 4.01(a)(4)(vii). No allocations of any Realized Losses shall be made to the Certificate Principal Balances of the Class A Certificates or the Class P Certificates.

As used herein, an allocation of a Realized Loss on a “pro rata basis” among two or more specified Classes of Certificates means an allocation on a pro rata basis, among the various Classes so specified, to each such Class of Certificates on the basis of their then outstanding Certificate Principal Balances prior to giving effect to distributions to be made on such Distribution Date. All Realized Losses and all other losses allocated to a Class of Certificates hereunder will be allocated among the Certificates of such Class in proportion to the Percentage Interests evidenced thereby.

(i)           All Realized Losses on the Group I Mortgage Loans shall be allocated on each Distribution Date first, to REMIC I Regular Interest I until the Uncertificated Balance of such REMIC I Regular Interest has been reduced to zero and second, to REMIC I Regular Interest I-1-A through REMIC I Regular Interest I-48-B, starting with the lowest numerical denomination until such REMIC I Regular Interest has been reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC I Regular Interests. All Realized Losses on the Group II Mortgage Loans shall be allocated on each Distribution Date first, to REMIC I Regular Interest II until the Uncertificated Balance of such REMIC I Regular Interest has been reduced to zero and second, to REMIC I Regular Interest II-1-A through REMIC I Regular Interest II-48-B, starting with the lowest numerical denomination until such REMIC I Regular Interest has been reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC I Regular Interests.

(ii) (a) The REMIC II Marker Allocation Percentage of all Realized Losses on the Mortgage Loans shall be allocated by the Trustee on each Distribution Date to the following REMIC II Regular Interests in the specified percentages, as follows: first, to Uncertificated Interest payable to the REMIC II Regular Interest II-LTAA and REMIC II Regular Interest II-LTZZ up to an aggregate amount equal to the REMIC II Interest Loss Allocation Amount, 98% and 2%, respectively; second, to the Uncertificated Balances of the REMIC II Regular Interest II-LTAA and REMIC II Regular Interest II-LTZZ up to an aggregate amount equal to the REMIC II Principal Loss Allocation Amount, 98% and 2%, respectively; third, to the Uncertificated Balances of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-

 



LTM10 and REMIC II Regular Interest II-LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest II-LTM10 has been reduced to zero; fourth, to the Uncertificated Balances of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTM9 and REMIC II Regular Interest II-LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest II-LTM9 has been reduced to zero; fifht, to the Uncertificated Balances of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTM8 and REMIC II Regular Interest II-LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest II-LTM8 has been reduced to zero; sixth, to the Uncertificated Balances of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTM7 and REMIC II Regular Interest II-LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest II-LTM7 has been reduced to zero; seventh, to the Uncertificated Balances of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTM6 and REMIC II Regular Interest II-LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest II-LTM6 has been reduced to zero; eighth, to the Uncertificated Balances of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTM5 and REMIC II Regular Interest II-LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest II-LTM5 has been reduced to zero; ninth, to the Uncertificated Balances of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTM4 and REMIC II Regular Interest II-LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest II-LTM4 has been reduced to zero; tenth, to the Uncertificated Balances of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTM3 and REMIC II Regular Interest II-LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest II-LTM3 has been reduced to zero; eleventh, to the Uncertificated Balances of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTM2 and REMIC II Regular Interest II-LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest II-LTM2 has been reduced to zero; and twelfth, to the Uncertificated Balances of REMIC II Regular Interest II-LTAA, REMIC II Regular Interest II-LTM1 and REMIC II Regular Interest II-LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest II-LTM1 has been reduced to zero.

(b) The REMIC II Sub WAC Allocation Percentage of all Realized Losses shall be applied after all distributions have been made on each Distribution Date first, so as to keep the Uncertificated Balance of each REMIC II Regular Interest ending with the designation “GRP” equal to 0.01% of the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group; second, to each REMIC II Regular Interest ending with the designation “SUB,” so that the Uncertificated Balance of each such REMIC II Regular Interest is equal to 0.01% of the excess of (x) the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group over (y) the current Certificate Principal Balance of the Class A Certificate in the related Loan Group (except that if any such excess is a larger number than in the preceding distribution period, the least amount of Realized Losses shall be applied to such REMIC II Regular Interests such that the REMIC II Subordinated Balance Ratio is maintained); and third, any remaining Realized Losses shall be allocated to REMIC II Regular Interest II-LTXX.

 



 

 

SECTION 4.05.

Compliance with Withholding Requirements.

Notwithstanding any other provision of this Agreement, the Trustee shall comply with all federal withholding requirements respecting payments to Certificateholders of interest or original issue discount that the Trustee reasonably believes are applicable under the Code. The consent of Certificateholders shall not be required for such withholding. In the event the Trustee does withhold any amount from interest or original issue discount payments or advances thereof to any Certificateholder pursuant to federal withholding requirements, the Trustee shall indicate the amount withheld to such Certificateholders.

 

SECTION 4.06.

Exchange Commission; Additional Information.

(a)          The Trustee shall reasonably cooperate with the Depositor in connection with the Trust’s satisfying the reporting requirements under the Securities Exchange Act of 1934, as amended (the “Exchange Act”). The Trustee shall prepare on behalf of the Trust any Forms 8-K and 10-K customary for similar securities as required by the Exchange Act and the Rules and Regulations of the Securities and Exchange Commission thereunder, and the Depositor shall sign (or shall cause another entity acceptable to the Securities and Exchange Commission to sign) and the Trustee shall file (via the Securities and Exchange Commission’s Electronic Data Gathering and Retrieval System) such forms on behalf of the Depositor (or such other entity). The Depositor hereby grants to the Trustee a limited power of attorney to execute any Form 8-K and file each such document on behalf of the Depositor. Such power of attorney shall continue until the earlier of (i) receipt by the Trustee from the Depositor of written termination of such power of attorney and (ii) the termination of the Trust. Notwithstanding anything herein to the contrary, the Depositor, and not the Trustee, shall be responsible for executing each Form 10-K filed on behalf of the Trust.

(b)          Each Form 8-K shall be filed by the Trustee within 15 days after each Distribution Date, with a copy of the statement to the Certificateholders for such Distribution Date as an exhibit thereto. Prior to March 30th of each year (or such earlier date as may be required by the Exchange Act and the Rules and Regulations of the Securities and Exchange Commission), the Trustee shall file a Form 10-K, in substance as required by applicable law or applicable Securities and Exchange Commission staff’s interpretations. Such Form 10-K shall include as exhibits the Servicer’s annual statement of compliance described under Section 3.20 and the accountant’s report described under Section 3.21, in each case to the extent they have been timely delivered to the Trustee. If they are not so timely delivered, the Trustee shall file an amended Form 10-K including such documents as exhibits reasonably promptly after they are delivered to the Trustee. The Trustee shall have no liability with respect to any failure to properly prepare or file such periodic reports resulting from or relating to the Trustee’s inability or failure to obtain any information not resulting from its own negligence or willful misconduct. The Form 10-K shall also include a certification in the form attached hereto as Exhibit J-1 (the “Certification”), which shall be signed by the senior officer of the Depositor in charge of securitization.

(c)          In addition, (i) the Trustee shall sign a certification (in the form attached hereto as Exhibit J-2) for the benefit of the Depositor and its officers, directors and Affiliates regarding certain aspects of the Certification (provided, however, that the Trustee shall not

 



undertake an analysis of the accountant’s report attached as an exhibit to the Form 10-K) and (ii) the Servicer shall sign a certification (in the form attached hereto as Exhibit J-3) for the benefit of the Depositor, the Trustee and their officers, directors and Affiliates regarding certain aspects of the Certification (the “Servicer Certification”). The Servicer Certification shall be delivered to the Depositor and the Trustee no later than March 15th or if such day is not a Business Day, the preceding Business Day, each year (subject to Section 4.06(e) hereof). The Trustee’s certification shall be delivered to the Depositor by no later than March 19th of each year (or if such day is not a Business Day, the immediately preceding Business Day) and the Depositor shall deliver the Certification to the Trustee for filing no later than March 20th of each year (or if such day is not a Business Day, the immediately preceding Business Day).

In addition, (a) the Trustee shall indemnify and hold harmless the Depositor and its officers, directors and Affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon a breach of the Trustee’s obligations under this Section 4.06(c) or the Trustee’s negligence, bad faith or willful misconduct in connection therewith and (b) the Servicer shall indemnify and hold harmless the Depositor, the Trustee and their respective officers, directors and Affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon a breach of the Servicer’s obligations under this Section 4.06(c), any material misstatement or omission contained in the Servicer’s Certification or any information correctly derived by the Trustee and included in a Form 8-K or Form 10-K from information provided to the Trustee by the Servicer under this Agreement. The Depositor shall indemnify and hold harmless the Trustee and its officers, directors and Affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon a breach of the Depositor’s obligations under this Section 4.06 or the Depositor’s negligence, bad faith or willful misconduct in connection therewith. If the indemnification provided for herein is unavailable or insufficient to hold harmless the Depositor or the Trustee, as applicable, then (i) the Trustee agrees that it shall contribute to the amount paid or payable by the Depositor as a result of the losses, claims, damages or liabilities of the Depositor in such proportion as is appropriate to reflect the relative fault and the relative benefit of the Depositor on the one hand and the Trustee on the other and (ii) the Servicer agrees that it shall contribute to the amount paid or payable by the Depositor or the Trustee, as applicable, as a result of the losses, claims, damages or liabilities of the Depositor or the Trustee, as applicable, in such proportion as is appropriate to reflect the relative fault of the Depositor or the Trustee, as applicable, on the one hand and the Servicer on the other.

(d)          Upon any filing with the Securities and Exchange Commission, the Trustee shall promptly deliver to the Depositor a copy of any executed report, statement or information.

(e)          Prior to January 30 of the first year in which the Trustee is able to do so under applicable law, the Trustee shall file a Form 15 Suspension Notification with respect to the Trust.

 



 

(f)          To the extent that, following the Closing Date, the Depositor certifies that reports and certifications differing from those required under this Section 4.06 comply with the reporting requirements under the Exchange Act, the Trustee hereby agrees that it will reasonably cooperate to amend the provisions of this Section 4.06 (in accordance with Section 11.01) in order to comply with such amended reporting requirements and such amendment of this Section 4.06. Any such amendment may result in the reduction of the reports filed by the Depositor under the Exchange Act. Notwithstanding the foregoing, the Trustee shall not be obligated to enter into any amendment pursuant to this Section that adversely affects its obligations and immunities under this Agreement.

 

SECTION 4.07.

Swap Account.

(a)          On the Closing Date, there is hereby established a separate trust (the “Supplemental Interest Trust”), into which the Depositor shall deposit: (i) the Interest Rate Swap Agreement and (ii) the Swap Administration Agreement. The Supplemental Interest Trust shall be maintained by the Supplemental Interest Trust Trustee, who initially, shall be the Trustee. No later than the Closing Date, the Supplemental Interest Trust Trustee shall establish and maintain, a separate, segregated trust account to be held in the Supplemental Interest Trust titled, “Deutsche Bank National Trust Company, as Supplemental Interest Trust Trustee, in trust for the registered holders of New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Pass-Through Certificates—Swap Account.” Such account shall be an Eligible Account and funds on deposit therein shall be held separate and apart from, and shall not be commingled with, any other moneys, including, without limitation, other moneys of the Trustee held pursuant to this Agreement. Amounts therein shall be held uninvested.

(b)          On each Distribution Date, prior to any distribution to any Certificate, the Supplemental Interest Trust Trustee shall deposit into the Swap Account: (i) the amount of any Net Swap Payment or Swap Termination Payment (other than any Swap Termination Payment resulting from a Swap Provider Trigger Event) owed to the Swap Provider (after taking into account any upfront payment received from the counterparty to a replacement interest rate swap agreement) from funds collected and received with respect to the Mortgage Loans prior to the determination of Available Distribution Amounts and (ii) amounts received by the Supplemental Interest Trust Trustee from the Swap Administrator, for distribution in accordance with subsection (d) below, pursuant to the Swap Administration Agreement, dated as of the Closing Date (the “Swap Administration Agreement”), among Deutsche Bank National Trust Company, in its capacity as Supplemental Interest Trust Trustee, Deutsche Bank National Trust Company, in its capacity as Swap Administrator, Deutsche Bank National Trust Company, in its capacity as Indenture Trustee and the Seller. For federal income tax purposes, any amounts paid to the Swap Provider on each Distribution Date shall first be deemed paid to the Swap Provider in respect of REMIC VI Regular Interest Swap-IO to the extent of the amount distributable on REMIC VI Regular Interest Swap-IO on such Distribution Date, and any remaining amount shall be deemed paid to the Swap Provider in respect of a Class IO Distribution Amount (as defined below). Any Swap Termination Payment triggered by a Swap Provider Trigger Event owed to the Swap Provider pursuant to the Swap Agreement will be subordinated to distributions to the Holders of the Offered Certificates and shall be paid as set forth under Section 4.01(a)(4)(vi).

 



 

(c)          For federal income tax purposes, the Swap Account shall be owned by the majority Holder of the Class CE-1 Certificates.

(d)        To the extent that the Supplemental Interest Trust is determined to be a separate legal entity from the Supplemental Interest Trust Trustee, any obligation of the Supplemental Interest Trust Trustee under the Interest Rate Swap Agreement shall be deemed to be an obligation of the Supplemental Interest Trust.

(e)          The Trustee shall treat the Holders of Certificates (other than the Class P, Class CE and Residual Certificates) as having entered into a notional principal contract with respect to the Holders of the Class CE-1 Certificates. Pursuant to each such notional principal contract, all Holders of Certificates (other than the Class P, Class CE and Residual Certificates) shall be treated as having agreed to pay, on each Distribution Date, to the Holder of the Class CE-1 Certificates an aggregate amount equal to the excess, if any, of (i) the amount payable on such Distribution Date on the REMIC III Regular Interest corresponding to such Class of Certificates over (ii) the amount payable on such Class of Certificates on such Distribution Date (such excess, a “Class IO Distribution Amount”). A Class IO Distribution Amount payable from interest collections shall be allocated pro rata among such Certificates based on the excess of (a) the amount of interest otherwise payable to such Certificates over (ii) the amount of interest payable to such Certificates at a per annum rate equal to the Net WAC Pass-Through Rate, and a Class IO Distribution Amount payable from principal collections shall be allocated to the most subordinate Class of Certificates with an outstanding principal balance to the extent of such balance. In addition, pursuant to such notional principal contract, the Holder of the Class CE-1 Certificates shall be treated as having agreed to pay Net WAC Rate Carryover Amounts to the Holders of the Certificates (other than the Class CE, Class P and Class R Certificates) in accordance with the terms of this Agreement. Any payments to the Certificates from amounts deemed received in respect of this notional principal contract shall not be payments with respect to a Regular Interest in a REMIC within the meaning of Code Section 860G(a)(1). However, any payment from the Certificates (other than the Class CE, Class P and Residual Certificates) of a Class IO Distribution Amount shall be treated for tax purposes as having been received by the Holders of such Certificates in respect of their interests in REMIC III and as having been paid by such Holders to the Swap Administrator pursuant to the notional principal contract. Thus, each Certificate (other than the Class P and Residual Certificates) shall be treated as representing not only ownership of Regular Interests in REMIC III, but also ownership of an interest in, and obligations with respect to, a notional principal contract.

 

SECTION 4.08.

Tax Treatment of Swap Payments and Swap Termination Payments.

For federal income tax purposes, each holder of an Offered Certificate is deemed to own an undivided beneficial ownership interest in a REMIC regular interest and the right to receive payments from either the Net WAC Rate Carryover Reserve Account or the Swap Account in respect of the Net WAC Rate Carryover Amount or the obligation to make payments to the Swap Account. For federal income tax purposes, the Trustee will account for payments to each Offered Certificate as follows: each Offered Certificate will be treated as receiving their entire payment from REMIC III (regardless of any Swap Termination Payment or obligation under the Interest Rate Swap Agreement) and subsequently paying their portion of any Swap

 

 

Termination Payment in respect of each such Class’ obligation under the Interest Rate Swap Agreement. In the event that any such Class is resecuritized in a REMIC, the obligation under the Interest Rate Swap Agreement to pay any such Swap Termination Payment, will be made by one or more of the REMIC Regular Interests issued by the resecuritization REMIC subsequent to such REMIC Regular Interest receiving its full payment from any such Offered Certificate. Resecuritization of any Offered Certificate in a REMIC will be permissible only if the Trustee hereunder is the trustee in such resecuritization.

The REMIC regular interest corresponding to an Offered Certificate will be entitled to receive interest and principal payments at the times and in the amounts equal to those made on the certificate to which it corresponds, except that (i) the maximum interest rate of that REMIC regular interest will equal the Net WAC Pass-Through Rate computed for this purpose by limiting the Notional Amount of the Interest Rate Swap Agreement to the aggregate Stated Principal Balance of the Mortgage Loans and (ii) any Swap Termination Payment will be treated as being payable solely from Net Monthly Excess Cashflow. As a result of the foregoing, the amount of distributions and taxable income on the REMIC regular interest corresponding to an Offered Certificate may exceed the actual amount of distributions on the Offered Certificate.

 



 

ARTICLE V

 

THE CERTIFICATES

 

SECTION 5.01.

The Certificates.

(a)          The Certificates in the aggregate will represent the entire beneficial ownership interest in the Mortgage Loans and all other assets included in the Trust Fund.

The Certificates will be substantially in the forms annexed hereto as Exhibits A-1 through A-20. The Certificates of each Class will be issuable in registered form only, in denominations of authorized Percentage Interests as described in the definition thereof. Each Certificate will share ratably in all rights of the related Class.

Upon original issue, the Certificates shall be executed, authenticated and delivered by the Trustee upon the written order of the Depositor. The Certificates shall be executed by manual or facsimile signature on behalf of the Trustee by an authorized signatory. Certificates bearing the manual or facsimile signatures of individuals who were at any time the proper officers of the Trustee shall bind the Trustee notwithstanding that such individuals or any of them have ceased to hold such offices prior to the authentication and delivery of such Certificates or did not hold such offices at the date of such Certificates. No Certificate shall be entitled to any benefit under this Agreement or be valid for any purpose, unless there appears on such Certificate a certificate of authentication substantially in the form provided herein executed by the Trustee by manual signature, and such certificate of authentication shall be conclusive evidence, and the only evidence, that such Certificate has been duly authenticated and delivered hereunder. All Certificates shall be dated the date of their authentication.

(b)          The Offered Certificates shall initially be issued as one or more Certificates held by the Book-Entry Custodian or, if appointed to hold such Certificates as provided below, the Depository and registered in the name of the Depository or its nominee and, except as provided below, registration of such Certificates may not be transferred by the Trustee except to another Depository that agrees to hold such Certificates for the respective Certificate Owners with Ownership Interests therein. The Certificate Owners shall hold their respective Ownership Interests in and to such Certificates through the book-entry facilities of the Depository and, except as provided below, shall not be entitled to definitive, fully registered Certificates (“Definitive Certificates”) in respect of such Ownership Interests. All transfers by Certificate Owners of their respective Ownership Interests in the Book-Entry Certificates shall be made in accordance with the procedures established by the Depository Participant or brokerage firm representing such Certificate Owner. Each Depository Participant shall only transfer the Ownership Interests in the Book-Entry Certificates of Certificate Owners it represents or of brokerage firms for which it acts as agent in accordance with the Depository’s normal procedures. The Trustee is hereby initially appointed as the Book-Entry Custodian and hereby agrees to act as such in accordance herewith and in accordance with the agreement that it has with the Depository authorizing it to act as such. The Book-Entry Custodian may, and, if it is no longer qualified to act as such, the Book-Entry Custodian shall, appoint, by a written instrument delivered to the Depositor, the Servicer and, if the Trustee is not the Book-Entry Custodian, the Trustee, any other transfer agent (including the Depository or any successor Depository) to act as

 



Book-Entry Custodian under such conditions as the predecessor Book-Entry Custodian and the Depository or any successor Depository may prescribe, provided that the predecessor Book-Entry Custodian shall not be relieved of any of its duties or responsibilities by reason of any such appointment of other than the Depository. If the Trustee resigns or is removed in accordance with the terms hereof, the Trustee, the successor Trustee or, if it so elects, the Depository shall immediately succeed to its predecessor’s duties as Book-Entry Custodian. The Depositor shall have the right to inspect, and to obtain copies of, any Certificates held as Book-Entry Certificates by the Book-Entry Custodian.

The Trustee, the Servicer and the Depositor may for all purposes (including the making of payments due on the Book-Entry Certificates) deal with the Depository as the authorized representative of the Certificate Owners with respect to the Book-Entry Certificates for the purposes of exercising the rights of Certificateholders hereunder. The rights of Certificate Owners with respect to the Book-Entry Certificates shall be limited to those established by law and agreements between such Certificate Owners and the Depository Participants and brokerage firms representing such Certificate Owners. Multiple requests and directions from, and votes of, the Depository as Holder of the Book-Entry Certificates with respect to any particular matter shall not be deemed inconsistent if they are made with respect to different Certificate Owners. The Trustee may establish a reasonable record date in connection with solicitations of consents from or voting by Certificateholders and shall give notice to the Depository of such record date.

If (i)(A) the Depository or the Depositor advises the Trustee in writing that the Depository is no longer willing, qualified or able to properly discharge its responsibilities as Depository, and (B) the Depositor is unable to locate a qualified successor or (ii) after the occurrence of a Servicer Event of Default, Certificate Owners representing in the aggregate not less than 51% of the Ownership Interests of the Book-Entry Certificates advise the Trustee through the Depository, in writing, that the continuation of a book-entry system through the Depository is no longer in the best interests of the Certificate Owners, the Trustee shall notify all Certificate Owners, through the Depository, of the occurrence of any such event and of the availability of Definitive Certificates to Certificate Owners requesting the same. Upon surrender to the Trustee of the Book-Entry Certificates by the Book-Entry Custodian or the Depository, as applicable, accompanied by registration instructions from the Depository for registration of transfer, the Trustee shall cause the Definitive Certificates to be issued. Such Definitive Certificates will be issued in minimum denominations of $25,000, except that any beneficial ownership that was represented by a Book-Entry Certificate in an amount less than $25,000 immediately prior to the issuance of a Definitive Certificate shall be issued in a minimum denomination equal to the amount represented by such Book-Entry Certificate. None of the Depositor, the Servicer or the Trustee shall be liable for any delay in the delivery of such instructions and may conclusively rely on, and shall be protected in relying on, such instructions. Upon the issuance of Definitive Certificates, all references herein to obligations imposed upon or to be performed by the Depository shall be deemed to be imposed upon and performed by the Trustee, to the extent applicable with respect to such Definitive Certificates, and the Trustee shall recognize the Holders of the Definitive Certificates as Certificateholders hereunder.

 



 

 

SECTION 5.02.

Registration of Transfer and Exchange of Certificates.

(a)          The Trustee shall cause to be kept at one of the offices or agencies to be appointed by the Trustee in accordance with the provisions of Section 8.11, a Certificate Register for the Certificates in which, subject to such reasonable regulations as it may prescribe, the Trustee shall provide for the registration of Certificates and of transfers and exchanges of Certificates as herein provided.

(b)          No transfer of any Class CE Certificate, Class P Certificate or Residual Certificate (the “Private Certificates”) shall be made unless that transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of a Private Certificate is to be made without registration or qualification (other than in connection with (i) the initial transfer of any such Certificate by the Depositor to an Affiliate of the Depositor, (ii) the transfer of any such Class CE, Class P or Residual Certificate to the issuer under the Indenture or the indenture trustee under the Indenture or (iii) a transfer of any such Certificate from the issuer under the Indenture or the indenture trustee under the Indenture to the Depositor or an Affiliate of the Depositor), the Trustee shall require receipt of: (i) if such transfer is purportedly being made in reliance upon Rule 144A under the 1933 Act, written certifications from the Certificateholder desiring to effect the transfer and from such Certificateholder’s prospective transferee, substantially in the forms attached hereto as Exhibit F-1; and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration (which Opinion of Counsel shall not be an expense of the Trust Fund or of the Depositor, the Trustee, the Servicer in its capacity as such or any Sub-Servicer), together with copies of the written certification(s) of the Certificateholder desiring to effect the transfer and/or such Certificateholder’s prospective transferee upon which such Opinion of Counsel is based, if any. Neither the Depositor nor the Trustee is obligated to register or qualify any such Certificates under the 1933 Act or any other securities laws or to take any action not otherwise required under this Agreement to permit the transfer of such Certificates without registration or qualification. Any Certificateholder desiring to effect the transfer of any such Certificate shall, and does hereby agree to, indemnify the Trustee, the Depositor and the Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.

Notwithstanding the foregoing, in the event of any such transfer of any Ownership Interest in any Private Certificate that is a Book-Entry Certificate, except with respect to the initial transfer of any such Ownership Interest by the Depositor, such transfer shall be required to be made in reliance upon Rule 144A under the 1933 Act, and the transferor will be deemed to have made each of the transferor representations and warranties set forth Exhibit F-1 hereto in respect of such interest as if it was evidenced by a Definitive Certificate and the transferee will be deemed to have made each of the transferee representations and warranties set forth Exhibit F-1 hereto in respect of such interest as if it was evidenced by a Definitive Certificate. The Certificate Owner of any such Ownership Interest in any such Book-Entry Certificate desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.

 



 

(c)          No transfer of a Class CE Certificate, Class P Certificate or Residual Certificate or any interest therein shall be made to any Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any Person acquiring such Certificates with “Plan Assets” of a Plan within the meaning of the Department of Labor regulation promulgated at 29 C. F. R. § 2510.3-101 (“Plan Assets”), as certified by such transferee in the form of Exhibit G, unless the Trustee is provided with an Opinion of Counsel addressed to the Trustee, for the benefit of the Trustee, the Servicer and the Depositor and on which they may rely, which establishes to the satisfaction of the Trustee that the purchase of such Certificates is permissible under ERISA and the Code, will not constitute or result in any non-exempt prohibited transaction under ERISA or Section 4975 of the Code and will not subject the Depositor, the Servicer, the Trustee or the Trust Fund to any obligation or liability (including obligations or liabilities under ERISA or Section 4975 of the Code) in addition to those undertaken in this Agreement, which Opinion of Counsel shall not be an expense of the Depositor, the Servicer, the Trustee or the Trust Fund. Neither an Opinion of Counsel nor any certification will be required in connection with the (i) the initial transfer of any such Certificate by the Depositor to an Affiliate of the Depositor, (ii) the transfer of any such Class CE, Class P or Residual Certificate to the issuer under the Indenture or the indenture trustee under the Indenture or (iii) a transfer of any such Certificate from the issuer under the Indenture or the indenture trustee under the Indenture to the Depositor or an Affiliate of the Depositor (in which case, the Transferee thereof shall have deemed to have represented that it is not a Plan or a Person investing Plan Assets) and the Trustee shall be entitled to conclusively rely upon a representation (which, upon the request of the Trustee, shall be a written representation) from the Transferor of the status of such transferee as an affiliate of the Depositor.

Prior to the termination of the Supplemental Interest Trust, no Transfer of an Offered Certificate shall be made unless either (i) the Trustee shall have received a representation from the transferee (in the form of Exhibit G) of such Certificate acceptable to and in form and substance satisfactory to the Trustee, to the effect that such transferee is not an employee benefit plan subject to Section 406 of ERISA or a plan subject to Section 4975 of the Code (either a “Plan”), or a Person acting on behalf of a Plan or using the assets a Plan, or (ii) the transferee is deemed to represent that the proposed transfer or holding of such Certificate is eligible for exemptive relief under an individual or class prohibited transaction exemption, including, but not limited to, Prohibited Transaction Exemption (“PTE”) 84-14, PTE 91-38, PTE 90-1, PTE 95-60 or PTE 96-23.

Subsequent to the termination of the Supplemental Interest Trust, each beneficial owner of a Mezzanine Certificate or any interest therein shall be deemed to have represented, by virtue of its acquisition or holding of that certificate or interest therein, that either (a) it is not a Plan or investing with “Plan Assets,” (b) it has acquired and is holding such Certificate in reliance on Prohibited Transaction Exemption (“PTE”) 90-59 at 55 Fed Reg. 36724, and amended on July 21, 1997 by PTE 97-34 at 62 Fed. Reg. 39021 and further amended on November 13, 2000 by PTE 2000-58 at 65 F.R. 67765 and further amended on August 22, 2002 by PTE 2002-41 at 67 Fed. Reg. 54487 (the “Exemption”), and that it understands that there are certain conditions to the availability of the Exemption including that such Certificate must be rated, at the time of purchase, not lower than “BBB-” (or its equivalent) by a Rating Agency or (c) the following conditions are satisfied: (i) such Transferee 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 PTE 95-60, and (3) the conditions in Sections I and III of PTE 95-60 have been satisfied.

If any Mezzanine Certificate or Private Certificate or any interest therein is acquired or held in violation of the provisions of the three preceding paragraphs, the next preceding permitted beneficial owner will be treated as the beneficial owner of that Certificate retroactive to the date of transfer to the purported beneficial owner. Any purported beneficial owner whose acquisition or holding of any such Certificate or interest therein was effected in violation of the provisions of the two preceding paragraphs shall indemnify and hold harmless the Depositor, the Servicer, the Trustee 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..

(d)          (i) Each Person who has or who acquires any Ownership Interest in a Residual Certificate shall be deemed by the acceptance or acquisition of such Ownership Interest to have agreed to be bound by the following provisions and to have irrevocably authorized the Trustee or its designee under clause (iii)(A) below to deliver payments to a Person other than such Person and to negotiate the terms of any mandatory sale under clause (iii)(B) below and to execute all instruments of Transfer and to do all other things necessary in connection with any such sale. The rights of each Person acquiring any Ownership Interest in a Residual Certificate are expressly subject to the following provisions:

(A)         Each Person holding or acquiring any Ownership Interest in a Residual Certificate shall be a Permitted Transferee and shall promptly notify the Trustee of any change or impending change in its status as a Permitted Transferee.

(B)         In connection with any proposed Transfer of any Ownership Interest in a Residual Certificate, the Trustee shall require delivery to it, and shall not register the Transfer of any Residual Certificate until its receipt of, an affidavit and agreement (a “Transfer Affidavit and Agreement,” in the form attached hereto as Exhibit F-2) from the proposed Transferee, in form and substance satisfactory to the Trustee, representing and warranting, among other things, that such Transferee is a Permitted Transferee, that it is not acquiring its Ownership Interest in the Residual Certificate that is the subject of the proposed Transfer as a nominee, trustee or agent for any Person that is not a Permitted Transferee, that for so long as it retains its Ownership Interest in a Residual Certificate, it will endeavor to remain a Permitted Transferee, and that it has reviewed the provisions of this Section 5.02(d) and agrees to be bound by them.

(C)         Notwithstanding the delivery of a Transfer Affidavit and Agreement by a proposed Transferee under clause (B) above, if a Responsible Officer of the Trustee who is assigned to this transaction has actual knowledge that the proposed Transferee is not a Permitted Transferee, no Transfer of an Ownership Interest in a Residual Certificate to such proposed Transferee shall be effected.

(D)         Each Person holding or acquiring any Ownership Interest in a Residual Certificate shall agree (x) to require a Transfer Affidavit and Agreement in the form attached hereto as Exhibit F-2 from any other Person to whom such

 



Person attempts to transfer its Ownership Interest in a Residual Certificate and (y) not to transfer its Ownership Interest unless it provides a Transferor Affidavit (in the form attached hereto as Exhibit F-2) to the Trustee stating that, among other things, it has no actual knowledge that such other Person is not a Permitted Transferee.

(E)         Each Person holding or acquiring an Ownership Interest in a Residual Certificate, by purchasing an Ownership Interest in such Certificate, agrees to give the Trustee written notice that it is a “pass-through interest holder” within the meaning of temporary Treasury regulation Section 1.67-3T(a)(2)(i)(A) immediately upon acquiring an Ownership Interest in a Residual Certificate, if it is, or is holding an Ownership Interest in a Residual Certificate on behalf of, a “pass-through interest holder.”

(ii)          The Trustee will register the Transfer of any Residual Certificate only if it shall have received the Transfer Affidavit and Agreement and all of such other documents as shall have been reasonably required by the Trustee as a condition to such registration. In addition, no Transfer of a Residual Certificate shall be made unless the Trustee shall have received a representation letter from the Transferee of such Certificate to the effect that such Transferee is a Permitted Transferee.

(iii)        (A)        If any purported Transferee shall become a Holder of a Residual Certificate in violation of the provisions of this Section 5.02(d), then the last preceding Permitted Transferee shall be restored, to the extent permitted by law, to all rights as holder thereof retroactive to the date of registration of such Transfer of such Residual Certificate. The Trustee shall be under no liability to any Person for any registration of Transfer of a Residual Certificate that is in fact not permitted by this Section 5.02(d) or for making any payments due on such Certificate to the holder thereof or for taking any other action with respect to such holder under the provisions of this Agreement.

(B)         If any purported Transferee shall become a holder of a Residual Certificate in violation of the restrictions in this Section 5.02(d) and to the extent that the retroactive restoration of the rights of the holder of such Residual Certificate as described in clause (iii)(A) above shall be invalid, illegal or unenforceable, then the Trustee shall have the right, but not the obligation, without notice to the holder or any prior holder of such Residual Certificate, to sell such Residual Certificate to a purchaser selected by the Trustee on such terms as the Trustee may choose. Such purported Transferee shall promptly endorse and deliver each Residual Certificate in accordance with the instructions of the Trustee. Such purchaser may be the Trustee itself or any Affiliate of the Trustee. The proceeds of such sale, net of the commissions (which may include commissions payable to the Trustee or its Affiliates), expenses and taxes due, if any, will be remitted by the Trustee to such purported Transferee. The terms and conditions of any sale under this clause (iii)(B) shall be determined in the sole discretion of the Trustee, and the Trustee shall not be liable to any Person having an Ownership Interest in a Residual Certificate as a result of its exercise of such discretion.

 



 

(iv)         The Trustee shall make available to the Internal Revenue Service and those Persons specified by the REMIC Provisions all information necessary to compute any tax imposed (A) as a result of the Transfer of an Ownership Interest in a Residual Certificate to any Person who is a Disqualified Organization, including the information described in Treasury regulations sections 1.860D-1(b)(5) and 1.860E-2(a)(5) with respect to the “excess inclusions” of such Residual Certificate and (B) as a result of any regulated investment company, real estate investment trust, common trust fund, partnership, trust, estate or organization described in Section 1381 of the Code that holds an Ownership Interest in a Residual Certificate having as among its record holders at any time any Person which is a Disqualified Organization. Reasonable compensation for providing such information may be accepted by the Trustee.

(v)          The provisions of this Section 5.02(d) set forth prior to this subsection (v) may be modified, added to or eliminated, provided that there shall have been delivered to the Trustee at the expense of the party seeking to modify, add to or eliminate any such provision the following:

(A)         written notification from each Rating Agency to the effect that the modification, addition to or elimination of such provisions will not cause such Rating Agency to downgrade its then-current ratings of any Class of Certificates; and

(B)         an Opinion of Counsel, in form and substance satisfactory to the Trustee, to the effect that such modification of, addition to or elimination of such provisions will not cause any Trust REMIC to cease to qualify as a REMIC and will not cause any Trust REMIC to be subject to an entity-level tax caused by the Transfer of any Residual Certificate to a Person that is not a Permitted Transferee or a Person other than the prospective transferee to be subject to a REMIC-tax caused by the Transfer of a Residual Certificate to a Person that is not a Permitted Transferee.

(e)          Subject to the preceding subsections, upon surrender for registration of transfer of any Certificate at any office or agency of the Trustee maintained for such purpose pursuant to Section 8.12, the Trustee shall execute, authenticate and deliver, in the name of the designated Transferee or Transferees, one or more new Certificates of the same Class of a like aggregate Percentage Interest.

(f)          At the option of the Holder thereof, any Certificate may be exchanged for other Certificates of the same Class with authorized denominations and a like aggregate Percentage Interest, upon surrender of such Certificate to be exchanged at any office or agency of the Trustee maintained for such purpose pursuant to Section 8.12. Whenever any Certificates are so surrendered for exchange, the Trustee shall execute, authenticate and deliver, the Certificates which the Certificateholder making the exchange is entitled to receive. Every Certificate presented or surrendered for transfer or exchange shall (if so required by the Trustee) be duly endorsed by, or be accompanied by a written instrument of transfer in the form satisfactory to the Trustee duly executed by, the Holder thereof or his attorney duly authorized in writing. In addition, (i) with respect to each Class R Certificate, the Holder thereof may

 



exchange, in the manner described above, such Class R Certificate for three separate Certificates, each representing such Holder’s respective Percentage Interest in the Class R-I Interest, the Class R-II Interest and the Class R-III Interest, respectively, in each case that was evidenced by the Class R Certificate being exchanged and (ii) with respect to each Class R-X Certificate, the Holder thereof may exchange, in the manner described above, such Class R-X Certificate for four separate Certificates, each representing such Holder’s respective Percentage Interest in the Class R-IV Interest, the Class R-V Interest, the Class R-VI Interest and the Class R-VII Interest, respectively, in each case that was evidenced by the Class R-X Certificate being exchanged.

(g)          No service charge to the Certificateholders shall be made for any transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

(h)          All Certificates surrendered for transfer and exchange shall be canceled and destroyed by the Trustee in accordance with its customary procedures.

 

SECTION 5.03.

Mutilated, Destroyed, Lost or Stolen Certificates.

If (i) any mutilated Certificate is surrendered to the Trustee, or the Trustee receives evidence to its satisfaction of the destruction, loss or theft of any Certificate, and (ii) there is delivered to the Trustee such security or indemnity as may be required by it to save it harmless, then, in the absence of actual knowledge by the Trustee that such Certificate has been acquired by a bona fide purchaser, the Trustee shall execute, authenticate and deliver, in exchange for or in lieu of any such mutilated, destroyed, lost or stolen Certificate, a new Certificate of the same Class and of like denomination and Percentage Interest. Upon the issuance of any new Certificate under this Section, the Trustee may require the payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in relation thereto and any other expenses (including the fees and expenses of the Trustee) connected therewith. Any replacement Certificate issued pursuant to this Section shall constitute complete and indefeasible evidence of ownership in the applicable REMIC created hereunder, as if originally issued, whether or not the lost, stolen or destroyed Certificate shall be found at any time.

 

SECTION 5.04.

Persons Deemed Owners.

The Depositor, the Servicer, the Trustee and any agent of any of them may treat the Person in whose name any Certificate is registered as the owner of such Certificate for the purpose of receiving distributions pursuant to Section 4.01 and for all other purposes whatsoever, and none of the Depositor, the Servicer, the Trustee or any agent of any of them shall be affected by notice to the contrary.

 

SECTION 5.05.

Certain Available Information.

On or prior to the date of the first sale of any Private Certificate to an Independent third party, the Depositor shall provide to the Trustee ten copies of any private placement memorandum or other disclosure document used by the Depositor in connection with the offer and sale of such Certificates. In addition, if any such private placement memorandum or disclosure document is revised, amended or supplemented at any time following the delivery

 



thereof to the Trustee, the Depositor promptly shall inform the Trustee of such event and shall deliver to the Trustee ten copies of the private placement memorandum or disclosure document, as revised, amended or supplemented. The Trustee shall maintain at its Corporate Trust Office and shall make available free of charge during normal business hours for review by any Holder of a Certificate, a Certificate Owner or any Person identified to the Trustee as a prospective transferee of a Certificate, originals or copies of the following items: (i) in the case of a Holder, a Certificate Owner or prospective transferee of a Private Certificate, the related private placement memorandum or other disclosure document relating to such Class of Certificates, in the form most recently provided to the Trustee; and (ii) in all cases, (A) this Agreement and any amendments hereof entered into pursuant to Section 11.01, (B) all monthly statements required to be delivered to Certificateholders of the relevant Class pursuant to Section 4.02 since the Closing Date, and all other notices, reports, statements and written communications delivered to the Certificateholders of the relevant Class pursuant to this Agreement since the Closing Date, (C) all certifications delivered by a Responsible Officer of the Trustee since the Closing Date pursuant to Section 10.01(h), (D) any and all Officers’ Certificates delivered to the Trustee by the Servicer since the Closing Date to evidence the Servicer’s determination that any P&I Advance or Servicing Advance was, or if made, would be, a Nonrecoverable P&I Advance or Nonrecoverable Servicing Advance, respectively, and (E) any and all Officers’ Certificates delivered to the Trustee by the Servicer since the Closing Date pursuant to Section 4.04(a). Copies and mailing of any and all of the foregoing items will be available from the Trustee upon request at the expense of the Person requesting the same.

 



 

ARTICLE VI

 

THE DEPOSITOR AND THE SERVICER

 

SECTION 6.01.

Liability of the Depositor and the Servicer.

The Depositor and the Servicer each shall be liable in accordance herewith only to the extent of the obligations specifically imposed by this Agreement upon them in their respective capacities as Depositor and Servicer and undertaken hereunder by the Depositor and the Servicer herein.

 

SECTION 6.02.

Merger or Consolidation of the Depositor or the Servicer.

Subject to the following paragraph, the Depositor will keep in full effect its existence, rights and franchises as a corporation under the laws of the jurisdiction of its incorporation. Subject to the following paragraph, the Servicer will keep in full effect its existence, rights and franchises as a corporation under the laws of the jurisdiction of its incorporation. The Depositor and the Servicer each will obtain and preserve its qualification to do business as a foreign corporation in each jurisdiction in which such qualification is or shall be necessary to protect the validity and enforceability of this Agreement, the Certificates or any of the Mortgage Loans and to perform its respective duties under this Agreement.

The Depositor or the Servicer may be merged or consolidated with or into any Person, or transfer all or substantially all of its assets to any Person, in which case any Person resulting from any merger or consolidation to which the Depositor or the Servicer shall be a party, or any Person succeeding to the business of the Depositor or the Servicer, shall be the successor of the Depositor or the Servicer, as the case may be, hereunder, without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding; provided, however, that the successor or surviving Person to the Servicer shall be qualified to service mortgage loans on behalf of Fannie Mae or Freddie Mac; and provided further that the Rating Agencies’ ratings of the Offered Certificates in effect immediately prior to such merger or consolidation will not be qualified, reduced or withdrawn as a result thereof (as evidenced by a letter to such effect from the Rating Agencies).

 

SECTION 6.03.

Limitation on Liability of the Depositor, the Servicer and Others.

None of the Depositor, the Servicer or any of the directors, officers, employees or agents of the Depositor or the Servicer shall be under any liability to the Trust Fund or the Certificateholders for any action taken or for refraining from the taking of any action in good faith pursuant to this Agreement, or for errors in judgment; provided, however, that this provision shall not protect the Depositor, the Servicer or any such person against any breach of warranties, representations or covenants made herein, or against any specific liability imposed on the Servicer pursuant hereto, or against any liability which would otherwise be imposed by reason of willful misfeasance, bad faith or negligence in the performance of duties or by reason of reckless disregard of obligations and duties hereunder. The Depositor, the Servicer and any director, officer, employee or agent of the Depositor or the Servicer may rely in good faith on any document of any kind which, prima facie, is properly executed and submitted by any Person

 



respecting any matters arising hereunder. The Depositor, the Servicer and any director, officer, employee or agent of the Depositor or the Servicer shall be indemnified and held harmless by the Trust Fund against any loss, liability or expense incurred in connection with (i) any legal action relating to this Agreement or the Certificates, other than any loss, liability or expense relating to any specific Mortgage Loan or Mortgage Loans (except as any such loss, liability or expense shall be otherwise reimbursable pursuant to this Agreement) or any loss, liability or expense incurred by reason of willful misfeasance, bad faith or negligence in the performance of duties hereunder or by reason of reckless disregard of obligations and duties hereunder and (ii) the breach of any representation or warranty of the Seller under the Mortgage Loan Purchase Agreement (but only to the extent of amounts paid by the Seller to the Trust Fund pursuant to its obligations under Section 7 of the Mortgage Loan Purchase Agreement). Neither the Depositor nor the Servicer shall be under any obligation to appear in, prosecute or defend any legal action unless such action is related to its respective duties under this Agreement; provided, however, that each of the Depositor and the Servicer may in its discretion undertake any such action which it may deem necessary or desirable with respect to this Agreement and the rights and duties of the parties hereto and the interests of the Certificateholders hereunder. In such event, the legal expenses and costs of such action and any liability resulting therefrom (except any loss, liability or expense incurred by reason of willful misfeasance, bad faith or negligence in the performance of duties hereunder or by reason of reckless disregard of obligations and duties hereunder) shall be expenses, costs and liabilities of the Trust Fund, and the Depositor and the Servicer shall be entitled to be reimbursed therefor from the Collection Account as and to the extent provided in Section 3.11, any such right of reimbursement being prior to the rights of the Certificateholders to receive any amount in the Collection Account.

 

SECTION 6.04.

Limitation on Resignation of the Servicer.

The Servicer shall not resign from the obligations and duties hereby imposed on it except (i) upon determination that its duties hereunder are no longer permissible under applicable law or (ii) as provided in the last paragraph of this Section 6.04. Any such determination pursuant to the preceding sentence permitting the resignation of the Servicer shall be evidenced by an Opinion of Counsel to such effect obtained at the expense of the Servicer and delivered to the Trustee. No resignation of the Servicer shall become effective until the Trustee or a successor servicer shall have assumed the Servicer’s responsibilities, duties, liabilities (other than those liabilities arising prior to the appointment of such successor) and obligations under this Agreement.

Except as expressly provided herein, the Servicer shall not assign or transfer any of its rights, benefits or privileges hereunder to any other Person, or delegate to or subcontract with, or authorize or appoint any other Person to perform any of the duties, covenants or obligations to be performed by the Servicer hereunder. The foregoing prohibition on assignment shall not prohibit the Servicer from designating a Sub-Servicer as payee of any indemnification amount payable to the Servicer hereunder; provided, however, that as provided in Section 3.06 hereof, no Sub-Servicer shall be a third-party beneficiary hereunder and the parties hereto shall not be required to recognize any Sub-Servicer as an indemnitee under this Agreement. If, pursuant to any provision hereof, the duties of the Servicer are transferred to a successor Servicer, the entire amount of the Servicing Fee and other compensation payable to the Servicer pursuant hereto shall thereafter be payable to such successor Servicer.

 



 

Notwithstanding any provision in this Agreement to the contrary, the Trustee and the Depositor hereby specifically (i) consent to the pledge and assignment by the Servicer of all of the Servicer’s right, title and interest in, to and under this Agreement to a specified servicing rights pledgee, for the benefit of certain lenders and (ii) in the event that a Servicer Event of Default or a Default under the related loan agreement with such lenders exists or in the event of a Servicer resignation, agree that the Servicer or its designee may appoint the successor Servicer; provided that at the time of such appointment, such successor meets the requirements of a successor Servicer pursuant to Section 7.02(a) hereof and agrees to be subject to the terms of this Agreement. If, pursuant to any provision hereof, the duties of the Servicer are transferred to a successor servicer, the entire amount of the Servicing Fee and other compensation payable to the Servicer pursuant hereto shall thereafter be payable to such successor servicer.

 

SECTION 6.05.

Rights of the Depositor in Respect of the Servicer.

The Servicer shall afford (and any Sub-Servicing Agreement shall provide that each Sub-Servicer shall afford) the Depositor and the Trustee, upon two business days prior written notice, during normal business hours, access to all records maintained by the Servicer (and any such Sub-Servicer) in respect of the Servicer’s rights and obligations hereunder and access to officers of the Servicer (and those of any such Sub-Servicer) responsible for such obligations. Upon request, the Servicer shall furnish to the Depositor and the Trustee its (and any such Sub-Servicer’s) most recent financial statements and such other information relating to the Servicer’s capacity to perform its obligations under this Agreement as it possesses (and that any such Sub-Servicer possesses). To the extent such information is not otherwise available to the public, the Depositor and the Trustee shall not disseminate any information obtained pursuant to the preceding two sentences without the Servicer’s written consent, except as required pursuant to this Agreement or to the extent that it is appropriate to do so (i) in working with legal counsel, auditors, taxing authorities or other governmental agencies or (ii) pursuant to any law, rule, regulation, order, judgment, writ, injunction or decree of any court or governmental authority having jurisdiction over the Depositor, the Trustee or the Trust Fund, and in any case, the Depositor or the Trustee as the case may be, (iii) disclosure of any and all information that is or becomes publicly known, or information obtained by the Trustee from sources other than the Depositor or the Servicer, (iv) disclosure as required pursuant to this Agreement or (v) disclosure of any and all information(A) in any preliminary or final offering circular, registration statement or contract or other document pertaining to the transactions contemplated by the Agreement approved in advance by the Depositor or the Servicer or (B) to any affiliate, independent or internal auditor, agent, employee or attorney of the Trustee having a need to know the same, provided that the Trustee advises such recipient of the confidential nature of the information being disclosed, shall use its best efforts to assure the confidentiality of any such disseminated non-public information. The Depositor may, but is not obligated to, enforce the obligations of the Servicer under this Agreement and may, but is not obligated to, perform, or cause a designee to perform, any defaulted obligation of the Servicer under this Agreement or exercise the rights of the Servicer under this Agreement; provided that the Servicer shall not be relieved of any of its obligations under this Agreement by virtue of such performance by the Depositor or its designee. The Depositor shall not have any responsibility or liability for any action or failure to act by the Servicer and is not obligated to supervise the performance of the Servicer under this Agreement or otherwise.

 



 

ARTICLE VII

 

DEFAULT

 

SECTION 7.01.

Servicer Events of Default.

(a)          “Servicer Event of Default,” wherever used herein, means any one of the following events:

(i)           any failure by the Servicer to remit to the Trustee for distribution to the Certificateholders any payment (other than a P&I Advance required to be made from its own funds on any Servicer Remittance Date pursuant to Section 4.03) required to be made under the terms of the Certificates and this Agreement which continues unremedied for a period of one Business Day after the date upon which written notice of such failure, requiring the same to be remedied, shall have been given to the Servicer by the Depositor or the Trustee (in which case notice shall be provided by telecopy or e-mail), or to the Servicer, the Depositor and the Trustee by the Holders of Certificates entitled to at least 25% of the Voting Rights; or

(ii)          any failure on the part of the Servicer duly to observe or perform in any material respect any other of the covenants or agreements on the part of the Servicer contained in this Agreement, or the breach by the Servicer of any representation and warranty contained in Section 2.05, which continues unremedied for a period of 30 days (or if such failure or breach cannot be remedied within 30 days, then such remedy shall have been commenced within 30 days and diligently pursued thereafter; provided, however, that in no event shall such failure or breach be allowed to exist for a period of greater than 90 days) after the earlier of (i) the date on which written notice of such failure, requiring the same to be remedied, shall have been given to the Servicer by the Depositor, the Trustee or to the Servicer, the Depositor and the Trustee by the Holders of Certificates entitled to at least 25% of the Voting Rights and (ii) actual knowledge of such failure by a Servicing Officer of the Servicer; or

(iii)        a decree or order of a court or agency or supervisory authority having jurisdiction in the premises in an involuntary case under any present or future federal or state bankruptcy, insolvency or similar law or the appointment of a conservator or receiver or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceeding, or for the winding-up or liquidation of its affairs, shall have been entered against the Servicer and such decree or order shall have remained in force undischarged or unstayed for a period of 90 days; or

(iv)         the Servicer shall consent to the appointment of a conservator or receiver or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings of or relating to it or of or relating to all or substantially all of its property; or

(v)          the Servicer shall admit in writing its inability to pay its debts generally as they become due, file a petition to take advantage of any applicable insolvency or

 



reorganization statute, make an assignment for the benefit of its creditors, or voluntarily suspend payment of its obligations; or

(vi)         any failure of the Servicer to make any P&I Advance on any Servicer Remittance Date required to be made from its own funds pursuant to Section 4.03 which continues unremedied until 3:00 p.m. New York time on the Business Day immediately following the Servicer Remittance Date.

If a Servicer Event of Default described in clauses (i) through (v) of this Section shall occur, then, and in each and every such case, so long as a Servicer Event of Default shall not have been remedied, the Trustee may, and at the written direction of the Holders of Certificates entitled to at least 51% of Voting Rights, the Trustee shall, by notice in writing to the Servicer and the Depositor, terminate all of the rights and obligations of the Servicer in its capacity as Servicer under this Agreement, to the extent permitted by law, and in and to the Mortgage Loans and the proceeds thereof. If a Servicer Event of Default described in clause (vi) hereof shall occur, the Trustee shall, by notice in writing to the Servicer and the Depositor, terminate all of the rights and obligations of the Servicer in its capacity as Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof. On or after the receipt by the Servicer of such written notice, all authority and power of the Servicer under this Agreement, whether with respect to the Certificates (other than as a Holder of any Certificate) or the Mortgage Loans or otherwise, shall pass to and be vested in the Trustee pursuant to and under this Section, and, without limitation, the Trustee is hereby authorized and empowered, as attorney-in-fact or otherwise, to execute and deliver, on behalf of and at the expense of the Servicer, any and all documents and other instruments and to do or accomplish all other acts or things necessary or appropriate to effect the purposes of such notice of termination, whether to complete the transfer and endorsement or assignment of the Mortgage Loans and related documents, or otherwise. The Servicer agrees promptly (and in any event no later than ten Business Days subsequent to such notice) to provide the Trustee with all documents and records requested by it to enable it to assume the Servicer’s functions under this Agreement, and to cooperate with the Trustee in effecting the termination of the Servicer’s responsibilities and rights under this Agreement, including, without limitation, the transfer within one Business Day to the Trustee for administration by it of all cash amounts which at the time shall be or should have been credited by the Servicer to the Collection Account held by or on behalf of the Servicer, the Distribution Account or any REO Account or Servicing Account held by or on behalf of the Servicer or thereafter be received with respect to the Mortgage Loans or any REO Property serviced by the Servicer (provided, however, that the Servicer shall continue to be entitled to receive all amounts accrued or owing to it under this Agreement on or prior to the date of such termination, whether in respect of P&I Advances, Servicing Advances or otherwise, and shall continue to be entitled to the benefits of Section 6.03, notwithstanding any such termination, with respect to events occurring prior to such termination). For purposes of this Section 7.01, the Trustee shall not be deemed to have knowledge of a Servicer Event of Default unless a Responsible Officer of the Trustee assigned to and working in the Trustee’s Corporate Trust Office has actual knowledge thereof or unless written notice of any event which is in fact such a Servicer Event of Default is received by the Trustee and such notice references the Certificates, the Trust Fund or this Agreement.

 



 

 

SECTION 7.02.

Trustee to Act; Appointment of Successor.

(1)          On and after the time the Servicer receives a notice of termination, the Trustee shall be the successor in all respects to the Servicer in its capacity as Servicer under this Agreement and the transactions set forth or provided for herein, and all the responsibilities, duties and liabilities relating thereto and arising thereafter shall be assumed by the Trustee (except for any representations or warranties of the Servicer under this Agreement, the responsibilities, duties and liabilities contained in Section 2.05 and the obligation to deposit amounts in respect of losses pursuant to Section 3.12) by the terms and provisions hereof including, without limitation, the Servicer’s obligations to make P&I Advances pursuant to Section 4.03; provided, however, that if the Trustee is prohibited by law or regulation from obligating itself to make advances regarding delinquent mortgage loans, then the Trustee shall not be obligated to make P&I Advances pursuant to Section 4.03; and provided further, that any failure to perform such duties or responsibilities caused by the Servicer’s failure to provide information required by Section 7.01 shall not be considered a default by the Trustee as successor to the Servicer hereunder. As compensation therefor, the Trustee shall be entitled to the Servicing Fee and all funds relating to the Mortgage Loans to which the Servicer would have been entitled if it had continued to act hereunder. Notwithstanding the above and subject to Section 7.02(a)(2) below, the Trustee may, if it shall be unwilling to so act, or shall, if it is unable to so act or if it is prohibited by law from making advances regarding delinquent mortgage loans or if the Holders of Certificates entitled to at least 51% of the Voting Rights so request in writing to the Trustee, promptly appoint or petition a court of competent jurisdiction to appoint, an established mortgage loan servicing institution acceptable to each Rating Agency and having a net worth of not less than $15,000,000, as the successor to the Servicer under this Agreement in the assumption of all or any part of the responsibilities, duties or liabilities of the Servicer under this Agreement.

The Trustee or other successor Servicer shall be entitled to be reimbursed by the Servicer (or by the Trust Fund if the Servicer is unable to fulfill its obligations hereunder) for all reasonable out-of-pocket costs (such expenses of the Trustee to be documented by the Trustee to the extent possible) associated with the transfer of servicing from the predecessor Servicer, including without limitation, any such costs or expenses associated with the complete transfer of all servicing data and the completion, correction or manipulation of such servicing data as may be required by the Trustee to correct any errors or insufficiencies in the servicing data or otherwise to enable the Trustee to service the Mortgage Loans properly and effectively.

(2)          No appointment of a successor to the Servicer under this Agreement shall be effective until the assumption by the successor of all of the Servicer’s responsibilities, duties and liabilities hereunder. In connection with such appointment and assumption described herein, the Trustee may make such arrangements for the compensation of such successor out of payments on Mortgage Loans as it and such successor shall agree; provided, however, that no such compensation shall be in excess of that permitted the Servicer as such hereunder. The Depositor, the Trustee and such successor shall take such action, consistent with this Agreement, as shall be necessary to effectuate any such succession. Pending appointment of a successor to the Servicer under this Agreement, the Trustee shall act in such capacity as hereinabove provided.

 



 

 

SECTION 7.03.

Notification to Certificateholders.

(a)          Upon any termination of the Servicer pursuant to Section 7.01 above or any appointment of a successor to the Servicer pursuant to Section 7.02 above, the Trustee shall give prompt written notice thereof to the Certificateholders at their respective addresses appearing in the Certificate Register and the Swap Provider.

(b)          Not later than the later of 60 days after the occurrence of any event, which constitutes or which, with notice or lapse of time or both, would constitute a Servicer Event of Default or five days after a Responsible Officer of the Trustee becomes aware of the occurrence of such an event, the Trustee shall transmit by mail to all Holders of Certificates and the Swap Provider notice of each such occurrence, unless such default or Servicer Event of Default shall have been cured or waived.

 

SECTION 7.04.

Waiver of Servicer Events of Default.

The Holders representing at least 66% of the Voting Rights evidenced by all Classes of Certificates affected by any default or Servicer Event of Default hereunder may waive such default or Servicer Event of Default; provided, however, that a default or Servicer Event of Default under clause (i) or (vii) of Section 7.01 may be waived only by all of the Holders of the Regular Certificates. Upon any such waiver of a default or Servicer Event of Default, such default or Servicer Event of Default shall cease to exist and shall be deemed to have been remedied for every purpose hereunder. No such waiver shall extend to any subsequent or other default or Servicer Event of Default or impair any right consequent thereon except to the extent expressly so waived.

 



 

ARTICLE VIII

 

CONCERNING THE TRUSTEE

 

SECTION 8.01.

Duties of Trustee.

The Trustee, prior to the occurrence of a Servicer Event of Default and after the curing of all Servicer Events of Default which may have occurred, undertakes to perform such duties and only such duties as are specifically set forth in this Agreement. During a Servicer Event of Default, the Trustee shall exercise such of the rights and powers vested in it by this Agreement, and use the same degree of care and skill in their exercise as a prudent person would exercise or use under the circumstances in the conduct of such person’s own affairs. Any permissive right of the Trustee enumerated in this Agreement shall not be construed as a duty.

The Trustee, upon receipt of all resolutions, certificates, statements, opinions, reports, documents, orders or other instruments furnished to the Trustee which are specifically required to be furnished pursuant to any provision of this Agreement, shall examine them to determine whether they conform on their face to the requirements of this Agreement. If any such instrument is found not to conform on its face to the requirements of this Agreement in a material manner, the Trustee shall take such action as it deems appropriate to have the instrument corrected, and if the instrument is not corrected to its satisfaction, will provide notice thereof to the Certificateholders.

No provision of this Agreement shall be construed to relieve the Trustee from liability for its own negligent action, its own negligent failure to act or its own misconduct; provided, however, that:

(i)           Prior to the occurrence of a Servicer Event of Default, and after the curing of all such Servicer Events of Default which may have occurred, the duties and obligations of the Trustee shall be determined solely by the express provisions of this Agreement, the Trustee shall not be liable except for the performance of such duties and obligations as are specifically set forth in this Agreement, no implied covenants or obligations shall be read into this Agreement against the Trustee and, in the absence of bad faith on the part of the Trustee, the Trustee may conclusively rely, as to the truth of the statements and the correctness of the opinions expressed therein, upon any certificates or opinions furnished to the Trustee that conform to the requirements of this Agreement;

(ii)          The Trustee shall not be personally liable for an error of judgment made in good faith by a Responsible Officer or Responsible Officers of the Trustee unless it shall be proved that the Trustee was negligent in ascertaining the pertinent facts; and

(iii)        The Trustee shall not be personally liable with respect to any action taken, suffered or omitted to be taken by it in good faith in accordance with the direction of the Holders of Certificates entitled to at least 25% of the Voting Rights relating to the time, method and place of conducting any proceeding for any remedy available to the Trustee or exercising any trust or power conferred upon it, under this Agreement.

 



 

 

SECTION 8.02.

Certain Matters Affecting the Trustee.

 

(a)

Except as otherwise provided in Section 8.01:

(i)           The Trustee may request and conclusively rely upon and shall be fully protected in acting or refraining from acting upon any resolution, Officers’ Certificate, certificate of auditors or any other certificate, statement, instrument, opinion, report, notice, request, consent, order, appraisal, bond or other paper or document reasonably believed by it to be genuine and to have been signed or presented by the proper party or parties;

(ii)          The Trustee may consult with counsel and any Opinion of Counsel shall be full and complete authorization and protection in respect of any action taken or suffered or omitted by it hereunder in good faith and in accordance with such Opinion of Counsel;

(iii)        The Trustee shall not be under any obligation to exercise any of the trusts or powers vested in it by this Agreement or to institute, conduct or defend any litigation hereunder or in relation hereto at the request, order or direction of any of the Certificateholders, pursuant to the provisions of this Agreement, unless such Certificateholders shall have offered to the Trustee security or indemnity reasonably satisfactory to it against the costs, expenses and liabilities which may be incurred therein or thereby; nothing contained herein shall, however, relieve the Trustee of the obligation, upon the occurrence of a Servicer Event of Default (which has not been cured or waived), to exercise such of the rights and powers vested in it by this Agreement, and to use the same degree of care and skill in their exercise as a prudent person would exercise or use under the circumstances in the conduct of such person’s own affairs;

(iv)         The Trustee shall not be personally liable for any action taken, suffered or omitted by it in good faith and believed by it to be authorized or within the discretion or rights or powers conferred upon it by this Agreement;

(v)          Prior to the occurrence of a Servicer Event of Default hereunder and after the curing of all Servicer Events of Default which may have occurred, the Trustee shall not be bound to make any investigation into the facts or matters stated in any resolution, certificate, statement, instrument, opinion, report, notice, request, consent, order, approval, bond or other paper or document, unless requested in writing to do so by the Holders of Certificates entitled to at least 25% of the Voting Rights; provided, however, that if the payment within a reasonable time to the Trustee of the costs, expenses or liabilities likely to be incurred by it in the making of such investigation is, in the opinion of the Trustee not reasonably assured to the Trustee by such Certificateholders, the Trustee may require reasonable indemnity against such expense or liability from such Certificateholders as a condition to taking any such action;

(vi)         The Trustee may execute any of the trusts or powers hereunder or perform any duties hereunder either directly or by or through agents, accountants or attorneys, and the Trustee shall not be responsible for any misconduct or negligence on the part of any agents, accountants or attorneys appointed with due care by it hereunder; and

 



 

(vii)       The Trustee shall have no obligation to invest and reinvest any cash held in the absence of timely and specific written investment direction from the Servicer or the Depositor. In no event shall the Trustee be liable for the selection of investments or for investment losses incurred thereon. The Trustee shall have no liability in respect of losses incurred as a result of the liquidation of any investment incurred as a result of the liquidation of any investment prior to its stated maturity or the failure of the Servicer or the Depositor to provide timely written investment direction.

(b)          All rights of action under this Agreement or under any of the Certificates, enforceable by the Trustee, may be enforced by it without the possession of any of the Certificates, or the production thereof at the trial or other proceeding relating thereto, and any such suit, action or proceeding instituted by the Trustee shall be brought in the name of the Trustee for the benefit of all the Holders of such Certificates, subject to the provisions of this Agreement. In order to comply with its duties under the U.S.A. Patriot Act, the Trustee shall obtain and verify certain information and documentation from the other parties hereto including but not limited to such parties’ name, address, and other identifying information.

 

SECTION 8.03.

Trustee Not Liable for Certificates or Mortgage Loans.

The recitals contained herein and in the Certificates (other than the signature of the Trustee, the authentication of the Certificate Registrar on the Certificates, the acknowledgments of the Trustee contained in Article II and the representations and warranties of the Trustee in Section 8.13) shall be taken as the statements of the Depositor and the Trustee assumes no responsibility for their correctness. The Trustee makes no representations or warranties as to the validity or sufficiency of this Agreement (other than as specifically set forth with respect to such party in Section 8.13) or of the Certificates (other than the signature of the Trustee and authentication of the Certificate Registrar on the Certificates) or of any Mortgage Loan or related document. The Trustee shall not be accountable for the use or application by the Depositor of any of the Certificates or of the proceeds of such Certificates, or for the use or application of any funds paid to the Depositor or the Servicer in respect of the Mortgage Loans or deposited in or withdrawn from the Collection Account by the Servicer, other than any funds held by or on behalf of the Trustee and any amounts held by or on behalf of the Trustee in accordance with Section 3.10.

 

SECTION 8.04.

Trustee May Own Certificates.

The Trustee in its individual capacity or any other capacity may become the owner or pledgee of Certificates with the same rights it would have if it were not Trustee.

 

SECTION 8.05.

Trustee’s Fees and Expenses.

(a)          The Trustee shall withdraw from the Distribution Account on each Distribution Date and pay to itself the Trustee Fee. The Trustee, or any director, officer, employee or agent of the Trustee shall be indemnified by REMIC I and held harmless against any loss, liability or expense (not including expenses, disbursements and advances incurred or made by the Trustee including the compensation and the expenses and disbursements of its agents and counsel, in the ordinary course of the Trustee’s performance in accordance with the provisions of this Agreement) incurred by the Trustee in connection with any Servicer Event of

 



Default (not including expenses, disbursements and advances incurred or made by the Trustee in its capacity as successor Servicer), default, claim or legal action or any pending or threatened claim or legal action arising out of or in connection with the acceptance or administration of its obligations and duties under this Agreement, other than any loss, liability or expense (i) resulting from a breach of the Servicer’s obligations and duties under this Agreement and the Mortgage Loans (for which the Servicer shall indemnify pursuant to Section 8.05(b)), (ii) for the expenses of preparing and filing Tax Returns pursuant to Section 10.01(d) or (iii) any loss, liability or expense incurred by reason of its willful misfeasance, bad faith or negligence in the performance of its duties hereunder or by reason of reckless disregard of its respective obligations and duties hereunder. Any amounts payable to the Trustee, or any director, officer, employee or agent of the Trustee in respect of the indemnification provided by this paragraph (a), or pursuant to any other right of reimbursement from the Trust Fund that the Trustee, or any director, officer, employee or agent of the Trustee, may have hereunder in its capacity as such, may be withdrawn by the Trustee from the Distribution Account at any time.

(b)          The Servicer agrees to indemnify the Trustee from, and hold it harmless against, any loss, liability or expense resulting from the negligence or willful misconduct of the Servicer in the performance of its duties hereunder or a breach of the Servicer’s obligations and duties under this Agreement. Such indemnity shall survive the termination or discharge of this Agreement and the resignation or removal of the Trustee. Any payment hereunder made by the Servicer to the Trustee shall be from the Servicer’s own funds, without reimbursement from the Trust Fund therefor.

(c)          The Depositor shall pay any annual rating agency fees of the Rating Agencies for ongoing surveillance from its own funds without right of reimbursement.

The provisions of this Section 8.05 shall survive the termination of this Agreement or the earlier resignation or removal of the Trustee.

 

SECTION 8.06.

Eligibility Requirements for Trustee.

The Trustee hereunder shall at all times be a corporation or an association (other than the Depositor, the Seller, the Servicer or any Affiliate of the foregoing) organized and doing business under the laws of any state or the United States of America, authorized under such laws to exercise corporate trust powers, having a combined capital and surplus of at least $50,000,000 and subject to supervision or examination by federal or state authority. If such corporation or association publishes reports of conditions at least annually, pursuant to law or to the requirements of the aforesaid supervising or examining authority, then for the purposes of this Section the combined capital and surplus of such corporation or association shall be deemed to be its combined capital and surplus as set forth in its most recent report of condition so published. In case at any time the Trustee shall cease to be eligible in accordance with the provisions of this Section, the Trustee shall resign immediately in the manner and with the effect specified in Section 8.07.

 

SECTION 8.07.

Resignation and Removal of the Trustee.

The Trustee may at any time resign and be discharged from the trust hereby created by giving written notice thereof to the Depositor, the Servicer and the Certificateholders.

 



Upon receiving such notice of resignation of the Trustee, the Depositor shall promptly appoint a successor trustee by written instrument, in duplicate, which instrument shall be delivered to the resigning Trustee and to the successor trustee. A copy of such instrument shall be delivered to the Certificateholders, the Trustee and the Servicer by the Depositor. If no successor trustee shall have been so appointed and have accepted appointment within 30 days after the giving of such notice of resignation or removal, the Trustee may petition any court of competent jurisdiction for the appointment of a successor trustee.

If at any time the Trustee shall cease to be eligible in accordance with the provisions of Section 8.06 and shall fail to resign after written request therefor by the Depositor, or if at any time the Trustee shall become incapable of acting, or shall be adjudged bankrupt or insolvent, or a receiver of the Trustee or of its property shall be appointed, or any public officer shall take charge or control of the Trustee or of its property or affairs for the purpose of rehabilitation, conservation or liquidation, then the Depositor may remove the Trustee and appoint a successor trustee by written instrument, in duplicate, which instrument shall be delivered to the Trustee so removed and to the successor trustee. A copy of such instrument shall be delivered to the Certificateholders and the Servicer by the Depositor.

The Holders of Certificates entitled to at least 51% of the Voting Rights may at any time remove the Trustee and appoint a successor trustee by written instrument or instruments, in triplicate, signed by such Holders or their attorneys-in-fact duly authorized, one complete set of which instruments shall be delivered to the Depositor, one complete set to the Trustee so removed and one complete set to the successor so appointed. A copy of such instrument shall be delivered to the Certificateholders and the Servicer by the Depositor.

Any resignation or removal of the Trustee and appointment of a successor trustee pursuant to any of the provisions of this Section shall not become effective until acceptance of appointment by the successor trustee as provided in Section 8.08.

 

SECTION 8.08.

Successor Trustee.

Any successor trustee appointed as provided in Section 8.07 shall execute, acknowledge and deliver to the Depositor and to its predecessor Trustee an instrument accepting such appointment hereunder, and thereupon the resignation or removal of the predecessor trustee shall become effective and such successor trustee without any further act, deed or conveyance, shall become fully vested with all the rights, powers, duties and obligations of its predecessor hereunder, with the like effect as if originally named as Trustee herein. The predecessor trustee shall deliver to the successor trustee all Mortgage Files and related documents and statements, as well as all moneys, held by it hereunder (other than any Mortgage Files at the time held by a custodian, which custodian shall become the agent of any successor trustee hereunder), and the Depositor and the predecessor trustee shall execute and deliver such instruments and do such other things as may reasonably be required for more fully and certainly vesting and confirming in the successor trustee all such rights, powers, duties and obligations.

No successor trustee shall accept appointment as provided in this Section unless at the time of such acceptance such successor trustee shall be eligible under the provisions of Section 8.06 and the appointment of such successor trustee shall not result in a downgrading of

 



any Class of Certificates by either Rating Agency, as evidenced by a letter from each Rating Agency.

Upon acceptance of appointment by a successor trustee as provided in this Section, the Depositor shall mail notice of the succession of such trustee hereunder to all Holders of Certificates at their addresses as shown in the Certificate Register. If the Depositor fails to mail such notice within 10 days after acceptance of appointment by the successor trustee, the successor trustee shall cause such notice to be mailed at the expense of the Depositor.

 

SECTION 8.09.

Merger or Consolidation of Trustee.

Any corporation or association into which the Trustee may be merged or converted or with which it may be consolidated or any corporation or association resulting from any merger, conversion or consolidation to which the Trustee shall be a party, or any corporation or association succeeding to the business of the Trustee shall be the successor of the Trustee hereunder, provided such corporation or association shall be eligible under the provisions of Section 8.06, without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding.

 

SECTION 8.10.

Appointment of Co-Trustee or Separate Trustee.

Notwithstanding any other provisions hereof, at any time, for the purpose of meeting any legal requirements of any jurisdiction in which any part of REMIC I or property securing the same may at the time be located, the Servicer and the Trustee acting jointly shall have the power and shall execute and deliver all instruments to appoint one or more Persons approved by the Trustee to act as co-trustee or co-trustees, jointly with the Trustee, or separate trustee or separate trustees, of all or any part of REMIC I, and to vest in such Person or Persons, in such capacity, such title to REMIC I, or any part thereof, and, subject to the other provisions of this Section 8.10, such powers, duties, obligations, rights and trusts as the Servicer and the Trustee may consider necessary or desirable. Any such co-trustee or separate trustee shall be subject to the written approval of the Servicer. If the Servicer shall not have joined in such appointment within 15 days after the receipt by it of a request so to do, or in case a Servicer Event of Default shall have occurred and be continuing, the Trustee alone shall have the power to make such appointment. No co-trustee or separate trustee hereunder shall be required to meet the terms of eligibility as a successor trustee under Section 8.06 hereunder and no notice to Holders of Certificates of the appointment of co-trustee(s) or separate trustee(s) shall be required under Section 8.08 hereof.

In the case of any appointment of a co-trustee or separate trustee pursuant to this Section 8.10, all rights, powers, duties and obligations conferred or imposed upon the Trustee shall be conferred or imposed upon and exercised or performed by the Trustee and such separate trustee or co-trustee jointly, except to the extent that under any law of any jurisdiction in which any particular act or acts are to be performed by the Trustee (whether as Trustee hereunder or as successor to the Servicer hereunder), the Trustee shall be incompetent or unqualified to perform such act or acts, in which event such rights, powers, duties and obligations (including the holding of title to REMIC I or any portion thereof in any such jurisdiction) shall be exercised and performed by such separate trustee or co-trustee at the direction of the Trustee.

 



 

Any notice, request or other writing given to the Trustee shall be deemed to have been given to each of the then separate trustees and co-trustees, as effectively as if given to each of them. Every instrument appointing any separate trustee or co-trustee shall refer to this Agreement and the conditions of this Article VIII. Each separate trustee and co-trustee, upon its acceptance of the trust conferred, shall be vested with the estates or property specified in its instrument of appointment, either jointly with the Trustee or separately, as may be provided therein, subject to all the provisions of this Agreement, specifically including every provision of this Agreement relating to the conduct of, affecting the liability of, or affording protection to, the Trustee. Every such instrument shall be filed with the Trustee and a copy thereof given to the Depositor and the Servicer.

Any separate trustee or co-trustee may, at any time, constitute the Trustee, its agent or attorney-in-fact, with full power and authority, to the extent not prohibited by law, to do any lawful act under or in respect of this Agreement on its behalf and in its name. If any separate trustee or co-trustee shall die, become incapable of acting, resign or be removed, all of its estates, properties, rights, remedies and trusts shall vest in and be exercised by the Trustee, to the extent permitted by law, without the appointment of a new or successor trustee.

 

SECTION 8.11.

[Reserved].

 

SECTION 8.12.

Appointment of Office or Agency.

The Trustee will designate an office or agency in the United States where the Certificates may be surrendered for registration of transfer or exchange, and presented for final distribution, and where notices and demands to or upon the Trustee in respect of the Certificates and this Agreement may be delivered. As of the Closing Date, the Trustee designates the office located at c/o DB Services Tennessee, 648 Grassmere Park Road, Nashville, Tennessee 37211-3658, Attention: Transfer Unit for purposes of transfer, exchange and surrender and its Corporate Trust Office for delivery of notices and demands.

 

SECTION 8.13.

Representations and Warranties of the Trustee.

The Trustee hereby represents and warrants, solely as to itself, to the Servicer and the Depositor, as of the Closing Date, that:

(i)           It is a national banking association duly organized, validly existing and in good standing under the laws of the United States.

(ii)          The execution and delivery of this Agreement by it, and the performance and compliance with the terms of this Agreement by it, will not violate its charter or bylaws.

(iii)        It has the full power and authority to enter into and consummate all transactions contemplated by this Agreement, has duly authorized the execution, delivery and performance of this Agreement, and has duly executed and delivered this Agreement.

(iv)         This Agreement, assuming due authorization, execution and delivery by the other parties hereto, constitutes a valid, legal and binding obligation of it, enforceable

 



against it in accordance with the terms hereof, subject to (A) applicable bankruptcy, insolvency, receivership, reorganization, moratorium and other laws affecting the enforcement of creditors’ rights generally, and (B) general principles of equity, regardless of whether such enforcement is considered in a proceeding in equity or at law.

 



 

ARTICLE IX

 

TERMINATION

 

SECTION 9.01.

Termination Upon Repurchase or Liquidation of All Mortgage Loans.

(a)          Subject to Section 9.02, the respective obligations and responsibilities under this Agreement of the Depositor, the Servicer and the Trustee (other than the obligations of the Servicer to the Trustee pursuant to Section 8.05 and of the Servicer to make remittances to the Trustee and the Trustee to make payments in respect of the REMIC I Regular Interests and the Classes of Certificates as hereinafter set forth) shall terminate upon payment to the Certificateholders and the deposit of all amounts held by or on behalf of the Trustee and required hereunder to be so paid or deposited on the Distribution Date coinciding with or following the earlier to occur of (i) the purchase by the Terminator (as defined below) of all Mortgage Loans and each REO Property remaining in REMIC I and (ii) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan or REO Property remaining in REMIC I; provided, however, that in no event shall the trust created hereby continue beyond the earlier of (i) the latest possible maturity date set forth in the Preliminary Statement and (ii) the expiration of 21 years from the death of the last survivor of the descendants of Joseph P. Kennedy, the late ambassador of the United States to the Court of St. James, living on the date hereof. Subject to Section 3.10 hereof, the purchase by the Terminator of all Mortgage Loans and each REO Property remaining in REMIC I shall be at a price equal to the greater of (i) the Stated Principal Balance of the Mortgage Loans and the appraised value of any REO Properties, such appraisal to be conducted by an Independent appraiser mutually agreed upon by the Terminator and the Trustee in their reasonable discretion and (ii) the fair market value of the Mortgage Loans and the REO Properties (as determined by the Terminator, the majority Holder of the Class CE-1 Certificates and, to the extent that the Offered Certificates will not receive all amounts owed to it as a result of the termination, the Trustee (it being understood and agreed that any determination by the Trustee shall be made solely in reliance on an appraisal by an Independent appraiser as provided above), as of the close of business on the third Business Day next preceding the date upon which notice of any such termination is furnished to the related Certificateholders pursuant to Section 9.01(c)), in each case plus accrued and unpaid interest thereon at the weighted average of the Mortgage Rates through the end of the Due Period preceding the final Distribution Date plus unreimbursed Servicing Advances, P&I Advances, any unpaid Servicing Fees allocable to such Mortgage Loans and REO Properties and any accrued, any unpaid Net WAC Rate Carryover Amounts and any Swap Termination Payment payable to the Swap Provider then remaining unpaid or which is due to the exercise of such option (the “Termination Price”); provided, however, such option may only be exercised if the Termination Price is sufficient to pay all interest accrued on, as well as amounts necessary to retire the principal balance of, each class of notes issued pursuant to the Indenture. If the determination of the fair market value of the Mortgage Loans and REO Properties shall be required to be made by the Terminator and an Independent appraiser as provided above, (A) such appraisal shall be obtained at no expense to the Trustee and (B) the Trustee may conclusively rely on, and shall be protected in relying on, such appraisal.

 



 

(b)          The Servicer shall have the right (the party exercising such right, the “Terminator”), to purchase all of the Mortgage Loans and each REO Property remaining in REMIC I pursuant to clause (i) of the preceding paragraph no later than the Determination Date in the month immediately preceding the Distribution Date on which the Certificates will be retired; provided, however, that the Terminator may elect to purchase all of the Mortgage Loans and each REO Property remaining in REMIC I pursuant to clause (i) of the preceding paragraph only if the aggregate Stated Principal Balance of the Mortgage Loans and each REO Property remaining in the Trust Fund at the time of such election is reduced to less than 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date. By acceptance of the Residual Certificates, the Holder of the Residual Certificates agrees, in connection with any termination hereunder, to assign and transfer any amounts in excess of par, and to the extent received in respect of such termination, to pay any such amounts to the Holders of the Class CE-1 Certificates.

(c)          Notice of the liquidation of the Certificates shall be given promptly by the Trustee by letter to Certificateholders mailed (a) in the event such notice is given in connection with the purchase of the Mortgage Loans and each REO Property by the Terminator, not earlier than the 15th day and not later than the 25th day of the month next preceding the month of the final distribution on the Certificates or (b) otherwise during the month of such final distribution on or before the Determination Date in such month, in each case specifying (i) the Distribution Date upon which the Trust Fund will terminate and the final payment in respect of the REMIC I Regular Interests and the Certificates will be made upon presentation and surrender of the related Certificates at the office of the Trustee therein designated, (ii) the amount of any such final payment, (iii) that no interest shall accrue in respect of the REMIC I Regular Interests or the Certificates from and after the Interest Accrual Period relating to the final Distribution Date therefor and (iv) that the Record Date otherwise applicable to such Distribution Date is not applicable, payments being made only upon presentation and surrender of the Certificates at the office of the Trustee. In the event such notice is given in connection with the purchase of all of the Mortgage Loans and each REO Property remaining in REMIC I by the Terminator, the Terminator shall deliver to the Trustee for deposit in the Distribution Account not later than the last Business Day of the month next preceding the month of the final distribution on the Certificates an amount in immediately available funds equal to the above-described purchase price. The Trustee shall remit to the Servicer from such funds deposited in the Distribution Account (i) any amounts which the Servicer would be permitted to withdraw and retain from the Collection Account pursuant to Section 3.11 and (ii) any other amounts otherwise payable by the Trustee to the Servicer from amounts on deposit in the Distribution Account pursuant to the terms of this Agreement, in each case prior to making any final distributions pursuant to Section 10.01(d) below. Upon certification to the Trustee by the Terminator of the making of such final deposit, the Trustee shall promptly release to the Terminator the Mortgage Files for the remaining Mortgage Loans, and the Trustee shall execute all assignments, endorsements and other instruments necessary to effectuate such transfer.

Immediately following the deposit of funds in trust hereunder in respect of the Certificates, the Trust Fund shall terminate.

 



 

(d)          The Supplemental Interest Trust shall terminate on the earlier to occur of the scheduled termination date of the Interest Rate Swap Agreement and the termination of this Agreement.

 

SECTION 9.02.

Additional Termination Requirements.

(a)          In the event that the Terminator purchases all the Mortgage Loans and each REO Property or the final payment on or other liquidation of the last Mortgage Loan or REO Property remaining in REMIC I pursuant to Section 9.01, the Trust Fund shall be terminated in accordance with the following additional requirements:

(i)           The Trustee shall specify the first day in the 90-day liquidation period in a statement attached to each Trust REMIC’s final Tax Return pursuant to Treasury regulation Section 1.860F-1 and shall satisfy all requirements of a qualified liquidation under Section 860F of the Code and any regulations thereunder, as evidenced by an Opinion of Counsel obtained at the expense of the Terminator;

(ii)          During such 90-day liquidation period and, at or prior to the time of making of the final payment on the Certificates, the Trustee shall sell all of the assets of REMIC I to the Terminator for cash; and

(iii)        At the time of the making of the final payment on the Certificates, the Trustee shall distribute or credit, or cause to be distributed or credited, to the Holders of the Residual Certificates all cash on hand in the Trust Fund (other than cash retained to meet claims), and the Trust Fund shall terminate at that time.

(b)          At the expense of the requesting Terminator (or, if the Trust Fund is being terminated as a result of the occurrence of the event described in clause (ii) of the first paragraph of Section 9.01, at the expense of the Servicer without the right of reimbursement from the Trust Fund), the Trustee shall prepare or cause to be prepared documentation required, if any, in connection with the adoption of a plan of liquidation of each Trust REMIC pursuant to this Section 9.02.

(c)          By their acceptance of Certificates, the Holders thereof hereby agree to authorize the Trustee to specify the 90-day liquidation period for each Trust REMIC, which authorization shall be binding upon all successor Certificateholders.

 



 

ARTICLE X

 

REMIC PROVISIONS

 

SECTION 10.01.

REMIC Administration.

(a)          The Trustee shall elect to treat each Trust REMIC as a REMIC under the Code and, if necessary, under applicable state law. Each such election will be made by the Trustee on Form 1066 or other appropriate federal tax or information return or any appropriate state return for the taxable year ending on the last day of the calendar year in which the Certificates are issued. For the purposes of the REMIC election in respect of REMIC I, the REMIC I Regular Interests shall be designated as the Regular Interests in REMIC I and the Class R-I Interest shall be designated as the Residual Interest in REMIC I. For the purposes of the REMIC election in respect of REMIC II, the REMIC II Regular Interests shall be designated as the Regular Interests in REMIC II and the Class R-II Interest shall be designated as the Residual Interest in REMIC II. The Class A Certificates and the Mezzanine Certificates (other than the right to receive amounts from the Net WAC Rate Carryover Reserve Account or the Swap Account or the obligation to make payments to the Swap Account), the Class CE-1 Interest, the Class CE-2 Interest, the Class P Interest and the Class Swap-IO Interest shall be designated as the Regular Interests in REMIC III and the Class R-III Interest shall be designated as the Residual Interest in REMIC III. The Class CE-1 Certificates shall be designated as the Regular Interest in REMIC IV and the Class R-IV Interest shall be designated as the Residual Interest in REMIC IV. The Class P Certificates shall be designated as the Regular Interest in REMIC V and the Class R-V Interest shall be designated as the Residual Interest in REMIC V. REMIC VI Regular Interest Swap-IO shall be designated as the Regular Interest in REMIC VI and the Class R-VI Interest shall be designated as the Residual Interest in REMIC VI. The Class CE-2 Certificates shall be designated as the Regular Interest in REMIC VII and the Class R-VII Interest shall be designated as the Residual Interest in REMIC VII. The Trustee shall not permit the creation of any “interests” in any Trust REMIC (within the meaning of Section 860G of the Code) other than the REMIC Regular Interests and the interests represented by the Certificates.

(b)          The Closing Date is hereby designated as the “Startup Day” of each Trust REMIC within the meaning of Section 860G(a)(9) of the Code.

(c)          The Trustee shall be reimbursed for any and all expenses relating to any tax audit of the Trust Fund (including, but not limited to, any professional fees or any administrative or judicial proceedings with respect to any Trust REMIC that involve the Internal Revenue Service or state tax authorities), including the expense of obtaining any tax related Opinion of Counsel required to be obtained hereunder. The Trustee, as agent for each Trust REMIC’s tax matters person shall (i) act on behalf of the Trust Fund in relation to any tax matter or controversy involving any Trust REMIC and (ii) represent the Trust Fund in any administrative or judicial proceeding relating to an examination or audit by any governmental taxing authority with respect thereto. The holder of the largest Percentage Interest of each Class of Residual Certificates shall be designated, in the manner provided under Treasury regulations section 1.860F-4(d) and Treasury regulations section 301.6231(a)(7)-1, as the tax matters person of the Trust REMICs created hereunder. By their acceptance thereof, the holder of the largest Percentage Interest of the Residual Certificates hereby agrees to irrevocably appoint the Trustee

 



or an Affiliate as its agent to perform all of the duties of the tax matters person for the Trust Fund.

(d)          The Trustee shall prepare, sign and file all of the Tax Returns (including Form 8811, which must be filed within 30 days following the Closing Date) in respect of each REMIC created hereunder. The expenses of preparing and filing such returns shall be borne by the Trustee without any right of reimbursement therefor.

(e)          The Trustee shall perform on behalf of each Trust REMIC all reporting and other tax compliance duties that are the responsibility of such REMIC under the Code, the REMIC Provisions or other compliance guidance issued by the Internal Revenue Service or any state or local taxing authority. Among its other duties, as required by the Code, the REMIC Provisions or other such compliance guidance, the Trustee shall provide (i) to any Transferor of a Residual Certificate such information as is necessary for the application of any tax relating to the transfer of a Residual Certificate to any Person who is not a Permitted Transferee, (ii) to the Certificateholders such information or reports as are required by the Code or the REMIC Provisions including reports relating to interest, original issue discount and market discount or premium (using the Prepayment Assumption as required) and (iii) to the Internal Revenue Service the name, title, address and telephone number of the person who will serve as the representative of each Trust REMIC. The Depositor shall provide or cause to be provided to the Trustee, within ten (10) days after the Closing Date, all information or data that the Trustee reasonably determines to be relevant for tax purposes as to the valuations and issue prices of the Certificates, including, without limitation, the price, yield, prepayment assumption and projected cash flow of the Certificates.

(f)          The Trustee shall take such action and shall cause each REMIC created hereunder to take such action as shall be necessary to create or maintain the status thereof as a REMIC under the REMIC Provisions. The Trustee shall not take any action or cause the Trust Fund to take any action or fail to take (or fail to cause to be taken) any action that, under the REMIC Provisions, if taken or not taken, as the case may be, could (i) endanger the status of any Trust REMIC as a REMIC or (ii) result in the imposition of a tax upon the Trust Fund (including but not limited to the tax on prohibited transactions as defined in Section 860F(a)(2) of the Code and the tax on contributions to a REMIC set forth in Section 860G(d) of the Code) (either such event, an “Adverse REMIC Event”) unless the Trustee has received an Opinion of Counsel, addressed to the Trustee (at the expense of the party seeking to take such action but in no event at the expense of the Trustee) to the effect that the contemplated action will not, with respect to any Trust REMIC, endanger such status or result in the imposition of such a tax, nor shall the Servicer take or fail to take any action (whether or not authorized hereunder) as to which the Trustee has advised it in writing that it has received an Opinion of Counsel to the effect that an Adverse REMIC Event could occur with respect to such action; provided that the Servicer may conclusively rely on such Opinion of Counsel and shall incur no liability for its action or failure to act in accordance with such Opinion of Counsel. In addition, prior to taking any action with respect to any Trust REMIC or the respective assets of each, or causing any Trust REMIC to take any action, which is not contemplated under the terms of this Agreement, the Servicer will consult with the Trustee or its designee, in writing, with respect to whether such action could cause an Adverse REMIC Event to occur with respect to any Trust REMIC and the Servicer shall not take any such action or cause any Trust REMIC to take any such action as to which the

 



Trustee has advised it in writing that an Adverse REMIC Event could occur; provided that the Servicer may conclusively rely on such writing and shall incur no liability for its action or failure to act in accordance with such writing. The Trustee may consult with counsel to make such written advice, and the cost of same shall be borne by the party seeking to take the action not permitted by this Agreement, but in no event shall such cost be an expense of the Trustee. At all times as may be required by the Code, the Trustee will ensure that substantially all of the assets of REMIC I will consist of “qualified mortgages” as defined in Section 860G(a)(3) of the Code and “permitted investments” as defined in Section 860G(a)(5) of the Code, to the extent such obligations are within the Trustee’s control and not otherwise inconsistent with the terms of this Agreement.

(g)          In the event that any tax is imposed on “prohibited transactions” of any REMIC created hereunder as defined in Section 860F(a)(2) of the Code, on the “net income from foreclosure property” of such REMIC as defined in Section 860G(c) of the Code, on any contributions to any such REMIC after the Startup Day therefor pursuant to Section 860G(d) of the Code, or any other tax is imposed by the Code or any applicable provisions of state or local tax laws, such tax shall be charged (i) to the Trustee pursuant to Section 10.03 hereof, if such tax arises out of or results from a breach by the Trustee of any of its obligations under this Article X, (ii) to the Servicer pursuant to Section 10.03 hereof, if such tax arises out of or results from a breach by the Servicer of any of its obligations under Article III or this Article X, or (iii) against amounts on deposit in the Distribution Account and shall be paid by withdrawal therefrom.

 

(h)

[Reserved].

(i)           The Trustee shall, for federal income tax purposes, maintain books and records with respect to each Trust REMIC on a calendar year and on an accrual basis.

(j)           Following the Startup Day, neither the Servicer nor the Trustee shall accept any contributions of assets to any Trust REMIC other than in connection with any Qualified Substitute Mortgage Loan delivered in accordance with Section 2.03 unless it shall have received an Opinion of Counsel to the effect that the inclusion of such assets in the Trust Fund will not cause the related REMIC to fail to qualify as a REMIC at any time that any Certificates are outstanding or subject such REMIC to any tax under the REMIC Provisions or other applicable provisions of federal, state and local law or ordinances.

(k)          Neither the Trustee nor the Servicer shall enter into any arrangement by which any Trust REMIC will receive a fee or other compensation for services nor knowingly permit either REMIC to receive any income from assets other than “qualified mortgages” as defined in Section 860G(a)(3) of the Code or “permitted investments” as defined in Section 860G(a)(5) of the Code.

 

SECTION 10.02.

Prohibited Transactions and Activities.

None of the Depositor, the Servicer or the Trustee shall sell, dispose of or substitute for any of the Mortgage Loans (except in connection with (i) the foreclosure of a Mortgage Loan, including but not limited to, the acquisition or sale of a Mortgaged Property acquired by deed in lieu of foreclosure, (ii) the bankruptcy of REMIC I, (iii) the termination of REMIC I pursuant to Article IX of this Agreement, (iv) a substitution pursuant to Article II of

 



this Agreement or (v) a purchase of Mortgage Loans pursuant to Article II or III of this Agreement), acquire any assets for any Trust REMIC (other than REO Property acquired in respect of a defaulted Mortgage Loan), sell or dispose of any investments in the Collection Account or the Distribution Account for gain, or accept any contributions to any Trust REMIC after the Closing Date (other than a Qualified Substitute Mortgage Loan delivered in accordance with Section 2.03), unless it has received an Opinion of Counsel, addressed to the Trustee (at the expense of the party seeking to cause such sale, disposition, substitution, acquisition or contribution but in no event at the expense of the Trustee) that such sale, disposition, substitution, acquisition or contribution will not (a) affect adversely the status of any Trust REMIC as a REMIC or (b) cause any Trust REMIC to be subject to a tax on “prohibited transactions” or “contributions” pursuant to the REMIC Provisions.

 

SECTION 10.03.

Servicer and Trustee Indemnification.

(a)          The Trustee agrees to indemnify the Trust Fund, the Depositor and the Servicer for any taxes and costs including, without limitation, any reasonable attorneys’ fees imposed on or incurred by the Trust Fund, the Depositor or the Servicer, as a result of a breach of the Trustee’s covenants set forth in this Article X.

(b)          The Servicer agrees to indemnify the Trust Fund, the Depositor and the Trustee for any taxes and costs including, without limitation, any reasonable attorneys’ fees imposed on or incurred by the Trust Fund, the Depositor or the Trustee, as a result of a breach of the Servicer’s covenants set forth in Article III or this Article X.

 



 

ARTICLE XI

 

MISCELLANEOUS PROVISIONS

 

SECTION 11.01.

Amendment.

This Agreement may be amended from time to time by the Depositor, the Servicer and the Trustee without the consent of any of the Certificateholders, (i) to cure any ambiguity or defect, (ii) to correct, modify or supplement any provisions herein (including to give effect to the expectations of Certificateholders), or (iii) to make any other provisions with respect to matters or questions arising under this Agreement which shall not be inconsistent with the provisions of this Agreement, provided that such actions shall not,adversely affect in any material respect the interests of any Certificateholder, as evidenced by either (i) an Opinion of Counsel delivered to the Servicer and the Trustee or (ii) confirmation from the Rating Agencies that such amendment will not result in the reduction or withdrawal of the rating of any outstanding Class of Certificates. No amendment shall be deemed to adversely affect in any material respect the interests of any Certificateholder who shall have consented thereto, and no Opinion of Counsel or confirmation from the Rating Agencies shall be required to address the effect of any such amendment on any such consenting Certificateholder.

This Agreement may also be amended from time to time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights for the purpose of adding any provisions to or changing in any manner or eliminating any of the provisions of this Agreement or of modifying in any manner the rights of the Swap Provider or Holders of Certificates; provided, however, that no such amendment shall (i) reduce in any manner the amount of, or delay the timing of, payments received on Mortgage Loans which are required to be distributed on any Certificate without the consent of the Holder of such Certificate, (ii) adversely affect in any material respect the interests of the Swap Provider or Holders of any Class of Certificates (as evidenced by either (i) an Opinion of Counsel delivered to the Trustee or (ii) written notice to the Depositor, the Servicer and the Trustee from the Rating Agencies that such action will not result in the reduction or withdrawal of the rating of any outstanding Class of Certificates with respect to which it is a Rating Agency) in a manner, other than as described in (i), without the consent of Swap Provider (which shall not be unreasonable withheld) or the Holders of Certificates of such Class evidencing at least 66% of the Voting Rights allocated to such Class, as applicable, or (iii) modify the consents required by the immediately preceding clauses (i) and (ii) without the consent of the Holders of all Certificates then outstanding. Notwithstanding any other provision of this Agreement, for purposes of the giving or withholding of consents pursuant to this Section 11.01, Certificates registered in the name of the Depositor or the Servicer or any Affiliate thereof shall be entitled to Voting Rights with respect to matters affecting such Certificates.

No amendment shall be deemed to adversely affect in any material respect the interests of any Certificateholder who shall have consented thereto, and no Opinion of Counsel or Rating Agency confirmation shall be required to address the effect of any such amendment on any such consenting Certificateholder.

 



 

Notwithstanding any contrary provision of this Agreement, the Trustee shall not consent to any amendment to this Agreement unless it shall have first received an Opinion of Counsel to the effect that such amendment (i) will not result in the imposition of any tax on any Trust REMIC pursuant to the REMIC Provisions or cause any Trust REMIC to fail to qualify as a REMIC at any time that any Certificates are outstanding and (ii) is authorized or permitted hereunder.

Notwithstanding any of the other provisions of this Section 11.01, none of the Depositor, the Servicer or the Trustee shall enter into any amendment to Section 4.07, Section 4.08 or Section 11.01 of this Agreement without the prior written consent of the Swap Provider.

Promptly after the execution of any such amendment the Trustee shall furnish a copy of such amendment to each Certificateholder.

It shall not be necessary for the consent of Certificateholders under this Section 11.01 to approve the particular form of any proposed amendment, but it shall be sufficient if such consent shall approve the substance thereof. The manner of obtaining such consents and of evidencing the authorization of the execution thereof by Certificateholders shall be subject to such reasonable regulations as the Trustee may prescribe.

The cost of any Opinion of Counsel to be delivered pursuant to this Section 11.01 shall be borne by the Person seeking the related amendment, but in no event shall such Opinion of Counsel be an expense of the Trustee.

Notwithstanding the foregoing, any modification of the provisions of Section 5.02(d) shall be made in accordance with the provisions thereof and without the consent of the Certificateholders.

The Trustee may, but shall not be obligated to, enter into any amendment pursuant to this Section that affects its rights, duties and immunities under this Agreement or otherwise.

 

SECTION 11.02.

Recordation of Agreement; Counterparts.

To the extent permitted by applicable law, this Agreement is subject to recordation in all appropriate public offices for real property records in all the counties or other comparable jurisdictions in which any or all of the properties subject to the Mortgages are situated, and in any other appropriate public recording office or elsewhere, such recordation to be effected by the Servicer at the expense of the Certificateholders, but only upon direction of the Certificateholders accompanied by an Opinion of Counsel to the effect that such recordation materially and beneficially affects the interests of the Certificateholders.

For the purpose of facilitating the recordation of this Agreement as herein provided and for other purposes, this Agreement may be executed simultaneously in any number of counterparts, each of which counterparts shall be deemed to be an original, and such counterparts shall constitute but one and the same instrument.

 



 

 

SECTION 11.03.

Limitation on Rights of Certificateholders.

The death or incapacity of any Certificateholder shall not operate to terminate this Agreement or the Trust Fund, nor entitle such Certificateholder’s legal representatives or heirs to claim an accounting or to take any action or proceeding in any court for a partition or winding up of the Trust Fund, nor otherwise affect the rights, obligations and liabilities of the parties hereto or any of them.

No Certificateholder shall have any right to vote (except as expressly provided for herein) or in any manner otherwise control the operation and management of the Trust Fund, or the obligations of the parties hereto, nor shall anything herein set forth, or contained in the terms of any of the Certificates, be construed so as to constitute the Certificateholders from time to time as partners or members of an association; nor shall any Certificateholder be under any liability to any third person by reason of any action taken by the parties to this Agreement pursuant to any provision hereof.

No Certificateholder shall have any right by virtue of any provision of this Agreement to institute any suit, action or proceeding in equity or at law upon or under or with respect to this Agreement, unless such Holder previously shall have given to the Trustee a written notice of default and of the continuance thereof, as hereinbefore provided, and unless also the Holders of Certificates entitled to at least 25% of the Voting Rights shall have made written request upon the Trustee to institute such action, suit or proceeding in its own name as Trustee hereunder and shall have offered to the Trustee such reasonable indemnity as it may require against the costs, expenses and liabilities to be incurred therein or thereby, and the Trustee, for 15 days after its receipt of such notice, request and offer of indemnity, shall have neglected or refused to institute any such action, suit or proceeding. It is understood and intended, and expressly covenanted by each Certificateholder with every other Certificateholder and the Trustee, that no one or more Holders of Certificates shall have any right in any manner whatsoever by virtue of any provision of this Agreement to affect, disturb or prejudice the rights of the Holders of any other of such Certificates, or to obtain or seek to obtain priority over or preference to any other such Holder, or to enforce any right under this Agreement, except in the manner herein provided and for the equal, ratable and common benefit of all Certificateholders. For the protection and enforcement of the provisions of this Section, each and every Certificateholder and the Trustee shall be entitled to such relief as can be given either at law or in equity.

 

SECTION 11.04.

Governing Law.

This Agreement shall be construed in accordance with the laws of the State of New York and the obligations, rights and remedies of the parties hereunder shall be determined in accordance with such laws, without the conflicts of laws provisions thereof.

 

SECTION 11.05.

Notices.

All directions, demands and notices hereunder shall be in writing and shall be deemed to have been duly given when received if personally delivered at or mailed by first class mail, postage prepaid, or by express delivery service or delivered in any other manner specified herein, to (a) in the case of the Depositor, 18400 Von Karman, Suite 1000, Irvine, California 92612, Attention:

 

 

Kevin Cloyd (telecopy number: (949) 440-7033), or such other address or telecopy number as may hereafter be furnished to the Servicer and the Trustee in writing by the Depositor, (b) in the case of the Servicer, JPMorgan Chase Bank, National Association, 10790 Rancho Bernardo, San Diego, CA 92127, Attention: Cindy Dunks, with a copy to, 194 Wood Avenue South, Iselin, New Jersey, 08830 Attention: General Counsel or such other addresses or telecopy numbers as may hereafter be furnished to the Trustee and the Depositor in writing by the Servicer and (c) in the case of the Trustee, Deutsche Bank National Trust Company, 1761 East St. Andrew Place, Santa Ana, California 92705-4934, Attention: Trust Administration-NC050D telecopy number: (714) 247-6329), or such other address or telecopy number as may hereafter be furnished to the Servicer and the Depositor in writing by the Trustee. Any notice required or permitted to be given to a Certificateholder shall be given by first class mail, postage prepaid, at the address of such Holder as shown in the Certificate Register. Any notice so mailed within the time prescribed in this Agreement shall be conclusively presumed to have been duly given when mailed, whether or not the Certificateholder receives such notice. A copy of any notice required to be telecopied hereunder also shall be mailed to the appropriate party in the manner set forth above.

 

 

SECTION 11.06.

Severability of Provisions.

If any one or more of the covenants, agreements, provisions or terms of this Agreement shall be for any reason whatsoever held invalid, then such covenants, agreements, provisions or terms shall be deemed severable from the remaining covenants, agreements, provisions or terms of this Agreement and shall in no way affect the validity or enforceability of the other provisions of this Agreement or of the Certificates.

 

SECTION 11.07.

Notice to Rating Agencies

The Trustee shall use its best efforts promptly to provide notice to the Rating Agencies with respect to each of the following of which it has actual knowledge:

 

1.

Any material change or amendment to this Agreement;

2.            The occurrence of any Servicer Event of Default that has not been cured or waived;

 

3.

The resignation or termination of the Servicer or the Trustee;

4.            The repurchase or substitution of Mortgage Loans pursuant to or as contemplated by Section 2.03;

 

5.

The final payment to the Holders of any Class of Certificates;

6.            Any change in the location of the Collection Account or the Distribution Account; and

7.            Any event that would result in the inability of the Trustee, as a successor Servicer, to make advances regarding delinquent Mortgage Loans.

 



 

In addition, the Trustee shall promptly furnish to each Rating Agency copies of each report to Certificateholders described in Section 4.02 and the Servicer shall promptly furnish to each Rating Agency copies of the following:

 

1.

Each annual statement as to compliance described in Section 3.20; and

2.            Each annual independent public accountants’ servicing report described in Section 3.21.

Any such notice pursuant to this Section 11.07 shall be in writing and shall be deemed to have been duly given if personally delivered at or mailed by first class mail, postage prepaid, or by express delivery service to Moody’s Investors Service, 99 Church Street, New York, New York 10007 and to Standard & Poor’s Ratings Services, a division of the McGraw-Hill Companies, Inc., 55 Water Street, New York, New York 10007 or such other addresses as the Rating Agencies may designate in writing to the parties hereto.

 

SECTION 11.08.

Article and Section References.

All article and section references used in this Agreement, unless otherwise provided, are to articles and sections in this Agreement.

 

SECTION 11.09.

Grant of Security Interest.

It is the express intent of the parties hereto that the conveyance of the Mortgage Loans by the Depositor to the Trustee, be, and be construed as, a sale of the Mortgage Loans by the Depositor and not a pledge of the Mortgage Loans to secure a debt or other obligation of the Depositor. However, in the event that, notwithstanding the aforementioned intent of the parties, the Mortgage Loans are held to be property of the Depositor, then, (a) it is the express intent of the parties that such conveyance be deemed a pledge of the Mortgage Loans by the Depositor to the Trustee to secure a debt or other obligation of the Depositor and (b)(1) this Agreement shall also be deemed to be a security agreement within the meaning of Articles 8 and 9 of the Uniform Commercial Code as in effect from time to time in the State of New York; (2) the conveyance provided for in Section 2.01 hereof shall be deemed to be a grant by the Depositor to the Trustee of a security interest in all of the Depositor’s right, title and interest in and to the Mortgage Loans and all amounts payable to the holders of the Mortgage Loans and the Swap Provider in accordance with the terms thereof and all proceeds of the conversion, voluntary or involuntary, of the foregoing into cash, instruments, securities or other property, including without limitation all amounts, other than investment earnings, from time to time held or invested in the Collection Account and the Distribution Account, whether in the form of cash, instruments, securities or other property; (3) the obligations secured by such security agreement shall be deemed to be all of the Depositor’s obligations under this Agreement, including the obligation to provide to the Certificateholders and the Swap Provider the benefits of this Agreement relating to the Mortgage Loans and the Trust Fund; and (4) notifications to persons holding such property, and acknowledgments, receipts or confirmations from persons holding such property, shall be deemed notifications to, or acknowledgments, receipts or confirmations from, financial intermediaries, bailees or agents (as applicable) of the Trustee for the purpose of perfecting such security interest under applicable law. Accordingly, the Depositor hereby grants to the Trustee a security interest in the Mortgage Loans and all other property described in clause (2) of the

 



preceding sentence, for the purpose of securing to the Trustee the performance by the Depositor of the obligations described in clause (3) of the preceding sentence. Notwithstanding the foregoing, the parties hereto intend the conveyance pursuant to Section 2.01 to be a true, absolute and unconditional sale of the Mortgage Loans and assets constituting the Trust Fund by the Depositor to the Trustee.

 



 

IN WITNESS WHEREOF, the Depositor, the Servicer and the Trustee have caused their names to be signed hereto by their respective officers thereunto duly authorized, in each case as of the day and year first above written.

 

 

 

 

 

 

 

NEW CENTURY MORTGAGE SECURITIES INC., as Depositor

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

/s/ Kevin Cloyd

 

 

 

 

 

 

 

Name:

Kevin Cloyd

 

 

 

 

 

 

 

Title:

Executive Vice President

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

JPMORGAN CHASE BANK, NATIONAL ASSOCIATION, as Servicer

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

/s/ Carol C. Rothweil

 

 

 

 

 

 

 

Name:

Carol C. Rothweil

 

 

 

 

 

 

 

Title:

Vice President

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

DEUTSCHE BANK NATIONAL TRUST COMPANY,

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

/s/ Eiko Akiyama

 

 

 

 

 

 

 

Name:

Eiko Akiyama

 

 

 

 

 

 

 

Title:

Associate

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

/s/ Ronaldo Reyes

 

 

 

 

 

 

 

Name:

Ronaldo Reyes

 

 

 

 

 

 

 

Title:

Vice President

 

 



 

STATE OF

)

 

 

)

ss.:

COUNTY OF

)

 

 

On the      th day of December 2005, before me, a notary public in and for said State, personally appeared ________________, known to me to be a ___________________ of New Century Mortgage Securities Inc., one of the corporations that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.

IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.

 

Notary Public

 

[Notarial Seal]

 



 

STATE OF

)

 

 

)

ss.:

COUNTY OF

)

 

 

On the ____ day of December 2005, before me, a notary public in and for said State, personally appeared _____________________, known to me to be __________________ of JPMorgan Chase Bank, National Association, one of the corporations that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.

IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.

 

Notary Public

[Notarial Seal]

 



 

STATE OF

)

 

 

)

ss.:

COUNTY OF

)

 

 

On the ____ day of December 2005, before me, a notary public in and for said State, personally appeared _______________, known to me to be a ______________ of Deutsche Bank National Trust Company, one of the corporations that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.

IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.

 

Notary Public

 

[Notarial Seal]

 

 

 

 

 



EXHIBIT A-1

FORM OF CLASS A-1 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class A-1 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$411,566,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $411,566,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PK 1

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class A-1 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class A-1 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class A-1 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the

 



“Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation

 



(or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

 

 

Signature by or on behalf of assignor

 

 

 

 

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 



 

EXHIBIT A-2

FORM OF CLASS A-2a CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class A-2a Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$336,020,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $336,020,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No.1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PL 9

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class A-2a Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class A-2a Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class A-2a Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

 



 

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

 



 

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 



 

EXHIBIT A-3

FORM OF CLASS A-2b CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class A-2b Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$122,260,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $122,260,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PM 7

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class A-2b Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class A-2b Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class A-2b Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

 



 

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

 



 

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 



 

EXHIBIT A-4

FORM OF CLASS A-2c CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class A-2c Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$184,560,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $184,560,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PN 5

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class A-2c Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class A-2c Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class A-2c Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

 



 

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

 



 

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 



 

EXHIBIT A-5

FORM OF CLASS A-2d CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class A-2d Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$73,754,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $73,754,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PP 0

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class A-2d Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class A-2d Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class A-2d Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

 

 

 

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

 



 

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 



 

EXHIBIT A-6

FORM OF CLASS M-1 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class M-1 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$51,478,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $51,478,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PQ 8

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT.

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-1 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-1 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-1 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the

 



“Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation

 



(or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 



 

EXHIBIT A-7

FORM OF CLASS M-2 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES AND THE CLASS M-1 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class M-2 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$46,402,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $46,402,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PR 6

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT.

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

 

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-2 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-2 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-2 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face

 



hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the

 



purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 



 

EXHIBIT A-8

FORM OF CLASS M-3 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES AND THE CLASS M-2 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class M-3 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$31,902,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $31,902,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PS 4

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT.

 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

 



 

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-3 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-3 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-3 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As

 



provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the

 



Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee aasumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 



 

EXHIBIT A-9

FORM OF CLASS M-4 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES AND THE CLASS M-3 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class M-4 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$23,201,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $23,201,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PT 2

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT.

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

 



 

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-4 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-4 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-4 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As

 



provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the

 



Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

 

 

 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 



 

EXHIBIT A-10

FORM OF CLASS M-5 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES AND THE CLASS M-4 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class M-5 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$23,201,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $23,201,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PU 9

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT.

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-5 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-5 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-5 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the

 



“Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation

 



(or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 



 

EXHIBIT A-11

FORM OF CLASS M-6 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES AND THE CLASS M-5 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class M-6 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$21,026,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $21,026,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PV 7

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT.

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-6 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-6 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-6 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the

 



“Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation

 



(or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 



 

EXHIBIT A-12

FORM OF CLASS M-7 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES AND THE CLASS M-6 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class M-7 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$21,026,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $21,026,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PW 5

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT.

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-7 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-7 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-7 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the

 



“Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation

 



(or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 



 

EXHIBIT A-13

FORM OF CLASS M-8 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES, THE CLASS M-6 CERTIFICATES AND THE CLASS M-7 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class M-8 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$15,226,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $15,226,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PX 3

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-8 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-8 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-8 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the

 



“Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation

 



(or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

 

 

 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 



 

EXHIBIT A-14

FORM OF CLASS M-9 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES, THE CLASS M-6 CERTIFICATES, THE CLASS M-7 CERTIFICATES AND THE CLASS M-8 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class M-9 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$15,951,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $15,951,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PY 1

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-9 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-9 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-9 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the

 



“Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation

 



(or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 

 



 

EXHIBIT A-15

FORM OF CLASS M-10 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES, THE CLASS M-6 CERTIFICATES, THE CLASS M-7 CERTIFICATES, THE CLASS M-8 CERTIFICATES AND THE CLASS M-9 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class M-10 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$14,501,000

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $14,501,000

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

CUSIP: 64352V PZ 8

 

 

 

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

EACH BENEFICIAL OWNER OF THIS CERTIFICATE OR ANY INTEREST THEREIN SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT

 

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Cede & Co is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-10 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-10 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-10 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

The Pass-Through Rate applicable to the calculation of interest payable with respect to this Certificate on any Distribution Date shall equal a rate per annum equal to the lesser of (i) the related Formula Rate and (ii) the related Net WAC Pass-Through Rate.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the

 



“Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

Each beneficial owner of this Certificate or any interest therein shall be deemed to have made the representations in Section 5.02(c) of the Pooling and Servicing Agreement.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation

 



(or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 



 

EXHIBIT A-16

FORM OF CLASS CE-1 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE MEZZANINE CERTIFICATES AND THE CLASS B CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

THIS CERTIFICATE HAS NOT BEEN AND WILL NOT BE REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED, OR THE SECURITIES LAWS OF ANY STATE AND MAY NOT BE RESOLD OR TRANSFERRED UNLESS IT IS REGISTERED PURSUANT TO SUCH ACT AND LAWS OR IS SOLD OR TRANSFERRED IN TRANSACTIONS THAT ARE EXEMPT FROM REGISTRATION UNDER SUCH ACT AND UNDER APPLICABLE STATE LAW AND IS TRANSFERRED IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT.

NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED, OR THE CODE WILL BE REGISTERED EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class CE-1 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$19,938,593.15

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $19,938,593.15

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

Aggregate Notional Amount of the Class CE-1 Certificates as of the Issue Date:

 

Issue Date: December 28, 2005

$1,450,077,593.15

 

 

 

 

 

Notional Amount: $1,450,077,593.15

 

 

 

 



 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Deutsche Bank National Trust Company, as Indenture Trustee under the Indenture, dated as of December 28, 2005, relating to NC Finance NIM Trust 2005-D Notes, Series 2005-D is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class CE-1 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class CE-1 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class CE-1 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face

 



hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trustee shall require receipt of (i) if such transfer is purportedly being made in reliance upon Rule 144A under the 1933 Act, written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1, and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration or qualification (which Opinion of Counsel shall not be an expense of the Trust Fund or of the Depositor, the Trustee or the Servicer in their respective capacities as such), together with copies of the written certification(s) of the Holder of the Certificate desiring to effect the transfer and/or such Holder’s prospective transferee upon which such Opinion of Counsel is based. Neither the Depositor nor the Trustee is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Depositor and the Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.

 



 

No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any Person using “Plan Assets” to acquire this Certificate shall be made except in accordance with Section 5.02(c) of the Agreement.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 



 

EXHIBIT A-17

FORM OF CLASS CE-2 CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE MEZZANINE CERTIFICATES AND THE CLASS B CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

THIS CERTIFICATE HAS NOT BEEN AND WILL NOT BE REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED, OR THE SECURITIES LAWS OF ANY STATE AND MAY NOT BE RESOLD OR TRANSFERRED UNLESS IT IS REGISTERED PURSUANT TO SUCH ACT AND LAWS OR IS SOLD OR TRANSFERRED IN TRANSACTIONS THAT ARE EXEMPT FROM REGISTRATION UNDER SUCH ACT AND UNDER APPLICABLE STATE LAW AND IS TRANSFERRED IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT.

NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED, OR THE CODE WILL BE REGISTERED EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

 

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class CE-2 Certificates as of the Issue Date:

Pass-Through Rate: Variable

 

$38,065,000.00

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $38,065,000.00

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 

 

 

 

 

 

 

 

 

 

 



 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Morgan Stanley & Co. Incorporated is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class CE-2 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class CE-2 Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class CE-2 Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

 



 

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trustee shall require receipt of (i) if such transfer is purportedly being made in reliance upon Rule 144A under the 1933 Act, written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1, and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration or qualification (which Opinion of Counsel shall not be an expense of the Trust Fund or of the Depositor, the Trustee or the Servicer in their respective capacities as such), together with copies of the written certification(s) of the Holder of the Certificate desiring to effect the transfer and/or such Holder’s prospective transferee upon which such Opinion of Counsel is based. Neither the Depositor nor the Trustee is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Depositor and the Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.

No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any Person using “Plan Assets” to acquire this Certificate shall be made except in accordance with Section 5.02(c) of the Agreement.

 



 

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

 

 

 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 



 

EXHIBIT A-18

FORM OF CLASS P CERTIFICATE

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

THIS CERTIFICATE HAS NOT BEEN AND WILL NOT BE REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED, OR THE SECURITIES LAWS OF ANY STATE AND MAY NOT BE RESOLD OR TRANSFERRED UNLESS IT IS REGISTERED PURSUANT TO SUCH ACT AND LAWS OR IS SOLD OR TRANSFERRED IN TRANSACTIONS THAT ARE EXEMPT FROM REGISTRATION UNDER SUCH ACT AND UNDER APPLICABLE STATE LAW AND IS TRANSFERRED IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT.

NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED, OR THE CODE WILL BE REGISTERED EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

Series 2005-D

 

Aggregate Certificate Principal Balance of the Class P Certificates as of the Issue Date:

Pass-Through Rate: N/A

 

$100.00

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Denomination: $100.00

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that Deutsche Bank National Trust Company, as Indenture Trustee under the Indenture, dated as of December 28, 2005, relating to NC Finance NIM Trust 2005-D Notes, Series 2005-D is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class P Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class P Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class P Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face

 



hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trustee shall require receipt of (i) if such transfer is purportedly being made in reliance upon Rule 144A under the 1933 Act, written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1, and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration or qualification (which Opinion of Counsel shall not be an expense of the Trust Fund or of the Depositor, the Trustee or the Servicer in their respective capacities as such), together with copies of the written certification(s) of the Holder of the Certificate desiring to effect the transfer and/or such Holder’s prospective transferee upon which such Opinion of Counsel is based. Neither the Depositor nor the Trustee is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Depositor and the Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.

 



 

No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any Person using “Plan Assets” to acquire this Certificate shall be made except in accordance with Section 5.02(c) of the Agreement.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 

 



 

EXHIBIT A-19

FORM OF CLASS R CERTIFICATE

THIS CERTIFICATE MAY NOT BE TRANSFERRED TO A NON-UNITED STATES PERSON.

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “RESIDUAL INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT” (“REMIC”), AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

ANY RESALE, TRANSFER OR OTHER DISPOSITION OF THIS CERTIFICATE MAY BE MADE ONLY IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

THIS CERTIFICATE HAS NOT BEEN AND WILL NOT BE REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED, OR THE SECURITIES LAWS OF ANY STATE AND MAY NOT BE RESOLD OR TRANSFERRED UNLESS IT IS REGISTERED PURSUANT TO SUCH ACT AND LAWS OR IS SOLD OR TRANSFERRED IN TRANSACTIONS THAT ARE EXEMPT FROM REGISTRATION UNDER SUCH ACT AND UNDER APPLICABLE STATE LAW AND IS TRANSFERRED IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT.

NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED, OR THE CODE WILL BE REGISTERED EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

ANY RESALE, TRANSFER OR OTHER DISPOSITION OF THIS CERTIFICATE MAY BE MADE ONLY IF THE PROPOSED TRANSFEREE PROVIDES (I) AN AFFIDAVIT TO THE TRUSTEE THAT (A) SUCH TRANSFEREE IS NOT (1) THE UNITED STATES OR ANY POSSESSION THEREOF, ANY STATE OR POLITICAL SUBDIVISION THEREOF, ANY FOREIGN GOVERNMENT, ANY INTERNATIONAL ORGANIZATION, OR ANY AGENCY OR INSTRUMENTALITY OF ANY OF THE FOREGOING, (2) ANY ORGANIZATION (OTHER THAN A COOPERATIVE DESCRIBED IN SECTION 521 OF THE CODE) THAT IS EXEMPT FROM THE TAX IMPOSED BY CHAPTER 1 OF THE CODE UNLESS SUCH ORGANIZATION IS SUBJECT TO THE TAX IMPOSED BY SECTION 511 OF THE CODE, (3) ANY ORGANIZATION DESCRIBED IN SECTION 1381(A)(2)(C) OF THE CODE (ANY SUCH PERSON DESCRIBED IN THE FOREGOING CLAUSES (1), (2) OR (3) SHALL HEREINAFTER BE REFERRED TO AS A “DISQUALIFIED ORGANIZATION”) OR (4) AN AGENT OF A DISQUALIFIED ORGANIZATION AND (B) NO PURPOSE OF SUCH TRANSFER IS TO IMPEDE THE ASSESSMENT OR COLLECTION OF TAX, AND (II) SUCH TRANSFEREE SATISFIES CERTAIN ADDITIONAL CONDITIONS RELATING TO THE FINANCIAL CONDITION OF THE PROPOSED TRANSFEREE.

 



NOTWITHSTANDING THE REGISTRATION IN THE CERTIFICATE REGISTER OF ANY TRANSFER, SALE OR OTHER DISPOSITION OF THIS CERTIFICATE TO A DISQUALIFIED ORGANIZATION OR AN AGENT OF A DISQUALIFIED ORGANIZATION, SUCH REGISTRATION SHALL BE DEEMED TO BE OF NO LEGAL FORCE OR EFFECT WHATSOEVER AND SUCH PERSON SHALL NOT BE DEEMED TO BE A CERTIFICATEHOLDER FOR ANY PURPOSE HEREUNDER, INCLUDING, BUT NOT LIMITED TO, THE RECEIPT OF DISTRIBUTIONS ON THIS CERTIFICATE. EACH HOLDER OF THIS CERTIFICATE BY ACCEPTANCE HEREOF SHALL BE DEEMED TO HAVE CONSENTED TO THE PROVISIONS OF THIS PARAGRAPH AND THE PROVISIONS OF SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN. ANY PERSON THAT IS A DISQUALIFIED ORGANIZATION IS PROHIBITED FROM ACQUIRING BENEFICIAL OWNERSHIP OF THIS CERTIFICATE.

 

Series 2005-D

 

Aggregate Percentage Interest of the Class R Certificates as of the Issue Date:

Pass-Through Rate: N/A

 

100.00%

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Percentage Interest: 100.00%

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that NC Capital Corporation is the registered owner of the Percentage Interest specified above in that certain beneficial ownership interest evidenced by all the Class R Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class R Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As

 



provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trustee shall require receipt of (i) if such transfer is purportedly being made in reliance upon Rule 144A under the 1933 Act, written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1, and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration or qualification (which Opinion of Counsel shall not be an expense of the Trust Fund or of the Depositor, the Trustee or the Servicer in their respective capacities as such), together with copies of the written certification(s) of the Holder of the Certificate desiring to effect the transfer and/or such Holder’s prospective transferee upon which such Opinion of Counsel is based. Neither the Depositor nor the Trustee is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Depositor and the Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.

No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any Person using “Plan Assets” to acquire this Certificate shall be made except in accordance with Section 5.02(c) of the Agreement.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the

 



Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

Prior to registration of any transfer, sale or other disposition of this Certificate, the proposed transferee shall provide to the Trustee (i) an affidavit to the effect that such transferee is any Person other than a Disqualified Organization or the agent (including a broker, nominee or middleman) of a Disqualified Organization, and (ii) a certificate that acknowledges that (A) the Class R Certificates have been designated as a residual interest in a REMIC, (B) it will include in its income a pro rata share of the net income of the Trust Fund and that such income may be an “excess inclusion,” as defined in the Code, that, with certain exceptions, cannot be offset by other losses or benefits from any tax exemption, and (C) it expects to have the financial means to satisfy all of its tax obligations including those relating to holding the Class R Certificates. Notwithstanding the registration in the Certificate Register of any transfer, sale or other disposition of this Certificate to a Disqualified Organization or an agent (including a broker, nominee or middleman) of a Disqualified Organization, such registration shall be deemed to be of no legal force or effect whatsoever and such Person shall not be deemed to be a Certificateholder for any purpose, including, but not limited to, the receipt of distributions in respect of this Certificate.

The Holder of this Certificate, by its acceptance hereof, shall be deemed to have consented to the provisions of Section 5.02 of the Agreement and to any amendment of the Agreement deemed necessary by counsel of the Depositor to ensure that the transfer of this Certificate to any Person other than a Permitted Transferee or any other Person will not cause the Trust Fund to cease to qualify as a REMIC or cause the imposition of a tax upon the REMIC.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

 



 

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 



 

EXHIBIT A-20

FORM OF CLASS R-X CERTIFICATE

THIS CERTIFICATE MAY NOT BE TRANSFERRED TO A NON-UNITED STATES PERSON.

SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “RESIDUAL INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT” (“REMIC”), AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).

ANY RESALE, TRANSFER OR OTHER DISPOSITION OF THIS CERTIFICATE MAY BE MADE ONLY IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.

THIS CERTIFICATE HAS NOT BEEN AND WILL NOT BE REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED, OR THE SECURITIES LAWS OF ANY STATE AND MAY NOT BE RESOLD OR TRANSFERRED UNLESS IT IS REGISTERED PURSUANT TO SUCH ACT AND LAWS OR IS SOLD OR TRANSFERRED IN TRANSACTIONS THAT ARE EXEMPT FROM REGISTRATION UNDER SUCH ACT AND UNDER APPLICABLE STATE LAW AND IS TRANSFERRED IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT.

NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED, OR THE CODE WILL BE REGISTERED EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

ANY RESALE, TRANSFER OR OTHER DISPOSITION OF THIS CERTIFICATE MAY BE MADE ONLY IF THE PROPOSED TRANSFEREE PROVIDES (I) AN AFFIDAVIT TO THE TRUSTEE THAT (A) SUCH TRANSFEREE IS NOT (1) THE UNITED STATES OR ANY POSSESSION THEREOF, ANY STATE OR POLITICAL SUBDIVISION THEREOF, ANY FOREIGN GOVERNMENT, ANY INTERNATIONAL ORGANIZATION, OR ANY AGENCY OR INSTRUMENTALITY OF ANY OF THE FOREGOING, (2) ANY ORGANIZATION (OTHER THAN A COOPERATIVE DESCRIBED IN SECTION 521 OF THE CODE) THAT IS EXEMPT FROM THE TAX IMPOSED BY CHAPTER 1 OF THE CODE UNLESS SUCH ORGANIZATION IS SUBJECT TO THE TAX IMPOSED BY SECTION 511 OF THE CODE, (3) ANY ORGANIZATION DESCRIBED IN SECTION 1381(A)(2)(C) OF THE CODE (ANY SUCH PERSON DESCRIBED IN THE FOREGOING CLAUSES (1), (2) OR (3) SHALL HEREINAFTER BE REFERRED TO AS A “DISQUALIFIED ORGANIZATION”) OR (4) AN AGENT OF A DISQUALIFIED ORGANIZATION AND (B) NO PURPOSE OF SUCH TRANSFER IS TO IMPEDE THE ASSESSMENT OR COLLECTION OF TAX, AND (II) SUCH TRANSFEREE SATISFIES CERTAIN ADDITIONAL CONDITIONS RELATING TO THE FINANCIAL CONDITION OF THE PROPOSED TRANSFEREE. NOTWITHSTANDING THE REGISTRATION IN THE CERTIFICATE REGISTER OF ANY TRANSFER, SALE OR OTHER DISPOSITION OF THIS CERTIFICATE TO A DISQUALIFIED ORGANIZATION OR AN AGENT OF A DISQUALIFIED

 



ORGANIZATION, SUCH REGISTRATION SHALL BE DEEMED TO BE OF NO LEGAL FORCE OR EFFECT WHATSOEVER AND SUCH PERSON SHALL NOT BE DEEMED TO BE A CERTIFICATEHOLDER FOR ANY PURPOSE HEREUNDER, INCLUDING, BUT NOT LIMITED TO, THE RECEIPT OF DISTRIBUTIONS ON THIS CERTIFICATE. EACH HOLDER OF THIS CERTIFICATE BY ACCEPTANCE HEREOF SHALL BE DEEMED TO HAVE CONSENTED TO THE PROVISIONS OF THIS PARAGRAPH AND THE PROVISIONS OF SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN. ANY PERSON THAT IS A DISQUALIFIED ORGANIZATION IS PROHIBITED FROM ACQUIRING BENEFICIAL OWNERSHIP OF THIS CERTIFICATE.

 

Series 2005-D

 

Aggregate Percentage Interest of the Class R-X Certificates as of the Issue Date:

Pass-Through Rate: N/A

 

100.00%

 

 

 

Cut-off Date and date of Pooling and Servicing Agreement: December 1, 2005

 

Percentage Interest: 100.00%

 

 

 

First Distribution Date: January 25, 2006

 

Servicer: JPMorgan Chase Bank, National Association

 

 

 

No. 1

 

Trustee: Deutsche Bank National Trust Company

 

 

 

 

 

Issue Date: December 28, 2005

 

 



 

ASSET BACKED PASS-THROUGH CERTIFICATE

evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by

NEW CENTURY MORTGAGE SECURITIES INC.

THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN NEW CENTURY MORTGAGE SECURITIES INC., THE SERVICER, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.

This certifies that MKM I Corp. is the registered owner of the Percentage Interest specified above in that certain beneficial ownership interest evidenced by all the Class R-X Certificates in a REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among New Century Mortgage Securities Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.

Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class R-X Certificates on such Distribution Date pursuant to the Agreement.

All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trustee by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trustee in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trustee of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose as provided in the Agreement.

This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates specified on the face hereof equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.

The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes

 



including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.

The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.

As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.

No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trustee shall require receipt of (i) if such transfer is purportedly being made in reliance upon Rule 144A under the 1933 Act, written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1, and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration or qualification (which Opinion of Counsel shall not be an expense of the Trust Fund or of the Depositor, the Trustee or the Servicer in their respective capacities as such), together with copies of the written certification(s) of the Holder of the Certificate desiring to effect the transfer and/or such Holder’s prospective transferee upon which such Opinion of Counsel is based. Neither the Depositor nor the Trustee is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Depositor and the Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.

No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any Person using “Plan Assets” to acquire this Certificate shall be made except in accordance with Section 5.02(c) of the Agreement.

The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trustee may require payment of a sum

 



sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.

Prior to registration of any transfer, sale or other disposition of this Certificate, the proposed transferee shall provide to the Trustee (i) an affidavit to the effect that such transferee is any Person other than a Disqualified Organization or the agent (including a broker, nominee or middleman) of a Disqualified Organization, and (ii) a certificate that acknowledges that (A) the Class R-X Certificates have been designated as a residual interest in a REMIC, (B) it will include in its income a pro rata share of the net income of the Trust Fund and that such income may be an “excess inclusion,” as defined in the Code, that, with certain exceptions, cannot be offset by other losses or benefits from any tax exemption, and (C) it expects to have the financial means to satisfy all of its tax obligations including those relating to holding the Class R-X Certificates. Notwithstanding the registration in the Certificate Register of any transfer, sale or other disposition of this Certificate to a Disqualified Organization or an agent (including a broker, nominee or middleman) of a Disqualified Organization, such registration shall be deemed to be of no legal force or effect whatsoever and such Person shall not be deemed to be a Certificateholder for any purpose, including, but not limited to, the receipt of distributions in respect of this Certificate.

The Holder of this Certificate, by its acceptance hereof, shall be deemed to have consented to the provisions of Section 5.02 of the Agreement and to any amendment of the Agreement deemed necessary by counsel of the Depositor to ensure that the transfer of this Certificate to any Person other than a Permitted Transferee or any other Person will not cause the Trust Fund to cease to qualify as a REMIC or cause the imposition of a tax upon the REMIC.

The Depositor, the Servicer, the Trustee and any agent of the Depositor, the Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.

The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trustee and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date.

The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.

Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 



 

IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.

Dated: December __, 2005

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Officer

 

 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Authorized Signatory

 

 

 



 

ABBREVIATIONS

The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:

TEN COM -

as tenants in common

UNIF GIFT MIN ACT -

Custodian

 

 

 

(Cust)     (Minor)

TEN ENT -

as tenants by the entireties

 

under Uniform Gifts

 

 

 

to Minors Act

JT TEN -

as joint tenants with right if

 

 

 

survivorship and not as

 

(State)

 

tenants in common

 

 

 

 

 

 

Additional abbreviations may also be used though not in the above list.

 

 

ASSIGNMENT

 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto

 

 

 

 

 

 

(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.

I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:

 

 

.

 

Dated:

 

 

Signature by or on behalf of assignor

 

 

 

Signature Guaranteed

 

 



 

DISTRIBUTION INSTRUCTIONS

The assignee should include the following for purposes of distribution:

Distributions shall be made, by wire transfer or otherwise, in immediately available

funds to

 

 

for the account of

 

account number

 

or, if mailed by check, to

 

Applicable statements should be mailed to

 

 

 

This information is provided by

 

assignee named above, or

 

its agent.

 

 

 



 

EXHIBIT B

[RESERVED]

 



 

EXHIBIT C-1

FORM OF TRUSTEE’S INITIAL CERTIFICATION

[Date]

New Century Mortgage Securities Inc.

18400 Von Karman Avenue, Suite 1000

Irvine, California 92612

JPMorgan Chase Bank, National Association

270 Park Avenue

New York, NY 10017-2070

 

 

Re:

Pooling and Servicing Agreement, dated as of December 1, 2005, among New Century Mortgage Securities Inc., JPMorgan Chase Bank, National Association and Deutsche Bank National Trust Company, Asset Backed Pass-Through Certificates, Series 2005-D

 

Ladies and Gentlemen:

Pursuant to Section 2.01 of the Pooling and Servicing Agreement, dated as of December 1, 2005 (the “Agreement”), among New Century Mortgage Securities Inc. as Depositor, JPMorgan Chase Bank, National Association as servicer and Deutsche Bank National Trust Company as trustee, we hereby acknowledge that as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or any Mortgage Loan specifically identified in the exception report annexed thereto as not being covered by such certification) (i) all documents constituting part of such Mortgage File (other than such documents described in Section 2.01(v)) required to be delivered to it pursuant to this Agreement are in its possession, (ii) such documents have been reviewed by it and appear regular on their face and relate to such Mortgage Loan and (iii) based on its examination and only as to the foregoing, the information set forth in the Mortgage Loan Schedule that corresponds to items (i) through (iii), (vi), (xi), (xii), (xv) and (xviii) (solely as of origination) of the definition of “Mortgage Loan Schedule” accurately reflects information set forth in the Mortgage File.

The Trustee has made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the Pooling and Servicing Agreement.

The Trustee makes no representations as to: (i) the validity, legality, sufficiency, enforceability or genuineness of any of the documents contained in the Mortgage File of any of the Mortgage Loans identified on the Mortgage Loan Schedule, (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan, or (iii) whether any Mortgage File included any of the documents specified in clause (v) of Section 2.01 of the Agreement.

 



 

DEUTSCHE BANK NATIONAL TRUST COMPANY

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

 

 



 

EXHIBIT C-2

FORM OF TRUSTEE’S FINAL CERTIFICATION

[Date]

New Century Mortgage Securities Inc.

18400 Von Karman Avenue, Suite 1000

Irvine, California 92612

JPMorgan Chase Bank, National Association

1661 Worthington Road

Suite 100

Centrepark West

West Palm Beach, FL 33409

 

Re:

Pooling and Servicing Agreement, dated as of December 1, 2005, among New Century Mortgage Securities Inc., JPMorgan Chase Bank, National Association and Deutsche Bank National Trust Company, Asset Backed Pass-Through Certificates, Series 2005-D

 

Ladies and Gentlemen:

In accordance with Section 2.02 of the above-captioned Pooling and Servicing Agreement, the undersigned, as Trustee, hereby certifies that as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or listed on the attachment hereto), it or a Custodian on its behalf has received:

(i)            the original recorded Mortgage, and the original recorded power of attorney, if the Mortgage was executed pursuant to a power of attorney, or a certified copy thereof in those instances where the public recording office retains the original or where the original has been lost; and

(ii)          an original Assignment in ______________ or a recorded Assignment to the Trustee together with the original recorded Assignment or Assignments showing a complete chain of assignment from the originator, or a certified copy of such Assignments in those instances where the public recording retains the original or where original has been lost; and

 

(iii)

the original lender’s title insurance policy.

The Trustee has made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the above-referenced Pooling and Servicing Agreement. The Trustee makes no representations as to: (i) the validity, legality, sufficiency, enforceability or genuineness of any of the documents contained in the Mortgage File of any of the Mortgage Loans identified on the Mortgage Loan Schedule, or (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan.

Capitalized words and phrases used herein shall have the respective meanings assigned to them in the above-captioned Pooling and Servicing Agreement.

 



 

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

 



 

 

 

 

EXHIBIT D

 

 

MORTGAGE LOAN PURCHASE AGREEMENT

This is a Mortgage Loan Purchase Agreement (this “Agreement”), dated December 19, 2005, between NC Capital Corporation, a California corporation (the “Seller”) and New Century Mortgage Securities, Inc., a Delaware corporation (the “Purchaser”).

Preliminary Statement

The Seller intends to sell the Mortgage Loans (as hereinafter identified) to the Purchaser on the terms and subject to the conditions set forth in this Agreement. The Purchaser intends to deposit the Mortgage Loans into a mortgage pool comprising the Trust Fund. The Trust Fund will be evidenced by a single series of mortgage pass-through certificates designated as Series 2005-D (the “Certificates”). The Certificates will consist of twenty classes of certificates. The Class CE-1 Certificates, the Class P Certificates, the Class R Certificates and the Class R-X Certificates (collectively, the “NC Capital Certificates”) will be delivered to the Seller or its designee as partial consideration for the Mortgage Loans as further described below. The Certificates will be issued pursuant to a Pooling and Servicing Agreement for Series 2005-D, dated as of December 1, 2005 (the “Pooling and Servic ing Agreement”), among the Purchaser as depositor, JPMorgan Chase Bank, National Association as servicer (the “Servicer”) and Deutsche Bank National Trust Company as trustee (the “Trustee”). Capitalized terms used but not defined herein shall have the meanings set forth in the Pooling and Servicing Agreement.

The parties hereto agree as follows:

SECTION 1.     Agreement to Purchase. The Seller agrees to sell and the Purchaser agrees to purchase, on or before December 28, 2005 (the “Closing Date”), certain adjustable-rate and fixed-rate conventional, one- to four-family, residential mortgage loans (the “Mortgage Loans”), having an aggregate principal balance as of the close of business on December 1, 2005, (the “Cut-off Date”) of $1,450,077,693.15 (the “Closing Balance”), after giving effect to all payments due on the Mortgage Loans on or before the Cut-off Date, whether or not received including the right to any Prepayment Charges payable by the related Mortgagors in connection with any Principal Prepayments on the Mortgage Loans. In addition to the sale of the Mortgage Loans, the Seller will direct the Swap Administrator to enter into the Interest Rate Swap Agreement on behalf of the Trust.

SECTION 2.    Mortgage Loan Schedule. The Purchaser and the Seller have agreed upon which of the mortgage loans owned by the Seller are to be purchased by the Purchaser pursuant to this Agreement and the Seller will prepare or cause to be prepared on or prior to the Closing Date a final schedule (the “Closing Schedule”) that shall describe such Mortgage Loans and set forth all of the Mortgage Loans to be purchased under this Agreement, including the Prepayment Charges. The Closing Schedule will conform to the requirements set forth in this Agreement and to the definition of “Mortgage Loan Schedule” under the Pooling and Servicing Agreement. The Closing Schedule shall be used as the Mortgage Loan Schedule under the Pooling and Servicing Agreement.

 

 



 

 

SECTION 3.

Consideration.

(a)          In consideration for the Mortgage Loans to be purchased hereunder, the Purchaser shall, as described in Section 8, (i) pay to or upon the order of the Seller in immediately available funds an amount (the “Mortgage Loan Purchase Price”) equal to the net sale proceeds of the Class A Certificates and the Mezzanine Certificates and (ii) will have delivered the NC Capital Certificates to the Seller or its designee.

(b)          The Purchaser or any assignee, transferee or designee of the Purchaser shall be entitled to all scheduled payments of principal due after the Cut-off Date, all other payments of principal due and collected after the Cut-off Date, and all payments of interest on the Mortgage Loans allocable to the period after the Cut-off Date. All scheduled payments of principal and interest due on or before the Cut-off Date and collected after the Cut-off Date shall belong to the Seller.

(c)          Pursuant to the Pooling and Servicing Agreement, the Purchaser will assign all of its right, title and interest in and to the Mortgage Loans, together with its rights under this Agreement, to the Trustee for the benefit of the Certificateholders.

 

SECTION 4.

Transfer of the Mortgage Loans.

(a)          Possession of Mortgage Files. The Seller does hereby sell, and in connection therewith hereby assigns to the Purchaser, effective as of the Closing Date, without recourse but subject to the terms of this Agreement, all of its right, title and interest in, to and under the Mortgage Loans, including the related Prepayment Charges. The contents of each Mortgage File not delivered to the Purchaser or to any assignee, transferee or designee of the Purchaser on or prior to the Closing Date are and shall be held in trust by the Seller for the benefit of the Purchaser or any assignee, transferee or designee of the Purchaser. Upon the sale of the Mortgage Loans, the ownership of each Mortgage Note, the related Mortgage and the other contents of the related Mortgage File is vested in the Purch aser and the ownership of all records and documents with respect to the related Mortgage Loan prepared by or that come into the possession of the Seller on or after the Closing Date shall immediately vest in the Purchaser and shall be delivered immediately to the Purchaser or as otherwise directed by the Purchaser.

(b)          Delivery of Mortgage Loan Documents. The Seller will, on or prior to the Closing Date, deliver or cause to be delivered to the Purchaser or any assignee, transferee or designee of the Purchaser each of the following documents for each Mortgage Loan:

(i)           the original Mortgage Note, endorsed in blank or in the following form “Pay to the order of Deutsche Bank National Trust Company, as Trustee under the applicable agreement, without recourse,” with all prior and intervening endorsements showing a complete chain of endorsement from the originator to the Person so endorsing to the Trustee;

(ii)          the original Mortgage with evidence of recording thereon, and the original recorded power of attorney, if the Mortgage was executed pursuant to a power of attorney, with evidence of recording thereon;

 



 

 

(iii)

an original Assignment in blank;

(iv)         the original recorded Assignment or Assignments showing a complete chain of assignment from the originator to the Person assigning the Mortgage to the Trustee as contemplated by the immediately preceding clause (iii);

(v)          the original or copies of each assumption, modification, written assurance or substitution agreement, if any; and

(vi)         the original lender’s title insurance policy or, if the original title policy has not been issued, the irrevocable commitment to issue the same.

The Seller promptly shall (within sixty Business Days following the later of the Closing Date and the date of the receipt by the Seller of the recording information for a Mortgage but in no event later than ninety days following the Closing Date) submit or cause to be submitted for recording, at no expense to the Purchaser (or the Trust Fund or the Trustee under the Pooling and Servicing Agreement), in the appropriate public office for real property records, each Assignment referred to in clauses (b)(iii) and (b)(iv) of this Section 4 and shall execute each original Assignment in the following form: “Deutsche Bank National Trust Company, as Trustee under the applicable agreement.” In the event that any such Assignment is lost or returned unrecorded because of a defect therein, the Seller promptly shall prepare a substitute Assignment or cure such defect, as the case may be, and thereafter cause each s uch Assignment to be duly recorded.

With respect to a maximum of approximately 2.0% of the Mortgage Loans, by outstanding principal balance of the Mortgage Loans as of the Cut-off Date, if any original Mortgage Note referred to in Section 4(b)(i) above cannot be located, the obligations of the Seller to deliver such documents shall be deemed to be satisfied upon delivery to the Purchaser of a photocopy of such Mortgage Note, if available, with a lost note affidavit substantially in the form of Exhibit I to the Pooling and Servicing Agreement. If any of the original Mortgage Notes for which a lost note affidavit was delivered to the Purchaser is subsequently located, such original Mortgage Note shall be delivered to the Purchaser within three Business Days.

Notwithstanding the foregoing, however, for administrative convenience and facilitation of servicing and to reduce closing costs, the Assignments shall not be required to be submitted for recording (except with respect to any Mortgage Loan located in Maryland) unless such failure to record would result in a withdrawal or a downgrading by any Rating Agency of the rating on any Class of Certificates (which in the case of the Insured Certificates shall be without regard to the Policy); provided, however, each Assignment shall be submitted for recording by the Seller in the manner described above, at no expense to the Purchaser, upon the earliest to occur of: (i) reasonable direction by Holders of Certificates entitled to at least 25% of the Voting Rights, (ii) the occurrence of a bankruptcy, insolvency or foreclosure rela ting to the Servicer, (iii) the occurrence of a servicing transfer as described in Section 7.02 of the Pooling and Servicing Agreement, (iv) with respect to any one Assignment, the occurrence of a bankruptcy, insolvency or foreclosure relating to the Mortgagor under the related Mortgage and (v) any Mortgage Loan that is 90 days or more Delinquent. Upon (a) receipt of written notice that recording of the Assignments is required pursuant to one or more of the conditions

 



(excluding condition (v) above) set forth in the preceding sentence or (b) upon the occurrence of condition (vi) in the preceding sentence, the Seller shall be required to deliver such Assignments within 30 days following receipt of such notice.

If any of the documents referred to in Sections 4(b)(ii), (iii) or (iv) above has, as of the Closing Date, been submitted for recording but either (x) has not been returned from the applicable public recording office or (y) has been lost or such public recording office has retained the original of such document, the obligations of the Seller to deliver such documents shall be deemed to be satisfied upon (1) delivery to the Purchaser or its assignee, transferee or designee of a copy of each such document certified by an Originator in the case of (x) above or the applicable public recording office in the case of (y) above to be a true and complete copy of the original that was submitted for recording and (2) if such copy is certified by an Originator, delivery to the Purchaser or its assignee, transferee or designee promptly upon receipt thereof of either the original or a copy of such document certified by the a pplicable public recording office to be a true and complete copy of the original. Notice shall be provided to the Trustee and the Rating Agencies by the Seller if delivery pursuant to clause (2) above will be made more than 180 days after the Closing Date. If the original lender’s title insurance policy was not delivered pursuant to Section 4(b)(vi) above, the Seller shall deliver or cause to be delivered to the Purchaser or its assignee, transferee or designee promptly after receipt thereof, the original lender’s title insurance policy. The Seller shall deliver or cause to be delivered to the Purchaser or its assignee, transferee or designee promptly upon receipt thereof any other original documents constituting a part of a Mortgage File received with respect to any Mortgage Loan, including, but not limited to, any original documents evidencing an assumption or modification of any Mortgage Loan.

Each original document relating to a Mortgage Loan which is not delivered to the Purchaser or its assignee, transferee or designee, if held by the Seller, shall be so held for the benefit of the Purchaser, its assignee, transferee or designee.

(c)          Acceptance of Mortgage Loans. The documents delivered pursuant to Section 4(b) hereof shall be reviewed by the Purchaser or any assignee, transferee or designee of the Purchaser at any time before or after the Closing Date (and with respect to each document permitted to be delivered after the Closing Date, within seven days of its delivery) to ascertain that all required documents have been executed and received and that such documents relate to the Mortgage Loans identified on the Mortgage Loan Schedule.

(d)          Transfer of Interest in Agreement. The Purchaser has the right to assign its interest under this Agreement, in whole or in part, to the Trustee, as may be required to effect the purposes of the Pooling and Servicing Agreement, without the consent of the Seller, and the assignee shall succeed to the rights and obligations hereunder of the Purchaser. Any expense reasonably incurred by or on behalf of the Purchaser or the Trustee in connection with enforcing any obligations of the Seller under this Agreement will be promptly reimbursed by the Seller.

(e)          Examination of Mortgage Files. Prior to the Closing Date, the Seller shall either (i) deliver in escrow to the Purchaser, or to any assignee, transferee or designee of the Purchaser for examination, the Mortgage File pertaining to each Mortgage Loan or (ii) make such Mortgage Files available to the Purchaser or to any assignee, transferee or designee of the

 



Purchaser for examination. Such examination may be made by the Purchaser or the Trustee, and their respective designees, upon reasonable notice to the Seller during normal business hours before the Closing Date and within 60 days after the Closing Date. If any such person makes such examination prior to the Closing Date and identifies any Mortgage Loans that do not conform to the requirements of the Purchaser as described in this Agreement, such Mortgage Loans shall be deleted from the Closing Schedule. The Purchaser may, at its option and without notice to the Seller, purchase all or part of the Mortgage Loans without conducting any partial or complete examination. The fact that the Purchaser or any person has conducted or has failed to conduct any partial or complete examination of the Mortgage Files shall not affect the rights of the Purchaser or any assignee, transferee or designee of the Purchaser to demand repurchase or o ther relief as provided herein or under the Pooling and Servicing Agreement.

 

SECTION 5.

Representations, Warranties and Covenants of the Seller.

The Seller hereby represents and warrants to the Purchaser, as of the date hereof and as of the Closing Date, and covenants, that:

(1)             The Seller is duly organized, validly existing and in good standing as a corporation under the laws of the State of California with full corporate power and authority to conduct its business as presently conducted by it to the extent material to the consummation of the transactions contemplated herein. The Seller has the full corporate power and authority to own the Mortgage Loans and to transfer and convey the Mortgage Loans to the Purchaser and has the full corporate power and authority to execute and deliver, engage in the transactions contemplated by, and perform and observe the terms and conditions of this Agreement.

(2)             The Seller has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement, and this Agreement, assuming due authorization, execution and delivery by the Purchaser, constitutes a legal, valid and binding obligation of the Seller, enforceable against it in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency or reorganization or by general principles of equity.

(3)             The execution, delivery and performance of this Agreement by the Seller (x) does not conflict and will not conflict with, does not breach and will not result in a breach of and does not constitute and will not constitute a default (or an event, which with notice or lapse of time or both, would constitute a default) under (A) any terms or provisions of the articles of incorporation or by-laws of the Seller, (B) any term or provision of any material agreement, contract, instrument or indenture, to which the Seller is a party or by which the Seller or any of its property is bound or (C) any law, rule, regulation, order, judgment, writ, injunction or decree of any court or governmental authority having jurisdiction over the Seller or any of its property and (y) does not create or impose and will not result in the creation or imposition of any lien, charge or encumbrance which would have a material adverse effect upon the Mortgage Loans or any documents or instruments evidencing or securing the Mortgage Loans.

(4)             No consent, approval, authorization or order of, registration or filing with, or notice on behalf of the Seller to any governmental authority or court is required, under federal laws or the laws of the State of California, for the execution, delivery and performance by

 



the Seller of, or compliance by the Seller with, this Agreement or the consummation by the Seller of any other transaction contemplated hereby and by the Pooling and Servicing Agreement; provided, however, that the Seller makes no representation or warranty regarding federal or state securities laws in connection with the sale or distribution of the Notes and Certificates.

(5)             This Agreement does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements contained herein not misleading. The written statements, reports and other documents prepared and furnished or to be prepared and furnished by the Seller pursuant to this Agreement or in connection with the transactions contemplated hereby taken in the aggregate do not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements contained therein not misleading.

(6)             The Seller is not in violation of, and the execution and delivery of this Agreement by the Seller and its performance and compliance with the terms of this Agreement will not constitute a violation with respect to, any order or decree of any court or any order or regulation of any federal, state, municipal or governmental agency having jurisdiction over the Seller or its assets, which violation might have consequences that would materially and adversely affect the condition (financial or otherwise) or the operation of the Seller or its assets or might have consequences that would materially and adversely affect the performance of its obligations and duties hereunder.

(7)             The Seller does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant contained in this Agreement.

(8)             Immediately prior to the sale of the Mortgage Loans to the Purchaser as herein contemplated, the Seller will be the owner of the related Mortgage and the indebtedness evidenced by the related Mortgage Note, and, upon the payment to the Seller of the Mortgage Loan Purchase Price, in the event that the Seller retains or has retained record title, the Seller shall retain such record title to each Mortgage, each related Mortgage Note and the related Mortgage Files with respect thereto in trust for the Purchaser as the owner thereof from and after the date hereof.

(9)             There are no actions or proceedings against, or investigations known to it of, the Seller before any court, administrative or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the sale of the Mortgage Loans by the Seller or the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Seller of its obligations under, or validity or enforceability of, this Agreement.

(10)          The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Seller, and the transfer, assignment and conveyance of the Mortgage Notes and the Mortgages by the Seller are not subject to the bulk transfer or any similar statutory provisions.

 



 

(11)          The Seller has not dealt with any broker, investment banker, agent or other person, except for the Purchaser or any of its affiliates, that may be entitled to any commission or compensation in connection with the sale of the Mortgage Loans (except that an entity that previously financed the Seller’s ownership of the Mortgage Loans may be entitled to a fee to release its security interest in the Mortgage Loans, which fee shall have been paid and which security interest shall have been released on or prior to the Closing Date).

(12)          There is no litigation currently pending or, to the best of the Seller’s knowledge without independent investigation, threatened against the Seller that would reasonably be expected to adversely affect the transfer of the Mortgage Loans, the issuance of the Certificates or the execution, delivery, performance or enforceability of this Agreement, or that would result in a material adverse change in the financial condition of the Seller.

 

SECTION 6.

Representations and Warranties of the Seller Relating to the Mortgage Loans.

Representations and Warranties as to Individual Mortgage Loans. The Seller hereby represents and warrants to the Purchaser that as to each Mortgage Loan as of the Closing Date:

(1)             The information set forth in the Mortgage Loan Schedule, including the field concerning any related Prepayment Charge, is complete, true and correct as of the Cut-off Date;

(2)             (a) All payments required to be made on or before the first day of the month prior to the month of the Closing Date, with respect to such Mortgage Loan under the terms of the Mortgage Note have been made; (b) neither the Seller nor either Originator has advanced funds, or induced, solicited or knowingly received any advance of funds from a party other than the owner of the related Mortgaged Property, directly or indirectly, for the payment of any amount required by the Mortgage Note or Mortgage and (c) as of November 30, 2005, the payment required under any Mortgage Loan will not and has not been 30 or more days delinquent more than once during the last twelve months;

(3)             There are no delinquent taxes, ground rents, water charges, sewer rents, assessments, insurance premiums, leasehold payments, including assessments payable in future installments or other outstanding charges affecting the related Mortgaged Property;

(4)             The terms of the Mortgage Note and the Mortgage have not been impaired, waived, altered or modified in any respect, except by written instruments, recorded in the applicable public recording office if necessary to maintain the lien priority of the Mortgage; the substance of any such waiver, alteration or modification has been approved by the title insurer, to the extent required by the related policy, and is reflected on the Mortgage Loan Schedule. No instrument of waiver, alteration or modification has been executed by an Originator or any other person in the chain of title from such Originator to the Seller to the Purchaser, and no Mortgagor has been released, in whole or in part, except in connection with an assumption agreement approved by the title insurer, to the extent required by the policy, and the terms of which are reflected in the Mortgage Loan Schedule;

 



 

(5)             The Mortgage Note and the Mortgage are not subject to any right of rescission, set-off, counterclaim or defense, including the defense of usury, nor will the operation of any of the terms of the Mortgage Note and the Mortgage, or the exercise of any right thereunder, render the Mortgage unenforceable, in whole or in part, or subject to any right of rescission, set-off, counterclaim or defense, including the defense of usury and no such right of rescission, set-off, counterclaim or defense has been asserted with respect thereto;

(6)             All buildings upon the Mortgaged Property are insured by a generally acceptable insurer against loss by fire, hazards of extended coverage and such other hazards as are customary in the area where the Mortgaged Property is located, pursuant to insurance policies conforming to the requirements of the Pooling and Servicing Agreement. All such insurance policies contain a standard mortgagee clause naming an Originator, its successors and assigns as mortgagee and all premiums thereon have been paid. If upon origination of the Mortgage Loan, the Mortgaged Property was in an area identified on a Flood Hazard Map or Flood Insurance Rate Map issued by the Federal Emergency Management Agency as having special flood hazards (and such flood insurance has been made available) a flood insurance policy mee ting the requirements of the current guidelines of the Federal Insurance Administration is in effect which policy conforms to the requirements of Fannie Mae and Freddie Mac. The Mortgage obligates the Mortgagor thereunder to maintain all such insurance at the Mortgagor’s cost and expense, and on the Mortgagor’s failure to do so, authorizes the holder of the Mortgage to maintain such insurance at the Mortgagor’s cost and expense and to seek reimbursement therefor from the Mortgagor;

(7)             Any and all requirements of any federal, state or local law including, without limitation, all applicable predatory and abusive lending laws, usury, truth in lending, real estate settlement procedures, consumer credit protection, equal credit opportunity or disclosure laws applicable to the origination and servicing of the Mortgage Loan have been complied with. Any and all statements or acknowledgments required to be made by the Mortgagor relating to such requirements are and will remain in the Mortgage File;

(8)             The Mortgage has not been satisfied, canceled, subordinated or rescinded, in whole or in part, and the Mortgaged Property has not been released from the lien of the Mortgage, in whole or in part, nor has any instrument been executed that would effect any such satisfaction, cancellation, subordination, rescission or release;

(9)             The Mortgage is a valid, existing and enforceable first lien on the Mortgaged Property, including all improvements on the Mortgaged Property subject only to (a) the lien of current real property taxes and assessments not yet due and payable, (b) covenants, conditions and restrictions, rights of way, easements and other matters of the public record as of the date of recording being acceptable to mortgage lending institutions generally and specifically referred to in the lender’s title insurance policy delivered to the originator of the Mortgage Loan and which do not adversely affect the appraised value of the Mortgaged Property, (c) other matters to which like properties are commonly subject which do not materially interfere with the benefits of the security intended to be provided by the Mortgage or the use, enjoyment, value or marketability of the related Mortgaged Property and (d) the first lien on the Mortgaged Property, in the case of the Mortgages that are second liens. Any security agreement, chattel mortgage or equivalent document related to and delivered in connection with the Mortgage Loan establishes

 



and creates a valid, existing and enforceable first or second lien and first or second priority security interest, as applicable, on the property described therein and the Seller had full right to contribute and assign the same to the Purchaser. The Mortgaged Property was not, as of the date of origination of the Mortgage Loan, subject to a mortgage, deed of trust, deed to secure debt or other security instrument creating a lien subordinate to the lien of the Mortgage;

(10)          The Mortgage Note and the related Mortgage are genuine and each is the legal, valid and binding obligation of the maker thereof, enforceable in accordance with its terms;

(11)          All parties to the Mortgage Note and the Mortgage had legal capacity to enter into the Mortgage Loan and to execute and deliver the Mortgage Note and the Mortgage, and the Mortgage Note and the Mortgage have been duly and properly executed by such parties. The Mortgagor is a natural person who is a party to the Mortgage Note and the Mortgage is in an individual capacity or family trust that is guaranteed by a natural person;

(12)          The proceeds of the Mortgage Loan have been fully disbursed to or for the account of the Mortgagor and there is no obligation for the Mortgagee to advance additional funds thereunder and any and all requirements as to completion of any on-site or off-site improvement and as to disbursements of any escrow funds therefor have been complied with. All costs, fees and expenses incurred in making or closing the Mortgage Loan and the recording of the Mortgage have been paid, and the Mortgagor is not entitled to any refund of any amounts paid or due to the Mortgagee pursuant to the Mortgage Note or Mortgage;

(13)          As of the Closing Date and prior to the sale of the Mortgage Loan to the Purchaser, the Seller was the sole legal, beneficial and equitable owner of the Mortgage Note and the Mortgage and has full right to transfer and sell the Mortgage Loan to the Purchaser free and clear of any encumbrance, equity, lien, pledge, charge, claim or security interest;

(14)          The Mortgage Loan is covered by an ALTA lender’s title insurance policy, and with respect to each adjustable-rate Mortgage Loan, an adjustable rate mortgage endorsement in an amount at least equal to the balance of the Mortgage Loan as of the Cut-off Date, such endorsement substantially in the form of ALTA Form 6.0 or 6.1, acceptable to Fannie Mae or Freddie Mac, issued by a title insurer acceptable to Fannie Mae and Freddie Mac and qualified to do business in the jurisdiction where the Mortgaged Property is located, insuring (subject to the exceptions contained in (x)(a) and (b) above) the applicable Originator, its successors and assigns as to the first priority lien of the Mortgage in the original principal amount of the Mortgage Loan and against any loss by reason of the invalidity or unenforceabilit y of the lien resulting from the provisions of the Mortgage providing for adjustment in the Mortgage Rate and monthly payment. Additionally, such lender’s title insurance policy affirmatively insures ingress and egress to and from the Mortgaged Property, and against encroachments by or upon the Mortgaged Property or any interest therein. The applicable Originator is the sole insured of such lender’s title insurance policy, and such lender’s title insurance policy is in full force and effect and will be in full force and effect upon the consummation of the transactions contemplated by this Agreement. No claims have been made under such lender’s title insurance policy, and no prior holder of the related Mortgage, including

 



the Originators and the Seller, has done, by act or omission, anything which would impair the coverage of such lender’s title insurance policy;

(15)          Other than as specified in paragraph (3) above, if applicable, there is no default, breach, violation or event of acceleration existing under the Mortgage or the Mortgage Note and no event which, with the passage of time or with notice and the expiration of any grace or cure period, would constitute a default, breach, violation or event of acceleration, and none of the Originators nor the Seller has waived any default, breach, violation or event of acceleration;

(16)          There are no mechanics’ or similar liens or claims which have been filed for work, labor or material (and no rights are outstanding that under law could give rise to such lien) affecting the related Mortgaged Property which are or may be liens prior to, or equal or coordinate with, the lien of the related Mortgage;

(17)          All improvements which were considered in determining the Value of the related Mortgaged Property lay wholly within the boundaries and building restriction lines of the Mortgaged Property, and no improvements on adjoining properties encroach upon the Mortgaged Property. Each appraisal has been performed in accordance with the provisions of the Financial Institutions Reform, Recovery and Enforcement Act of 1989;

(18)          The Mortgage Loan was (i) originated by an Originator or by a savings and loan association, a savings bank, a commercial bank or similar banking institution which is supervised and examined by a federal or state authority, or by a mortgagee approved as such by the Secretary of HUD or (ii) acquired by an Originator directly through loan brokers or correspondents such that (a) the Mortgage Loan was originated in conformity with the applicable Originator’s underwriting guidelines and (b) the applicable Originator approved the Mortgage Loan prior to funding;

(19)          Principal payments on the Mortgage Loan commenced no more than two months after the proceeds of the Mortgage Loan were disbursed. The Mortgage Loan bears interest at the Mortgage Rate. With respect to the Adjustable-Rate Mortgage Loans, the Mortgage Note is payable on the first day of each month in Monthly Payments which are changed on each Adjustment Date to an amount which will amortize the Stated Principal Balance of the Mortgage Loan over its remaining term at the Mortgage Rate. Interest on the Mortgage Loan is calculated on the basis of a 360-day year consisting of twelve 30-day months. The Mortgage Note does not permit negative amortization. No Adjustable-Rate Mortgage Loan permits the Mortgagor to convert the Mortgage Rate thereon to a fixed Mortgage Rate;

(20)          The origination and collection practices used by each Originator and Servicer with respect to each Mortgage Note and Mortgage have been in all respects legal, proper, prudent and customary in the mortgage origination and servicing industry. The Mortgage Loan has been serviced in accordance with the terms of the Mortgage Note. With respect to escrow deposits and Escrow Payments, if any, all such payments are in the possession of, or under the control of, the Servicer and there exist no deficiencies in connection therewith for which customary arrangements for repayment thereof have not been made. No escrow deposits or Escrow Payments or other charges or payments due the Servicer have been capitalized under any Mortgage or the related Mortgage Note;

 



 

(21)          The Mortgaged Property is free of damage and waste and there is no proceeding pending for the total or partial condemnation thereof;

(22)          The Mortgage and related Mortgage Note contain customary and enforceable provisions such as to render the rights and remedies of the holder thereof adequate for the realization against the Mortgaged Property of the benefits of the security provided thereby, including, (a) in the case of a Mortgage designated as a deed of trust, by trustee’s sale and (b) otherwise by judicial foreclosure. Since the date of origination of the Mortgage Loan, the Mortgaged Property has not been subject to any bankruptcy proceeding or foreclosure proceeding and the Mortgagor has not filed for protection under applicable bankruptcy laws. There is no homestead or other exemption available to the Mortgagor which would interfere with the right to sell the Mortgaged Property at a trustee’s sale or the right to foreclose the M ortgage. To the best of the Seller’s knowledge, the Mortgagor has not notified the applicable Originator or the Servicer of any relief requested or allowed to the Mortgagor under the Servicemembers Civil Relief Act and, to the best of the Seller’s knowledge, no such request has been made or allowance granted.

(23)          The related Mortgaged Property is not a leasehold estate or, if such Mortgaged Property is a leasehold estate, the remaining term of such lease is at least ten (10) years greater than the remaining term of the related Mortgage Note;

(24)          The Mortgage Note is not and has not been secured by any collateral except the lien of the corresponding Mortgage on the Mortgaged Property and the security interest of any applicable security agreement or chattel mortgage referred to in (10) above;

(25)          The Mortgage File contains an appraisal of the related Mortgaged Property made and signed, prior to the approval of the Mortgage Loan application, by a qualified appraiser, approved by the applicable Originator who had no interest, direct or indirect in the Mortgaged Property or in any loan made on the security thereof, whose compensation is not affected by the approval or disapproval of the Mortgage Loan and who met the minimum qualifications of Fannie Mae and Freddie Mac;

(26)          In the event the Mortgage constitutes a deed of trust, a trustee, duly qualified under applicable law to serve as such, has been properly designated and currently so serves and is named in the Mortgage, and no fees or expenses are or will become payable by the Purchaser to the trustee under the deed of trust, except in connection with a trustee’s sale after default by the Mortgagor;

(27)          No Mortgage Loan contains provisions pursuant to which Monthly Payments are (a) paid or partially paid with funds deposited in any separate account established by the Originators, the Seller, the Mortgagor, or anyone on behalf of the Mortgagor, (b) paid by any source other than the Mortgagor or (c) contains any other similar provisions which may constitute a “buydown” provision. The Mortgage Loans are not graduated payment mortgage loans and the Mortgage Loans do not have shared appreciation or other contingent interest features;

 



 

(28)          With respect to the Adjustable-Rate Mortgage Loans, the Mortgagor has executed a statement to the effect that the Mortgagor has received all disclosure materials required by applicable law with respect to the making of Adjustable-Rate Mortgage Loans; and if the Mortgage Loan is a Refinanced Mortgage Loan, the Mortgagor has received all disclosure and rescission materials required by applicable law with respect to the making of a Refinanced Mortgage Loan, and evidence of such receipt is and will remain in the Mortgage File;

(29)          No Mortgage Loan was made in connection with (a) the construction or rehabilitation of a Mortgaged Property or (b) facilitating the trade-in or exchange of a Mortgaged Property;

(30)          The Mortgaged Property is lawfully occupied under applicable law; all inspections, licenses and certificates required to be made or issued with respect to all occupied portions of the Mortgaged Property and, with respect to the use and occupancy of the same, including but not limited to certificates of occupancy, have been made or obtained from the appropriate authorities;

(31)          No error, omission, misrepresentation, negligence, fraud or similar occurrence with respect to a Mortgage Loan has taken place on the part of any person, including, without limitation, the Mortgagor, any appraiser, any builder or developer, or any other party involved in the origination of the Mortgage Loan or in the application of any insurance in relation to such Mortgage Loan;

(32)          Each Assignment is in recordable form and is acceptable for recording under the laws of the jurisdiction in which the Mortgaged Property is located;

(33)          Any principal advances made to the Mortgagor prior to the Cut-off Date have been consolidated with the outstanding principal amount secured by the Mortgage, and the secured principal amount, as consolidated, bears a single interest rate and single repayment term. The lien of the Mortgage securing the consolidated principal amount is expressly insured as having first lien priority by a title insurance policy, an endorsement to the policy insuring the mortgagee’s consolidated interest or by other title evidence acceptable to Fannie Mae and Freddie Mac. The consolidated principal amount does not exceed the original principal amount of the Mortgage Loan;

 

(34)

No Mortgage Loan has a balloon payment feature;

(35)          If the Residential Dwelling on the Mortgaged Property is a condominium unit or a unit in a planned unit development (other than a de minimis planned unit development) such condominium or planned unit development project meets the Fannie Mae’s eligibility requirements;

(36)          Except with respect to 25.71% of the Mortgage Loans (by aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date), neither an Originator nor any affiliate of such Originator has made a mortgage on any Mortgaged Property other than the Mortgage Loan;

 



 

(37)          The Mortgage Loan was not intentionally selected in a manner intended to adversely affect the interest of the Purchaser;

(38)          The Mortgaged Property consists of a parcel of real property of not more than ten acres with a single family residence erected thereon, or a two to four-family dwelling, or a multi-family property, or an individual condominium unit in a low-rise or high-rise condominium project, or an individual unit in a planned unit development. The Mortgaged Property is improved with a Residential Dwelling. Without limiting the foregoing, the Mortgaged Property does not consist of any of the following property types: (a) co-operative units, (b) log homes, (c) earthen homes, (d) underground homes, (e) mobile homes and (f) manufactured homes (as defined in the Fannie Mae Originator-Servicer’s Guide), except when the appraisal indicates that the home is of comparable construction to a stick or beam construction home, is readily marketable, has been permanently affixed to the site and is not in a mobile home “park.” The Mortgaged Property is either a fee simple estate or a long-term residential lease. If the Mortgage Loan is secured by a long-term residential lease, unless otherwise specifically disclosed in the Mortgage Loan Schedule, (A) the terms of such lease expressly permit the mortgaging of the leasehold estate, the assignment of the lease without the lessor’s consent (or the lessor’s consent has been obtained and such consent is the Mortgage File) and the acquisition by the holder of the Mortgage of the rights of the lessee upon foreclosure or assignment in lieu of foreclosure or provide the holder of the Mortgage with substantially similar protection; (B) the terms of such lease do not (x) allow the termination thereof upon the lessee’s default without the holder of the Mortgage being entitled to receive written notice of, and opportunity to cure, such default or (y) prohibit the holder of t he Mortgage from being insured under the hazard insurance policy relating to the Mortgaged Property; (C) the original term of such lease is not less than 15 years; (D) the term of such lease does not terminate earlier than ten years after the maturity date of the Mortgage Note; and (E) the Mortgaged Property is located in a jurisdiction in which the use of leasehold estates for residential properties is an accepted practice;

(39)          At the time of origination, the Loan-To-Value Ratio of the Mortgage Loan was not greater than 100.00%;

(40)          The Mortgage, and if required by applicable law the related Mortgage Note, contains a provision for the acceleration of the payment of the unpaid Stated Principal Balance of the Mortgage Loan in the event that the Mortgaged Property is sold or transferred without the prior written consent of the Mortgagee, at the option of the Mortgagee;

(41)          The Mortgage Loan either contains a customary due-on-sale clause or may be assumed by a creditworthy purchaser of the related Mortgaged Property;

(42)          As of any Adjustment Date for any Adjustable-Rate Mortgage Loan, the Index applicable to the determination of the Mortgage Rate on such Mortgage Loan will be the average of the interbank offered rates for six-month or one-month United States dollar deposits in the London market, generally as published in The Wall Street Journal and as most recently available as of either (i) the first business day 45 days prior to such Adjustment Date or (ii) the first business day of the month preceding the month of such Adjustment Date, as specified in the related Mortgage Note;

 



 

(43)          Each Group I Mortgage Loan is a “qualified mortgage” under Section 860G(a)(3) of the Code;

(44)          Each Originator is a HUD approved mortgagee pursuant to Section 203 and Section 211 of the National Housing Act. No event has occurred, including but not limited to a change in insurance coverage, that would make the applicable Originator unable to comply with HUD eligibility requirements or that would require notification to HUD;

(45)          No Group I Mortgage Loan is covered by the Home Ownership and Equity Protection Act of 1994 (“HOEPA”) and no Mortgage Loan is in violation of any comparable state law;

(46)          No Group I Mortgage Loan that was originated on or after October 1, 2002 and before March 7, 2003 is secured by property located in the State of Georgia and no Mortgage Loan that was originated on or after March 7, 2003, is a “high cost home loan” as defined under the Georgia Fair Lending Act;

(47)          No Group I Mortgage Loan is a “high cost home,” “covered,” (excluding home loans defined as “covered home loans” in the New Jersey Home Ownership Security Act of 2002 that were originated between November 26, 2003 and July 7, 2004), “high risk home” or “predatory” loan under any other applicable state, federal or local law (or a similarly classified loan using different terminology under a law imposing heightened regulatory scrutiny or additional legal liability for residential mortgage loans having high interest rates, points and/or fees);

(48)          With respect to each Group I Mortgage Loan, no borrower obtained a prepaid single-premium credit-life, credit disability, credit unemployment or credit property insurance policy in connection with the origination of the Mortgage Loan;

(49)          No Group I Mortgage Loan originated on or after October 1, 2002 will impose a Prepayment Charge for a term in excess of three years. Any Mortgage Loans originated prior to such date will not impose Prepayment Charges in excess of five years;

(50)          Each Mortgage Loan at the time it was made complied in all material respects with applicable local, state, and federal laws, including, but not limited to, all applicable predatory and abusive lending laws;

(51)          Each Prepayment Charge is enforceable and was originated in compliance with all applicable federal, state and local laws including, without limitation, usury, equal credit opportunity, real estate settlement procedures, truth-in-lending and disclosure laws, and the consummation of the transactions contemplated hereby will not involve the violation of any such laws;

(52)          None of the Mortgage Loans are High Cost as defined by the applicable predatory and abusive lending laws;

 



 

(53)          No Mortgage Loan is a high cost loan or a covered loan, as applicable (as such terms are defined in Standard & Poor’s LEVELS Version 5.6(c) Glossary Revised, Appendix E;

(54)          The original Stated Principal Balance of each Group I Mortgage Loan is within Freddie Mac’s dollar amount limits for conforming one- to four-family mortgage loans; and

(55)          With respect to any Group I Mortgage Loan originated on or after August 1, 2004, neither the related Mortgage nor the related Mortgage Note requires the borrower to submit to arbitration to resolve any dispute arising out of or relating in any way to the mortgage loan transaction.

 

SECTION 7.

Repurchase Obligation for Defective Documentation and for Breach of Representation and Warranty.

(a)          The representations and warranties contained in Section 6 shall not be impaired by any review and examination of loan files or other documents evidencing or relating to the Mortgage Loans or any failure on the part of the Purchaser to review or examine such documents and shall inure to the benefit of any assignee, transferee or designee of the Purchaser, including the Trustee for the benefit of holders of the Certificates. With respect to the representations and warranties contained herein as to which the Seller has no knowledge, if it is discovered that the substance of any such representation and warranty was inaccurate as of the date such representation and warranty was made or deemed to be made, and such inaccuracy materially and adversely affects the value of the related Mortgage Loan or the interest ther ein of the Purchaser or the Purchaser’s assignee, transferee or designee, then notwithstanding the lack of knowledge by the Seller with respect to the substance of such representation and warranty being inaccurate at the time the representation and warranty was made, the Seller shall take such action described in the following paragraph in respect of such Mortgage Loan.

Upon discovery by the Purchaser or any assignee, transferee or designee of the Purchaser of any materially defective document in, or that a document was not transferred by the Seller (as listed on the Trustee’s preliminary exception report) as part of any Mortgage File, or of a breach of any of the representations and warranties contained in Section 6 that materially and adversely affects the value of any Mortgage Loan or the interest therein of the Certificateholders (it being understood that with respect to the representations and warranties set forth in (43), (45), (46), (47), (48), (49), (54) and (55) of Section 6 herein, a breach of any such representation or warranty shall in and of itself be deemed to materially adversely affect the interest therein of the Purchaser and the Purchaser’s assignee, transferee or designee), the Purchaser or the Purchaser’s assignee, transferee or designee, the party discovering such breach shall give prompt written notice to the Seller. Within sixty (60) days of its discovery or its receipt of notice of any such missing documentation that was not transferred by the Seller as described above, or of materially defective documentation, or of any such breach of a representation and warranty, the Seller promptly shall deliver such missing document or cure such defect or breach in all material respects or, in the event the Seller cannot deliver such missing document or cannot cure such defect or breach, the Seller shall, within ninety (90) days of its discovery or receipt of notice, either (i) repurchase the affected Mortgage Loan at the Purchase Price (as such term is defined in

 



the Pooling and Servicing Agreement) or (ii) pursuant to the provisions of the Pooling and Servicing Agreement, cause the removal of such Mortgage Loan from the Trust Fund and substitute one or more Qualified Substitute Mortgage Loans. The Seller shall amend the Closing Schedule to reflect the withdrawal of such Mortgage Loan from the terms of this Agreement and the Pooling and Servicing Agreement. The Seller shall deliver to the Purchaser such amended Closing Schedule and shall deliver such other documents as are required by this Agreement or the Pooling and Servicing Agreement within five (5) days of any such amendment. Any repurchase pursuant to this Section 7(a) shall be accomplished by transfer to an account designated by the Purchaser of the amount of the Purchase Price (as such term is defined in the Pooling and Servicing Agreement) in accordance with Section 2.03 of the Pooling and Servicing Agreement. Any repurchase re quired by this Section 7(a) shall be made in a manner consistent with Section 2.03 of the Pooling and Servicing Agreement.

With respect to a breach of the representation and warranty set forth in Section 6 (51) that materially and adversely affects the value of any Prepayment Charge or the interest therein of the Certificateholders, then notwithstanding the foregoing, the Seller shall pay the amount of the Prepayment Charge to the Servicer for deposit in the Collection Account.

(b)          It is understood and agreed that the obligations of the Seller set forth in this Section 7 to cure or repurchase a defective Mortgage Loan constitute the sole remedies of the Purchaser against the Seller respecting a missing document or a breach of the representations and warranties contained in Section 6.

SECTION 8.    Closing; Payment for the Mortgage Loans. The closing of the purchase and sale of the Mortgage Loans shall be held at the New York City office of Thacher Proffitt & Wood LLP at 10:00 a.m. New York City time on the Closing Date.

The closing shall be subject to each of the following conditions:

(a)

All of the representations and warranties of the Seller under this Agreement shall be true and correct in all material respects as of the date as of which they are made and no event shall have occurred which, with notice or the passage of time, would constitute a default under this Agreement;

(b)

The Purchaser shall have received, or the attorneys of the Purchaser shall have received in escrow (to be released from escrow at the time of closing), all Closing Documents as specified in Section 9 of this Agreement, in such forms as are agreed upon and acceptable to the Purchaser, duly executed by all signatories other than the Purchaser as required pursuant to the respective terms thereof;

 

 



 

 

(c)

The Seller shall have delivered or caused to be delivered and released to the Purchaser or to its designee, all documents (including without limitation, the Mortgage Loans) required to be so delivered by the Purchaser pursuant to Section 2.01 of the Pooling and Servicing Agreement; and

(d)

All other terms and conditions of this Agreement and the Pooling and Servicing Agreement shall have been complied with.

Subject to the foregoing conditions, the Purchaser shall deliver or cause to be delivered to the Seller on the Closing Date, against delivery and release by the Seller to the Trustee of all documents required pursuant to the Pooling and Servicing Agreement, the consideration for the Mortgage Loans as specified in Section 3 of this Agreement, by delivery to the Seller of the Mortgage Loan Purchase Price in immediately available funds and the NC Capital Certificates.

SECTION 9.    Closing Documents. Without limiting the generality of Section 8 hereof, the closing shall be subject to delivery of each of the following documents:

(a)

An Officers’ Certificate of the Seller, dated the Closing Date, in form satisfactory to and upon which the Purchaser, Morgan Stanley & Co. Incorporated (the “Representative”) may rely, and attached thereto copies of the certificate of incorporation, by-laws and certificate of good standing of the Seller under the laws of California;

(b)

An Opinion of Counsel of the Seller, dated the Closing Date, in form satisfactory to and addressed to the Purchaser and the Representative;

(c)

Such opinions of counsel as the Rating Agencies or the Trustee may request in connection with the sale of the Mortgage Loans by the Seller to the Purchaser or the Seller’s execution and delivery of, or performance under, this Agreement;

(d)

An Officers’ Certificate of the Servicer, dated the Closing Date, in form satisfactory to and upon which the Purchaser and the Representative may rely, and attached thereto copies of the certificate of formation, limited liability company agreement and certificate of good standing of the Servicer under the laws of Delaware;

(e)

An Officers’ Certificate of the Servicer, dated the Closing Date, in form satisfactory to and upon which the Purchaser and the Representative may rely, stating that on the Closing Date the representations and warranties of the Servicer contained in the Pooling and Servicing Agreement will be true and correct and no event has occurred with respect to the Servicer that would constitute an Event of Default thereunder;

(f)

An Opinion of Counsel of the Servicer, dated the Closing Date, in form satisfactory to and addressed to the Purchaser and the Representative;

 

 



 

 

(g)

(i) Letters from KPMG L.L.P., certified public accountants, to the effect that they have performed certain specified procedures as a result of which they determined that certain information of an accounting, financial or statistical nature set forth in the Preliminary Prospectus Supplement and the Prospectus Supplement relating to the Offered Certificates contained under the captions “Summary—The Mortgage Loans,” “Risk Factors,” (to the extent of information concerning the Mortgage Loans contained therein) and “The Mortgage Pool” agrees with the records of the Seller and the information contained under the caption “The Originators” agrees with the records of the Originators; and

(h)

Such further information, certificates, opinions and documents as the Purchaser or the Representative may reasonably request.

 

SECTION 10.   Costs. The Seller shall pay (or shall reimburse the Purchaser or any other Person to the extent that the Purchaser or such other Person shall pay) all costs and expenses incurred in connection with the transfer and delivery of the Mortgage Loans, including without limitation, recording fees, fees for title policy endorsements and continuations and the fees for recording Assignments, the fees and expenses of the Seller’s accountants and attorneys, the costs and expenses incurred in connection with producing the Servicer’s or any Subservicer’s loan loss, foreclosure and delinquency experience, and the costs and expenses incurred in connection with obtaining the documents referred to in Sections 9, the costs and expenses of printing (or otherwise reproducing) and delivering this Agreement, the Pooling and Servicing Agreement, the Certificates, the prospectus and Prospectus Supplement, and any private placement memorandum relating to the Certificates and other related documents, the initial fees, costs and expenses of the Trustee, the fees and expenses of the Purchaser’s counsel in connection with the preparation of all documents relating to the securitization of the Mortgage Loans, the filing fee charged by the Securities and Exchange Commission for registration of the Certificates and the fees charged by any rating agency to rate the Certificates. All other costs and expenses in connection with the transactions contemplated hereunder shall be borne by the party incurring such expense.

 

SECTION 11.

[Reserved].

SECTION 12.  Indemnification. The Seller shall indemnify and hold harmless each of (i) the Purchaser, (ii) the Underwriter, (iii) the Person, if any, to which the Purchaser assigns its rights in and to a Mortgage Loan and each of their respective successors and assigns and (iv) each person, if any, who controls the Purchaser within the meaning of Section 15 of the Securities Act of 1933, as amended (the “1933 Act”) ((i) through (iv) collectively, the “Indemnified Party”) against any and all losses, claims, expenses, damages or liabilities to which the Indemnified Party may become subject, under the 1933 Act or otherwise, insofar as such losses, claims, expenses, damages or liabilities (or actions in respect thereof) arise out of or are based upon (a) any untrue statement or alleged untrue statement of any material f act contained in the Prospectus Supplement or any private placement memorandum relating to the offering by the Purchaser or an affiliate thereof, of the Class CE Certificates or the Class P Certificates, or the

 



omission or the alleged omission to state therein the material fact necessary in order to make the statements therein not misleading, in each case to the extent, but only to the extent, that such untrue statement or alleged untrue statement or omission or alleged omission was made in reliance upon and in conformity with (i) information furnished in writing to the Purchaser or any of its affiliates by the Seller or any of its affiliates specifically for use therein, which shall include, with respect to the Prospectus Supplement, the information set forth under the captions “Summary—The Mortgage Loans,” “Risk Factors” (to the extent of information concerning the Mortgage Loans contained therein), “The Mortgage Pool” and, with respect to any private placement memorandum, any information of a comparable nature, or (ii) the data files containing information with respect to the Mortgage Loans as tra nsmitted by modem to the Purchaser by the Seller or any of its affiliates (as such transmitted information may have been amended in writing by the Seller or any of its affiliates with the written consent of the Purchaser subsequent to such transmission), (b) any representation, warranty or covenant made by the Seller or any affiliate of the Seller herein or in the Pooling and Servicing Agreement, on which the Purchaser has relied, being, or alleged to be, untrue or incorrect or (c) any updated collateral information provided by any Underwriter to a purchaser of the Certificates derived from the data contained in clause (ii) and the Remittance Report or a current collateral tape obtained from the Seller or an affiliate of the Seller, including the current Stated Principal Balances of the Mortgage Loans; provided, however, that to the extent that any such losses, claims, expenses, damages or liabilities to which the Indemnified Party may become subject arise out of or are based upon both (1) statements, omissi ons, representations, warranties or covenants of the Seller described in clause (a), (b) or (c) above and (2) any other factual basis, the Seller shall indemnify and hold harmless the Indemnified Party only to the extent that the losses, claims, expenses, damages, or liabilities of the person or persons asserting the claim are determined to rise from or be based upon matters set forth in clause (1) above and do not result from the gross negligence or willful misconduct of such Indemnified Party. This indemnity shall be in addition to any liability that the Seller may otherwise have.

SECTION 13.  Mandatory Delivery; Grant of Security Interest. The sale and delivery on the Closing Date of the Mortgage Loans described on the Mortgage Loan Schedule in accordance with the terms and conditions of this Agreement is mandatory. It is specifically understood and agreed that each Mortgage Loan is unique and identifiable on the date hereof and that an award of money damages would be insufficient to compensate the Purchaser for the losses and damages incurred by the Purchaser in the event of the Seller’s failure to deliver the Mortgage Loans on or before the Closing Date. The Seller hereby grants to the Purchaser a lien on and a continuing security interest in the Seller’s interest in each Mortgage Loan and each document and instrument evidencing each such Mortgage Loan to secure the performance by the Seller of its obligation hereunder, and the Seller agrees that it holds such Mortgage Loans in custody for the Purchaser, subject to the Purchaser’s (i) right, prior to the Closing Date, to reject any Mortgage Loan to the extent permitted by this Agreement, and (ii) obligation to deliver or cause to be delivered the consideration for the Mortgage Loans pursuant to Section 8 hereof. Any Mortgage Loans rejected by the Purchaser shall concurrently therewith be released from the security interest created hereby. All rights and remedies of the Purchaser under this Agreement are distinct from, and cumulative with, any other rights or remedies under this Agreement or afforded by law or equity and all such rights and remedies may be exercised concurrently, independently or successively.

 



 

Notwithstanding the foregoing, if on the Closing Date, each of the conditions set forth in Section 8 hereof shall have been satisfied and the Purchaser shall not have paid or caused to be paid the Mortgage Loan Purchase Price, or any such condition shall not have been waived or satisfied and the Purchaser determines not to pay or cause to be paid the Mortgage Loan Purchase Price, the Purchaser shall immediately effect the redelivery of the Mortgage Loans, if delivery to the Purchaser has occurred, and the security interest created by this Section 13 shall be deemed to have been released.

SECTION 14.   Notices. All demands, notices and communications hereunder shall be in writing and shall be deemed to have been duly given if personally delivered to or mailed by registered mail, postage prepaid, or transmitted by fax and, receipt of which is confirmed by telephone, if to the Purchaser, addressed to the Purchaser at 18400 Von Karman, Suite 1000, Irvine, California 92612, fax (949) 440-7033, or such other address as may hereafter be furnished to the Seller in writing by the Purchaser and if to the Seller, addressed to the Seller at 18400 Von Karman, Suite 1000, Irvine, California 92612, fax (949) 440-7033, or to such other address as the Seller may designate in writing to the Purchaser.

SECTION 15.  Severability of Provisions. Any part, provision, representation or warranty of this Agreement that is prohibited or that is held to be void or unenforceable shall be ineffective to the extent of such prohibition or unenforceability without invalidating the remaining provisions hereof. Any part, provision, representation or warranty of this Agreement that is prohibited or unenforceable or is held to be void or unenforceable in any jurisdiction shall, as to such jurisdiction, be ineffective to the extent of such prohibition or unenforceability without invalidating the remaining provisions hereof, and any such prohibition or unenforceability in any jurisdiction as to any Mortgage Loan shall not invalidate or render unenforceable such provision in any other jurisdiction. To the extent permitted by applicable law, the parties h ereto waive any provision of law which prohibits or renders void or unenforceable any provision hereof.

SECTION 16.  Agreement of Parties. The Seller and the Purchaser each agree to execute and deliver such instruments and take such actions as either of the others may, from time to time, reasonably request in order to effectuate the purpose and to carry out the terms of this Agreement and the Pooling and Servicing Agreement.

SECTION 17.  Survival. (a) The Seller agrees that the representations, warranties and agreements made by it herein and in any certificate or other instrument delivered pursuant hereto shall be deemed to be relied upon by the Purchaser, notwithstanding any investigation heretofore or hereafter made by the Purchaser or on its behalf, and that the representations, warranties and agreements made by the Seller herein or in any such certificate or other instrument shall survive the delivery of and payment for the Mortgage Loans and shall continue in full force and effect, notwithstanding any restrictive or qualified endorsement on the Mortgage Notes and notwithstanding subsequent termination of this Agreement, the Pooling and Servicing Agreement or the Trust Fund.

SECTION 18.  GOVERNING LAW. THIS AGREEMENT AND THE RIGHTS, DUTIES, OBLIGATIONS AND RESPONSIBILITIES OF THE PARTIES HERETO SHALL BE GOVERNED BY AND CONSTRUED IN ACCORDANCE WITH THE LAWS (INCLUDING THE CHOICE OF LAW PROVISIONS) AND DECISIONS OF THE STATE

 



OF NEW YORK. THE PARTIES HERETO INTEND THAT THE PROVISIONS OF SECTION 5-1401 OF THE NEW YORK GENERAL OBLIGATIONS LAW SHALL APPLY TO THIS AGREEMENT.

SECTION 19.  Miscellaneous. This Agreement may be executed in two or more counterparts, each of which when so executed and delivered shall be an original, but all of which together shall constitute one and the same instrument. This Agreement shall inure to the benefit of and be binding upon the parties hereto and their respective successors and assigns. This Agreement supersedes all prior agreements and understandings relating to the subject matter hereof. Neither this Agreement nor any term hereof may be changed, waived, discharged or terminated orally, but only by an instrument in writing signed by the party against whom enforcement of the change, waiver, discharge or termination is sought. The headings in this Agreement are for purposes of reference only and shall not limit or otherwise affect the meaning hereof.

SECTION 20.  Security Interest. It is the express intent of the parties hereto that the conveyance of the Mortgage Loans by the Seller to the Purchaser as provided in Section 4 hereof be, and be construed as, a sale of the Mortgage Loans by the Seller to the Purchaser and not as a pledge of the Mortgage Loans by the Seller to the Purchaser to secure a debt or other obligation of the Seller. However, in the event that, notwithstanding the aforementioned intent of the parties, the Mortgage Loans are held to be property of the Seller, then (a) it is the express intent of the parties that such conveyance be deemed a pledge of the Mortgage Loans by the Seller to the Purchaser to secure a debt or other obligation of the Seller and (b) (1) this Agreement shall also be deemed to be a security agreement within the meaning of Articles 8 and 9 of the New York Uniform Commercial Code; (2) the conveyance provided for in Section 4 hereof shall be deemed to be a grant by the Seller to the Purchaser of a security interest in all of the Seller’s right, title and interest in and to the Mortgage Loans and all amounts payable to the holders of the Mortgage Loans in accordance with the terms thereof and all proceeds of the conversion, voluntary or involuntary, of the foregoing into cash, instruments, securities or other property, including without limitation all amounts, other than investment earnings, from time to time held or invested in the Collection Account whether in the form of cash, instruments, securities or other property; (3) the possession by the Purchaser or its agent of Mortgage Notes, the related Mortgages and such other items of property that constitute instruments, money, negotiable documents or chattel paper shall be deemed to be “possession” by the secured party for the purposes of perfecting the security interest pursuant to the New York Uniform Commercial Code; and (4) notifications to persons holding such property and acknowledgments, receipts or confirmations from persons holding such property shall be deemed notifications to, or acknowledgments, receipts or confirmations from, financial intermediaries, bailees or agents (as applicable) of the Purchaser for the purpose of perfecting such security interest under applicable law. Any assignment of the interest of the Purchaser pursuant to Section 4(d) hereof shall also be deemed to be an assignment of any security interest created hereby. The Seller and the Purchaser shall, to the extent consistent with this Agreement, take such actions as may be necessary to ensure that, if this Agreement were deemed to create a security interest in the Mortgage Loans, such security interest would be deemed to be a perfected security interest of first priority under applicable law and will be maintained as such throughout the term of this Agreement and the Pooling and Servicing Agreement.

 



 

IN WITNESS WHEREOF, the Purchaser and the Seller have caused their names to be signed by their respective officers thereunto duly authorized as of the date first above written.

NEW CENTURY MORTGAGE SECURITIES, INC.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

Name:

 

Title:

 

 

 

 

 

NC CAPITAL CORPORATION

 

 

 

 

By:

 

Name:

 

Title:

 

 

 

 

 

 

 



 

EXHIBIT E

REQUEST FOR RELEASE

(for Trustee)

LOAN INFORMATION

 

 

Name of Mortgagor:

_______________________________

 

 

Servicer Loan No.:

_______________________________

 

 

TRUSTEE

 

 

 

Name:

_______________________________

 

 

Address:

_______________________________

 

 

Trustee Mortgage File No.:

_______________________________

 

 

DEPOSITOR

 

 

 

Name:

NEW CENTURY MORTGAGE SECURITIES INC.

 

 

Address:

_______________________________

 

 

Certificates:

Asset-Backed Pass-Through Certificates, Series 2005-D.

 

 

 

The undersigned Servicer hereby acknowledges that it has received from _______________________, as Trustee for the Holders of Asset-Backed Pass-Through Certificates, Series 2005-D, the documents referred to below (the “Documents”). All capitalized terms not otherwise defined in this Request for Release shall have the meanings given them in the Pooling and Servicing Agreement, dated as of December 1, 2005, among the Trustee, the Depositor and the Servicer (the “Pooling and Servicing Agreement”).

( )

Promissory Note dated _______________, 20__, in the original principal sum of $__________, made by _____________________, payable to, or endorsed to the order of, the Trustee.

( )

Mortgage recorded on _________________________ as instrument no. ____________________ in the County Recorder’s Office of the County of _______________, State of __________________ in book/reel/docket_________________ of official records at page/image _____________.

( )

Deed of Trust recorded on ___________________ as instrument no. ________________ in the County Recorder’s Office of the County of _________________, State of ____________________ in book/reel/docket _________________ of official records at page/image ______________.

 

 



 

 

( )

Assignment of Mortgage or Deed of Trust to the Trustee, recorded on __________________ as instrument no. _________ in the County Recorder’s Office of the County of _______________, State of _______________________ in book/reel/docket ____________ of official records at page/image ____________.

( )

Other documents, including any amendments, assignments or other assumptions of the Mortgage Note or Mortgage.

( )

_________________________________

( )

_________________________________

( )

_________________________________

( )

_________________________________

 

 



 

The undersigned Servicer hereby acknowledges and agrees as follows:

(1) The Servicer shall hold and retain possession of the Documents in trust for the benefit of the Trustee, solely for the purposes provided in the Agreement.

(2) The Servicer shall not cause or permit the Documents to become subject to, or encumbered by, any claim, liens, security interest, charges, writs of attachment or other impositions nor shall the Servicer assert or seek to assert any claims or rights of setoff to or against the Documents or any proceeds thereof.

(3) The Servicer shall return each and every Document previously requested from the Mortgage File to the Trustee when the need therefor no longer exists, unless the Mortgage Loan relating to the Documents has been liquidated and the proceeds thereof have been remitted to the Collection Account and except as expressly provided in the Agreement.

(4) The Documents and any proceeds thereof, including any proceeds of proceeds, coming into the possession or control of the Servicer shall at all times be earmarked for the account of the Trustee, and the Servicer shall keep the Documents and any proceeds separate and distinct from all other property in the Servicer’s possession, custody or control.

Dated:

[SERVICER]

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

 



 

EXHIBIT F-1

FORM OF TRANSFEROR REPRESENTATION LETTER

[Date]

Deutsche Bank National Trust Company

1761 East St. Andrews Place

Santa Ana, CA 92705-4935

 

Re:

New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Pass-Through Certificates, Class ___, representing a ___% Class ___ Percentage Interest

 

Ladies and Gentlemen:

In connection with the transfer by _____________________ (the “Transferor”) to ________________ (the “Transferee”) of the captioned mortgage pass-through certificates (the “Certificates”), the Transferor hereby certifies as follows:

Neither the Transferor nor anyone acting on its behalf has (a) offered, pledged, sold, disposed of or otherwise transferred any Certificate, any interest in any Certificate or any other similar security to any person in any manner, (b) has solicited any offer to buy or to accept a pledge, disposition or other transfer of any Certificate, any interest in any Certificate or any other similar security from any person in any manner, (c) has otherwise approached or negotiated with respect to any Certificate, any interest in any Certificate or any other similar security with any person in any manner, (d) has made any general solicitation by means of general advertising or in any other manner, (e) has taken any other action, that (in the case of each of subclauses (a) through (e) above) would constitute a distribution of the Certificates under the Securities Act of 1933, as amended (the “1933 Act”), or would render the disposition of any Certificate a violation of Section 5 of the 1933 Act or any state securities law or would require registration or qualification pursuant thereto. The Transferor will not act, nor has it authorized or will it authorize any person to act, in any manner set forth in the foregoing sentence with respect to any Certificate. The Transferor will not sell or otherwise transfer any of the Certificates, except in compliance with the provisions of that certain Pooling and Servicing Agreement, dated as of December 1, 2005, among New Century Mortgage Securities Inc. as depositor, JPMorgan Chase Bank, National Association as servicer and Deutsche Bank National Trust Company as trustee (the “Pooling and Servicing Agreement”), pursuant to which Pooling and Servicing Agreement the Certificates were issued.

 



 

Capitalized terms used but not defined herein shall have the meanings assigned thereto in the Pooling and Servicing Agreement.

Very truly yours,

 

 

[Transferor]

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

 



 

FORM OF TRANSFEREE REPRESENTATION LETTER

[Date]

Deutsche Bank National Trust Company

1761 East St. Andrews Place

Santa Ana, CA 92705-4935

 

Re:

New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Pass-Through Certificates, Class ___, representing a ___% Percentage Interest

 

Ladies and Gentlemen:

In connection with the purchase from ______________________ (the “Transferor”) on the date hereof of the captioned trust certificates (the “Certificates”), _______________ (the “Transferee”) hereby certifies as follows:

1.            The Transferee is a “qualified institutional buyer” as that term is defined in Rule 144A (“Rule 144A”) under the Securities Act of 1933 (the “1933 Act”) and has completed either of the forms of certification to that effect attached hereto as Annex 1 or Annex 2. The Transferee is aware that the sale to it is being made in reliance on Rule 144A. The Transferee is acquiring the Certificates for its own account or for the account of a qualified institutional buyer, and understands that such Certificate may be resold, pledged or transferred only (i) to a person reasonably believed to be a qualified institutional buyer that purchases for its own account or for the account of a qualified institutional buyer to whom notice is given that the resale, pledge or transfer is being made in reliance on Rule 144A, or (ii) pursuant to another exemption from registration under the 1933 Act.

2.            The Transferee has been furnished with all information regarding (a) the Certificates and distributions thereon, (b) the nature, performance and servicing of the Mortgage Loans, (c) the Pooling and Servicing Agreement referred to below, and (d) any credit enhancement mechanism associated with the Certificates, that it has requested.

All capitalized terms used but not otherwise defined herein have the respective meanings assigned thereto in the Pooling and Servicing Agreement, dated as of December 1, 2005, among New Century Mortgage Securities Inc. as depositor, JPMorgan Chase Bank, National Association as servicer and Deutsche Bank National Trust Company as trustee (the “Pooling and Servicing Agreement”), pursuant to which the Certificates were issued.

[TRANSFEREE]

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

 



 

ANNEX 1 TO EXHIBIT F-1

QUALIFIED INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A

[For Transferees Other Than Registered Investment Companies]

The undersigned hereby certifies as follows to [name of Transferor] (the “Transferor”) and Deutsche Bank National Trust Company as trustee, with respect to the mortgage pass-through certificates (the “Certificates”) described in the Transferee Certificate to which this certification relates and to which this certification is an Annex:

1. As indicated below, the undersigned is the President, Chief Financial Officer, Senior Vice President or other executive officer of the entity purchasing the Certificates (the “Transferee”).

2. In connection with purchases by the Transferee, the Transferee is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933 (“Rule 144A”) because (i) the Transferee owned and/or invested on a discretionary basis $______________________1 in securities (except for the excluded securities referred to below) as of the end of the Transferee’s most recent fiscal year (such amount being calculated in accordance with Rule 144A) and (ii) the Transferee satisfies the criteria in the category marked below.

___ CORPORATION, ETC. The Transferee is a corporation (other than a bank, savings and loan association or similar institution), Massachusetts or similar business trust, partnership, or any organization described in Section 501(c)(3) of the Internal Revenue Code of 1986.

___ BANK. The Transferee (a) is a national bank or banking institution organized under the laws of any State, territory or the District of Columbia, the business of which is substantially confined to banking and is supervised by the State or territorial banking commission or similar official or is a foreign bank or equivalent institution, and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statements, a copy of which is attached hereto.

___ SAVINGS AND LOAN. The Transferee (a) is a savings and loan association, building and loan association, cooperative bank, homestead association or similar institution, which is supervised and examined by a State or Federal authority having supervision over any such institutions or is a foreign savings and loan association or equivalent institution and (b) has an audited net worth of at least

___ BROKER-DEALER. The Transferee is a dealer registered pursuant to Section 15 of the Securities Exchange Act of 1934.

___ INSURANCE COMPANY. The Transferee is an insurance company whose primary and predominant business activity is the writing of insurance or the reinsuring of risks underwritten by insurance companies and which is subject to supervision by the insurance commissioner or a similar official or agency of a State, territory or the District of Columbia.

_________________________

1    Transferee must own and/or invest on a discretionary basis at least $100,000,000 in securities unless Transferee is a dealer, and, in that case, Transferee must own and/or invest on a discretionary basis at least $10,000,000 in securities. $25,000,000 as demonstrated in its latest annual financial statements, A COPY OF WHICH IS ATTACHED HERETO.

 

 



 

___ STATE OR LOCAL PLAN. The Transferee is a plan established and maintained by a State, its political subdivisions, or any agency or instrumentality of the State or its political subdivisions, for the benefit of its employees.

___ ERISA PLAN. The Transferee is an employee benefit plan within the meaning of Title I of the Employee Retirement Income Security Act of 1974.

___ INVESTMENT ADVISOR. The Transferee is an investment advisor registered under the Investment Advisers Act of 1940.

3. The term “SECURITIES” as used herein DOES NOT INCLUDE (i) securities of issuers that are affiliated with the Transferee, (ii) securities that are part of an unsold allotment to or subscription by the Transferee, if the Transferee is a dealer, (iii) securities issued or guaranteed by the U.S. or any instrumentality thereof, (iv) bank deposit notes and certificates of deposit, (v) loan participations, (vi) repurchase agreements, (vii) securities owned but subject to a repurchase agreement and (viii) currency, interest rate and commodity swaps.

4. For purposes of determining the aggregate amount of securities owned and/or invested on a discretionary basis by the Transferee, the Transferee used the cost of such securities to the Transferee and did not include any of the securities referred to in the preceding paragraph. Further, in determining such aggregate amount, the Transferee may have included securities owned by subsidiaries of the Transferee, but only if such subsidiaries are consolidated with the Transferee in its financial statements prepared in accordance with generally accepted accounting principles and if the investments of such subsidiaries are managed under the Transferee’s direction. However, such securities were not included if the Transferee is a majority-owned, consolidated subsidiary of another enterprise and the Transferee is not itself a reporting company under the Securities Exchange Act of 1934.

5. The Transferee acknowledges that it is familiar with Rule 144A and understands that the Transferor and other parties related to the Certificates are relying and will continue to rely on the statements made herein because one or more sales to the Transferee may be in reliance on Rule 144A.

___

___

Will the Transferee be purchasing the Certificates

Yes

No

only for the Transferee’s own account?

 

6. If the answer to the foregoing question is “no”, the Transferee agrees that, in connection with any purchase of securities sold to the Transferee for the account of a third party (including any separate account) in reliance on Rule 144A, the Transferee will only purchase for the account of a third party that at the time is a “qualified institutional buyer” within the meaning of Rule 144A. In addition, the Transferee agrees that the Transferee will not purchase securities for a third party unless the Transferee has obtained a current representation letter from such third party or taken other appropriate steps contemplated by Rule 144A to conclude that such third party independently meets the definition of “qualified institutional buyer” set forth in Rule 144A.

7. The Transferee will notify each of the parties to which this certification is made of any changes in the information and conclusions herein. Until such notice is given, the Transferee’s purchase of the Certificates will constitute a reaffirmation of this certification as of the date of such purchase. In addition, if the Transferee is a bank or savings and loan as provided above, the Transferee agrees that it will furnish to such parties updated annual financial statements promptly after they become available.

Dated:

 

 

Print Name of Transferee

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

 



 

ANNEX 2 TO EXHIBIT F-1

QUALIFIED INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A

[For Transferees That Are Registered Investment Companies]

The undersigned hereby certifies as follows to [name of Transferor] (the “Transferor”) and Deutsche Bank National Trust Company as trustee, with respect to the mortgage pass- through certificates (the “Certificates”) described in the Transferee Certificate to which this certification relates and to which this certification is an Annex:

1. As indicated below, the undersigned is the President, Chief Financial Officer or Senior Vice President of the entity purchasing the Certificates (the “Transferee”) or, if the Transferee is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933 (“Rule 144A”) because the Transferee is part of a Family of Investment Companies (as defined below), is such an officer of the investment adviser (the “Adviser”).

2. In connection with purchases by the Transferee, the Transferee is a “qualified institutional buyer” as defined in Rule 144A because (i) the Transferee is an investment company registered under the Investment Company Act of 1940, and (ii) as marked below, the Transferee alone, or the Transferee’s Family of Investment Companies, owned at least $100,000,000 in securities (other than the excluded securities referred to below) as of the end of the Transferee’s most recent fiscal year. For purposes of determining the amount of securities owned by the Transferee or the Transferee’s Family of Investment Companies, the cost of such securities was used.

____

The Transferee owned $___________________ in securities (other than the excluded securities referred to below) as of the end of the Transferee’s most recent fiscal year (such amount being calculated in accordance with Rule 144A).

 

 

____

The Transferee is part of a Family of Investment Companies which owned in the aggregate $______________ in securities (other than the excluded securities referred to below) as of the end of the Transferee’s most recent fiscal year (such amount being calculated in accordance with Rule 144A).

 

3. The term “FAMILY OF INVESTMENT COMPANIES” as used herein means two or more registered investment companies (or series thereof) that have the same investment adviser or investment advisers that are affiliated (by virtue of being majority owned subsidiaries of the same parent or because one investment adviser is a majority owned subsidiary of the other).

4. The term “SECURITIES” as used herein does not include (i) securities of issuers that are affiliated with the Transferee or are part of the Transferee’s Family of Investment Companies, (ii) securities issued or guaranteed by the U.S. or any instrumentality thereof, (iii) bank deposit notes and certificates of deposit, (iv) loan participations, (v) repurchase agreements, (vi) securities owned but subject to a repurchase agreement and (vii) currency, interest rate and commodity swaps.

5. The Transferee is familiar with Rule 144A and understands that the parties to which this certification is being made are relying and will continue to rely on the statements made herein because one or more sales to the Transferee will be in reliance on Rule 144A. In addition, the Transferee will only purchase for the Transferee’s own account.

 



 

6. The undersigned will notify the parties to which this certification is made of any changes in the information and conclusions herein. Until such notice, the Transferee’s purchase of the Certificates will constitute a reaffirmation of this certification by the undersigned as of the date of such purchase.

Dated:

________________________________________

Print Name of Transferee or Advisor

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

 

 

 

IF AN ADVISER:

 

 

________________________________________

Print Name of Transferee or Advisor

 

 



 

FORM OF TRANSFEREE REPRESENTATION LETTER

The undersigned hereby certifies on behalf of the purchaser named below (the “Purchaser”) as follows:

1. I am an executive officer of the Purchaser.

2. The Purchaser is a “qualified institutional buyer”, as defined in Rule 144A, (“Rule 144A”) under the Securities Act of 1933, as amended.

3. As of the date specified below (which is not earlier than the last day of the Purchaser’s most recent fiscal year), the amount of “securities”, computed for purposes of Rule 144A, owned and invested on a discretionary basis by the Purchaser was in excess of $100,000,000.

Name of Purchaser

 

 

_________________________________________

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

 

Date of this certificate:

Date of information provided in paragraph 3

 



 

EXHIBIT F-2

FORM OF TRANSFER AFFIDAVIT AND AGREEMENT

STATE OF

)

 

 

)

SS:

COUNTY OF

)

 

 

__________________________, being duly sworn, deposes, represents and warrants as follows:

1.     I am a ______________________ of ____________________________ (the “Owner”) a corporation duly organized and existing under the laws of ______________, the record owner of New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Mortgage Pass-Through Certificates, Series 2005-D, Residual Certificates, (the “Residual Certificates”), on behalf of whom I make this affidavit and agreement. Capitalized terms used but not defined herein have the respective meanings assigned thereto in the Pooling and Servicing Agreement pursuant to which the Residual Certificates were issued.

2.     The Transferee is, as of the date hereof, and will be, as of the date of the Transfer, a Permitted Transferee. The Transferee is acquiring its Ownership Interest in the Certificate for its own account. The Transferee has no knowledge that any such affidavit is false.

3.     The Transferee has been advised of, and understands that (i) a tax will be imposed on Transfers of the Certificate to Persons that are not Permitted Transferees; (ii) such tax will be imposed on the transferor, or, if such Transfer is through an agent (which includes a broker, nominee or middleman) for a Person that is not a Permitted Transferee, on the agent; and (iii) the Person otherwise liable for the tax shall be relieved of liability for the tax if the subsequent Transferee furnished to such Person an affidavit that such subsequent Transferee is a Permitted Transferee and, at the time of Transfer, such Person does not have actual knowledge that the affidavit is false.

4.     The Transferee has been advised of, and understands that a tax will be imposed on a “pass-through entity” holding the Certificate if at any time during the taxable year of the pass-through entity a Person that is not a Permitted Transferee is the record holder of an interest in such entity. The Transferee understands that such tax will not be imposed for any period with respect to which the record holder furnishes to the pass-through entity an affidavit that such record holder is a Permitted Transferee and the pass-through entity does not have actual knowledge that such affidavit is false. (For this purpose, a “pass-through entity” includes a regulated investment company, a real estate investment trust or common trust fund, a partnership, trust or estate, and certain cooperatives and, except as may be provided in Treasury Regulations, persons holding interests in pass-through entities as a nominee for another Person.)

5.     The Transferee has reviewed the provisions of Section 5.02(d) of the Agreement and understands the legal consequences of the acquisition of an Ownership Interest in the Certificate including, without limitation, the restrictions on subsequent Transfers and the

 



provisions regarding voiding the Transfer and mandatory sales. The Transferee expressly agrees to be bound by and to abide by the provisions of Section 5.02(d) of the Agreement and the restrictions noted on the face of the Certificate. The Transferee understands and agrees that any breach of any of the representations included herein shall render the Transfer to the Transferee contemplated hereby null and void.

6.     The Transferee agrees to require a Transfer Affidavit from any Person to whom the Transferee attempts to Transfer its Ownership Interest in the Certificate, and in connection with any Transfer by a Person for whom the Transferee is acting as nominee, trustee or agent, and the Transferee will not Transfer its Ownership Interest or cause any Ownership Interest to be Transferred to any Person that the Transferee knows is not a Permitted Transferee. In connection with any such Transfer by the Transferee, the Transferee agrees to deliver to the Trustee a certificate substantially in the form set forth as Exhibit L to the Agreement (a “Transferor Certificate”) to the effect that such Transferee has no actual knowledge that the Person to which the Transfer is to be made is not a Permitted Transferee.

7.     The Transferee has historically paid its debts as they have come due, intends to pay its debts as they come due in the future, and understands that the taxes payable with respect to the Certificate may exceed the cash flow with respect thereto in some or all periods and intends to pay such taxes as they become due. The Transferee does not have the intention to impede the assessment or collection of any tax legally required to be paid with respect to the Certificate.

 

8.

The Transferee’s taxpayer identification number is 13-3172275.

 

 

9.

The Transferee is a U.S. Person as defined in Code Section 7701(a)(30).

10.  The Transferee is aware that the Certificate may be a “noneconomic residual interest” within the meaning of proposed Treasury regulations promulgated pursuant to the Code and that the transferor of a noneconomic residual interest will remain liable for any taxes due with respect to the income on such residual interest, unless no significant purpose of the transfer was to impede the assessment or collection of tax.

11.  The Transferee will not cause income from the Certificate to be attributable to a foreign permanent establishment or fixed base, within the meaning of an applicable income tax treaty, of the Transferee or any other U.S. person.

 

12.

Check one of the following:

[_]  The present value of the anticipated tax liabilities associated with holding the Certificate, as applicable, does not exceed the sum of:

(i)

the present value of any consideration given to the Transferee to acquire such Certificate;

 

 



 

 

(ii)

the present value of the expected future distributions on such Certificate; and

(iii)

the present value of the anticipated tax savings associated with holding such
Certificate as the related REMIC generates losses.

For purposes of this calculation, (i) the Transferee is assumed to pay tax at the highest rate currently specified in Section 11(b) of the Code (but the tax rate in Section 55(b)(1)(B) of the Code may be used in lieu of the highest rate specified in Section 11(b) of the Code if the Transferee has been subject to the alternative minimum tax under Section 55 of the Code in the preceding two years and will compute its taxable income in the current taxable year using the alternative minimum tax rate) and (ii) present values are computed using a discount rate equal to the short-term Federal rate prescribed by Section 1274(d) of the Code for the month of the transfer and the compounding period used by the Transferee.

[_]  The transfer of the Certificate complies with U.S. Treasury Regulations Sections 1.860E-1(c)(5) and (6) and, accordingly,

(i)

the Transferee is an “eligible corporation,” as defined in U.S. Treasury Regulations Section 1.860E-1(c)(6)(i), as to which income from the Certificate will only be taxed in the United States;

(ii)

at the time of the transfer, and at the close of the Transferee’s two fiscal years preceding the year of the transfer, the Transferee had gross assets for financial reporting purposes (excluding any obligation of a person related to the Transferee within the meaning of U.S. Treasury Regulations Section 1.860E-1(c)(6)(ii)) in excess of $100 million and net assets in excess of $10 million;

(iii)

the Transferee will transfer the Certificate only to another “eligible corporation,” as defined in U.S. Treasury Regulations Section 1.860E-1(c)(6)(i), in a transaction that satisfies the requirements of Sections 1.860E-1(c)(4)(i), (ii) and (iii) and Section 1.860E-1(c)(5) of the U.S. Treasury Regulations; and

(iv)

the Transferee determined the consideration paid to it to acquire the Certificate based on reasonable market assumptions (including, but not limited to, borrowing and investment rates, prepayment and loss assumptions, expense and reinvestment assumptions, tax rates and other factors specific to the Transferee) that it has determined in good faith.

[_]  None of the above.

 

The Transferee is not an employee benefit plan that is subject to Title I of ERISA or a plan that is subject to Section 4975 of the Code or a plan subject to any Federal, state or local law that is substantially similar to Title I of ERISA or Section 4975 of the Code, and the Transferee is not acting on behalf of or investing plan assets of such a plan.

 



 

IN WITNESS WHEREOF, the Owner has caused this instrument to be executed on its behalf, pursuant to the authority of its Board of Directors, by its [Vice] President, attested by its [Assistant] Secretary, this ____ day of __________, 20__.

 

 

 

 

 

 

[OWNER]

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

 

 

 

 

 

 

Name:

 

 

 

 

 

 

 

Title:    [Vice] President

 

 

 

ATTEST:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:    [Assistant] Secretary

 

Personally appeared before me the above-named , known or proved to me to be the same person who executed the foregoing instrument and to be a [Vice] President of the Owner, and acknowledged to me that [he/she] executed the same as [his/her] free act and deed and the free act and deed of the Owner.

Subscribed and sworn before me this ____ day of __________, 20___.

 

Notary Public

 

 

County of __________________

State of ___________________

 

 

My Commission expires:

 

 



 

FORM OF TRANSFEROR AFFIDAVIT

STATE OF

)

 

 

)

ss.:

COUNTY OF___________

)

 

__________________________, being duly sworn, deposes, represents and warrants as follows:

1.            I am a ____________________ of ____________________________ (the “Owner”), a corporation duly organized and existing under the laws of ______________, on behalf of whom I make this affidavit.

2.            The Owner is not transferring the Residual Certificates (the “Residual Certificates”) to impede the assessment or collection of any tax.

3.            The Owner has no actual knowledge that the Person that is the proposed transferee (the “Purchaser”) of the Residual Certificates: (i) has insufficient assets to pay any taxes owed by such proposed transferee as holder of the Residual Certificates; (ii) may become insolvent or subject to a bankruptcy proceeding for so long as the Residual Certificates remain outstanding and (iii) is not a Permitted Transferee.

4.            The Owner understands that the Purchaser has delivered to the Trustee a transfer affidavit and agreement in the form attached to the Pooling and Servicing Agreement as Exhibit F-2. The Owner does not know or believe that any representation contained therein is false.

5.            At the time of transfer, the Owner has conducted a reasonable investigation of the financial condition of the Purchaser as contemplated by Treasury Regulations Section 1.860E-1(c)(4)(i) and, as a result of that investigation, the Owner has determined that the Purchaser has historically paid its debts as they became due and has found no significant evidence to indicate that the Purchaser will not continue to pay its debts as they become due in the future. The Owner understands that the transfer of a Residual Certificate may not be respected for United States income tax purposes (and the Owner may continue to be liable for United States income taxes associated therewith) unless the Owner has conducted such an investigation.

6.            Capitalized terms not otherwise defined herein shall have the meanings ascribed to them in the Pooling and Servicing Agreement.

 



 

IN WITNESS WHEREOF, the Owner has caused this instrument to be executed on its behalf, pursuant to the authority of its Board of Directors, by its [Vice] President, attested by its [Assistant] Secretary, this ____ day of ___________, 20__.

 

[OWNER]

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:    [Vice] President

 

 

 

ATTEST:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:    [Assistant] Secretary

 

Personally appeared before me the above-named , known or proved to me to be the same person who executed the foregoing instrument and to be a [Vice] President of the Owner, and acknowledged to me that [he/she] executed the same as [his/her] free act and deed and the free act and deed of the Owner.

Subscribed and sworn before me this ____ day of __________, 20___.

 

Notary Public

 

 

County of __________________

State of ___________________

 

 

My Commission expires:

 

 



 

EXHIBIT G

FORM OF CERTIFICATION WITH RESPECT TO ERISA AND THE CODE

_____________, 20__

New Century Mortgage Securities Inc.

18400 Von Karman Avenue, Suite 1000

Irvine, California 92612

Deutsche Bank National Trust Company

1761 East St. Andrew Place

Santa Ana, CA 92705-4935

 

Re:

New Century Home Equity Loan Trust, Series 2005-D, Asset Backed
Pass-Through Certificates, Class

 

Dear Sirs:

________________________________ (the “Transferee”) intends to acquire from _____________________ (the “Transferor”) $____________ Initial Certificate Principal Balance of New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Pass-Through Certificates, Class [CE-1] [CE-2] [P] [R] (the “Certificates”), issued pursuant to a Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”) dated as of December 1, 2005 among New Century Mortgage Securities Inc. as depositor (the “Depositor”), JPMorgan Chase Bank, National Association servicer (the “Servicer”) and Deutsche Bank National Trust Company as trustee (the “Trustee”). Capitalized terms used herein and not otherwise defined shall have the meanings assigned thereto in the Pooling and Servicing Agreement. The Transferee hereby certifies, represents and warrants to, and covenants with the Depositor, the Trustee and the Servicer the following:

The Certificates (i) are not being acquired by, and will not be transferred to, any employee benefit plan within the meaning of section 3(3) of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”), or other retirement arrangement, including individual retirement accounts and annuities, Keogh plans and bank collective investment funds and insurance company general or separate accounts in which such plans, accounts or arrangements are invested, that is subject to Section 406 of ERISA or Section 4975 of the Internal Revenue Code of 1986 (the “Code”) (any of the foregoing, a “Plan”), (ii) are not being acquired with “plan assets” of a Plan within the meaning of the Department of Labor (“DOL”) regulation, 29 C.F.R. ss. 2510.3-101, and (iii) will not be transferred to any entity that is deemed to be investing in plan assets within the meaning of the DOL regulation at 29 C.F.R.ss.2510.3-101.

 

Very truly yours,

 

 

________________________________________

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

 



 

EXHIBIT H

FORM OF REPORT PURSUANT TO SECTION 4.06

 

 

 

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form 10-K

Annual Report

Pursuant to Section 13 or 15(d) of the

Securities Exchange Act of 1934 (Fee Required)

For fiscal year ended ________________

Commission file number: 333-_______

NEW CENTURY MORTGAGE SECURITIES INC.

(as depositor under the Pooling and Servicing Agreement,

dated as of December 1, 2005, providing for the issuance of

Asset Backed Pass-Through Certificates, Series 2005-D)

New Century Mortgage Securities Inc.

(Exact name of registrant as specified in its charter)

 

Delaware       

33-0852169

(State or Other Jurisdiction
of Incorporation)

(I.R.S. Employer
Identification Number)

 

 

18400 Von Karman, Suite 1000
Irvine, California                     
(Address of Principal Executive Offices)

92612
(Zip Code)

 

 

 

 

Registrant’s telephone number, including area code: (949) 863-7243

 

 

Securities registered pursuant to Section 12(b) of the Act:

None

Securities registered pursuant to Section 12(g) of the Act:

None

Indicate whether the Registrant: (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.

 

X YES

___No

Item 1. Business:

Not applicable

Item 2. Properties:

Not applicable

Item 3. Legal Proceedings:

None

Item 4. Submission of Matters to a Vote of Security-Holders

None

Item 5. Market for Registrant’s Common Equity and Related Stockholder Matters

To the best knowledge of the registrant there is no established public trading market for the certificates.

There are approximately _____ holders of record as of the end of the reporting year.

Item 6. Selected Financial Data.

Not applicable.

Item 7. Management’s Discussion and Analysis of Financial Condition and Results of Operations

Not applicable

Item 8. Financial Statements and Supplementary Data.

Not applicable.

Item 9. Changes in and Disagreements With Accountants on Accounting and Financial Disclosure

None

Item 10.

Not applicable

 



 

Item 11. Executive Compensation

Not applicable

Item 12. Security Ownership of Certain Beneficial Owners and Management

Not applicable

Item 13. Certain Relationships and Related Transactions

Not applicable

Item 14. Exhibits, Financial Statement Schedules, and Reports on Form 8-K

 

a)

The company filed on Form 8-K, separately for each distribution date, the distribution of funds related to the trust for each of the following distribution dates:

Distribution Date

 

Form 8-K Filing Date

 

 

 

 

 

 

 

 

 

 

 

b)

99.1        Annual Report of Independent Public Accountants’ as to master servicing
               activities or servicing activities, as applicable, of:

(a) JPMorgan Chase Bank, National Association, as Servicer

 

99.2

Annual Statement of Compliance with obligations under the Pooling and Servicing Agreement or servicing agreement, as applicable, of:

(a) JPMorgan Chase Bank, National Association, as Servicer

Such document (i) is not filed herewith since such document was not received by the Reporting Person at least three business days prior to the due date of this report; and (ii) will be included in an amendment to this report on Form 10-K/A to be filed within 30 days of the Reporting Person’s receipt of such document.

Signatures

Pursuant to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

Date: ___________

 



 

New Century Mortgage Securities Inc., by Deutsche Bank National Trust Company as Trustee for New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Pass-Through Certificates.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

Company:

 

 



 

EXHIBIT I

FORM OF LOST NOTE AFFIDAVIT

Loan #: ____________

Borrower: _____________

LOST NOTE AFFIDAVIT

I, as ____________________ of ______________________, a _______________ corporation am authorized to make this Affidavit on behalf of _____________________ (the “Seller”). In connection with the administration of the Mortgage Loans held by ___________________________, a ____________________ corporation as Seller on behalf of New Century Mortgage Securities Inc. (the “Purchaser”), _____________________ (the “Deponent”), being duly sworn, deposes and says that:

1.

The Seller’s address is:

 

_____________________

 

 

_____________________

 

 

_____________________

 

2.

The Seller previously delivered to the Purchaser a signed Initial Certification with respect to such Mortgage and/or Assignment of Mortgage.

3.

Such Mortgage Note and/or Assignment of Mortgage was assigned or sold to the Purchaser by ________________________, a ____________ corporation pursuant to the terms and provisions of a Mortgage Loan Purchase Agreement dated as of __________ __, _____.

4.

Such Mortgage Note and/or Assignment of Mortgage is not outstanding pursuant to a request for release of Documents.

5.

Aforesaid Mortgage Note and/or Assignment of Mortgage (the “Original”) has been lost.

6.

Deponent has made or caused to be made a diligent search for the Original and has been unable to find or recover same.

7.

The Seller was the Seller of the Original at the time of the loss.

8.

Deponent agrees that, if said Original should ever come into Seller’s possession, custody or power, Seller will immediately and without consideration surrender the Original to the Purchaser.

9.

Attached hereto is a true and correct copy of (i) the Note, endorsed in blank by the Mortgagee and (ii) the Mortgage or Deed of Trust (strike one) which secures the Note, which Mortgage or Deed of Trust is recorded in the county where the property is located.

 

 



 

 

10.

Deponent hereby agrees that the Seller (a) shall indemnify and hold harmless the Purchaser, its successors and assigns, against any loss, liability or damage, including reasonable attorney’s fees, resulting from the unavailability of any Notes, including but not limited to any loss, liability or damage arising from (i) any false statement contained in this Affidavit, (ii) any claim of any party that has already purchased a mortgage loan evidenced by the Lost Note or any interest in such mortgage loan, (iii) any claim of any borrower with respect to the existence of terms of a mortgage loan evidenced by the Lost Note on the related property to the fact that the mortgage loan is not evidenced by an original note and (iv) the issuance of a new instrument in lieu thereof (items (i) through (iv) above hereinafter referred to as the “Losses”) and (b) if required by any Rating Agency in connection with placing such Lost Note into a Pass-Through Transfer, shall obtain a surety from an insurer acceptable to the applicable Rating Agency to cover any Losses with respect to such Lost Note.

11.

This Affidavit is intended to be relied upon by the Purchaser, its successors and assigns. _____________________, a ______________ corporation represents and warrants that is has the authority to perform its obligations under this Affidavit of Lost Note.

Executed this ____ day, of ___________ ______.

 

 

 

 

 

 

SELLER

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

 

 

 

 

 

 

Name:

 

 

 

 

 

 

 

Title:

 

 

On this _____ day of ________, _____, before me appeared _________________ to me personally known, who being duly sworn did say that he is the ___________________________ of ____________________ a ______________ corporation and that said Affidavit of Lost Note was signed and sealed on behalf of such corporation and said acknowledged this instrument to be the free act and deed of said corporation.

Signature:

[Seal]

 

 

 



 

EXHIBIT J-1

FORM CERTIFICATION TO BE PROVIDED BY THE DEPOSITOR WITH FORM 10-K

I, [_____], certify that:

l.             I have reviewed this annual report on Form 10-K, and all reports on Form 8-K containing distribution and servicing reports filed in respect of periods included in the year covered by this annual report, of New Century Home Equity Loan Trust 2005-D, Asset Backed Pass-Through Certificates, Series 2005-D;

2.            Based on my knowledge, the information in these reports, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading as of the last day of the period covered by this annual report;

3.            Based on my knowledge, the distribution or servicing information required to be provided to the trustee by the servicers under the pooling and servicing, or similar, agreement, for inclusion in these reports is included in these reports;

4.            Based on my knowledge and upon the annual compliance statement included in the report and required to be delivered to the trustee in accordance with the terms of the pooling and servicing, or similar, agreement, and except as disclosed in the reports, the servicers have fulfilled each of its obligations under the servicing agreement; and

5.            The reports disclose all significant deficiencies relating to the servicers’ compliance with the minimum servicing standards based upon the report provided by an independent public accountant, after conducting a review in compliance with the Uniform Single Attestation Program for Mortgage Bankers or similar procedure, as set forth in the pooling and servicing, or similar, agreement, that is included in these reports.

In giving the certifications above, I have reasonably relied on information provided to me by the following unaffiliated parties: JPMorgan Chase Bank, National Association and Deutsche Bank National Trust Company

 

NEW CENTURY MORTGAGE SECURITIES INC.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

Date:

 

 

 

 



 

EXHIBIT J-2

FORM CERTIFICATION TO BE PROVIDED TO DEPOSITOR BY THE TRUSTEE

 

Re:

New Century Mortgage Securities Inc., Series 2005-D

Asset-Backed Certificates, Series 2005-D

I, [identify the certifying individual], a [title] of Deutsche Bank National Trust Company, as Trustee, hereby certify to New Century Mortgage Securities Inc. (the “Depositor”), and its officers, directors and affiliates, and with the knowledge and intent that they will rely upon this certification, that:

1.            I have reviewed the annual report on Form 10-K for the fiscal year [___], and all reports on Form 8-K containing distribution reports filed in respect of periods included in the year covered by that annual report, of the Depositor relating to the above-referenced trust;

2.            Based on my knowledge, the information in these distribution reports prepared by the Trustee, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading as of the last day of the period covered by that annual report; and

3.            Based on my knowledge, the distribution information required to be provided by the Trustee under the Pooling and Servicing Agreement is included in these distribution reports.

Capitalized terms used but not defined herein have the meanings ascribed to them in the Pooling and Servicing Agreement, dated December 1, 2005 (the “Pooling and Servicing Agreement”), among the Depositor as depositor, JPMorgan Chase Bank, National Association as Servicer and Deutsche Bank National Trust Company as trustee.

DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By:

 

 

Name:

 

Title:

 

Date:

 

 

 

 

 

EXHIBIT J-3

FORM CERTIFICATION TO BE PROVIDED TO DEPOSITOR BY THE SERVICER

 

Re:

New Century Mortgage Securities Inc., Series 2005-D

Asset-Backed Certificates, Series 2005-D

I, [identify the certifying individual], acting of JPMorgan Chase Bank, National Association (“JPMorgan”), certify to New Century Mortgage Securities, Inc. (the “Depositor”), the Trustee and their respective officers, directors and affiliates, and with the knowledge and intent that they will rely upon this certification, that:

1.            I have reviewed the information provided to the Trustee by JPMorgan pursuant to the Pooling and Servicing Agreement for the fiscal year [___] of the Depositor relating to the Trust Fund (the “Servicing Information”);

2.            Based on my knowledge, the Servicing Information in these reports, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading as of the last day of the period covered by that annual report;

 

3.

Based on my knowledge, the Servicing Information is correct;

4.            I am responsible for reviewing the activities performed by JPMorgan under the Pooling and Servicing Agreement and based upon the review required under the Pooling and Servicing Agreement, and except as disclosed to the Depositor and the Trustee, JPMorgan has fulfilled its obligations under the Pooling and Servicing Agreement in all material respects; and

5.            I have disclosed to JPMorgan’s certified public accountants and the Depositor all significant deficiencies relating to JPMorgan’s compliance with the minimum servicing standards in accordance with a review conducted in compliance with the Uniform Single Attestation Program for Mortgage Bankers or similar standard as set forth in the Pooling and Servicing Agreement.

 



 

Capitalized terms used but not defined herein have the meanings ascribed to them in the

Pooling and Servicing Agreement, dated December 1, 2005 (the “Pooling and Servicing Agreement”), among the Depositor, JPMorgan as servicer and Deutsche Bank National Trust Company as trustee.

JPMORGAN CHASE BANK, NATIONAL ASSOCIATION

 

 

 

 

 

 

 

 

By:

 

Name:

 

Title:

 

Date:

 

 

 

 



 

EXHIBIT K

[RESERVED]

 



 

EXHIBIT L

OFFICER’S CERTIFICATE

REGARDING ANNUAL STATEMENT OF COMPLIANCE

___________________ Trust, Series 200_-___

_______________ Pass-Through Certificates

I, ______________________________________, hereby certify that I am a duly appointed __________________________ of _______________________________ (the “[Servicer]”), and further certify as follows:

1.            This certification is being made pursuant to the terms of the Pooling and Servicing Agreement, dated as of ____________, _____ (the “Agreement”), among ______________________, as depositor, the [Servicer], as [Servicer] and ________________, as trustee.

2.            I have reviewed the activities of the [Servicer] during the preceding year and the [Servicer’s] performance under the Agreement and to the best of my knowledge, based on such review, the [Servicer] has fulfilled in all material respects all of its obligations under the Agreement throughout the year.

Capitalized terms not otherwise defined herein have the meanings set forth in the Agreements.

Dated: _________________

 



 

IN WITNESS WHEREOF, the undersigned has executed this Certificate as of _____________.

By:

 

 

Name:

 

Title:

 

 

I, _________________________, a (an) __________________ of the [Servicer], hereby certify that _________________ is a duly elected, qualified, and acting _______________________ of the [Servicer] and that the signature appearing above is his/her genuine signature.

IN WITNESS WHEREOF, the undersigned has executed this Certificate as of ______________.

By:

 

 

Name:

 

Title:

 

 



 

EXHIBIT M

FORM OF INTEREST RATE SWAP AGREEMENT

 

[BEAR STEARNS LOGO]

BEAR STEARNS FINANCIAL PRODUCTS INC.

383 MADISON AVENUE

NEW YORK, NEW YORK 10179

212-272-4009

 

 

DATE:

December 28, 2005

 

TO:

Deutsche Bank National Trust Company, not individually but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the New Century Home Equity Loan Trust, Series 2005-D Asset Backed Pass-Through Certificates (the “each as defined herein”)

ATTENTION:

Trust Administration-NC050D

TELEPHONE:

714-247-6000

 

FACSIMILE:

714-247-6329

 

 

FROM:

Derivatives Documentation

TELEPHONE:

212-272-2711

 

FACSIMILE:

212-272-9857

 

 

SUBJECT:

Fixed Income Derivatives Confirmation and Agreement

 

REFERENCE NUMBER:

FXNSC7697

 

The purpose of this letter agreement ("Agreement") is to confirm the terms and conditions of the transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. ("BSFP") and Deutsche Bank National Trust Company, not individually, but solely as trustee (the “Supplemental Interest Trust Trustee”) (the “Counterparty”) on behalf of the supplemental interest trust (the “Supplemental Interest Trust”) created under the Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”), dated as of December 1, 2005, among New Century Mortgage Securities, Inc. (Depositor), JP Morgan Chase Bank, National Association (Servicer) and Deutsche Bank National Trust Company, as trustee for the New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Pass-Through Certificates (in such capacity, the “Trustee”). This Agreement, which evidences a complete and binding agreement between you and us to enter into the Transaction on the terms set forth below, constitutes a "Confirmation" as referred to in the "ISDA Form Master Agreement" (as defined below), as well as a “Schedule” as referred to in the ISDA Form Master Agreement.

 

1.      This Agreement is subject to the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). You and we have agreed to enter into this Agreement in lieu of negotiating a Schedule to the 1992 ISDA Master Agreement (Multicurrency—Cross Border) form (the "ISDA Form Master Agreement") but, rather, an ISDA Form Master Agreement shall be deemed to have been executed by you and us on the date we entered into the Transaction. In the event of any inconsistency between the provisions of this Agreement and the Definitions or the ISDA Form Master Agreement, this Agreement shall prevail for purposes of the Transaction. Terms capitalized but not defined herein shall have the meanings attributed to them in the Pooling and Servicin g Agreement.

 

2.

The terms of the particular Transaction to which this Confirmation relates are as follows:

 



 

 

Notional Amount:

With respect to any Calculation Period, the amount set forth for such period in the Schedule I attached hereto.

 

 

Trade Date:

December 9, 2005

 

 

Effective Date:

December 28, 2005

 

 

Termination Date:

January 25, 2010

 

Fixed Amounts:

 

 

Fixed Rate Payer:

Counterparty

 

Fixed Rate Payer

Period End

 

Dates:

The 25th calendar day of each month during the Term of this Transaction, commencing January 25, 2006 and ending on the Termination Date, with No Adjustment.

 

Fixed Rate Payer

 

Payment Dates:

The 25th calendar day of each month during the Term of this Transaction, commencing January 25, 2006 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.

 

 

Fixed Rate:

4.85500%

 

 

Fixed Amount:

To be determined in accordance with the following Formula:

 

250*Fixed Rate*Notional Amount*Fixed Rate Day Count Fraction

 

Fixed Rate Day

 

Count Fraction:

30/360

 

 

Floating Amounts:

 

 

 

 

Floating Rate Payer:

BSFP

 

Floating Rate Payer

 

Period End Dates:

The 25th calendar day of each month during the Term of

 



this Transaction, commencing January 25, 2006 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.

 

 

Floating Rate Payer

 

Payment Dates:

The 25th calendar day of each month during the Term of this Transaction, commencing January 25, 2006 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.

 

 

Floating Rate Option:

USD-LIBOR-BBA

 

 

Floating Amount:

To be determined in accordance with the following Formula:

 

250*Floating Rate Option*Notional Amount*Floating Rate Day Count Fraction

 

 

Designated Maturity:

One month

 

Floating Rate Day

 

Count Fraction:

Actual/360

 

 

Reset Dates:

The first day of each Calculation Period

 

 

Compounding:

Inapplicable

 

 

Business Days:

New York and Santa Ana, California

 

 

Business Day Convention:

Following

 

3.         Additional Provisions:

1) Each party hereto is hereby advised and acknowledges that the other party has engaged in (or refrained from engaging in) substantial financial transactions and has taken (or refrained from taking) other material actions in reliance upon the entry by the parties into the Transaction being entered into on the terms and conditions set forth herein and in the Confirmation relating to such Transaction, as applicable. This paragraph (1) shall be deemed repeated on the trade date of each Transaction.

 

 



 

4.

Provisions Deemed Incorporated in a Schedule to the ISDA Form Master Agreement:

 

1)

The parties agree that subparagraph (ii) of Section 2(c) of the ISDA Form Master Agreement will apply to any Transaction.

 

2) Termination Provisions. For purposes of the ISDA Form Master Agreement:

 

(a)

"Specified Entity" is not applicable to BSFP or Counterparty for any purpose.

 

(b)          "Specified Transaction" is not applicable to BSFP or Counterparty for any purpose, and, accordingly, Section 5(a)(v) shall not apply to BSFP or Counterparty.

 

(c)          The "Cross Default" provisions of Section 5(a)(vi) will not apply to BSFP or to Counterparty.

(d)          The "Credit Event Upon Merger" provisions of Section 5(b)(iv) will not apply to BSFP or Counterparty.

 

(e)          The "Automatic Early Termination" provision of Section 6(a) will not apply to BSFP or to Counterparty.

 

(f)           Payments on Early Termination. For the purpose of Section 6(e) of the ISDA Form Master Agreement:

 

 

(i)

Market Quotation will apply.

 

 

(ii)

The Second Method will apply.

 

(g)

"Termination Currency" means United States Dollars.

 

3) Tax Representations.

 

Payer Representations. For the purpose of Section 3(e) of the ISDA Form Master Agreement, BSFP and Counterparty make the following representations:

 

It is not required by any applicable law, as modified by the practice of any relevant governmental revenue authority, of any Relevant Jurisdiction to make any deduction or withholding for or on account of any Tax from any payment (other than interest under Section 2(e), 6(d)(ii) or 6(e) of the ISDA Form Master Agreement) to be made by it to the other party under this Agreement. In making this representation, it may rely on (i) the accuracy of any representations made by the other party pursuant to Section 3(f) of the ISDA Form Master Agreement, (ii) the satisfaction of the agreement contained in Section 4(a)(i) or 4(a)(iii) of the

 



ISDA Form Master Agreement and the accuracy and effectiveness of any document provided by the other party pursuant to Section 4(a)(i) or 4(a)(iii) of the ISDA Form Master Agreement and (iii) the satisfaction of the agreement of the other party contained in Section 4(d) of the ISDA Form Master Agreement, provided that it shall not be a breach of this representation where reliance is placed on clause (ii) and the other party does not deliver a form or document under Section 4(a)(iii) by reason of material prejudice of its legal or commercial position.

 

Payee Representations. For the purpose of Section 3 (f) of the ISDA Form Master Agreement, BSFP and Counterparty make the following representations:

 

(i)         BSFP represents that it is a corporation organized under the laws of the State of Delaware and its United States taxpayer identification number is 13-3866307.

 

(ii)          Counterparty represents that it is the Supplemental Interest Trust Trustee under the Pooling and Servicing Agreement.

 

4) [Reserved]

 

5) Documents to be Delivered. For the purpose of Section 4(a):

 

(1)

Tax forms, documents, or certificates to be delivered are:

 

Party required to deliver document

Form/Document/

Certificate

Date by which to

be delivered

BSFP and

the Counterparty

Any document required or reasonably requested to allow the other party to make payments under this Agreement without any deduction or withholding for or on the account of any Tax or with such deduction or withholding at a reduced rate

Promptly after the earlier of (i) reasonable
demand by either party or (ii) learning that
such form or document is required

                

(2)

Other documents to be delivered are:

 

 

 



 

 

Party required to deliver document

Form/Document/

Certificate

Date by which to

be delivered

Covered by Section 3(d) Representation

BSFP and

the Counterparty

Any documents required by the receiving party to evidence the authority of the delivering party or its Credit Support Provider, if any, for it to execute and deliver this Agreement, any Confirmation , and any Credit Support Documents to which it is a party, and to evidence the authority of the delivering party or its Credit Support Provider to perform its obligations under this Agreement, such Confirmation and/or Credit Support Document, as the case may be

Upon the execution and delivery of this Agreement and such Confirmation

Yes

BSFP and

the Counterparty

A certificate of an authorized officer of the party, as to the incumbency and authority of the respective officers of the party signing this Agreement, any relevant Credit Support Document, or any Confirmation, as the case may be

Upon the execution and delivery of this Agreement and such Confirmation

Yes

 

6) Miscellaneous. Miscellaneous

 

 



 

(a)

Address for Notices: For the purposes of Section 12(a) of the ISDA Form Master Agreement:

 

 

Address for notices or communications to BSFP:

 

 

Address:

383 Madison Avenue, New York, New York 10179

 

Attention:

DPC Manager

 

 

Facsimile:

(212) 272-5823

 

 

 

 

 

with a copy to:

 

 

Address:

One Metrotech Center North, Brooklyn, New York 11201

 

Attention:

Derivative Operations - 7th Floor

 

 

Facsimile:

(212) 272-1634

 

 

 

(For all purposes)

 

 

Address for notices or communications to the Counterparty:

 

 

Address:

Deutsche Bank National Trust Company

 

1761 East St. Andrew Place

 

 

Santa Ana, California 92705

 

 

Attention:

Trust Administration-NC050D

 

 

Facsimile:

714-247-6329

 

 

Phone:

714-247-6000

 

 

(For all purposes)

 



 

 

(b)

Process Agent. For the purpose of Section 13(c):

 

 

BSFP appoints as its

 

 

Process Agent:

Not Applicable

 

 

The Counterparty appoints as its

 

 

Process Agent:

Not Applicable

 

(c)

Offices. The provisions of Section 10(a) will not apply to this Agreement; neither BSFP nor the Counterparty have any Offices other than as set forth in the Notices Section and BSFP agrees that, for purposes of Section 6(b) of the ISDA Form Master Agreement, it shall not in future have any Office other than one in the United States.

 

(d)

Multibranch Party. For the purpose of Section 10(c) of the ISDA Form Master Agreement:

 

 

BSFP is not a Multibranch Party.

 

The Counterparty is not a Multibranch Party.

 

(e)

Calculation Agent. The Calculation Agent is BSFP.

 

(f)

Credit Support Document. Not applicable for either BSFP or the Counterparty.

 

(g)

Credit Support Provider.

 

 

BSFP:

Not Applicable

 

 

The Counterparty:

Not Applicable

 

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

 

(i)           Severability.     If any term, provision, covenant, or condition of this Agreement, or the application thereof to any party or circumstance, shall be held to be invalid or unenforceable (in whole or in part) for any reason, the remaining terms, provisions, covenants, and conditions hereof shall continue in full force and effect as if this Agreement had been executed with the invalid or unenforceable portion eliminated, so long as this Agreement as so modified continues to express, without material change, the original intentions of the parties as to the subject matter of this Agreement and the deletion of such portion of this Agreement will not substantially impair the respective benefits or expectations of the parties.

 



 

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

 

(j)           Consent to Recording.    Each party hereto consents to the monitoring or recording, at any time and from time to time, by the other party of any and all communications between officers or employees of the parties, waives any further notice of such monitoring or recording, and agrees to notify its officers and employees of such monitoring or recording.

 

(k)          Waiver of Jury Trial.   Each party waives any right it may have to a trial by jury in respect of any Proceedings relating to this Agreement or any Credit Support Document.

 

7) "Affiliate": Counterparty shall be deemed to not have any Affiliates for purposes of this Agreement, including for purposes of Section 6(b)(ii).

 

8) Section 3 of the ISDA Form Master Agreement is hereby amended by adding at the end thereof the following subsection (g):

 

 

“(g)

Relationship Between Parties.

 

Each party represents to the other party on each date when it enters into a Transaction that:--

 

(1) Nonreliance. It is not relying on any statement or representation of the other party regarding the Transaction (whether written or oral), other than the representations expressly made in this Agreement or the Confirmation in respect of that Transaction.

 

 

(2) Evaluation and Understanding.

 

(i) It has the capacity to evaluate (internally or through independent professional advice) the Transaction and has made its own decision to enter into the Transaction; and

 

(ii) It understands the terms, conditions and risks of the Transaction and is willing and able to accept those terms and conditions and to assume those risks, financially and otherwise.

 

(3) Purpose. It is an “eligible swap participant” as such term is defined in Section 35.1(b)(2) of the regulations (17 C.F.R 35) promulgated under, an and “eligible contract participant” as defined in Section 1(a)(12) of, the Commodity Exchange Act, as amended, and it is entering into the Transaction for the purposes of managing its borrowings or investments, hedging its underlying assets or liabilities or in connection with a line of business.

 



 

(4) Status of Parties. The other party is not acting as an agent, fiduciary or advisor for it in respect of the Transaction.”

 

9) The ISDA Form Master Agreement is hereby amended as follows:

 

(a)        The word “third” shall be replaced by the word “second” in the third line of Section 5(a)(i) of the ISDA Form Master Agreement;

 

(b)“Breach of Agreement” provision of Section 5(a)(ii) will not apply to BSFP or Counterparty.

 

(c)“Credit Support Default” provisions of Section 5(a)(iii) will not apply to BSFP or Counterparty.

 

(d)“Misrepresentation” provisions of Section 5(a)(iv) will not apply to BSFP or Counterparty.

 

 

(e)

“Bankruptcy” provision of Section 5 (a)(vii)(2) will not apply to Counterparty.

 

10)         Limitation of Liability. It is expressly understood and agreed by the parties hereto that (i) this Agreement is executed and delivered by Deutsche Bank National Trust Company (“DBNTC”), not individually or personally but solely as the Supplemental Interest Trust Trustee, in the exercise of the powers and authority conferred and vested in it under the Pooling and Servicing Agreement, (ii) each of the representations, undertakings and agreements herein made on the part of the Counterparty are made and intended not as personal representations, undertakings and agreements by DBNTC, but are made and intended for the purpose of binding only the Supplemental Interest Trust (iii) under no circumstances shall DBNTC in its individual capacity be personally liable for the breach or failure of any obligation representation, warranty or covenant made or undertaken in this Agreement (iv) nothing herein contained shall be construed as creating any liability on DBNTC, individually or personally, to perform any covenant either expressed or implied contained herein, all such liability, if any, being expressly waived by the parties hereto and by any person claiming by, through or under parties hereto, and the parties hereto acknowledge and agree that under (i) the Swap Administration Agreement, dated as of December 28, 2005, among Deutsche Bank National Trust Company, as swap administrator (in such capacity, the “Swap Administrator”) and as Trustee and Supplemental Interest Trust Trustee under the Pooling and Servicing Agreement, and NC Capital Corporation (“NCCC”), (ii) the Pooling and Servicing Agreement, and (iii) this Agreement, the Swap Administrator may act for Counterparty hereunder, and BSFP hereby acknowledges and agrees that it will, unless otherwise directed by the Supplemental Interest Trust Trustee or the Swap Administrator, make all payments hereunder to the account specified below. Any resignation or removal of Deutsche Bank National Trust Company as Supplemental

 



Interest Trust Trustee under the Pooling and Servicing Agreement shall require the assignment of this agreement to Deutsche Bank National Trust Company’s replacement.

 

11) Proceedings.  BSFP shall not institute against or cause any other person to institute against, or join any other person in instituting against Counterparty any bankruptcy, reorganization, arrangement, insolvency or liquidation proceedings, or other proceedings under any federal or state bankruptcy or similar law for a period of one year and one day (or, if longer, the applicable preference period) following payment in full of the Certificates. This provision will survive the termination of this Agreement.

 

12) Set-off.  Notwithstanding any provision of this Agreement or any other existing or future agreement, each party irrevocably waives any and all rights it may have to set off, net, recoup or otherwise withhold or suspend or condition payment or performance of any obligation between it and the other party hereunder against any obligation between it and the other party under any other agreements. The provisions for Set-off set forth in Section 6(e) of the ISDA Form Master Agreement shall not apply for purposes of this Transaction.

 

13) Additional Termination Events.  The following Additional Termination Events will apply: 

 

(a)      If a Rating Agency Downgrade has occurred and BSFP has not, within the time period specified below, complied with Section 14 below, then an Additional Termination Event shall have occurred with respect to BSFP and BSFP shall be the sole Affected Party with respect to such an Additional Termination Event.

 

(b)      If, at any time, the Servicer purchases the Mortgage Loans pursuant to Section 9.01 of the Pooling and Servicing Agreement, then an Additional Termination Even shall have occurred and Counterparty shall be the sole Affected Party with respect thereto; provided, however, that notwithstanding Section 6(b)(iv) of the ISDA Form Master Agreement, both BSFP and Counterparty shall have the right to designate an Early Termination Date in respect of this Additional Termination Event.

 

(c)      If the New Century Home Equity Loan Trust, Series 2005-D is unable to pay its Class A Certificate or fails or admits in writing its inability to pay its Class A Certificates as they become due, then an Additional Termination Event shall have occurred with respect to Counterparty and Counterparty shall be the sole Affected Party with respect to such Additional Termination Event.

 

14) Rating Agency Downgrade.  In the event that BSFP’s long-term unsecured and unsubordinated debt rating is withdrawn or reduced below “AA-” by Standard and Poor’s Rating Services, Inc. a division of the McGraw Hill Companies Inc. (“S&P”) or its long-term unsecured and unsubordinated debt rating is withdrawn or reduced below “Aa3” by Moody’s Investors Service, Inc. (“Moody’s”) (and together with S&P, the “Swap Rating Agencies”, and such rating

 



thresholds, “Approved Rating Thresholds”), then within 30 days after such rating withdrawal or downgrade (unless, after such withdrawal or downgrade, each such Swap Rating Agency, as applicable, has reconfirmed the then-current rating of the New Century Home Equity Loan Trust, Series 2005-D Asset Backed Pass-Through Certificates (the “Certificates”)), BSFP shall, subject to the Rating Agency Condition, at its own expense, either (i) cause another entity to replace BSFP as party to this Agreement that meets or exceeds the Approved Rating Thresholds on terms substantially similar to this Agreement or (ii) deliver collateral satisfactory to the Swap Rating Agencies; provided, however, that if such downgrade or withdrawal results in a long-term unsecured debt rating of less than “BBB-” or no rating by S&P, BSFP shall, at its own expense, not later than 10 Bu siness Days after the occurrence of such a downgrade or withdrawal, find a replacement entity or obtain a guaranty pursuant to (i) or (ii) above. For purposes of this provision, “Rating Agency Condition” means, with respect to any particular proposed act or omission to act hereunder that the party acting or failing to act must consult with each of the Swap Rating Agencies then providing a rating of the Certificates and receive from each of the Swap Rating Agencies a prior written confirmation that the proposed action or inaction would not cause a downgrade or withdrawal of the then-current rating of the Certificates.

 

15) Deduction or Withholding for Tax. The provisions of Section 2(d)(i)(4) and 2(d)(ii) of the printed ISDA Form Master Agreement shall not apply to BSFP or Counterparty and Counterparty shall not be required to pay any additional amounts referred to therein.

 

16) Non-Recourse. Notwithstanding any provision herein or in the ISDA Form Master Agreement to the contrary, the obligations of Counterparty hereunder are limited recourse obligations of Counterparty, payable solely from the Swap Account and the proceeds thereof, in accordance with the terms of the Pooling and Servicing Agreement and the Swap Administration Agreement. In the event that the Swap Account and proceeds thereof should be insufficient to satisfy all claims outstanding and following the realization of the Swap Account and the proceeds thereof, any claims against or obligations of Counterparty under the ISDA Form Master Agreement or any other confirmation thereunder still outstanding shall be extinguished and thereafter not revive. The Swap Administrator shall not have liability for any failure or delay in making a payment hereunder to BSFP due to any failure or dela y in receiving amount in the Swap Account from the Trust created pursuant to the Pooling and Servicing Agreement.

 

17) Transfer, Amendment and Assignment. No transfer, amendment, waiver, supplement, assignment or other modification of this Transaction shall be permitted by either party unless (i) each of S&P and Moody’s has been provided notice of the same (ii) each of S&P and Moody’s confirms in writing (including by facsimile transmission) after such notice is given that it will not downgrade, qualify, withdraw or otherwise modify its then-current rating of the Certificates.

 

18) Pooling and Servicing Agreement. BSFP hereby agrees that, notwithstanding any provision of this agreement to the contrary, Counterparty’s obligations to pay any amounts owing under this

 



Agreement shall be subject to Section 4.01 of the Pooling and Servicing Agreement and BSFP’s right to receive payment of such amounts shall be subject to Section 4.01 of the Pooling and Servicing Agreement.

 

NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN BSFP IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS AGREEMENT.

 

5.

Account Details and

 

Settlement Information:

Payments to BSFP:

Citibank, N.A., New York

 

ABA Number: 021-0000-89, for the account of

 

 

Bear, Stearns Securities Corp.

 

 

Account Number: 0925-3186, for further credit to

 

Bear Stearns Financial Products Inc.

 

 

Sub-account Number: 102-04654-1-3

 

 

Attention: Derivatives Department

 

 

Payments to Counterparty:

 

Deutsche Bank Trust Company Americas

 

 

ABA #: 021-001-033

 

 

Account No.: 01419663

 

 

Account Name: NYLTD Funds Control-Stars West

 

Reference: New Century 2005-D

 

 

 

 

 

 

 

This Agreement may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.

 

Counterparty hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to BSFP a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding

 



U.S. Transactions, please contact Susan Donlon by telephone at 212-272-2364. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.

 

 



 

We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.

 

Very truly yours,

 

BEAR STEARNS FINANCIAL PRODUCTS INC.

 

 

By:

______________________________

 

Name:

 

 

Title:

 

 

Counterparty, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.

 

DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT INDIVIDUALLY BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-D ASSET BACKED PASS-THROUGH CERTIFICATES

 

 

By:

________________________________________

 

 

 

am

 

 



 

SCHEDULE I

 

(With respect to the Fixed Rate Payer Period End Dates, all such dates are with No Adjustment, and with respect to the Floating Rate Payer Period End Dates, all such dates are subject to adjustment in accordance with the Following Business Day Convention)

 

From and including

 

To but excluding

 

Notional Amount
(USD)

Effective Date

25-Jan-2006

5,539,296.79

25-Jan-2006

25-Feb-2006

5,456,488.66

25-Feb-2006

25-Mar-2006

5,398,558.34

25-Mar-2006

25-Apr-2006

5,322,487.15

25-Apr-2006

25-May-2006

5,228,222.42

25-May-2006

25-Jun-2006

5,115,872.09

25-Jun-2006

25-Jul-2006

4,985,713.25

25-Jul-2006

25-Aug-2006

4,838,198.90

25-Aug-2006

25-Sep-2006

4,673,974.67

25-Sep-2006

25-Oct-2006

4,493,884.19

25-Oct-2006

25-Nov-2006

4,301,543.81

25-Nov-2006

25-Dec-2006

4,102,705.70

25-Dec-2006

25-Jan-2007

3,904,278.79

25-Jan-2007

25-Feb-2007

3,715,096.60

25-Feb-2007

25-Mar-2007

3,534,721.13

25-Mar-2007

25-Apr-2007

3,362,735.35

25-Apr-2007

25-May-2007

3,198,742.20

25-May-2007

25-Jun-2007

3,042,363.64

25-Jun-2007

25-Jul-2007

2,893,161.49

25-Jul-2007

25-Aug-2007

2,749,690.75

25-Aug-2007

25-Sep-2007

2,607,185.34

25-Sep-2007

25-Oct-2007

2,413,248.51

25-Oct-2007

25-Nov-2007

2,265,842.88

25-Nov-2007

25-Dec-2007

1,799,360.64

25-Dec-2007

25-Jan-2008

1,056,867.16

25-Jan-2008

25-Feb-2008

1,002,419.39

25-Feb-2008

25-Mar-2008

950,329.66

25-Mar-2008

25-Apr-2008

900,491.82

25-Apr-2008

25-May-2008

852,804.67

25-May-2008

25-Jun-2008

807,171.67

25-Jun-2008

25-Jul-2008

763,500.76

25-Jul-2008

25-Aug-2008

721,694.28

25-Aug-2008

25-Sep-2008

680,698.99

25-Sep-2008

25-Oct-2008

700,008.70

 

 



 

 

25-Oct-2008

25-Nov-2008

514,769.48

25-Nov-2008

25-Dec-2008

357,662.45

25-Dec-2008

25-Jan-2009

282,241.16

25-Jan-2009

25-Feb-2009

277,096.10

25-Feb-2009

25-Mar-2009

271,166.44

25-Mar-2009

25-Apr-2009

264,811.13

25-Apr-2009

25-May-2009

258,319.81

25-May-2009

25-Jun-2009

251,927.68

25-Jun-2009

25-Jul-2009

245,638.64

25-Jul-2009

25-Aug-2009

239,455.50

25-Aug-2009

25-Sep-2009

233,380.44

25-Sep-2009

25-Oct-2009

227,415.00

25-Oct-2009

25-Nov-2009

221,560.34

25-Nov-2009

25-Dec-2009

215,817.29

25-Dec-2009

Termination Date

210,186.50

 

 

 

 



 

EXHIBIT N

SWAP ADMINISTRATION AGREEMENT

This Swap Administration Agreement, dated as of December 28, 2005 (this “Agreement”), among Deutsche Bank National Trust Company, a national banking association (“Deutsche Bank National Trust Company”), as swap administrator (in such capacity, the “Swap Administrator”), as trustee and supplemental interest trust trustee under the Pooling and Servicing Agreement, as hereinafter defined (in such capacity, the “Trustee” and “Supplemental Interest Trust Trustee”) and as indenture trustee under the related Indenture (in such capacity, the “Indenture Trustee”), and NC Capital Corporation (“NCCC”).

WHEREAS, the Trustee, on behalf of the holders of the New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Mortgage Pass-Through Certificates, Series 2005-D, is counterparty to an Interest Rate Swap Agreement (the “Swap Agreement”), a copy of which is attached hereto as Exhibit A, between the Supplemental Interest Trust Trustee and Bear Stearns Financial Products Inc. (“Bear Stearns”); and

WHEREAS, it is desirable to irrevocably appoint the Swap Administrator, and the Swap Administrator desires to accept such appointment, to receive and distribute funds payable by Bear Stearns under the Swap Agreement as provided herein;

NOW, THEREFORE, in consideration of the mutual covenants contained herein, and for other good and valuable consideration, the receipt and adequacy of which are hereby acknowledged, the parties agree as follows:

1.            Definitions. Capitalized terms used but not otherwise defined herein shall have the respective meanings assigned thereto in the Pooling and Servicing Agreement, dated as of December 1, 2005 (the “Pooling and Servicing Agreement”), among New Century Mortgage Securities Inc., as depositor, JPMorgan Chase Bank, National Association, as servicer, and the Trustee, relating to the New Century Home Equity Loan Trust, Series 2005-D, Asset Backed Mortgage Pass-Through Certificates, Series 2005-D (the “Certificates”), or in the related Indenture, as the case may be, as in effect on the date hereof.

 

2.

Swap Administrator.

(a)          The Swap Administrator is hereby irrevocably appointed to receive all funds paid to the Supplemental Interest Trust Trustee by Bear Stearns, or its successors in interest (the “Swap Provider”) under the Swap Agreement (including any Swap Termination Payment) and the Swap Administrator hereby accepts such appointment and hereby agrees to receive such amounts from the Supplemental Interest Trust Trustee and to distribute on each Distribution Date such amounts in the following order of priority:

(i)           first, to the Trustee for deposit into the Swap Account, an amount equal to the sum of the following amounts remaining outstanding after distribution of the Net Monthly Excess Cashflow: (A) Interest Carry Forward Amounts; (B) Net WAC Rate Carryover Amounts; (C) an amount necessary to maintain or restore the Overcollateralization Target Amount; and (D) any Allocated Realized Loss Amounts;

 



 

(ii)          second, to NCCC, any amounts remaining after payment of (i) above, provided, however, upon the issuance of notes by an issuer (the “Trust”), secured by all or a portion of the Class CE-1 Certificates and the Class P Certificates (the “NIM Notes”), NCCC hereby instructs the Swap Administrator to make any payments under this clause 2(a)(ii) in the following order of priority:

(A)         first, to the Indenture Trustee for the Trust, for deposit into the Note Account (each as defined in the related Indenture), for distribution in accordance with the terms of the Indenture and second, when the Note Balance of the Notes has been reduced to zero, to the holders of the Preference Shares, until satisfaction and discharge of the Indenture, the Floating Amount (as defined in Annex I) and any excess thereto; and

(B)         after satisfaction and discharge of the Indenture, to the Holders of the Class CE-1 Certificates, pro rata based on the outstanding Notional Amount of each such Certificate.

(b)          The Swap Administrator agrees to hold any amounts received from the Supplemental Interest Trust Trustee in trust upon the terms and conditions and for the exclusive use and benefit of the Trustee and the Indenture Trustee, as applicable (in turn for the benefit of the Certificateholders, the Noteholders and the NIMS Insurer, if any) as set forth herein. The rights, duties and liabilities of the Swap Administrator in respect of this Agreement shall be as follows:

(i)           The Swap Administrator shall have the full power and authority to do all things not inconsistent with the provisions of this Agreement that may be deemed advisable in order to enforce the provisions hereof. The Swap Administrator shall not be answerable or accountable except for its own bad faith, willful misconduct or negligence. The Swap Administrator shall not be required to take any action to exercise or enforce any of its rights or powers hereunder which, in the opinion of the Swap Administrator, shall be likely to involve expense or liability to the Swap Administrator, unless the Swap Administrator shall have received an agreement satisfactory to it in its sole discretion to indemnify it against such liability and expense.

(ii)          The Swap Administrator shall not be liable with respect to any action taken or omitted to be taken by it in good faith in accordance with the direction of any party hereto or the NIMS Insurer, if any, or otherwise as provided herein, relating to the time, method and place of conducting any proceeding for any remedy available to the Swap Administrator or exercising any right or power conferred upon the Swap Administrator under this Agreement.

(iii)        The Swap Administrator may perform any duties hereunder either directly or by or through agents or attorneys of the Swap Administrator. The Swap Administrator shall not be liable for the acts or omissions of its agents or attorneys so long as the Swap Administrator chose such Persons with due care.

 



 

3.            Swap Account. The Swap Administrator shall segregate and hold all funds received from the Supplemental Interest Trust Trustee (including any Swap Termination Payment) separate and apart from any of its own funds and general assets and shall establish and maintain in the name of the Swap Administrator one or more segregated accounts (such account or accounts, the “Swap Account”) as described in the Pooling and Servicing Agreement.

 

4.

Replacement Swap Agreements.

The Supplemental Interest Trust Trustee shall, (i) at the direction of the NIMS Insurer, if any, or, (ii) at the direction of NCCC, with the consent of the NIMS Insurer, if any, enforce all of its rights and exercise any remedies under the Swap Agreement and, in the event the Swap Agreement is terminated as a result of the designation by either party thereto of an Early Termination Date (as defined therein), find a replacement counterparty to be selected by NCCC, with the consent of the NIMS Insurer, if any, or the NIMS Insurer, as applicable to enter into a replacement swap agreement.

Any Swap Termination Payment received by the Swap Administrator from the Supplemental Interest Trust Trustee shall be deposited in the Swap Account and shall be used to make any upfront payment required under a replacement swap agreement and any upfront payment received from the counterparty to a replacement swap agreement shall be used to pay any Swap Termination Payment owed to the Swap Provider.

Notwithstanding anything contained herein, in the event that a replacement swap agreement cannot be obtained within 30 days after receipt by the Swap Administrator of the Swap Termination Payment paid by the terminated Swap Provider, the Swap Administrator shall deposit such Swap Termination Payment into a separate, non-interest bearing account, established by the Swap Administrator and the Swap Administrator shall, on each Distribution Date, withdraw from such account, an amount equal to the Net Swap Payment, if any, that would have been paid to the Trust by the original Swap Provider (computed in accordance with Section 2 of the original Swap Agreement attached hereto as Exhibit A) and distribute such amount in accordance with Section 2(a) of this Agreement. On the Distribution Date immediately after the termination date of the original Swap Agreement, the Swap Administrator shall withdraw any funds remaining in such account and distribute such amount in accordance with Section 2(a)(ii) of this Agreement.

5.            Representations and Warranties of Deutsche Bank National Trust Company. Deutsche Bank National Trust Company represents and warrants as follows:

(a)          Deutsche Bank National Trust Company is duly organized and validly existing as a national banking association under the laws of the United States and has all requisite power and authority to execute and deliver this Agreement, to perform its obligations as Swap Administrator hereunder.

(b)          This Agreement has been duly executed and delivered by Deutsche Bank National Trust Company as Swap Administrator, Trustee, Indenture Trustee and Supplemental Interest Trust Trustee and is enforceable against Deutsche Bank National Trust Company in such capacities in accordance with its terms, except as enforceability may be affected by bankruptcy,

 



insolvency, fraudulent conveyance, reorganization, moratorium and other similar laws relating to or affecting creditors’ rights generally, general equitable principles (whether considered in a proceeding in equity or at law).

 

6.

Replacement of Swap Administrator.

Any corporation, bank, trust company or association into which the Swap Administrator may be merged or converted or with which it may be consolidated, or any corporation, bank, trust company or association resulting from any merger, conversion or consolidation to which the Swap Administrator shall be a party, or any corporation, bank, trust company or association succeeding to all or substantially all the corporate trust business of the Swap Administrator, shall be the successor of the Swap Administrator hereunder, without the execution or filing of any paper or any further act on the part of any of the parties hereto, except to the extent that assumption of its duties and obligations, as such, is not effected by operation of law.

No resignation or removal of the Swap Administrator and no appointment of a successor Swap Administrator shall become effective until the appointment by NCCC of a successor swap administrator acceptable to the NIMS Insurer, if any. Any successor swap administrator shall execute such documents or instruments necessary or appropriate to vest in and confirm to such successor swap administrator all such rights and powers conferred by this Agreement.

The Swap Administrator may resign at any time by giving written notice thereof to the other parties hereto with a copy to the NIMS Insurer, if any. If a successor swap administrator shall not have accepted the appointment hereunder within 30 days after the giving by the resigning Swap Administrator of such notice of resignation, the resigning Swap Administrator may petition any court of competent jurisdiction for the appointment of a successor swap administrator acceptable to the NIMS Insurer, if any.

In the event of a resignation or removal of the Swap Administrator, NCCC shall promptly appoint a successor Swap Administrator acceptable to the NIMS Insurer, if any. If no such appointment has been made within 10 days of the resignation or removal, the NIMS Insurer, if any, may appoint a successor Swap Administrator.

 

7.

Trustee Obligations.

Whenever the Supplemental Interest Trust Trustee, as a party to the Swap Agreement, has the option or is requested in such capacity, whether such request is by the counterparty to such agreement, to take any action or to give any consent, approval or waiver that it is entitled to take or give in such capacity, including, without limitation, in connection with an amendment of such agreement or the occurrence of a default or termination event thereunder, the Supplemental Interest Trust Trustee shall promptly notify the parties hereto and the NIMS Insurer, if any, of such request in such detail as is available to it and, shall, on behalf of the parties hereto and the NIMS Insurer, if any, take such action in connection with the exercise and/or enforcement of any rights and/or remedies available to it in such capacity with respect to such request as NCCC or the NIMS Insurer, if any, shall direct in writing; provide d

 



that if no such direction is received prior to the date that is established for taking such action or giving such consent, approval or waiver (notice of which date shall be given by the Supplemental Interest Trust Trustee to the parties hereto and the NIMS Insurer, if any), the Supplemental Interest Trust Trustee may abstain from taking such action or giving such consent, approval or waiver.

The Trustee shall forward to the parties hereto and the NIMS Insurer, if any, on the Payment Date following its receipt thereof copies of any and all notices, statements, reports and/or other material communications and information (collectively, the “Swap Reports”) that it receives in connection with the Swap Agreement or from the counterparty thereto.

 

8.

Miscellaneous.

(a)          This Agreement shall be governed by and construed in accordance with the laws of the State of New York.

(b)          Any action or proceeding against any of the parties hereto relating in any way to this Agreement may be brought and enforced in the courts of the State of New York sitting in the borough of Manhattan or of the United States District Court for the Southern District of New York and the Swap Administrator irrevocably submits to the jurisdiction of each such court in respect of any such action or proceeding. The Swap Administrator waives, to the fullest extent permitted by law, any right to remove any such action or proceeding by reason of improper venue or inconvenient forum.

(c)          This Agreement may be amended, supplemented or modified in writing by the parties hereto, but only with the consent of the NIMS Insurer, if any.

(d)          This Agreement may not be assigned or transferred without the prior written consent of the NIMS Insurer, if any; provided, however, the parties hereto acknowledge and agree to the assignment of the rights of NCCC as provided under this Agreement pursuant to the Sale Agreement, the Trust Agreement and the Indenture.

(e)          This Agreement may be executed by one or more of the parties to this Agreement on any number of separate counterparts (including by facsimile transmission), and all such counterparts taken together shall be deemed to constitute one and the same instrument.

(f)           Any provision of this Agreement which is prohibited or unenforceable in any jurisdiction shall, as to such jurisdiction, be ineffective to the extent of such prohibition or unenforceability without invalidating the remaining provisions hereof, and any such prohibition or unenforceability in any jurisdiction shall not invalidate or render unenforceable such provision in any other jurisdiction.

(g)          The representations and warranties made by the parties to this Agreement shall survive the execution and delivery of this Agreement. No act or omission on the part of any party hereto shall constitute a waiver of any such representation or warranty.

(h)          The article and section headings herein are for convenience of reference only, and shall not limit or otherwise affect the meaning hereof.

 



 

(i)           The representations and warranties made by the parties to this Agreement shall survive the execution and delivery of this Agreement. No act or omission on the part of any party hereto shall constitute a waiver of any such representation or warranty.

9.            Third-Party Beneficiary. Each of the Note Insurer, if any, the Backup Note Insurer, if any, and the Indenture Trustee, if any, shall be deemed a third-party beneficiary of this Agreement to the same extent as if it were a party hereto, and shall have the right to enforce the provisions of this Agreement.

10.          Swap Administrator, Trustee and Indenture Trustee Rights. The Swap Administrator shall be entitled to the same rights, protections and indemnities afforded to the Trustee under the Pooling and Servicing Agreement and the Indenture Trustee under the Indenture, in each case, as if specifically set forth herein with respect to the Swap Administrator.

The Trustee and Supplemental Interest Trust Trustee shall be entitled to the same rights, protections and indemnities afforded to the Trustee under the Pooling and Servicing Agreement as if specifically set forth herein with respect to the Trustee.

The Indenture Trustee shall be entitled to the same rights, protections and indemnities afforded to the Indenture Trustee under the Indenture as if specifically set forth herein with respect to the Indenture Trustee.

11.          Limited Recourse. It is expressly understood and agreed by the parties hereto that this Agreement is executed and delivered by each of the Trustee and the Indenture Trustee, not in its individual capacity but solely as trustee under the Pooling and Servicing Agreement and as indenture trustee under the Indenture. Notwithstanding any other provisions of this Agreement, the obligations of the Trustee and the Indenture Trustee under this Agreement are non-recourse to each of the Trustee and the Indenture Trustee, its assets and its property, and shall be payable solely from the assets of the Trust Fund, and following realization of such assets, any claims of any party hereto shall be extinguished and shall not thereafter be reinstated. No recourse shall be had against any principal, director, officer, em ployee, beneficiary, shareholder, partner, member, trustee, agent or affiliate of the Trustee or the Indenture Trustee or any person owning, directly or indirectly, any legal or beneficial interest in the Trustee or the Indenture Trustee, or any successors or assigns of any of the foregoing (the “Exculpated Parties”) for the payment of any amount payable under this Agreement. The parties hereto shall not enforce the liability and obligations of the Trustee or the Indenture Trustee to perform and observe the obligations contained in this Agreement by any action or proceeding wherein a money judgment establishing any personal liability shall be sought against the Trustee or the Indenture Trustee, subject to the following sentence, or the Exculpated Parties. The agreements in this paragraph shall survive termination of this Agreement and the performance of all obligations hereunder.

 



 

IN WITNESS WHEREOF, the parties have caused this Agreement to be duly executed and delivered as of the day and year first above written.

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Swap Administrator

 

 

By:

 

 

Name:

 

Title:

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Trustee

 

 

By:

 

 

Name:

 

Title:

 

NC CAPITAL CORPORATION

 

 

By:

 

 

Name:

 

Title:

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Indenture Trustee

 

 

By:

 

 

Name:

 

Title:

 

DEUTSCHE BANK NATIONAL TRUST COMPANY

as Supplemental Interest Trust Trustee

 

 

By:

 

 

Name:

 

Title:

 

 



 

EXHIBIT A

SWAP AGREEMENT

 



 

ANNEX I

 

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

 

Floating Amount:

 

 

 

Floating Rate Payer:

Deutsche Bank National Trust Company, as Swap Administrator

 

 

Cap Rate:

15.000%

 

 

 

Floating Amount

 

To be determined in accordance with the following formula:

 

The product of: (i) 250, (ii) the Cap Rate, (iii) the Notional Amount; and (iv) the Floating Rate Day Count Fraction;

 

provided, however, the Swap Administrator will only be obligated to pay the Floating Amount up to the amount remaining after payments are made under clause 2(a)(i) of the Swap Administration Agreement.

 

The Floating Amount shall be paid to the Indenture Trustee for payment in accordance with Section 2.09(e) of the Indenture.

 

 

Floating Rate Day Count Fraction:

Actual/360.

 

 

Notional Amount:

The amount set forth for such period in the Amortization Schedule A to this Annex I.

 

 



 

SCHEDULE A TO ANNEX I

 

Distribution Date

Base Calculation Amount ($)

January 25, 2006

5,539,296.79

February 25, 2006

5,456,488.66

March 25, 2006

5,398,558.34

April 25, 2006

5,322,487.15

May 25, 2006

5,228,222.42

June 25, 2006

5,115,872.09

July 25, 2006

4,985,713.25

August 25, 2006

4,838,198.90

September 25, 2006

4,673,974.67

October 25, 2006

4,493,884.19

November 25, 2006

4,301,543.81

December 25, 2006

4,102,705.70

January 25, 2007

3,904,278.79

February 25, 2007

3,715,096.60

March 25, 2007

3,534,721.13

April 25, 2007

3,362,735.35

May 25, 2007

3,198,742.20

June 25, 2007

3,042,363.65

July 25, 2007

2,893,161.49

August 25, 2007

2,749,690.75

September 25, 2007

2,607,185.34

October 25, 2007

2,413,248.51

November 25, 2007

2,265,842.88

December 25, 2007

1,799,360.64

January 25, 2008

1,056,867.16

February 25, 2008

1,002,419.39

March 25, 2008

950,329.66

April 25, 2008

900,491.82

May 25, 2008

852,804.67

June 25, 2008

807,171.67

July 25, 2008

763,500.76

August 25, 2008

721,694.28

September 25, 2008

680,698.99

October 25, 2008

700,008.70

November 25, 2008

514,769.48

December 25, 2008

357,662.45

January 25, 2009

282,241.16

February 25, 2009

277,096.10

March 25, 2009

271,166.45

April 25, 2009

264,811.13

May 25, 2009

258,319.81

June 25, 2009

251,927.68

July 25, 2009

245,638.64

August 25, 2009

239,455.50

September 25, 2009

233,380.44

October 25, 2009

227,415.00

November 25, 2009

221,560.34

December 25, 2009

215,817.29

January 25, 2010

210,186.50

February 25, 2010

0.00

 

 

 

 

 



 

Schedule 1

MORTGAGE LOAN SCHEDULE

loan_id                             group_no             acct_funding_date              first_paymt_date
------------------------------------------------------------------------------------------------------------------------------------
                  2042848                     2                      8/23/2005                     10/1/2005
                  2157899                     2                       8/8/2005                     10/1/2005
                  2175436                     2                       8/8/2005                     10/1/2005
                  2177793                     2                      8/22/2005                     10/1/2005
                  2177817                     2                     11/29/2005                      1/1/2006
                  2181320                     2                      8/31/2005                     10/1/2005
                  2182315                     2                      8/16/2005                     10/1/2005
                  2182333                     2                      8/16/2005                     10/1/2005
                  2185660                     2                      8/11/2005                     10/1/2005
                  2185904                     2                      8/31/2005                     10/1/2005
                  2186202                     2                      7/28/2005                      9/1/2005
                  2186869                     2                      8/29/2005                     10/1/2005
                  2188333                     2                      9/12/2005                     11/1/2005
                  2188692                     2                      8/30/2005                     10/1/2005
                  2190566                     2                      8/31/2005                     10/1/2005
                  2190748                     2                      8/17/2005                     10/1/2005
                  2190966                     2                      8/29/2005                     10/1/2005
                  2191050                     2                      8/18/2005                     10/1/2005
                  2193474                     2                      8/30/2005                     10/1/2005
                  2195054                     2                      8/16/2005                     10/1/2005
                  2196581                     2                      8/16/2005                     10/1/2005
                  2196621                     2                      8/16/2005                     10/1/2005
                  2196898                     2                      10/6/2005                     12/1/2005
                  2197597                     1                      8/16/2005                     10/1/2005
                  2197853                     2                      8/30/2005                     10/1/2005
                  2198166                     2                      8/29/2005                     10/1/2005
                  2198549                     2                      8/26/2005                     10/1/2005
                  2200651                     2                      8/19/2005                     10/1/2005
                  2200734                     2                      9/20/2005                     11/1/2005
                  2201475                     1                      8/18/2005                     10/1/2005
                  2201548                     2                      8/30/2005                     10/1/2005
                  2201847                     2                      9/27/2005                     11/1/2005
                  2202014                     2                      8/22/2005                     10/1/2005
                  2202605                     2                      8/31/2005                     10/1/2005
                  2203226                     2                      8/16/2005                     10/1/2005
                  2203840                     2                       9/6/2005                     10/1/2005
                  2203845                     2                      9/22/2005                     11/1/2005
                  2204027                     2                      8/26/2005                     10/1/2005
                  2204091                     2                      8/29/2005                     10/1/2005
                  2204897                     2                      8/31/2005                     10/1/2005
                  2205037                     2                      8/23/2005                     10/1/2005
                  2205145                     2                      8/31/2005                     10/1/2005
                  2206249                     2                      8/29/2005                     10/1/2005
                  2206516                     2                      8/30/2005                     10/1/2005
                  2207358                     2                      8/31/2005                     10/1/2005
                  2207990                     1                      8/26/2005                     10/1/2005
                  2209466                     2                      8/29/2005                     10/1/2005
                  2209496                     2                      8/31/2005                     10/1/2005
                  2210068                     2                      8/31/2005                     10/1/2005
                  2210395                     2                      8/30/2005                     10/1/2005
                  2210818                     2                     10/13/2005                     12/1/2005
                  2212383                     2                      9/30/2005                     11/1/2005
                  2212806                     2                      8/30/2005                     10/1/2005
                  2213042                     2                      8/29/2005                     10/1/2005
                  2216005                     2                      11/7/2005                      1/1/2006
                  2216495                     2                      8/30/2005                     10/1/2005
                  2216832                     2                      9/28/2005                     11/1/2005
                  2217461                     2                       9/2/2005                     11/1/2005
                  2217483                     2                     10/12/2005                     11/1/2005
                  2217863                     2                     10/31/2005                     12/1/2005
                  2218061                     2                      9/26/2005                     11/1/2005
                  2218170                     2                     10/21/2005                     12/1/2005
                  2218966                     2                     10/13/2005                     12/1/2005
                  2221396                     2                     10/11/2005                     12/1/2005
                  2221896                     2                      10/3/2005                     12/1/2005
                  2221957                     2                      9/29/2005                     11/1/2005
                  2222218                     2                      10/3/2005                     11/1/2005
                  2222589                     2                      10/7/2005                     12/1/2005
                  2222895                     2                      10/7/2005                     12/1/2005
                  2223357                     2                      9/27/2005                     11/1/2005
                  2223763                     2                      9/23/2005                     11/1/2005
                  2224520                     2                      9/22/2005                     11/1/2005
                  2225877                     2                     10/18/2005                     12/1/2005
                  2226239                     2                      9/23/2005                     11/1/2005
                  2226410                     2                     10/21/2005                     12/1/2005
                  2227080                     2                      9/30/2005                     11/1/2005
                  2227866                     2                      9/28/2005                     11/1/2005
                  2235353                     2                      9/26/2005                     11/1/2005
                  2239817                     2                     10/17/2005                     12/1/2005
                  2240997                     2                      11/7/2005                      1/1/2006
                  2241215                     2                     10/12/2005                     12/1/2005
                  2243700                     2                     10/18/2005                     12/1/2005
                  2248426                     2                     11/22/2005                      1/1/2006
                  2248500                     2                     10/19/2005                     12/1/2005
                  2248847                     2                     10/21/2005                     12/1/2005
                  2248996                     2                     10/25/2005                     12/1/2005
                  2249438                     2                     10/17/2005                     12/1/2005
                  2249878                     2                      11/2/2005                     12/1/2005
                  2250684                     2                     10/25/2005                     12/1/2005
                  2251049                     2                     11/28/2005                      1/1/2006
               1000720223                     1                       9/1/2005                      8/1/2005
               1001988219                     1                      9/22/2005                      9/1/2005
               1002049367                     1                      7/26/2005                      9/1/2005
               1002276619                     2                       8/8/2005                      8/1/2005
               1002348999                     1                      9/15/2005                     10/1/2005
               1002371310                     2                      8/30/2005                      8/1/2005
               1002468706                     1                      9/12/2005                      8/1/2005
               1002478223                     1                      9/13/2005                      9/1/2005
               1002480381                     1                      8/25/2005                      8/1/2005
               1002501475                     1                      7/14/2005                      9/1/2005
               1002593562                     1                      9/15/2005                     10/1/2005
               1002615566                     2                      7/29/2005                      9/1/2005
               1002617190                     2                      8/29/2005                     10/1/2005
               1002617699                     2                      7/29/2005                      9/1/2005
               1002619250                     2                      8/30/2005                     10/1/2005
               1002621700                     2                      7/15/2005                      9/1/2005
               1002627385                     2                      8/18/2005                      8/1/2005
               1002645089                     2                      8/16/2005                     10/1/2005
               1002652757                     2                      8/26/2005                      8/1/2005
               1002661346                     1                      11/9/2005                      1/1/2006
               1002670522                     2                       8/5/2005                      9/1/2005
               1002680548                     2                      8/24/2005                     10/1/2005
               1002684553                     2                      7/26/2005                      9/1/2005
               1002686169                     1                       8/2/2005                     10/1/2005
               1002692492                     2                     10/14/2005                     12/1/2005
               1002693115                     1                      7/21/2005                      9/1/2005
               1002705380                     2                      8/23/2005                     10/1/2005
               1002707501                     1                      8/19/2005                      9/1/2005
               1002734508                     1                      7/27/2005                      9/1/2005
               1002759303                     1                      8/31/2005                     10/1/2005
               1002760284                     2                       8/8/2005                     10/1/2005
               1002760293                     1                      8/16/2005                      9/1/2005
               1002765332                     1                      7/29/2005                      9/1/2005
               1002767410                     1                     10/21/2005                      9/1/2005
               1002771735                     2                       9/7/2005                     10/1/2005
               1002775740                     2                       8/4/2005                     10/1/2005
               1002778952                     2                       8/1/2005                      9/1/2005
               1002784464                     2                      8/30/2005                     10/1/2005
               1002795960                     1                      8/16/2005                     10/1/2005
               1002803354                     1                     10/18/2005                      9/1/2005
               1002804040                     1                      8/31/2005                      9/1/2005
               1002805334                     2                      8/29/2005                     10/1/2005
               1002818106                     2                      9/14/2005                     10/1/2005
               1002818446                     2                      8/16/2005                      9/1/2005
               1002818641                     2                       8/8/2005                     10/1/2005
               1002827123                     2                      8/18/2005                     10/1/2005
               1002864760                     2                      8/30/2005                     10/1/2005
               1002867062                     2                      8/30/2005                     10/1/2005
               1002874358                     2                      9/23/2005                      8/1/2005
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               1004694762                     1                     11/29/2005                      1/1/2006
               1004696500                     1                     11/23/2005                      1/1/2006
               1004703226                     1                     11/22/2005                      1/1/2006
               1004712118                     1                     11/29/2005                      1/1/2006
               1004723071                     1                     11/29/2005                      1/1/2006
               1004723963                     1                     11/29/2005                      1/1/2006
               1004724686                     1                     11/29/2005                      1/1/2006
               1004737743                     1                     11/22/2005                      1/1/2006
               1004752841                     2                     11/30/2005                      1/1/2006
               1004755900                     1                     11/22/2005                      1/1/2006
               1004766220                     1                     11/30/2005                      1/1/2006
               1004766603                     1                      12/1/2005                      2/1/2006
               1004768237                     1                      12/1/2005                      2/1/2006
               1004775327                     2                     11/29/2005                      1/1/2006
               1004792905                     1                     11/21/2005                      1/1/2006
               1004811154                     1                     11/22/2005                      1/1/2006
               1004812439                     1                     11/22/2005                      1/1/2006
               1004829831                     2                     11/22/2005                      1/1/2006
               1004846983                     2                     11/23/2005                      1/1/2006
               1004854232                     2                     11/23/2005                      1/1/2006
               1004873391                     2                     11/30/2005                      1/1/2006
               1004873836                     1                     11/23/2005                      1/1/2006
               1004876539                     1                     11/22/2005                      1/1/2006
               1004885280                     1                     11/23/2005                      1/1/2006
               1004885850                     2                     11/22/2005                      1/1/2006
               1004895260                     1                     11/22/2005                      1/1/2006
               1004904802                     1                     11/23/2005                      1/1/2006
               1004905080                     2                     11/23/2005                      1/1/2006
               1004911402                     1                     11/23/2005                      1/1/2006
               1004922622                     1                     11/29/2005                      1/1/2006
               1004933861                     1                     11/29/2005                      1/1/2006
               1004940997                     1                     11/18/2005                      1/1/2006
               1004958558                     1                     11/23/2005                      1/1/2006
               1004960448                     1                     11/29/2005                      1/1/2006
               1004962277                     2                     11/29/2005                      1/1/2006
               1004988516                     1                     11/30/2005                      1/1/2006
               1004988570                     2                     11/22/2005                      1/1/2006
               1005003391                     1                     11/30/2005                      1/1/2006
               1005020470                     1                     11/29/2005                      1/1/2006
               1005049663                     2                     11/22/2005                      1/1/2006
               1005060863                     1                     11/29/2005                      1/1/2006
               1005081216                     1                     11/30/2005                      1/1/2006
               1005089744                     2                     11/29/2005                      1/1/2006
               1004697527                     1                     11/23/2005                      1/1/2006
               1004745422                     1                     11/29/2005                      1/1/2006

                                                                         6,819


Cash in Lieu


Legal Hold
               1004156451                     2                     10/14/2005                     12/1/2005
               1004908988                     2                     11/23/2005                      1/1/2006
               1002992300                     2                      7/29/2005                      9/1/2005


Compliance Hold
               1004095231                     2                     10/27/2005                     12/1/2005


Paid In Full
               1003373307                     2                      8/29/2005                     10/1/2005
               1002434994                     1                      7/22/2005                      9/1/2005
               1003237553                     1                       8/9/2005                     10/1/2005
               1003088928                     2                      8/12/2005                     10/1/2005
               1003432690                     2                       9/7/2005                     11/1/2005
               1002756681                     1                      7/19/2005                      9/1/2005
               1002868506                     2                      8/17/2005                     10/1/2005
               1003405336                     1                       9/9/2005                     11/1/2005
               1003417626                     1                      8/30/2005                     10/1/2005
               1003228509                     2                      8/25/2005                     10/1/2005


Withdrawn
               1002257177                     2                       7/7/2005                      8/1/2005
               1002785150                     1                      7/22/2005                      9/1/2005
               1002835329                     2                       9/9/2005                     10/1/2005


Unfunded
               1004386701                     1                     11/29/2005                      1/1/2006
               1004511148                     2                     11/29/2005                      1/1/2006
               1004598830                     2                     11/29/2005                      1/1/2006
               1004696733                     2                     11/29/2005                      1/1/2006
               1004878564                     2                     11/29/2005                      1/1/2006
               1005077873                     1                     11/30/2005                      1/1/2006


Wet Loans
               1004110599                     1                     10/26/2005                     12/1/2005
               1004225813                     2                     10/26/2005                     12/1/2005
               1004227134                     2                     10/19/2005                     12/1/2005
               1004800861                     1                     11/28/2005                      1/1/2006
               1004260445                     2                     11/30/2005                      1/1/2006
               1004529816                     2                     11/28/2005                      1/1/2006
               1002784892                     2                      7/25/2005                      9/1/2005
               1004790248                     2                     11/29/2005                      1/1/2006


Credit Kicks
               1004715712                     2                     11/30/2005                      1/1/2006
               1002303475                     1                      8/15/2005                      8/1/2005
               1002848645                     2                      8/17/2005                      9/1/2005
               1003189515                     2                      8/19/2005                     10/1/2005
               1002050443                     2                      9/19/2005                      9/1/2005
               1003026255                     2                       9/8/2005                     10/1/2005

                                                                            37

                                                                         6,856



loan_id                                      principle_interest            piti_reserve_mons              loan_amount
------------------------------------------------------------------------------------------------------------------------------------
                  2042848                                  721.57                                                         86000
                  2157899                                  688.43                              0                         104000
                  2175436                                  431.17                                                         50400
                  2177793                                  704.91                                                         88000
                  2177817                                  617.03                                                         75500
                  2181320                                 1371.31                                                        180000
                  2182315                                 1441.15                                                        240500
                  2182333                                  541.14                                                         80000
                  2185660                                  387.88                                                         57000
                  2185904                                  753.46                                                        111000
                  2186202                                 1127.49                                                        161250
                  2186869                                  685.02                              2                          82000
                  2188333                                  462.67                                                         52500
                  2188692                                  514.89                                                         61500
                  2190566                                 1037.42                                                        125000
                  2190748                                 1471.79                                                        164000
                  2190966                                 1021.69                                                        155920
                  2191050                                   585.2                                                         73055
                  2193474                                 1497.27                                                        250000
                  2195054                                  949.27                                                        158500
                  2196581                                 1575.13                                                        263000
                  2196621                                 1579.18                                                        208250
                  2196898                                  591.64                                                         71600
                  2197597                                 2245.94                                                        360000
                  2197853                                 1946.46                                                        325000
                  2198166                                 1353.54                                                        226000
                  2198549                                 1334.63                                                        176000
                  2200651                                 1571.07                                                        198800
                  2200734                                 1350.19                                                        170850
                  2201475                                  243.69                                                         23000
                  2201548                                 1892.55                                                        316000
                  2201847                                  612.58                                                         78400
                  2202014                                  737.17                                                         88900
                  2202605                                  978.91                                                        140000
                  2203226                                 1237.85                                                        187000
                  2203840                                  668.99                                                         78200
                  2203845                                  808.47                                                        120000
                  2204027                                  790.09                                                        125000
                  2204091                                  898.97                                                        118000
                  2204897                                   760.9                                                         90100
                  2205037                                  513.21                                                         50000
                  2205145                                  656.08                                                        100740
                  2206249                                 2195.59                                                        391000
                  2206516                                   983.9                                                        124500
                  2207358                                 2094.32                                                        345600
                  2207990                                  283.56                                                         26000
                  2209466                                 2393.76                                                        297500
                  2209496                                 1032.73                                                        124000
                  2210068                                  500.64                                                         51000
                  2210395                                 1150.92                                                        178800
                  2210818                                 1089.98                                                        138550
                  2212383                                  981.87                                                        124244
                  2212806                                 1753.49                                                        224418
                  2213042                                  826.77                                                        120000
                  2216005                                 1407.43                                                        190000
                  2216495                                 1722.15                                                        187500
                  2216832                                 1884.84                                                        268250
                  2217461                                   872.5                                                        111920
                  2217483                                  507.16                                                         56950
                  2217863                                  739.29                                                         82500
                  2218061                                  438.94                                                         54600
                  2218170                                  585.31                                                         83300
                  2218966                                  832.73                                                        108800
                  2221396                                 2183.44                                                        382500
                  2221896                                  753.93                                                         97600
                  2221957                                   759.5                                                        104000
                  2222218                                 1168.26                                                        148500
                  2222589                                 1430.85                                                        195000
                  2222895                                 1627.43                                                        232750
                  2223357                                    1036                                                        139200
                  2223763                                 1290.87                                                        197000
                  2224520                                  690.44                                                         97500
                  2225877                                  789.51                                                        117480
                  2226239                                  825.51                                                         97750
                  2226410                                 1449.12                                                        178500
                  2227080                                  601.02                                                         80000
                  2227866                                  960.54                              2                          90000
                  2235353                                  2835.3                                                        446250
                  2239817                                  935.67                                                        122250
                  2240997                                  635.37                                                         95500
                  2241215                                  564.01                                                         77600
                  2243700                                  439.15                                                         52000
                  2248426                                  584.09                                                         66000
                  2248500                                 1016.59                                                        135000
                  2248847                                  1617.7                                                        228000
                  2248996                                 1144.07                                                        153000
                  2249438                                  598.49                                                         76075
                  2249878                                 1271.25                                                        226000
                  2250684                                  1669.3                                                        294000
                  2251049                                  608.16                                                         73600
               1000720223                                  468.91                                                         53600
               1001988219                                  814.13                                                        150300
               1002049367                                 1807.56                                                        256000
               1002276619                                  313.82                                                         37000
               1002348999                                 1129.15                                                        176800
               1002371310                                 2677.16                              2                         505920
               1002468706                                  261.36                                                         30290
               1002478223                                 2138.32                                                        328000
               1002480381                                  388.77                                                         39107
               1002501475                                  607.14                                                         73800
               1002593562                                  341.32                              2                          34600
               1002615566                                 1601.46                                                        223000
               1002617190                                 1742.03                                                        225000
               1002617699                                 1572.73                                                        219000
               1002619250                                 3305.03                                                        475000
               1002621700                                  3130.9                                                        462400
               1002627385                                 1511.95                                                        231920
               1002645089                                 3148.33                                                        438400
               1002652757                                  909.33                                                        143579
               1002661346                                 3561.23                              2                         504000
               1002670522                                 3087.27                                                        422750
               1002680548                                  1260.2                                                        143600
               1002684553                                 2704.88                                                        458500
               1002686169                                 2665.14                                                        445000
               1002692492                                 2245.63                                                        311200
               1002693115                                 1299.45                                                        183591
               1002705380                                  1173.9                              2                         131000
               1002707501                                  308.82                              2                          29800
               1002734508                                  965.82                                                        131750
               1002759303                                 1499.07                                                        250300
               1002760284                                  696.35                                                         74000
               1002760293                                 2083.98                                                        328000
               1002765332                                  669.77                                                         80000
               1002767410                                  307.73                                                         32702
               1002771735                                 1835.67                                                        255000
               1002775740                                 3659.27                              2                         477000
               1002778952                                 3339.13                              2                         587100
               1002784464                                 1948.93                              2                         261250
               1002795960                                  688.98                                                         65600
               1002803354                                  178.15                                                         20647
               1002804040                                  958.04                                                        144000
               1002805334                                    2585                                                        470000
               1002818106                                  520.76                              2                          54252
               1002818446                                  947.22                                                        132536
               1002818641                                 1588.95                                                        205700
               1002827123                                 1186.33                              2                         155000
               1002864760                                 2391.29                              2                         361250
               1002867062                                 6506.56                              2                        1068000
               1002874358                                  359.36                                                         47170
               1002884392                                  890.86                                                        101600
               1002885505                                 1334.26                                                        210000
               1002887291                                  652.13                                                         60000
               1002892212                                   762.1                                                         96000
               1002893364                                  985.72                              2                         110000
               1002896646                                 1971.77                                                        270000
               1002905672                                 3382.42                                                        472500
               1002907947                                  628.85                                                         95000
               1002913716                                 1484.46                                                        202500
               1002918864                                  475.92                                                         59200
               1002925794                                 1568.81                                                        237600
               1002928880                                 1847.27                                                        233750
               1002936185                                  1571.4                                                        260000
               1002938450                                 1741.95                              2                         267200
               1002941767                                  947.77                                                        128250
               1002953156                                  696.87                                                         69300
               1002960969                                 1634.97                                                        256000
               1002966696                                 1330.61                                                        200000
               1002983061                                 1450.82                                                        184000
               1002986335                                  346.58                                                         39000
               1002987646                                 2661.45                                                        333000
               1002987655                                 1955.93                                                        247500
               1002989644                                 1093.84                                                        145600
               1002990589                                 2201.36                                                        219750
               1002991597                                 1180.97                                                        125000
               1002995922                                   596.6                              2                          63400
               1003000335                                 1020.12                                                        124000
               1003010128                                 2708.34                                                        355500
               1003011092                                  738.71                                                        102125
               1003011804                                  297.63                              2                          25000
               1003016220                                  792.69                                                         90000
               1003018843                                  855.55                                                        118278
               1003020402                                  904.35                              2                          95340
               1003029074                                 2768.58                                                        383670
               1003038064                                  213.95                                                         24400
               1003038260                                 1470.16                              2                         229600
               1003038670                                  472.99                                                         72000
               1003040113                                  683.05                                                        106400
               1003041835                                 1175.76                                                        161000
               1003044486                                 1019.23                              2                         154364
               1003044609                                  2359.9                              2                         340000
               1003048124                                 1048.53                                                        158000
               1003050520                                 1398.43                                                        232000
               1003052840                                 2820.96                                                        468000
               1003053821                                 1555.32                                                        248000
               1003057471                                  763.15                                                        105000
               1003057578                                  732.58                                                        103000
               1003059317                                 2012.34                                                        336000
               1003064542                                 2584.35                                                        424200
               1003064917                                 1730.84                                                        289000
               1003066274                                  893.53                                                        104000
               1003069832                                 1650.98                                                        225000
               1003071687                                 1178.95                              2                         139000
               1003078537                                 1177.69                              2                         167200
               1003078573                                 1842.02                                                        247500
               1003081444                                 1344.07                                                        200000
               1003083157                                   463.9                              2                          67000
               1003083647                                  436.07                              2                          52000
               1003086895                                 2457.74                              2                         351500
               1003089348                                 1893.84                                                        300000
               1003090489                                  811.26                                                         97750
               1003091754                                 1356.02                                                        218500
               1003093903                                  414.52                                                         43700
               1003095830                                 1420.03                                                        191250
               1003097847                                 1772.77                                                        296000
               1003097945                                 2516.33                                                        359000
               1003098597                                  1078.6                                                        158900
               1003098757                                 1972.16                                                        308000
               1003101734                                 1687.26                                                        256500
               1003102261                                 1473.82                                                        240000
               1003102564                                 2727.42                                                        300000
               1003104615                                  193.73                                                         22452
               1003104795                                 1246.83                                                        202500
               1003105446                                 1030.19                                                        170000
               1003105678                                  1539.3                                                        250000
               1003106196                                 1220.99                                                        166400
               1003106515                                 1117.34                                                        153000
               1003108032                                 1916.56                                                        305600
               1003108782                                  748.52                                                        116000
               1003109629                                  396.28                                                         51300
               1003113482                                 1385.37                                                        225000
               1003119093                                  510.71                                                         73040
               1003119912                                  231.78                              2                          22200
               1003120303                                 2012.34                                                        336000
               1003121115                                 1073.37                                                        171600
               1003123113                                  258.25                                                         28700
               1003125932                                 1287.47                                                        208000
               1003126600                                 1844.64                                                        308000
               1003126628                                  445.72                                                         47940
               1003129000                                  711.18                                                         90400
               1003131122                                  645.02                                                         68000
               1003133086                                 1633.42                                                        228000
               1003135128                                 3261.76                                                        400000
               1003135351                                  679.56                                                         94400
               1003135636                                 1266.46                                                        167400
               1003136537                                   464.6                                                         48980
               1003138107                                  259.08                              2                          25000
               1003138517                                 1632.33                              2                         245600
               1003138928                                   605.7                              2                          61400
               1003138946                                 1510.18                                                        138750
               1003139106                                 1283.71                                                        201000
               1003141148                                  504.65                                                         63000
               1003145377                                 1945.15                                                        303000
               1003146562                                 2074.37                                                        332500
               1003146580                                  877.84                                                        148000
               1003147534                                 2725.04                                                        455000
               1003147605                                 1423.74                                                        225250
               1003147847                                  665.47                                                         92000
               1003148631                                  846.39                                                        107100
               1003149426                                  400.85                                                         63750
               1003150388                                  288.31                                                         34380
               1003150716                                 1412.31                                                        201000
               1003154384                                  643.23                              2                          91992
               1003155169                                  169.16                              2                          22000
               1003155454                                  770.68                                                        116720
               1003156872                                  1052.2                                                        120000
               1003157014                                  583.03                                                         67000
               1003158273                                 2399.21                              2                         327750
               1003159021                                  830.43                                                        108000
               1003159049                                 1794.49                                                        288000
               1003161517                                 1062.31                                                        128000
               1003162124                                 1088.32                                                        129150
               1003162437                                 1018.91                                                        127200
               1003165247                                  902.39                                                        119000
               1003168191                                 1476.52                                                        230000
               1003168770                                 2193.83                              2                         320000
               1003169779                                  856.44                                                        143000
               1003174157                                 1543.75                                                        278000
               1003175600                                  479.04                              2                          52800
               1003178073                                 1093.24                                                        113000
               1003178322                                 1124.73                                                        161250
               1003178769                                  567.04                              2                          66000
               1003179385                                  501.64                                                         83000
               1003179553                                  818.35                              2                          86000
               1003181498                                 1732.38                                                        312000
               1003181719                                 2040.76                                                        275500
               1003181915                                  270.24                                                         32000
               1003181988                                  485.22                                                         54600
               1003182576                                  814.27                                                        122700
               1003182969                                  489.52                                                         68000
               1003183682                                 2181.35                                                        303750
               1003183995                                 2208.82                                                        400000
               1003190978                                 1341.62                                                        157500
               1003194331                                 1497.27                                                        250000
               1003195081                                  775.95                                                        105000
               1003196400                                  503.09                              2                          52000
               1003197043                                  504.24                                                         50000
               1003199425                                 1175.63                                                        194000
               1003201680                                 1505.03                                                        193500
               1003202199                                 1804.67                              3                         348000
               1003203269                                  963.68                              2                         100000
               1003205043                                 1360.97                              2                         200000
               1003205908                                 1535.58                                                        233750
               1003207363                                  779.29                                                        112000
               1003209272                                 1536.95                                                        213750
               1003210812                                  477.73                                                         78000
               1003211571                                 2308.64                                                        297500
               1003212044                                  990.61                                                        106980
               1003212614                                  824.12                                                         89000
               1003213748                                  498.97                                                         50000
               1003214248                                 1356.42                                                        143000
               1003215639                                 2967.58                              2                         446500
               1003216727                                  422.82                                                         55500
               1003218761                                  546.03                                                         56000
               1003219289                                  207.49                                                         25000
               1003222621                                 1496.37                                                        216120
               1003222916                                  342.84                                                         36000
               1003224040                                  850.97                                                        131200
               1003226985                                  298.17                                                         32200
               1003228171                                  580.71                                                         70900
               1003228420                                 3476.38                              2                         550000
               1003230417                                 1128.62                                                        167520
               1003231577                                  722.63                                                        110000
               1003233575                                 2139.68                              2                         320800
               1003233995                                 3047.48                              2                         407550
               1003235154                                  463.64                              2                          46999
               1003238428                                  550.71                              2                          60700
               1003239686                                 2089.31                              2                         304000
               1003241968                                 1954.92                                                        288000
               1003242495                                  425.43                                                         44320
               1003246188                                  967.47                              2                         100000
               1003249531                                 2826.63                                                        383400
               1003252893                                 1136.79                                                        161000
               1003254622                                  917.18                              2                         105400
               1003263532                                   532.1                              2                          60000
               1003268172                                 6453.56                              2                         995000
               1003269590                                 1548.83                              2                         183400
               1003275912                                 2000.26                              2                         251400
               1003282977                                 1086.44                                                        151650
               1003285607                                  1849.1                                                        238500
               1003287776                                  686.22                                                        101600
               1003288454                                  665.31                              2                          86925
               1003288533                                  660.96                                                         75000
               1003291191                                  561.12                                                         65450
               1003291869                                  188.96                                                         21000
               1003293224                                  577.41                                                         76500
               1003294740                                  541.42                                                         58000
               1003300957                                  363.32                                                         38000
               1003301368                                 3459.59                                                        476000
               1003301484                                 1078.04                                                        180000
               1003303044                                  803.71                                                     139999.01
               1003303570                                  594.54                              2                          65800
               1003304230                                  756.55                                                        100000
               1003304329                                 1337.92                                                        153750
               1003306265                                 1633.09                                                        180000
               1003306988                                  953.47                                                        131500
               1003308245                                 2257.89                                                        377000
               1003311008                                  759.47                                                        124000
               1003315488                                 1393.96                                                        232500
               1003315512                                  719.53                                                         96000
               1003321248                                 1351.16                                                        171750
               1003323852                                 1725.49                              2                         264000
               1003323870                                  623.91                                                         70500
               1003332174                                 1104.36                              2                         163920
               1003334350                                  220.49                              2                          21760
               1003337366                                 1155.31                              2                         152000
               1003338739                                 1484.78                                                        199500
               1003340726                                  333.06                                                         38600
               1003341262                                  711.19                              2                          98320
               1003342760                                  480.44                              2                          71850
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                  2227994                                 1231.64                                                        211050
                  2228476                                  413.48                                                         51850
                  2238333                                  2616.8                                                        425000
                  2241817                                  287.19                              2                          29000
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                  2239215                                 4074.48                              2                         660000
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                  2192241                                    2977                                                        400000
                  2211453                                 4289.58                              2                         725000
                  2251718                                 2028.54                                                        374500
                  2251775                                 1695.29                                                        281250
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               1004092341                                 2625.62                                                        479200
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               1004117636                                 3051.54                                                        396000
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               1004174618                                  990.59                                                        145600
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               1004276474                                 2828.26                                                        425000
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               1004307128                                 1043.93                                                        156000
               1004308323                                  657.49                                                         82350
               1004314174                                 2245.01                                                        302310
               1004326045                                 1782.59                                                        215900
               1004335829                                 4847.96                              2                         654500
               1004341448                                  2260.6                                                        353400
               1004353933                                 3304.78                                                        556000
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               1004363272                                 3881.82                                                        543150
               1004363842                                 2824.69                                                        425000
               1004368053                                 1961.89                                                        310250
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               1004403176                                 1357.49                                                        171000
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               1004403844                                  3097.5                                                        485000
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               1004408260                                 1442.08                                                        207400
               1004409287                                 2725.34                                                        448000
               1004411808                                 2820.76                                                        476000
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               1004417697                                 2164.67                                                        372000
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               1004418455                                 2471.83                                                        332000
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               1004419025                                 2429.08                                                        450000
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               1004425296                                  798.42                                                        134000
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               1004427329                                  330.48                                                         33500
               1004428211                                  254.28                                                         25000
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               1004538218                                  638.15                                                         62980
               1004538735                                 2993.31                                                        390000
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               1004541543                                 3466.44                                                        431200
               1004542588                                    3025                              2                         528000
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               1004548582                                 2944.26                                                        360000
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               1004550088                                  380.33                                                         36700
               1004553067                                 2445.07                              2                         377900
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               1004565107                                  487.57                                                         62400
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               1004567944                                  989.19                                                        178500
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               1004593256                                 3610.36                                                        484920
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               1004379764                                  933.56                                                        152000
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               1004401418                                  627.16                                                         96200
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               1004408705                                 1625.46                                                        195000
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               1004412291                                 3224.83                                                        373750
               1004413566                                  658.14                                                         80000
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               1004415010                                  874.83                                                        108000
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               1004423163                                  2541.2                                                        384000
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               1004430137                                  764.72                                                        102750
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               1004432947                                    3248                              2                         464000
               1004433544                                  1676.4                                                        316800
               1004433624                                  881.94                                                        118500
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               1004465466                                    1517                                                        296000
               1004467151                                  722.21                                                        105000
               1004468098                                 1691.25                                                        369000
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               1004473581                                 1233.34                                                        170000
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               1004474296                                 1928.97                                                        225000
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               1004475598                                  562.66                                                         76500
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               1004487530                                 1977.19                                                        351500
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               1004523368                                  379.15                                                         50000
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               1004536871                                 1739.95                                                        251920
               1004537549                                 1084.95                                                        148000
               1004538165                                    2877                              2                         504000
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               1004544568                                 1525.34                                                        281600
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               1004553619                                  3355.8                                                        504000
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               1004554949                                  646.54                                                         72000
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               1004561691                                  971.81                                                        123250
               1004561833                                 2489.17                                                        412000
               1004563476                                   736.6                                                        101250
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               1004565385                                 4400.89                                                        616250
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               1004569764                                  1522.5                                                        280000
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               1004571608                                 2128.82                              2                         321600
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               1004572787                                     937                                                        114400
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               1004573456                                  825.35                                                        125000
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               1004593513                                 1421.84                                                        168000
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               1004544185                                 1003.08                                                        152000
               1004552175                                 2327.58                                                        344000
               1004581937                                  417.16                                                         51850
               1004594503                                  712.71                              2                          85500
               1004595502                                 1234.02                              2                         150000
               1004605797                                  655.82                              2                          84900
               1004619256                                 1018.96                                                        135000
               1004643684                                  831.85                                                         96000
               1004645049                                 1016.09                                                        178000
               1004647127                                 1321.52                                                        189000
               1004670546                                 1057.67                                                        175000
               1004672483                                 2224.16                                                        262800
               1004675426                                  2788.7                                                        441000
               1004678450                                 1411.25                                                        208000
               1004685344                                 1237.86                              2                         137000
               1004694762                                  990.92                                                        140000
               1004696500                                 1906.05                              2                         260000
               1004703226                                 1473.34                                                        272000
               1004712118                                 1092.21                                                        136350
               1004723071                                  806.87                                                        145600
               1004723963                                 1169.36                                                        150000
               1004724686                                 1894.67                                                        236000
               1004737743                                 2180.25                                                        342000
               1004752841                                 1203.44                              2                         150000
               1004755900                                 1020.31                              2                         118000
               1004766220                                  956.42                                                     162793.59
               1004766603                                 1128.34                                                        127500
               1004768237                                 1028.78                                                        116250
               1004775327                                 1248.35                                                        174250
               1004792905                                  604.64                              2                          75000
               1004811154                                 1844.33                              2                         231000
               1004812439                                 1252.29                                                        141210
               1004829831                                 3078.25                                                        460000
               1004846983                                 3003.95                                                        378400
               1004854232                                 1248.84                                                        236000
               1004873391                                  1434.5                                                        228000
               1004873836                                 1872.97                                                        279200
               1004876539                                 1670.82                                                        262088
               1004885280                                 1474.09                                                        164500
               1004885850                                 3374.88                                                        465500
               1004895260                                 1116.42                                                        140000
               1004904802                                  1232.5                                                        170800
               1004905080                                 1811.47                                                        215900
               1004911402                                 1749.94                                                        228000
               1004922622                                  662.51                                                        103200
               1004933861                                 1621.96                                                        220000
               1004940997                                  815.99                                                         96000
               1004958558                                  1938.9                                                        228600
               1004960448                                 1126.77                                                        183000
               1004962277                                  933.36                              2                         132800
               1004988516                                 1133.14                              3                         184000
               1004988570                                 1206.39                                                        153000
               1005003391                                   739.2                                                        123200
               1005020470                                  978.85                                                        135000
               1005049663                                 1532.69                                                        212400
               1005060863                                 1142.14                                                        141000
               1005081216                                  727.48                                                        111920
               1005089744                                 1214.35                                                        182152
               1004697527                                 1051.84                                                        128000
               1004745422                                  629.83                                                         67200

                                                                                                               1,442,387,879.59


Cash in Lieu


Legal Hold
               1004156451                                 1976.87                                                        343920
               1004908988                                 1738.52                                                        192015
               1002992300                                  1483.5                                                        207000


Compliance Hold
               1004095231                                  704.16                              2                         112000


Paid In Full
               1003373307                                  807.66                              3                         151200
               1002434994                                 1022.33                              3                         193500
               1003237553                                 2866.27                                                        351500
               1003088928                                 3740.63                                                        475000
               1003432690                                 2789.01                                                        381000
               1002756681                                  529.09                                                         63750
               1002868506                                 1520.21                                                        232000
               1003405336                                 1848.28                              2                         269250
               1003417626                                  677.86                              3                         126900
               1003228509                                 3440.25                                                        459000


Withdrawn
               1002257177                                    3500                              2                         600000
               1002785150                                 2370.57                                                        347500
               1002835329                                 1089.34                                                        145000


Unfunded
               1004386701                                  431.91                                                         52500
               1004511148                                  841.25                                                        121500
               1004598830                                 4165.67                              2                         510850
               1004696733                                 2920.85                                                        416700
               1004878564                                 2623.84                                                        364000
               1005077873                                     958                                                        191600


Wet Loans
               1004110599                                  751.62                                                         97750
               1004225813                                 1336.27                              2                         200800
               1004227134                                  640.31                                                         96000
               1004800861                                    1479                                                        188000
               1004260445                                  590.29                                                         69000
               1004529816                                 1650.62                                                        230400
               1002784892                                 1177.25                              2                         204000
               1004790248                                 3820.79                                                        641250


Credit Kicks
               1004715712                                  590.03                                                         75000
               1002303475                                     966                                                        168000
               1002848645                                 2557.84                                                        260800
               1003189515                                 1454.32                                                        224800
               1002050443                                     719                                                        112000
               1003026255                                  464.39                                                         48000




loan_id                                      appraised_value               appraisal_review_value                purchase_price
------------------------------------------------------------------------------------------------------------------------------------
                  2042848                                  150000                                150000
                  2157899                                  145500                                130000
                  2175436                                   72000                                 72000
                  2177793                                  110000                                110000
                  2177817                                  220000                                220000
                  2181320                                  240000                                240000
                  2182315                                  370000                                370000
                  2182333                                  100000                                100000
                  2185660                                  101000                                101000
                  2185904                                  139500                                139500
                  2186202                                  215000                                215000
                  2186869                                   82000                                 82000                        82000
                  2188333                                   70000                                 70000
                  2188692                                   82000                                 82000
                  2190566                                  138000                                138000
                  2190748                                  205000                                205000
                  2190966                                  196000                                194900                       194900
                  2191050                                   92000                                 92000
                  2193474                                  328900                                328900
                  2195054                                  220000                                220000
                  2196581                                  358200                                358200
                  2196621                                  245000                                245000
                  2196898                                   89500                                 89500
                  2197597                                  450000                                450000
                  2197853                                  420000                                420000
                  2198166                                  363000                                363000
                  2198549                                  223000                                223000
                  2200651                                  248500                                248500
                  2200734                                  201000                                201000
                  2201475                                  115000                                115000
                  2201548                                  400000                                400000
                  2201847                                   98000                                 98000
                  2202014                                  127000                                127000
                  2202605                                  175000                                175000
                  2203226                                  226000                                226000
                  2203840                                   95000                                 95000
                  2203845                                  150000                                150000                       150000
                  2204027                                  168000                                168000
                  2204091                                  142000                                142000
                  2204897                                  106000                                106000
                  2205037                                  100000                                100000
                  2205145                                  138000                                138000
                  2206249                                  620000                                620000
                  2206516                                  166000                                166000
                  2207358                                  400000                                400000
                  2207990                                  130000                                130000                       130000
                  2209466                                  425000                                425000
                  2209496                                  155000                                155000
                  2210068                                   60000                                 60000
                  2210395                                  298000                                298000
                  2210818                                  163000                                163000                       163000
                  2212383                                  183000                                183000
                  2212806                                  250000                                249353                       249353
                  2213042                                  171500                                171500
                  2216005                                  240000                                240000
                  2216495                                  250000                                250000
                  2216832                                  350000                                350000
                  2217461                                  140000                                139906                       139900
                  2217483                                   67000                                 67000
                  2217863                                  133000                                110000
                  2218061                                   78000                                 78000
                  2218170                                   98000                                 98000
                  2218966                                  128000                                128000
                  2221396                                  425000                                403000
                  2221896                                  122000                                122000
                  2221957                                  145000                                145000
                  2222218                                  165000                                165000
                  2222589                                  260000                                260000
                  2222895                                  245000                                245000
                  2223357                                  174000                                174000
                  2223763                                  250000                                250000
                  2224520                                  195000                                195000
                  2225877                                  132000                                132000
                  2226239                                  115000                                115000
                  2226410                                  210000                                210000
                  2227080                                  100000                                100000
                  2227866                                  600000                                600000
                  2235353                                  525000                                525000
                  2239817                                  163000                                163000
                  2240997                                  160000                                160000
                  2241215                                   97000                                 97000
                  2243700                                   65000                                 65000
                  2248426                                   92000                                 92000
                  2248500                                  280000                                280000
                  2248847                                  240000                                240000
                  2248996                                  180000                                180000
                  2249438                                   89500                                 89500
                  2249878                                  302000                                302000
                  2250684                                  380000                                380000
                  2251049                                   92000                                 92000
               1000720223                                   67000                                 67000
               1001988219                                  167000                                167000
               1002049367                                  320000                                320000
               1002276619                                  187000                                185000                       185000
               1002348999                                  221000                                221000
               1002371310                                  635000                                632400                       632400
               1002468706                                  152000                                151453                       151453
               1002478223                                  390000                                390000
               1002480381                                  205000                                195539                       195539
               1002501475                                   86300                                 82000                        82000
               1002593562                                  173000                                173000
               1002615566                                  275000                                275000
               1002617190                                  250849                                250000                       250000
               1002617699                                  280000                                260000
               1002619250                                  634000                                634000
               1002621700                                  580000                                578000                       578000
               1002627385                                  290000                                290000                       289900
               1002645089                                  565000                                548000                       548000
               1002652757                                  165000                                159533                       159533
               1002661346                                  585000                                560000                       588000
               1002670522                                  600000                                550000
               1002680548                                  718000                                718000                       718000
               1002684553                                  655000                                600000
               1002686169                                 1000000                               1000000
               1002692492                                  390000                                390000                       399000
               1002693115                                  205000                                203990                       203990
               1002705380                                  665000                                655000                       655000
               1002707501                                  149000                                149000                       149000
               1002734508                                  155000                                155000
               1002759303                                  453000                                453000
               1002760284                                  370000                                370000                       370000
               1002760293                                  410000                                410000
               1002765332                                  140000                                130000
               1002767410                                  168000                                163510                       163510
               1002771735                                  300000                                300000
               1002775740                                  530000                                530000                       530000
               1002778952                                  618000                                618000
               1002784464                                  275000                                275000
               1002795960                                   82000                                 82000
               1002803354                                  105000                                103239                       103239
               1002804040                                  180000                                180000
               1002805334                                  645000                                645000
               1002818106                                  281500                                271261                       271261
               1002818446                                  148000                                147263                       147263
               1002818641                                  242000                                242000
               1002827123                                  155000                                155000
               1002864760                                  425000                                425000
               1002867062                                 1425000                               1425000
               1002874358                                  236000                                235850                       235850
               1002884392                                  508000                                508000                       508000
               1002885505                                  300000                                300000
               1002887291                                   95000                                 75000
               1002892212                                  128000                                128000
               1002893364                                  550000                                550000                       550000
               1002896646                                  350000                                350000
               1002905672                                  675000                                660000
               1002907947                                  156000                                156000
               1002913716                                  225000                                225000
               1002918864                                   74000                                 74000                        74000
               1002925794                                  297000                                297000                       297000
               1002928880                                  283500                                275000                       275000
               1002936185                                  750000                                675000
               1002938450                                  334000                                334000
               1002941767                                  135000                                135000                       135000
               1002953156                                  100000                                100000
               1002960969                                  350000                                320000
               1002966696                                  250000                                250000
               1002983061                                  230000                                230000                       230000
               1002986335                                  195000                                195000
               1002987646                                  370000                                370000                       370000
               1002987655                                  330000                                330000
               1002989644                                  182000                                182000
               1002990589                                  293000                                293000
               1002991597                                  180000                                180000
               1002995922                                  333000                                317000                       317000
               1003000335                                  155000                                155000                       155000
               1003010128                                  395000                                395000
               1003011092                                  108000                                107500
               1003011804                                  120000                                116900                       116900
               1003016220                                  155000                                155000
               1003018843                                  154000                                147848                       147848
               1003020402                                  485000                                476700                       476700
               1003029074                                  441000                                441000
               1003038064                                  122000                                122000                       122000
               1003038260                                  288000                                287000                       287000
               1003038670                                   92000                                 92000
               1003040113                                  152000                                152000
               1003041835                                  208000                                208000
               1003044486                                  200000                                192956                       192956
               1003044609                                  425000                                425000                       425000
               1003048124                                  198000                                197500                       197500
               1003050520                                  290000                                290000
               1003052840                                  670000                                670000
               1003053821                                  310000                                310000                       310000
               1003057471                                  150000                                150000
               1003057578                                  136000                                136000
               1003059317                                  420000                                420000                       420000
               1003064542                                  608000                                606000                       606000
               1003064917                                  600000                                600000
               1003066274                                  160000                                160000
               1003069832                                  260000                                260000
               1003071687                                  695000                                695000                       695000
               1003078537                                  209000                                209000                       209900
               1003078573                                  275000                                275000                       275000
               1003081444                                  250000                                250000
               1003083157                                   92900                                 87000                        87000
               1003083647                                  265000                                260000                       260000
               1003086895                                  370000                                370000
               1003089348                                  405000                                405000
               1003090489                                  115000                                115000
               1003091754                                  230000                                230000                       230000
               1003093903                                  220000                                218500                       218500
               1003095830                                  225000                                225000                       225000
               1003097847                                  443000                                443000
               1003097945                                  480000                                480000                       480000
               1003098597                                  227000                                227000                       227000
               1003098757                                  385000                                385000
               1003101734                                  270000                                270000                       270000
               1003102261                                  405000                                405000
               1003102564                                  400000                                400000
               1003104615                                  123500                                112263                       112263
               1003104795                                  260000                                260000
               1003105446                                  340000                                340000
               1003105678                                  350000                                350000
               1003106196                                  256000                                256000
               1003106515                                  180000                                180000                       180000
               1003108032                                  382000                                382000
               1003108782                                  145000                                145000
               1003109629                                   54000                                 54000                        54000
               1003113482                                  450000                                450000
               1003119093                                   91300                                 91300
               1003119912                                  113000                                111000                       111000
               1003120303                                  465000                                465000
               1003121115                                  235000                                235000
               1003123113                                  143500                                143500                       143500
               1003125932                                  320000                                320000
               1003126600                                  525000                                475000
               1003126628                                  240000                                239700                       239700
               1003129000                                  113000                                113000
               1003131122                                  340000                                340000                       340000
               1003133086                                  240000                                240000                       240000
               1003135128                                  550000                                550000
               1003135351                                  118000                                118000
               1003135636                                  186000                                186000                       186000
               1003136537                                  248000                                244900                       244900
               1003138107                                  136000                                125000                       125000
               1003138517                                  307000                                307000
               1003138928                                  307000                                307000
               1003138946                                  185000                                185000
               1003139106                                  268000                                268000
               1003141148                                  320000                                315000                       315000
               1003145377                                  415000                                415000
               1003146562                                  350000                                350000
               1003146580                                  185000                                185000
               1003147534                                  650000                                650000
               1003147605                                  265000                                265000
               1003147847                                  115000                                115000
               1003148631                                  119000                                119000                       119000
               1003149426                                   90000                                 85000                        85000
               1003150388                                  172000                                171900                       171900
               1003150716                                  255000                                255000
               1003154384                                  117000                                114990                       114990
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               1003155454                                  145900                                145900                       145900
               1003156872                                  675000                                600000
               1003157014                                  335000                                335000                       335000
               1003158273                                  345000                                345000                       345000
               1003159021                                  135000                                135000                       135000
               1003159049                                  360000                                360000
               1003161517                                  640000                                640000                       640000
               1003162124                                  143500                                143500                       143500
               1003162437                                  159000                                159000
               1003165247                                  140000                                140000
               1003168191                                  260000                                260000
               1003168770                                  400000                                400000                       400000
               1003169779                                  210000                                210000
               1003174157                                  525000                                475000
               1003175600                                  265000                                265000                       264000
               1003178073                                  594000                                565000                       565000
               1003178322                                  215000                                215000
               1003178769                                  330000                                330000                       330000
               1003179385                                  140000                                140000
               1003179553                                  430000                                430000                       430000
               1003181498                                  390000                                390000
               1003181719                                  290000                                290000
               1003181915                                  160000                                160000
               1003181988                                  275000                                273000                       273000
               1003182576                                  129200                                129200                       129200
               1003182969                                   80000                                 80000
               1003183682                                  405000                                405000
               1003183995                                  600000                                600000
               1003190978                                 1057000                               1057000
               1003194331                                  675000                                675000
               1003195081                                  186000                                125000
               1003196400                                  330000                                260000                       260000
               1003197043                                   63500                                 63500
               1003199425                                  287000                                287000
               1003201680                                  260000                                215000                       215000
               1003202199                                  435000                                435000
               1003203269                                  500000                                500000                       500000
               1003205043                                  260000                                250000                       250000
               1003205908                                  275000                                275000
               1003207363                                  140000                                140000                       140000
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               1003224040                                  164000                                164000                       164000
               1003226985                                  161000                                161000                       161000
               1003228171                                  354500                                354500                       354500
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               1003230417                                  210000                                209900                       209900
               1003231577                                  725000                                725000
               1003233575                                  415000                                401000                       401000
               1003233995                                  430000                                429000                       429000
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               1003242495                                  253000                                221600                       221600
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               1003254622                                  530000                                527000                       527000
               1003263532                                  303000                                300000                       300000
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               1003282977                                  176000                                168500                       168500
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               1003287776                                  127000                                127000                       127000
               1003288454                                   95000                                 91500                        91500
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               1003301484                                  325000                                325000
               1003303044                                  362000                                362000                       362000
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               1003304230                                  138000                                125000                       125000
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               1003306988                                  241000                                241000
               1003308245                                  425000                                425000
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               1003315488                                  310000                                310000
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               1003332174                                  204900                                204900                       204900
               1003334350                                  109000                                108800                       108800
               1003337366                                  190000                                190000                       190000
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               1003340726                                  199000                                193000                       193000
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               1003342760                                  100000                                 95800                        95800
               1003343377                                  290000                                288610                       288610
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               1003348808                                  178000                                177500                       177500
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               1003365067                                  600000                                600000                       600000
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               1003378437                                  435000                                435000
               1003381227                                  435000                                435000                       435000
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               1003389853                                  275000                                254000                       254000
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               1003395178                                  350000                                350000                       350000
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               1003400288                                  330000                                330000                       330000
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               1003408592                                  225000                                225000
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               1003409911                                  100000                                100000
               1003410384                                  160000                                160000
               1003412024                                  174600                                174600
               1003413979                                  575000                                429000                    422175.57
               1003415129                                  417000                                417000
               1003417225                                  132000                                124500                       124500
               1003421087                                  151500                                151500
               1003423959                                   85000                                 84700                        80880
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               1003436669                                  157000                                157000
               1003443170                                  280000                                280000
               1003455415                                  165000                                165000
               1003464539                                  375000                                375000
               1003476713                                  164000                                164000
               1003486338                                  185000                                185000                       185000
               1003488933                                  175000                                150000
               1003490902                                   97000                                 97000                        97000
               1003513406                                  219000                                219000
               1003518759                                  500000                                500000
               1003521353                                  360000                                360000                       360000
               1003521870                                  510000                                510000
               1003525386                                  369000                                369000
               1003532083                                  570000                                570000
               1003536294                                  587000                                555000
               1003551258                                  255000                                255000                       255000
               1003552195                                  450000                                450000
               1003555272                                  450000                                450000
               1003563815                                   78000                                 78000
               1003567517                                  140000                                140000
               1003579103                                  442000                                442000
               1003581582                                  352000                                352000
               1003586159                                  185000                                185000
               1003601855                                  141400                                136000                       136000
               1003607145                                  485000                                485000
               1003611096                                   61000                                 61000
               1003614351                                  105000                                105000
               1003616625                                  700000                                699600                       699600
               1003617759                                  344000                                344000
               1003624117                                  206000                                196900                       196900
               1003638816                                  190000                                190000
               1003650089                                  190000                                189900                       189900
               1003667632                                  650000                                650000
               1003670664                                  460000                                455000                       455000
               1003679656                                  468000                                468000
               1003683197                                  500000                                500000
               1003687683                                  340000                                340000
               1003696637                                  188000                                188000
               1003699821                                  240000                                230000                       230000
               1003724198                                  167500                                167500
               1003733124                                  250000                                250000
               1003735818                                  396000                                393104                       393104
               1003740385                                  660000                                660000
               1003756563                                  265000                                265000
               1003758188                                  563100                                563100                       563100
               1003758482                                  655000                                655000
               1003767089                                  194670                                194670                       194670
               1003767481                                  270000                                270000
               1003775613                                  535000                                535000
               1003778148                                  225000                                225000
               1003785639                                  140000                                140000                       146000
               1003794344                                  178000                                178000
               1003807394                                  130000                                130000
               1003811487                                  258000                                258000
               1003819666                                  450000                                450000
               1003829646                                  277000                                277000
               1003836978                                  351000                                351000
               1003843443                                  161000                                161000
               1003845940                                  305000                                305000
               1003852227                                  405000                                405000
               1003864009                                  540000                                540000                       540000
               1003870216                                  335000                                335000
               1003873044                                  515000                                515000
               1003880349                                  630000                                630000                       630000
               1003901086                                  555000                                555000
               1003924098                                  610000                                600000                       600000
               1003925989                                  320000                                312000
               1003927193                                  522000                                522000
               1003931570                                  600000                                600000
               1003935193                                  360000                                360000
               1003960645                                  295000                                295000                       295000
               1003963009                                  755000                                755000                       765000
               1003963483                                  326000                                326000
               1003964268                                  328000                                328000
               1003969076                                  250000                                250000
               1003969361                                  285000                                285000
               1003978994                                  887000                                887000
               1003983522                                 1100000                                699000                       699000
               1003997946                                  225000                                225000
               1003999221                                  275000                                275000
               1004000887                                  310000                                310000
               1004005276                                  900000                                900000
               1004005926                                  875000                                875000
               1004008308                                  180000                                180000
               1004016193                                  233000                                233000
               1004024031                                  520000                                520000                       520000
               1004025717                                  450000                                450000
               1004026128                                   97000                                 91900                        91900
               1004028368                                  355000                                355000                       355000
               1004031602                                  190000                                190000
               1004032576                                  670000                                670000
               1004033511                                  333000                                333000
               1004033913                                 1400000                               1400000                      1600000
               1004043813                                  585000                                585000                       585000
               1004049194                                  590000                                590000
               1004050207                                  156000                                156000
               1004050699                                  240000                                240000
               1004051359                                  667500                                667500                       667500
               1004059422                                  460000                                460000
               1004062383                                  390000                                390000
               1004068485                                  599000                                597570                       597570
               1004070490                                  650000                                650000
               1004095525                                  536000                                536000
               1004106675                                  425000                                425000
               1004118387                                  305000                                300000                       300000
               1004121952                                  350000                                350000
               1004126216                                  170000                                170000
               1004133636                                  660000                                660000
               1004135411                                  665000                                665000
               1004141164                                  310000                                310000
               1004174529                                  330000                                325313                       325313
               1004193152                                  700000                                700000
               1004198807                                  220000                                220000
               1004216869                                  635000                                635000                       635000
               1004227946                                  435000                                435000
               1004237061                                  209000                                209000
               1004238104                                  535000                                535000
               1004244437                                  510000                                510000
               1004246792                                  590000                                590000                       590000
               1004248040                                  239000                                239000                       242000
               1004248905                                  650000                                650000
               1004251678                                   75000                                 75000                        75000
               1004261603                                  705000                                705000
               1004276456                                  570000                                570000
               1004289558                                  650000                                650000                       675000
               1004330904                                  455000                                455000
               1004358554                                  750000                                750000
               1004359928                                  340000                                340000
               1004373895                                  460000                                459900                       459900
               1004391107                                  435000                                435000                       435000
               1004394729                                  165000                                165000
               1004399804                                  338000                                335000                       335000
               1004406306                                  290000                                290000
               1004411602                                  288000                                288000
               1004419873                                  690000                                690000                       690000
               1004444337                                  575000                                575000
               1004491419                                  420000                                420000                       419800
               1004491687                                  500000                                500000
               1004519676                                  549900                                549900                       549900
               1004522957                                  625000                                625000                       625000
               1004525213                                  525000                                525000                       525000
               1004528087                                  332000                                332000                       332000
               1004529479                                  775000                                775000
               1004538325                                  622000                                622000                       605000
               1004545978                                  710000                                710000                       710000
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               1004563706                                  520000                                520000
               1004574106                                  590000                                590000                       590000
               1004575917                                  480000                                480000                       480000
               1004600195                                  630000                                630000
               1004614457                                  355000                                355000
               1004620253                                  719000                                719000                       719000
               1004625258                                  630000                                630000                       615000
               1004626961                                  510000                                510000
               1004628656                                  625000                                598000                       598000
               1004639822                                  897000                                897000                       897000
               1004662733                                  190000                                190000
               1004667872                                  350000                                350000                       350000
               1004667961                                  610000                                585500                       585500
               1004668078                                  880000                                880000
               1004672241                                  531000                                531000                       531000
               1004674962                                  600000                                599900                       599900
               1004677068                                  630000                                630000
               1004681614                                  678000                                677990                       677990
               1004681801                                  620000                                610000                       610000
               1004688742                                  533000                                533000
               1004699302                                  520000                                520000
               1004700461                                  835000                                835000                       835000
               1004716953                                  485000                                485000                       485000
               1004723829                                  600000                                600000
               1004726568                                  285000                                285000
               1004728780                                  388000                                388000
               1004731650                                  620000                                620000
               1004735077                                  490000                                490000                       490000
               1004738822                                  442000                                442000
               1004741961                                  320000                                320000                       320000
               1004742808                                  675000                                675000                       675000
               1004744398                                  190000                                190000
               1004753877                                  740000                                740000                       735000
               1004757864                                  384000                                360000                       360000
               1004772936                                  609000                                609000
               1004775611                                  405000                                398000                       398000
               1004785067                                  255000                                255000                       255000
               1004790989                                  530000                                530000
               1004817176                                  180000                                180000
               1004819879                                  530000                                530000
               1004827183                                  345000                                345000
               1004834308                                  560000                                560000
               1004837332                                  425000                                425000
               1004837733                                  480000                                480000                       485000
               1004846019                                  544000                                544000                       544000
               1004890675                                  849000                                849000                       849000
               1004925870                                  670000                                670000
               1004925889                                  420000                                420000
               1004929509                                  130500                                130500
               1004966362                                  500000                                482000                       482000
               1004978607                                  370000                                370000                       380000
               1005002007                                  400000                                390000                       390000
               1005093775                                  470000                                470000                       470000
               1004389986                                  391000                                391000
               1004611904                                  760000                                760000
               1004712779                                   63000                                 63000
               1005002329                                  459147                                459147                       459147
               1004381813                                  345000                                345000
               1004717113                                  390000                                390000
                  2160139                                  345000                                345000
                  2173857                                  345000                                345000
                  2191346                                  274000                                274000                       305000
                  2215695                                  600000                                555000
                  2216505                                  325000                                325000
                  2219950                                  165000                                132000                       132000
                  2229793                                  130000                                130000
                  2243676                                  400000                                400000
               1000660573                                  180000                                176296                       176296
               1002004556                                  253000                                253000
               1002106508                                  115500                                115500
               1002447187                                  101800                                101500                       101500
               1002450582                                  163000                                155000                       155000
               1002624431                                  444000                                444000
               1002653079                                  215000                                185500                       185500
               1002696853                                  525000                                520000                       520000
               1002826570                                  290000                                289000                       289000
               1002877756                                   79000                                 79000                        79000
               1002881279                                  130000                                130000                       130000
               1002909892                                  234000                                227000                       227000
               1002909963                                  435000                                435000
               1002949340                                  118000                                100000                       100000
               1002951372                                  250000                                250000
               1002954529                                  327500                                327500                       327500
               1003005198                                   79000                                 73000                        73000
               1003010495                                  142000                                141000                       141000
               1003036057                                  420000                                410000                       410000
               1003042932                                  290000                                283500                       283500
               1003047526                                  590000                                590000                       590000
               1003049828                                  100000                                100000
               1003051798                                  420000                                420000
               1003060403                                  123000                                123000
               1003076879                                  360000                                360000
               1003123863                                  270000                                260000                       260000
               1003126352                                  700000                                640000
               1003127663                                  290000                                290000
               1003139035                                   56000                                 56000
               1003139446                                  141000                                141000
               1003151626                                  210000                                210000
               1003158380                                  270000                                211481                       207990
               1003160563                                  121300                                121300
               1003162543                                  195000                                190000
               1003167744                                  185000                                165000                       165000
               1003167771                                  145000                                144100                       144100
               1003174834                                  360000                                360000
               1003196598                                  490000                                490000
               1003241129                                  249000                                247320                       247320
               1003250494                                  565000                                559000                       559000
               1003254052                                  182500                                182500                       188000
               1003262347                                  375000                                375000                       375000
               1003265111                                   79000                                 79000                        79000
               1003287302                                  110000                                 99000                        99000
               1003287375                                  300000                                275000                       275000
               1003291636                                  206000                                205500                       205500
               1003333949                                  250000                                250000                       250000
               1003338999                                  127000                                127000                       127000
               1003342047                                  750000                                730000
               1003387276                                   96000                                 96000                        98500
               1003402179                                   66500                                 66500
               1003408093                                  110000                                110000
               1003416510                                  381000                                381000
               1003476018                                  109900                                109900                       109900
               1003519017                                  587000                                580000                       580000
               1003538675                                  113000                                113000                       112600
               1003554969                                   86000                                 86000                        86000
               1003612870                                  185000                                185000
               1003721896                                  285500                                285500
               1003724759                                  227000                                227000                       227000
               1003756402                                  316000                                316000
               1003757964                                  149000                                130000                       130000
               1003764055                                  235000                                235000
               1003776523                                  550000                                550000
               1003779209                                  275000                                275000                       275000
               1003791846                                  198000                                197500                       197500
               1003795646                                  120000                                120000                       120000
               1003805895                                  186000                                140000                       142500
               1003837165                                  195000                                195000
               1003907259                                  429000                                403000
               1003969496                                  272850                                272850
               1003997278                                  285000                                185400                       185400
               1003999285                                  186000                                185900                       185900
               1004009897                                  594000                                594000
               1004037081                                  125000                                125000                       150000
               1004040727                                   81000                                 81000
               1004085643                                  169000                                169000                       169000
               1004143750                                  280000                                280000
               1004155434                                  820000                                800000                       800000
               1004156264                                  153000                                147400                       147400
               1004187775                                  250000                                220800                       220800
               1004189130                                  612000                                612000
               1004189210                                  375000                                375000
               1004216547                                  278000                                277500                       277500
               1004233804                                  266000                                255000                       255000
               1004238186                                  325000                                325000
               1004251865                                  144000                                144000
               1004253346                                  216000                                215000                       215000
               1004269259                                  134000                                120000                       125000
               1004278061                                  750000                                750000                       750000
               1004308047                                  195000                                195000
               1004310828                                  154000                                154000
               1004322469                                  152000                                145810                       145810
               1004328953                                  120000                                120000                       119000
               1004361345                                   87000                                 81000                        81000
               1004365626                                  160000                                160000
               1004395817                                  147000                                147000
               1004399984                                  195000                                195000                       195000
               1004417955                                   85000                                 85000
               1004442295                                  298000                                298000
               1004462227                                  115000                                110000
               1004474018                                  280000                                280000
               1004481705                                  170000                                170000
               1004482143                                  118000                                102000                       102000
               1004488762                                  220000                                220000
               1004498886                                  200000                                170000
               1004505164                                  350000                                350000                       350000
               1004544185                                  220000                                190000                       190000
               1004552175                                  430000                                405000
               1004581937                                   75000                                 61000
               1004594503                                   96000                                 95000                        95000
               1004595502                                  154000                                150000                       150000
               1004605797                                   85000                                 84900                        84900
               1004619256                                  180000                                180000
               1004643684                                  120000                                120000
               1004645049                                  257000                                257000
               1004647127                                  210000                                210000
               1004670546                                  450000                                450000
               1004672483                                  304000                                292000                       292000
               1004675426                                  523000                                490000                       490000
               1004678450                                  260000                                260000                       260000
               1004685344                                  137000                                137000
               1004694762                                  270000                                270000
               1004696500                                  334800                                334800
               1004703226                                  340000                                340000                       340000
               1004712118                                  151500                                151500
               1004723071                                  182000                                182000
               1004723963                                  235000                                235000
               1004724686                                  295000                                295000
               1004737743                                  380000                                380000
               1004752841                                  150000                                150000                       150000
               1004755900                                  121500                                118000
               1004766220                                  205000                                203492                       203492
               1004766603                                  170000                                170000
               1004768237                                  201000                                155000
               1004775327                                  205000                                205000
               1004792905                                   75000                                 75000
               1004811154                                  231000                                231000
               1004812439                                  169000                                156900                       156900
               1004829831                                  575000                                575000                       575000
               1004846983                                  473000                                473000
               1004854232                                  295000                                295000                       295000
               1004873391                                  300000                                285000                       285000
               1004873836                                  349000                                349000
               1004876539                                  328000                                328000
               1004885280                                  235000                                235000
               1004885850                                  490000                                490000                       490000
               1004895260                                  175000                                175000                       175000
               1004904802                                  278000                                213500                       213500
               1004905080                                  255000                                239900                       239900
               1004911402                                  304000                                304000
               1004922622                                  155000                                155000
               1004933861                                  339000                                310000
               1004940997                                  136300                                120000                       120000
               1004958558                                  254000                                254000                       254000
               1004960448                                  265000                                265000
               1004962277                                  166000                                166000                       166000
               1004988516                                  230000                                235000                       230000
               1004988570                                  172000                                170000                       170000
               1005003391                                  154000                                154000
               1005020470                                  220000                                220000
               1005049663                                  255000                                236000                       236000
               1005060863                                  164000                                157000                       157000
               1005081216                                  143000                                139900                       139900
               1005089744                                  236000                                227691                    227691.48
               1004697527                                  166000                                166000
               1004745422                                   84000                                 84000




Cash in Lieu


Legal Hold
               1004156451                                  445000                                429900                       429900
               1004908988                                  226000                                225900                       225900
               1002992300                                  230000                                230000                       230000


Compliance Hold
               1004095231                                  140000                                140000                       140000


Paid In Full
               1003373307                                  189000                                189000                       189000
               1002434994                                  215000                                215000
               1003237553                                  405000                                370000                       370000
               1003088928                                  501000                                501000
               1003432690                                  445000                                445000
               1002756681                                   85000                                 85000
               1002868506                                  330000                                330000
               1003405336                                  347000                                317000
               1003417626                                  141000                                141000
               1003228509                                  510000                                510000


Withdrawn
               1002257177                                  820000                                820000
               1002785150                                  540000                                450000
               1002835329                                  200000                                185000


Unfunded
               1004386701                                   73000                                 70000                        70000
               1004511148                                  135000                                135000
               1004598830                                  601000                                601000
               1004696733                                  463000                                463000
               1004878564                                  461000                                455000                       455000
               1005077873                                  255000                                239500                       239500


Wet Loans
               1004110599                                  115000                                115000
               1004225813                                  251000                                251000                       251000
               1004227134                                  134000                                134000
               1004800861                                  235000                                235000
               1004260445                                   92000                                 92000
               1004529816                                  288000                                288000
               1002784892                                  255000                                255000                       255000
               1004790248                                  675000                                675000


Credit Kicks
               1004715712                                   95000                                 95000
               1002303475                                  210000                                210000
               1002848645                                  326000                                326000
               1003189515                                  291000                                281000                       281000
               1002050443                                  140000                                140000                       140000
               1003026255                                  240000                                240000                       249950







loan_id                                      prop_state            prop_zipcode               prop_type_name
------------------------------------------------------------------------------------------------------------------------------------
                  2042848                    NY                    13030                      Pud-Detached
                  2157899                    WV                    25313                      One
                  2175436                    AL                    36049                      One
                  2177793                    TX                    77573                      Pud-Detached
                  2177817                    CA                    93307                      One
                  2181320                    TX                    77025                      Pud-Detached
                  2182315                    WA                    98273                      One
                  2182333                    TX                    77975                      One
                  2185660                    WA                    99207                      One
                  2185904                    TX                    77469                      Pud-Detached
                  2186202                    MD                    21206                      One
                  2186869                    TX                    75460                      One
                  2188333                    PA                    15209                      One
                  2188692                    MI                    48205                      One
                  2190566                    TX                    76131                      One
                  2190748                    TX                    77662                      One
                  2190966                    PA                    18079                      One
                  2191050                    GA                    30153                      One
                  2193474                    FL                    32738                      One
                  2195054                    AZ                    85206                      Pud-Detached
                  2196581                    NV                    89423                      One
                  2196621                    PA                    17331                      One
                  2196898                    TX                    77489                      Pud-Detached
                  2197597                    CT                    06854                      2-4 Unit
                  2197853                    CA                    95624                      One
                  2198166                    FL                    32960                      One
                  2198549                    FL                    33417                      Pud-Attached
                  2200651                    MD                    20770                      Condo
                  2200734                    MO                    65672                      One
                  2201475                    WI                    54822                      One
                  2201548                    MD                    20748                      One
                  2201847                    TX                    78415                      One
                  2202014                    TX                    78332                      One
                  2202605                    TX                    75149                      One
                  2203226                    UT                    84065                      Pud-Detached
                  2203840                    SC                    29403                      One
                  2203845                    TX                    76539                      One
                  2204027                    CA                    93247                      One
                  2204091                    GA                    30034                      One
                  2204897                    NC                    27344                      One
                  2205037                    TX                    77449                      Pud-Detached
                  2205145                    TX                    76001                      One
                  2206249                    NY                    11743                      One
                  2206516                    TX                    76526                      One
                  2207358                    NY                    10512                      One
                  2207990                    GA                    30317                      One
                  2209466                    NJ                    07470                      One
                  2209496                    TX                    77346                      Pud-Detached
                  2210068                    NC                    28091                      One
                  2210395                    NV                    89434                      One
                  2210818                    TX                    77964                      One
                  2212383                    NC                    27958                      One
                  2212806                    ID                    83713                      Pud-Detached
                  2213042                    GA                    30016                      Pud-Detached
                  2216005                    NY                    12567                      One
                  2216495                    MA                    02740                      2-4 Unit
                  2216832                    NY                    11726                      One
                  2217461                    TX                    77535                      One
                  2217483                    MI                    48768                      One
                  2217863                    AR                    72127                      One
                  2218061                    TX                    79924                      One
                  2218170                    NE                    68862                      One
                  2218966                    ID                    83716                      One
                  2221396                    CA                    92844                      Pud-Attached
                  2221896                    TX                    76017                      One
                  2221957                    MI                    48178                      One
                  2222218                    WI                    53507                      One
                  2222589                    TX                    76082                      One
                  2222895                    NY                    12601                      One
                  2223357                    TX                    77583                      One
                  2223763                    FL                    32736                      One
                  2224520                    NJ                    07104                      Condo
                  2225877                    AZ                    85041                      One
                  2226239                    PA                    19464                      One
                  2226410                    OH                    45044                      One
                  2227080                    AZ                    85232                      One
                  2227866                    CA                    92025                      One
                  2235353                    NJ                    07660                      2-4 Unit
                  2239817                    IL                    60544                      One
                  2240997                    CA                    93215                      One
                  2241215                    TX                    78239                      One
                  2243700                    TX                    76112                      One
                  2248426                    NC                    27101                      One
                  2248500                    NY                    10303                      One
                  2248847                    SC                    29588                      One
                  2248996                    OK                    73003                      One
                  2249438                    OK                    74012                      One
                  2249878                    MA                    02536                      One
                  2250684                    MA                    02360                      One
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               1004562994                    CA                    94080                      One
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               1004603557                    OR                    97060                      One
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               1004669914                    MA                    01201                      2-4 Unit
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               1004696485                    MI                    49431                      One
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               1004793735                    IN                    46803                      One
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               1004824854                    CA                    91406                      One
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               1004847606                    NC                    27530                      One
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               1004919075                    FL                    32828                      Pud-Attached
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                  2091341                    TX                    79407                      One
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                  2187733                    TX                    75077                      Pud-Detached
                  2187840                    WI                    53115                      One
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                  2192729                    MS                    38618                      One
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                  2193940                    TX                    75219                      2-4 Unit
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                  2201703                    IL                    60177                      Condo
                  2201893                    TX                    75052                      One
                  2202036                    NY                    14004                      One
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                  2202613                    TX                    77066                      Pud-Detached
                  2202666                    TX                    77564                      One
                  2202966                    CA                    92376                      One
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                  2203583                    TX                    77354                      Pud-Detached
                  2203630                    NY                    13905                      2-4 Unit
                  2203653                    MD                    21237                      Pud-Attached
                  2203679                    UT                    84093                      One
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                  2203754                    FL                    32073                      Pud-Detached
                  2203767                    TN                    37912                      One
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                  2205936                    FL                    32025                      One
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                  2211044                    TX                    75042                      One
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                  2235075                    WV                    26719                      One
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               1002904824                    FL                    32225                      Pud-Attached
               1002905217                    OH                    43026                      One
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               1002922216                    SC                    29860                      One
               1002925874                    GA                    30075                      One
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               1003009746                    NM                    87031                      One
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               1003053288                    CA                    91767                      One
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               1003087055                    CA                    90640                      Pud-Attached
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               1003089197                    OR                    97218                      One
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               1003259930                    CA                    92324                      One
               1003260553                    OH                    44077                      One
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               1003271364                    CA                    92557                      One
               1003271667                    MA                    01902                      2-4 Unit
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               1003293135                    CA                    92557                      One
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               1005091205                    FL                    33706                      One
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               1003164505                    NJ                    07057                      2-4 Unit
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               1003195768                    MN                    55303                      One
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               1003220776                    NY                    12972                      One
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               1003307656                    MI                    48210                      2-4 Unit
               1003308281                    NJ                    07847                      One
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               1003316496                    ID                    83642                      One
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               1003553274                    SD                    57064                      One
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               1003647192                    CA                    94551                      Pud-Detached
               1003648431                    TX                    77071                      Pud-Detached
               1003650114                    ME                    04102                      2-4 Unit
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               1003665215                    CA                    91766                      2-4 Unit
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               1003718356                    CA                    92501                      Pud-Detached
               1003718454                    CA                    93926                      One
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               1003721208                    ID                    83854                      Pud-Detached
               1003722010                    CT                    06106                      2-4 Unit
               1003722582                    FL                    32714                      Condo
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               1003731313                    IN                    46992                      2-4 Unit
               1003731536                    NJ                    07060                      One
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               1003760362                    CA                    90001                      2-4 Unit
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               1003763467                    HI                    96792                      Pud-Attached
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               1003767301                    TX                    77053                      Pud-Detached
               1003767702                    TX                    79705                      One
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               1004535284                    MD                    20743                      Pud-Attached
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               1004554949                    MI                    48234                      One
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               1004561833                    NY                    11208                      2-4 Unit
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               1004594530                    NJ                    07109                      2-4 Unit
               1004595174                    WA                    98664                      One
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               1004598554                    CA                    93907                      One
               1004599214                    NV                    89101                      2-4 Unit
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               1004602996                    ID                    83211                      One
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               1004611245                    CA                    93551                      One
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               1004626346                    RI                    02909                      2-4 Unit
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               1004632785                    TN                    37211                      One
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               1004640650                    NJ                    07502                      2-4 Unit
               1004640669                    NC                    27801                      One
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               1004645076                    NJ                    07103                      2-4 Unit
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               1004674196                    CA                    92562                      One
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               1004705876                    IL                    60110                      One
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               1004730214                    CA                    94541                      2-4 Unit
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               1004731295                    WI                    53221                      One
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               1004736600                    FL                    32825                      Pud-Detached
               1004738154                    CA                    95206                      One
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               1004829190                    AZ                    85743                      Pud-Detached
               1004830044                    NV                    89117                      Pud-Detached
               1004830963                    WI                    53204                      2-4 Unit
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               1004842255                    VA                    23325                      One
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               1004842923                    NY                    12603                      One
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               1004852341                    NV                    89431                      One
               1004852644                    AZ                    85363                      One
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               1004864524                    NV                    89129                      Pud-Detached
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               1004867674                    WA                    98516                      One
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               1004886145                    WA                    98516                      Pud-Detached
               1004886154                    VA                    22193                      One
               1004886573                    WA                    98201                      One
               1004886635                    WI                    53716                      2-4 Unit
               1004887518                    FL                    33594                      One
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               1004960821                    NV                    89121                      One
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                  2200835                    VA                    22026                      Pud-Detached
                  2201219                    TX                    76034                      Pud-Detached
                  2201723                    NV                    89521                      One
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                  2207135                    NC                    28412                      Pud-Detached
                  2207338                    TX                    76016                      One
                  2207621                    NJ                    07735                      One
                  2212169                    HI                    96706                      Pud-Detached
                  2214110                    NJ                    07073                      2-4 Unit
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                  2216313                    TX                    78645                      One
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                  2235480                    TX                    75081                      One
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                  2238593                    NJ                    07106                      2-4 Unit
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               1002972297                    IL                    60611                      Pud-Attached
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               1003226547                    CA                    95330                      One
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               1004681801                    CA                    92592                      One
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               1004699302                    CA                    91016                      Pud-Detached
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               1002826570                    NJ                    08844                      Condo
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               1003123863                    WI                    53186                      2-4 Unit
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               1003387276                    AK                    99504                      Condo
               1003402179                    AL                    35204                      One
               1003408093                    MD                    21206                      One
               1003416510                    IL                    60565                      One
               1003476018                    IL                    60156                      Condo
               1003519017                    CA                    93455                      One
               1003538675                    TX                    75089                      One
               1003554969                    PA                    16438                      One
               1003612870                    FL                    33912                      One
               1003721896                    FL                    34233                      Condo
               1003724759                    MD                    21144                      Pud-Attached
               1003756402                    FL                    34113                      One
               1003757964                    WV                    26003                      One
               1003764055                    FL                    33971                      One
               1003776523                    NY                    11423                      One
               1003779209                    AZ                    86305                      One
               1003791846                    CA                    92108                      Condo
               1003795646                    CA                    95207                      Condo
               1003805895                    HI                    96704                      One
               1003837165                    FL                    34135                      Condo
               1003907259                    FL                    33991                      2-4 Unit
               1003969496                    FL                    34232                      One
               1003997278                    FL                    33909                      One
               1003999285                    FL                    33594                      Pud-Attached
               1004009897                    FL                    34116                      One
               1004037081                    FL                    33140                      Condo
               1004040727                    FL                    32922                      Condo
               1004085643                    FL                    33853                      One
               1004143750                    FL                    33025                      One
               1004155434                    FL                    33175                      One
               1004156264                    SC                    29301                      Pud-Detached
               1004187775                    FL                    33411                      Condo
               1004189130                    FL                    33470                      One
               1004189210                    CA                    92253                      One
               1004216547                    FL                    33913                      One
               1004233804                    FL                    33971                      One
               1004238186                    FL                    33184                      One
               1004251865                    PA                    18704                      2-4 Unit
               1004253346                    FL                    34743                      Pud-Detached
               1004269259                    FL                    33823                      2-4 Unit
               1004278061                    FL                    34744                      Pud-Detached
               1004308047                    FL                    32808                      One
               1004310828                    FL                    33801                      One
               1004322469                    TX                    77338                      Pud-Detached
               1004328953                    OH                    44601                      One
               1004361345                    OH                    43068                      One
               1004365626                    TX                    77302                      Pud-Detached
               1004395817                    FL                    32922                      One
               1004399984                    FL                    34758                      Pud-Detached
               1004417955                    CO                    80759                      One
               1004442295                    NM                    87114                      One
               1004462227                    FL                    32205                      One
               1004474018                    FL                    33024                      One
               1004481705                    FL                    33313                      One
               1004482143                    OH                    43606                      One
               1004488762                    FL                    33056                      One
               1004498886                    FL                    33440                      One
               1004505164                    IL                    60638                      One
               1004544185                    FL                    33311                      2-4 Unit
               1004552175                    CA                    92307                      One
               1004581937                    OK                    73111                      One
               1004594503                    WI                    53039                      One
               1004595502                    OH                    45240                      One
               1004605797                    PA                    15674                      One
               1004619256                    FL                    33936                      One
               1004643684                    FL                    33881                      One
               1004645049                    FL                    33993                      One
               1004647127                    IA                    52246                      One
               1004670546                    FL                    33322                      One
               1004672483                    IL                    60513                      One
               1004675426                    FL                    33035                      Pud-Detached
               1004678450                    FL                    33142                      One
               1004685344                    PA                    19120                      One
               1004694762                    FL                    34135                      One
               1004696500                    FL                    34135                      One
               1004703226                    FL                    33066                      Pud-Detached
               1004712118                    FL                    34743                      Condo
               1004723071                    FL                    33445                      One
               1004723963                    FL                    34288                      One
               1004724686                    FL                    34116                      One
               1004737743                    FL                    33185                      Pud-Detached
               1004752841                    AL                    35214                      One
               1004755900                    OH                    44270                      One
               1004766220                    MT                    59901                      One
               1004766603                    IL                    60445                      2-4 Unit
               1004768237                    IL                    60406                      2-4 Unit
               1004775327                    FL                    33810                      One
               1004792905                    OH                    43701                      One
               1004811154                    AL                    35010                      One
               1004812439                    FL                    33844                      Pud-Detached
               1004829831                    FL                    33016                      Pud-Detached
               1004846983                    FL                    33308                      Condo
               1004854232                    FL                    33025                      Condo
               1004873391                    FL                    33024                      One
               1004873836                    FL                    33175                      One
               1004876539                    FL                    33912                      One
               1004885280                    FL                    33068                      One
               1004885850                    FL                    33076                      Pud-Detached
               1004895260                    TX                    78744                      One
               1004904802                    FL                    34112                      One
               1004905080                    FL                    33076                      Condo
               1004911402                    FL                    33010                      One
               1004922622                    FL                    33016                      Condo
               1004933861                    FL                    34112                      One
               1004940997                    FL                    33905                      One
               1004958558                    FL                    32907                      One
               1004960448                    FL                    34758                      Pud-Detached
               1004962277                    FL                    33309                      Condo
               1004988516                    RI                    02840                      Condo
               1004988570                    FL                    33055                      One
               1005003391                    FL                    33404                      One
               1005020470                    FL                    33032                      One
               1005049663                    FL                    33139                      Condo
               1005060863                    FL                    33952                      One
               1005081216                    FL                    33872                      One
               1005089744                    TX                    76179                      One
               1004697527                    PA                    15227                      One
               1004745422                    TX                    78574                      One




Cash in Lieu


Legal Hold
               1004156451                    MA                    02072                      One
               1004908988                    TN                    37208                      One
               1002992300                    RI                    02909                      One


Compliance Hold
               1004095231                    GA                    30354                      One


Paid In Full
               1003373307                    HI                    96701                      Condo
               1002434994                    FL                    32444                      One
               1003237553                    VA                    20121                      Pud-Attached
               1003088928                    CA                    95206                      One
               1003432690                    IL                    60555                      One
               1002756681                    TX                    78237                      One
               1002868506                    NJ                    07022                      One
               1003405336                    NJ                    07060                      One
               1003417626                    AR                    72118                      One
               1003228509                    NJ                    07753                      One


Withdrawn
               1002257177                    NV                    89052                      Pud-Detached
               1002785150                    MA                    01748                      One
               1002835329                    FL                    34208                      One


Unfunded
               1004386701                    TX                    77879                      One
               1004511148                    FL                    32310                      2-4 Unit
               1004598830                    VA                    22079                      Pud-Attached
               1004696733                    CA                    91710                      One
               1004878564                    TX                    77006                      Condo
               1005077873                    CT                    06606                      One


Wet Loans
               1004110599                    NJ                    08109                      One
               1004225813                    WA                    98404                      One
               1004227134                    OH                    44423                      One
               1004800861                    NJ                    07111                      2-4 Unit
               1004260445                    MI                    49503                      2-4 Unit
               1004529816                    AR                    72762                      One
               1002784892                    MI                    48111                      One
               1004790248                    CA                    94590                      Pud-Detached


Credit Kicks
               1004715712                    NY                    12759                      One
               1002303475                    IL                    60440                      One
               1002848645                    MD                    20602                      One
               1003189515                    CA                    95928                      One
               1002050443                    UT                    84414                      One
               1003026255                    CA                    95206                      One







loan_id                                      borr_residence_yrs               units          occupancy
----------------------------------------------------------------------------------------------------------------------
                  2042848                                       14.9                         Primary Residence
                  2157899                                          2                         Primary Residence
                  2175436                                          3                         Investment Property
                  2177793                                         12                         Primary Residence
                  2177817                                          2                         Investment Property
                  2181320                                          6                         Primary Residence
                  2182315                                         13                         Primary Residence
                  2182333                                         30                         Primary Residence
                  2185660                                         12                         Primary Residence
                  2185904                                          8                         Primary Residence
                  2186202                                          4                         Investment Property
                  2186869                                          2                         Primary Residence
                  2188333                                         16                         Primary Residence
                  2188692                                          8                         Primary Residence
                  2190566                                          5                         Primary Residence
                  2190748                                          8                         Primary Residence
                  2190966                                                                    Primary Residence
                  2191050                                         11                         Primary Residence
                  2193474                                        1.2                         Primary Residence
                  2195054                                         14                         Primary Residence
                  2196581                                         12                         Primary Residence
                  2196621                                          4                         Primary Residence
                  2196898                                          4                         Investment Property
                  2197597                                        0.8          2              Primary Residence
                  2197853                                          8                         Primary Residence
                  2198166                                          4                         Primary Residence
                  2198549                                        3.5                         Primary Residence
                  2200651                                          5                         Primary Residence
                  2200734                                          3                         Primary Residence
                  2201475                                          3                         Primary Residence
                  2201548                                          5                         Primary Residence
                  2201847                                         13                         Primary Residence
                  2202014                                          6                         Primary Residence
                  2202605                                          5                         Primary Residence
                  2203226                                          1                         Primary Residence
                  2203840                                         19                         Primary Residence
                  2203845                                          3                         Primary Residence
                  2204027                                          4                         Primary Residence
                  2204091                                         19                         Primary Residence
                  2204897                                          1                         Primary Residence
                  2205037                                         27                         Primary Residence
                  2205145                                          4                         Primary Residence
                  2206249                                         15                         Primary Residence
                  2206516                                                                    Primary Residence
                  2207358                                        0.6                         Primary Residence
                  2207990                                          1                         Primary Residence
                  2209466                                         27                         Primary Residence
                  2209496                                         18                         Primary Residence
                  2210068                                         10                         Primary Residence
                  2210395                                         11                         Primary Residence
                  2210818                                          3                         Primary Residence
                  2212383                                          3                         Primary Residence
                  2212806                                          5                         Investment Property
                  2213042                                          3                         Primary Residence
                  2216005                                          2                         Primary Residence
                  2216495                                         18          2              Primary Residence
                  2216832                                          5                         Primary Residence
                  2217461                                          2                         Primary Residence
                  2217483                                          3                         Primary Residence
                  2217863                                          6                         Primary Residence
                  2218061                                          6                         Primary Residence
                  2218170                                          6                         Primary Residence
                  2218966                                          6                         Primary Residence
                  2221396                                          1                         Primary Residence
                  2221896                                         11                         Primary Residence
                  2221957                                         18                         Primary Residence
                  2222218                                          2                         Primary Residence
                  2222589                                          4                         Primary Residence
                  2222895                                          9                         Primary Residence
                  2223357                                          4                         Primary Residence
                  2223763                                          5                         Primary Residence
                  2224520                                        7.3                         Primary Residence
                  2225877                                         14                         Primary Residence
                  2226239                                          3                         Primary Residence
                  2226410                                          3                         Primary Residence
                  2227080                                         24                         Primary Residence
                  2227866                                          2                         Primary Residence
                  2235353                                       0.11          2              Primary Residence
                  2239817                                         10                         Primary Residence
                  2240997                                          5                         Primary Residence
                  2241215                                          7                         Primary Residence
                  2243700                                         46                         Primary Residence
                  2248426                                         11                         Primary Residence
                  2248500                                       27.1                         Primary Residence
                  2248847                                          1                         Primary Residence
                  2248996                                          3                         Primary Residence
                  2249438                                          6                         Primary Residence
                  2249878                                          6                         Primary Residence
                  2250684                                          4                         Primary Residence
                  2251049                                          3                         Primary Residence
               1000720223                                         16          1              Primary Residence
               1001988219                                          1          1              Investment Property
               1002049367                                          9          1              Primary Residence
               1002276619                                          8          1              Primary Residence
               1002348999                                          1          2              Primary Residence
               1002371310                                          1          1              Primary Residence
               1002468706                                      0.167          1              Primary Residence
               1002478223                                      0.833          1              Primary Residence
               1002480381                                      4.083          1              Primary Residence
               1002501475                                          2          1              Investment Property
               1002593562                                          8          1              Primary Residence
               1002615566                                       0.25          1              Investment Property
               1002617190                                      1.083          1              Primary Residence
               1002617699                                       0.25          1              Investment Property
               1002619250                                         15          1              Primary Residence
               1002621700                                          2          1              Primary Residence
               1002627385                                          2          1              Primary Residence
               1002645089                                         20          1              Primary Residence
               1002652757                                         11          1              Primary Residence
               1002661346                                      0.167          3              Investment Property
               1002670522                                          1          1              Primary Residence
               1002680548                                          2          1              Primary Residence
               1002684553                                          1          1              Primary Residence
               1002686169                                         52          2              Primary Residence
               1002692492                                          2          1              Primary Residence
               1002693115                                          3          1              Investment Property
               1002705380                                          2          1              Primary Residence
               1002707501                                          2          1              Primary Residence
               1002734508                                          3          2              Investment Property
               1002759303                                         46          1              Primary Residence
               1002760284                                          5          1              Primary Residence
               1002760293                                          5          1              Primary Residence
               1002765332                                          1          4              Investment Property
               1002767410                                          4          1              Second Home
               1002771735                                          5          1              Primary Residence
               1002775740                                          3          3              Primary Residence
               1002778952                                         21          1              Primary Residence
               1002784464                                      2.167          1              Primary Residence
               1002795960                                         15          1              Primary Residence
               1002803354                                      2.917          1              Primary Residence
               1002804040                                        1.5          1              Primary Residence
               1002805334                                         13          1              Primary Residence
               1002818106                                          3          1              Primary Residence
               1002818446                                        1.3          1              Primary Residence
               1002818641                                          1          1              Primary Residence
               1002827123                                          6          1              Primary Residence
               1002864760                                         10          1              Primary Residence
               1002867062                                          3          1              Primary Residence
               1002874358                                       0.75          1              Primary Residence
               1002884392                                        0.8          1              Primary Residence
               1002885505                                         10          1              Primary Residence
               1002887291                                         29          1              Primary Residence
               1002892212                                          7          1              Primary Residence
               1002893364                                          2          1              Primary Residence
               1002896646                                          4          2              Investment Property
               1002905672                                          5          1              Primary Residence
               1002907947                                         14          1              Primary Residence
               1002913716                                       0.75          1              Primary Residence
               1002918864                                          6          1              Investment Property
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               1002928880                                          6          3              Investment Property
               1002936185                                         20          1              Primary Residence
               1002938450                                          3          1              Primary Residence
               1002941767                                          3          1              Investment Property
               1002953156                                          8          1              Primary Residence
               1002960969                                          2          1              Primary Residence
               1002966696                                      0.583          1              Primary Residence
               1002983061                                      0.583          1              Primary Residence
               1002986335                                          2          1              Primary Residence
               1002987646                                      0.417          1              Second Home
               1002987655                                         11          1              Investment Property
               1002989644                                        3.5          1              Primary Residence
               1002990589                                          4          1              Primary Residence
               1002991597                                          8          1              Primary Residence
               1002995922                                          6          2              Primary Residence
               1003000335                                          1          1              Primary Residence
               1003010128                                          2          1              Investment Property
               1003011092                                         26          1              Primary Residence
               1003011804                                      1.417          1              Primary Residence
               1003016220                                          5          1              Investment Property
               1003018843                                         32          1              Primary Residence
               1003020402                                         10          1              Primary Residence
               1003029074                                      0.833          2              Primary Residence
               1003038064                                          4          1              Second Home
               1003038260                                        1.3          1              Primary Residence
               1003038670                                         12          1              Primary Residence
               1003040113                                         11          1              Primary Residence
               1003041835                                          2          1              Primary Residence
               1003044486                                        1.5          1              Primary Residence
               1003044609                                      0.083          1              Primary Residence
               1003048124                                          3          1              Investment Property
               1003050520                                          2          1              Primary Residence
               1003052840                                          3          1              Primary Residence
               1003053821                                          2          1              Primary Residence
               1003057471                                          7          1              Primary Residence
               1003057578                                         10          1              Primary Residence
               1003059317                                      3.417          1              Investment Property
               1003064542                                          5          1              Primary Residence
               1003064917                                         10          1              Primary Residence
               1003066274                                         11          1              Primary Residence
               1003069832                                         14          1              Primary Residence
               1003071687                                          3          1              Primary Residence
               1003078537                                          8          2              Primary Residence
               1003078573                                      0.667          1              Primary Residence
               1003081444                                          4          2              Primary Residence
               1003083157                                          4          1              Primary Residence
               1003083647                                          8          1              Primary Residence
               1003086895                                          5          1              Primary Residence
               1003089348                                          2          1              Primary Residence
               1003090489                                          3          1              Primary Residence
               1003091754                                          5          1              Primary Residence
               1003093903                                        1.5          1              Primary Residence
               1003095830                                        1.5          1              Second Home
               1003097847                                          4          2              Primary Residence
               1003097945                                          3          1              Primary Residence
               1003098597                                          3          1              Primary Residence
               1003098757                                        4.5          1              Primary Residence
               1003101734                                        1.5          1              Primary Residence
               1003102261                                          7          1              Primary Residence
               1003102564                                          4          1              Primary Residence
               1003104615                                          2          1              Second Home
               1003104795                                          5          1              Primary Residence
               1003105446                                     15.083          1              Primary Residence
               1003105678                                          3          1              Primary Residence
               1003106196                                          5          1              Primary Residence
               1003106515                                          2          1              Primary Residence
               1003108032                                         10          1              Primary Residence
               1003108782                                          6          1              Primary Residence
               1003109629                                        2.5          1              Primary Residence
               1003113482                                         20          1              Primary Residence
               1003119093                                         20          1              Primary Residence
               1003119912                                         30          1              Primary Residence
               1003120303                                          6          1              Primary Residence
               1003121115                                          2          1              Primary Residence
               1003123113                                        1.5          1              Primary Residence
               1003125932                                          9          1              Primary Residence
               1003126600                                         16          1              Primary Residence
               1003126628                                          1          1              Primary Residence
               1003129000                                          6          1              Primary Residence
               1003131122                                          3          1              Primary Residence
               1003133086                                        2.5          2              Investment Property
               1003135128                                         14          1              Primary Residence
               1003135351                                          2          1              Primary Residence
               1003135636                                          3          1              Primary Residence
               1003136537                                          3          1              Primary Residence
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               1003138517                                      1.167          1              Primary Residence
               1003138928                                      1.167          1              Primary Residence
               1003138946                                         10          1              Primary Residence
               1003139106                                          2          1              Primary Residence
               1003141148                                          2          1              Primary Residence
               1003145377                                          2          1              Primary Residence
               1003146562                                          8          1              Primary Residence
               1003146580                                          1          1              Primary Residence
               1003147534                                          5          3              Primary Residence
               1003147605                                          3          1              Primary Residence
               1003147847                                          5          1              Investment Property
               1003148631                                        2.5          1              Investment Property
               1003149426                                          9          1              Primary Residence
               1003150388                                          5          1              Primary Residence
               1003150716                                          5          1              Primary Residence
               1003154384                                          4          1              Primary Residence
               1003155169                                          2          1              Primary Residence
               1003155454                                          3          1              Primary Residence
               1003156872                                          8          1              Primary Residence
               1003157014                                          7          1              Primary Residence
               1003158273                                          3          1              Primary Residence
               1003159021                                          1          1              Primary Residence
               1003159049                                          5          2              Primary Residence
               1003161517                                          1          1              Primary Residence
               1003162124                                          3          1              Primary Residence
               1003162437                                          1          1              Primary Residence
               1003165247                                          6          1              Primary Residence
               1003168191                                          2          1              Primary Residence
               1003168770                                          2          2              Primary Residence
               1003169779                                          7          1              Primary Residence
               1003174157                                          4          1              Primary Residence
               1003175600                                         10          1              Primary Residence
               1003178073                                       1.75          1              Primary Residence
               1003178322                                          3          1              Primary Residence
               1003178769                                          1          1              Primary Residence
               1003179385                                          4          1              Primary Residence
               1003179553                                          6          1              Primary Residence
               1003181498                                      0.667          1              Primary Residence
               1003181719                                          3          1              Primary Residence
               1003181915                                          6          1              Primary Residence
               1003181988                                          5          1              Primary Residence
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               1003183682                                          9          1              Primary Residence
               1003183995                                        2.5          1              Primary Residence
               1003190978                                          2          1              Primary Residence
               1003194331                                        3.5          1              Primary Residence
               1003195081                                          4          1              Primary Residence
               1003196400                                          7          1              Primary Residence
               1003197043                                         20          1              Primary Residence
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               1003205043                                          3          1              Primary Residence
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               1003207363                                          2          1              Primary Residence
               1003209272                                          3          1              Primary Residence
               1003210812                                      0.833          1              Primary Residence
               1003211571                                        4.5          1              Primary Residence
               1003212044                                          2          1              Primary Residence
               1003212614                                         17          1              Primary Residence
               1003213748                                          2          1              Primary Residence
               1003214248                                          8          1              Primary Residence
               1003215639                                          1          1              Primary Residence
               1003216727                                          9          1              Primary Residence
               1003218761                                          1          1              Primary Residence
               1003219289                                      1.833          1              Primary Residence
               1003222621                                          8          1              Primary Residence
               1003222916                                          1          1              Primary Residence
               1003224040                                        1.4          1              Primary Residence
               1003226985                                          3          1              Primary Residence
               1003228171                                        5.2          1              Primary Residence
               1003228420                                          8          2              Investment Property
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               1003231577                                         26          2              Primary Residence
               1003233575                                          4          2              Primary Residence
               1003233995                                          3          1              Primary Residence
               1003235154                                          4          1              Primary Residence
               1003238428                                          3          1              Primary Residence
               1003239686                                          2          1              Primary Residence
               1003241968                                         27          1              Primary Residence
               1003242495                                          2          1              Primary Residence
               1003246188                                          5          1              Primary Residence
               1003249531                                          2          1              Primary Residence
               1003252893                                          5          3              Investment Property
               1003254622                                          3          1              Primary Residence
               1003263532                                         12          1              Primary Residence
               1003268172                                          4          1              Primary Residence
               1003269590                                        3.5          1              Primary Residence
               1003275912                                        3.5          1              Primary Residence
               1003282977                                          1          1              Investment Property
               1003285607                                          2          1              Investment Property
               1003287776                                          3          1              Primary Residence
               1003288454                                          2          1              Primary Residence
               1003288533                                          7          1              Primary Residence
               1003291191                                          5          1              Primary Residence
               1003291869                                          9          1              Primary Residence
               1003293224                                         13          1              Primary Residence
               1003294740                                          4          1              Primary Residence
               1003300957                                         10          1              Primary Residence
               1003301368                                          5          1              Primary Residence
               1003301484                                          4          2              Primary Residence
               1003303044                                          4          1              Primary Residence
               1003303570                                          6          1              Primary Residence
               1003304230                                       0.25          1              Primary Residence
               1003304329                                          6          1              Primary Residence
               1003306265                                         15          1              Primary Residence
               1003306988                                         22          1              Primary Residence
               1003308245                                          3          1              Primary Residence
               1003311008                                          5          1              Primary Residence
               1003315488                                          2          1              Primary Residence
               1003315512                                          2          1              Primary Residence
               1003321248                                          6          1              Primary Residence
               1003323852                                          4          1              Primary Residence
               1003323870                                         10          1              Primary Residence
               1003332174                                          4          1              Primary Residence
               1003334350                                          5          1              Primary Residence
               1003337366                                         11          1              Primary Residence
               1003338739                                      0.667          1              Investment Property
               1003340726                                          1          1              Primary Residence
               1003341262                                          3          1              Primary Residence
               1003342760                                          2          1              Primary Residence
               1003343377                                          3          1              Primary Residence
               1003344303                                          6          1              Primary Residence
               1003348808                                        0.5          1              Primary Residence
               1003350135                                         12          1              Primary Residence
               1003350992                                          8          1              Primary Residence
               1003351900                                          2          0              Primary Residence
               1003352516                                         10          1              Primary Residence
               1003359314                                        1.9          1              Primary Residence
               1003364004                                          5          1              Primary Residence
               1003365067                                         18          1              Primary Residence
               1003367289                                          3          1              Primary Residence
               1003378437                                         20          1              Primary Residence
               1003381227                                          1          1              Primary Residence
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               1003811487                                          2          1              Primary Residence
               1003819666                                          6          2              Primary Residence
               1003829646                                         10          1              Primary Residence
               1003836978                                         11          2              Primary Residence
               1003843443                                         11          2              Primary Residence
               1003845940                                          1          2              Primary Residence
               1003852227                                          3          1              Primary Residence
               1003864009                                          6          1              Primary Residence
               1003870216                                          1          1              Primary Residence
               1003873044                                          2          1              Primary Residence
               1003880349                                          4          1              Primary Residence
               1003901086                                         29          1              Primary Residence
               1003924098                                          2          2              Primary Residence
               1003925989                                         10          1              Primary Residence
               1003927193                                          3          1              Primary Residence
               1003931570                                         17          1              Primary Residence
               1003935193                                      0.833          4              Primary Residence
               1003960645                                          4          1              Second Home
               1003963009                                          2          1              Primary Residence
               1003963483                                          2          1              Primary Residence
               1003964268                                          2          1              Primary Residence
               1003969076                                          8          1              Primary Residence
               1003969361                                        0.5          1              Primary Residence
               1003978994                                          2          1              Primary Residence
               1003983522                                        6.5          1              Second Home
               1003997946                                          1          1              Primary Residence
               1003999221                                          3          1              Primary Residence
               1004000887                                       0.75          1              Primary Residence
               1004005276                                          5          1              Primary Residence
               1004005926                                          5          1              Primary Residence
               1004008308                                          9          1              Primary Residence
               1004016193                                         16          1              Primary Residence
               1004024031                                          2          2              Primary Residence
               1004025717                                          3          3              Primary Residence
               1004026128                                         11          1              Primary Residence
               1004028368                                          4          1              Primary Residence
               1004031602                                         14          1              Primary Residence
               1004032576                                          2          1              Primary Residence
               1004033511                                          8          1              Primary Residence
               1004033913                                          5          1              Primary Residence
               1004043813                                          6          1              Primary Residence
               1004049194                                        0.5          1              Primary Residence
               1004050207                                          5          1              Primary Residence
               1004050699                                          5          1              Primary Residence
               1004051359                                          4          1              Primary Residence
               1004059422                                          1          1              Investment Property
               1004062383                                          6          2              Primary Residence
               1004068485                                          7          1              Primary Residence
               1004070490                                          5          1              Primary Residence
               1004095525                                          1          1              Primary Residence
               1004106675                                          3          1              Primary Residence
               1004118387                                          2          3              Primary Residence
               1004121952                                          5          1              Primary Residence
               1004126216                                          4          1              Primary Residence
               1004133636                                         19          1              Primary Residence
               1004135411                                          1          1              Primary Residence
               1004141164                                          3          1              Primary Residence
               1004174529                                          3          1              Second Home
               1004193152                                          2          3              Primary Residence
               1004198807                                          7          1              Primary Residence
               1004216869                                          1          1              Primary Residence
               1004227946                                          7          1              Primary Residence
               1004237061                                          4          1              Primary Residence
               1004238104                                          3          2              Primary Residence
               1004244437                                          1          1              Primary Residence
               1004246792                                         24          1              Primary Residence
               1004248040                                          3          1              Primary Residence
               1004248905                                          9          1              Primary Residence
               1004251678                                      0.083          1              Investment Property
               1004261603                                          1          4              Primary Residence
               1004276456                                          2          1              Primary Residence
               1004289558                                          3          4              Investment Property
               1004330904                                         12          1              Primary Residence
               1004358554                                          2          1              Primary Residence
               1004359928                                          1          1              Primary Residence
               1004373895                                          4          1              Primary Residence
               1004391107                                         10          1              Primary Residence
               1004394729                                          3          1              Primary Residence
               1004399804                                         11          1              Primary Residence
               1004406306                                        0.2          1              Second Home
               1004411602                                          6          1              Primary Residence
               1004419873                                          1          1              Primary Residence
               1004444337                                          1          1              Primary Residence
               1004491419                                          6          1              Primary Residence
               1004491687                                          2          1              Primary Residence
               1004519676                                      0.417          1              Primary Residence
               1004522957                                          9          4              Investment Property
               1004525213                                          2          1              Primary Residence
               1004528087                                          2          1              Primary Residence
               1004529479                                          1          2              Primary Residence
               1004538325                                          4          1              Primary Residence
               1004545978                                         15          1              Primary Residence
               1004546316                                          1          1              Primary Residence
               1004557312                                        0.5          1              Primary Residence
               1004563706                                          7          1              Primary Residence
               1004574106                                          5          3              Investment Property
               1004575917                                          2          1              Primary Residence
               1004600195                                          4          1              Investment Property
               1004614457                                          6          1              Primary Residence
               1004620253                                        2.5          1              Primary Residence
               1004625258                                          1          1              Primary Residence
               1004626961                                          1          1              Primary Residence
               1004628656                                      4.417          1              Primary Residence
               1004639822                                        3.5          1              Primary Residence
               1004662733                                         11          1              Primary Residence
               1004667872                                          1          1              Primary Residence
               1004667961                                          3          1              Primary Residence
               1004668078                                          4          1              Primary Residence
               1004672241                                          1          1              Primary Residence
               1004674962                                          5          1              Primary Residence
               1004677068                                      0.833          1              Primary Residence
               1004681614                                          5          1              Primary Residence
               1004681801                                          5          1              Primary Residence
               1004688742                                          3          1              Investment Property
               1004699302                                          7          1              Primary Residence
               1004700461                                          2          2              Primary Residence
               1004716953                                      0.917          1              Primary Residence
               1004723829                                          8          1              Investment Property
               1004726568                                          8          1              Primary Residence
               1004728780                                          6          1              Primary Residence
               1004731650                                          1          1              Primary Residence
               1004735077                                          2          1              Investment Property
               1004738822                                        1.5          1              Primary Residence
               1004741961                                          6          2              Primary Residence
               1004742808                                      0.167          1              Primary Residence
               1004744398                                          3          1              Primary Residence
               1004753877                                          2          1              Primary Residence
               1004757864                                          5          1              Primary Residence
               1004772936                                          5          1              Primary Residence
               1004775611                                          2          1              Primary Residence
               1004785067                                          7          1              Primary Residence
               1004790989                                        3.5          1              Primary Residence
               1004817176                                          6          1              Primary Residence
               1004819879                                          1          1              Primary Residence
               1004827183                                       1.25          1              Primary Residence
               1004834308                                          1          1              Primary Residence
               1004837332                                      1.917          1              Primary Residence
               1004837733                                          5          1              Primary Residence
               1004846019                                      3.417          2              Primary Residence
               1004890675                                          5          1              Primary Residence
               1004925870                                          2          1              Primary Residence
               1004925889                                         22          1              Primary Residence
               1004929509                                          3          1              Primary Residence
               1004966362                                          1          1              Primary Residence
               1004978607                                      0.167          1              Primary Residence
               1005002007                                          6          1              Primary Residence
               1005093775                                        5.6          1              Primary Residence
               1004389986                                         15          1              Primary Residence
               1004611904                                          6          1              Primary Residence
               1004712779                                          3          0              Primary Residence
               1005002329                                        5.6          1              Second Home
               1004381813                                          8          0              Primary Residence
               1004717113                                          3          1              Primary Residence
                  2160139                                          3                         Primary Residence
                  2173857                                        1.5                         Primary Residence
                  2191346                                      0.583                         Investment Property
                  2215695                                         10                         Primary Residence
                  2216505                                        2.5                         Primary Residence
                  2219950                                          5                         Investment Property
                  2229793                                         15                         Primary Residence
                  2243676                                       0.11          2              Primary Residence
               1000660573                                          4          1              Primary Residence
               1002004556                                          1          1              Second Home
               1002106508                                         10          1              Primary Residence
               1002447187                                          2          1              Primary Residence
               1002450582                                          3          1              Primary Residence
               1002624431                                          5          1              Primary Residence
               1002653079                                          2          2              Investment Property
               1002696853                                         10          1              Primary Residence
               1002826570                                          3          1              Primary Residence
               1002877756                                          4          1              Investment Property
               1002881279                                         19          1              Primary Residence
               1002909892                                          8          1              Second Home
               1002909963                                          1          1              Primary Residence
               1002949340                                          4          1              Primary Residence
               1002951372                                          5          1              Primary Residence
               1002954529                                          2          1              Investment Property
               1003005198                                          3          1              Investment Property
               1003010495                                          1          1              Primary Residence
               1003036057                                          3          2              Investment Property
               1003042932                                          4          1              Investment Property
               1003047526                                      1.667          2              Investment Property
               1003049828                                        0.3          1              Primary Residence
               1003051798                                          2          1              Investment Property
               1003060403                                          8          1              Primary Residence
               1003076879                                          8          1              Primary Residence
               1003123863                                          2          4              Investment Property
               1003126352                                       0.11          1              Primary Residence
               1003127663                                          4          1              Primary Residence
               1003139035                                          3          1              Investment Property
               1003139446                                         15          1              Primary Residence
               1003151626                                         15          1              Primary Residence
               1003158380                                          4          1              Second Home
               1003160563                                        1.5          1              Investment Property
               1003162543                                          7          1              Primary Residence
               1003167744                                          3          1              Investment Property
               1003167771                                          3          1              Primary Residence
               1003174834                                          3          1              Primary Residence
               1003196598                                          1          1              Primary Residence
               1003241129                                          3          1              Primary Residence
               1003250494                                        0.5          1              Primary Residence
               1003254052                                          2          1              Primary Residence
               1003262347                                          4          1              Primary Residence
               1003265111                                          9          1              Investment Property
               1003287302                                          1          1              Primary Residence
               1003287375                                         20          2              Investment Property
               1003291636                                          8          1              Investment Property
               1003333949                                         14          1              Investment Property
               1003338999                                      4.417          1              Investment Property
               1003342047                                      0.417          1              Primary Residence
               1003387276                                          2          1              Primary Residence
               1003402179                                          6          1              Primary Residence
               1003408093                                         14          1              Primary Residence
               1003416510                                          7          1              Primary Residence
               1003476018                                          4          1              Investment Property
               1003519017                                          6          1              Primary Residence
               1003538675                                          2          1              Primary Residence
               1003554969                                          5          1              Primary Residence
               1003612870                                          7          1              Primary Residence
               1003721896                                         10          1              Primary Residence
               1003724759                                          2          1              Investment Property
               1003756402                                          3          1              Primary Residence
               1003757964                                          3          1              Primary Residence
               1003764055                                          2          1              Second Home
               1003776523                                          4          1              Primary Residence
               1003779209                                          3          1              Primary Residence
               1003791846                                          2          1              Primary Residence
               1003795646                                          2          1              Investment Property
               1003805895                                          2          1              Primary Residence
               1003837165                                          5          1              Primary Residence
               1003907259                                      1.917          2              Primary Residence
               1003969496                                          1          1              Primary Residence
               1003997278                                      1.083          1              Primary Residence
               1003999285                                      0.417          1              Investment Property
               1004009897                                          2          1              Primary Residence
               1004037081                                          5          1              Investment Property
               1004040727                                       0.25          1              Investment Property
               1004085643                                          2          1              Primary Residence
               1004143750                                          2          1              Primary Residence
               1004155434                                          6          1              Primary Residence
               1004156264                                          2          1              Second Home
               1004187775                                          2          1              Second Home
               1004189130                                          2          1              Primary Residence
               1004189210                                          4          1              Primary Residence
               1004216547                                        0.5          1              Primary Residence
               1004233804                                          4          1              Primary Residence
               1004238186                                         13          1              Primary Residence
               1004251865                                          3          2              Investment Property
               1004253346                                      0.583          1              Primary Residence
               1004269259                                          2          2              Investment Property
               1004278061                                          3          1              Primary Residence
               1004308047                                          9          1              Primary Residence
               1004310828                                          8          1              Primary Residence
               1004322469                                          9          1              Investment Property
               1004328953                                          3          1              Primary Residence
               1004361345                                          4          1              Primary Residence
               1004365626                                          2          1              Primary Residence
               1004395817                                         12          0              Primary Residence
               1004399984                                          1          1              Investment Property
               1004417955                                          5          1              Primary Residence
               1004442295                                         10          1              Primary Residence
               1004462227                                          3          1              Primary Residence
               1004474018                                          1          1              Primary Residence
               1004481705                                         10          1              Primary Residence
               1004482143                                        1.5          1              Primary Residence
               1004488762                                         14          1              Primary Residence
               1004498886                                          4          1              Primary Residence
               1004505164                                          3          1              Primary Residence
               1004544185                                          5          2              Investment Property
               1004552175                                          2          1              Primary Residence
               1004581937                                      0.667          1              Investment Property
               1004594503                                          5          1              Primary Residence
               1004595502                                          1          1              Primary Residence
               1004605797                                          2          1              Primary Residence
               1004619256                                          3          1              Primary Residence
               1004643684                                         14          1              Primary Residence
               1004645049                                       0.25          1              Primary Residence
               1004647127                                        0.8          1              Primary Residence
               1004670546                                          2          0              Primary Residence
               1004672483                                        1.5          1              Investment Property
               1004675426                                      0.583          1              Primary Residence
               1004678450                                          2          1              Primary Residence
               1004685344                                          7          1              Primary Residence
               1004694762                                          5          1              Primary Residence
               1004696500                                          1          1              Primary Residence
               1004703226                                          4          1              Primary Residence
               1004712118                                      0.333          1              Investment Property
               1004723071                                          3          1              Primary Residence
               1004723963                                          8          1              Primary Residence
               1004724686                                          5          1              Primary Residence
               1004737743                                          1          1              Primary Residence
               1004752841                                          2          1              Primary Residence
               1004755900                                          3          1              Primary Residence
               1004766220                                          3          1              Primary Residence
               1004766603                                         15          2              Investment Property
               1004768237                                         15          2              Investment Property
               1004775327                                          3          0              Primary Residence
               1004792905                                          1          1              Primary Residence
               1004811154                                        3.5          1              Primary Residence
               1004812439                                          5          1              Investment Property
               1004829831                                          1          1              Primary Residence
               1004846983                                          6          1              Primary Residence
               1004854232                                          5          1              Primary Residence
               1004873391                                          3          1              Primary Residence
               1004873836                                       1.42          1              Primary Residence
               1004876539                                      0.083          1              Primary Residence
               1004885280                                          3          1              Investment Property
               1004885850                                       0.11          1              Primary Residence
               1004895260                                          2          1              Primary Residence
               1004904802                                          1          1              Primary Residence
               1004905080                                          4          1              Primary Residence
               1004911402                                          4          1              Investment Property
               1004922622                                          4          1              Primary Residence
               1004933861                                          9          1              Primary Residence
               1004940997                                          2          1              Investment Property
               1004958558                                      0.417          1              Investment Property
               1004960448                                          2          1              Primary Residence
               1004962277                                        0.5          1              Primary Residence
               1004988516                                      0.333          1              Primary Residence
               1004988570                                          5          1              Primary Residence
               1005003391                                          6          1              Primary Residence
               1005020470                                          2          1              Primary Residence
               1005049663                                       0.75          1              Primary Residence
               1005060863                                         18          1              Investment Property
               1005081216                                        1.5          1              Primary Residence
               1005089744                                          2          1              Primary Residence
               1004697527                                         20          1              Primary Residence
               1004745422                                          2          1              Primary Residence




Cash in Lieu


Legal Hold
               1004156451                                          5          1              Primary Residence
               1004908988                                          3          1              Primary Residence
               1002992300                                          2          1              Primary Residence


Compliance Hold
               1004095231                                          2          1              Primary Residence


Paid In Full
               1003373307                                          2          1              Primary Residence
               1002434994                                          2          1              Primary Residence
               1003237553                                          3          1              Investment Property
               1003088928                                        2.5          1              Primary Residence
               1003432690                                          6          1              Primary Residence
               1002756681                                          1          1              Investment Property
               1002868506                                          3          1              Primary Residence
               1003405336                                          4          1              Primary Residence
               1003417626                                          6          1              Primary Residence
               1003228509                                        6.5          1              Primary Residence


Withdrawn
               1002257177                                       2.25          1              Primary Residence
               1002785150                                         35          1              Primary Residence
               1002835329                                          1          1              Primary Residence


Unfunded
               1004386701                                         30          1              Primary Residence
               1004511148                                          7          3              Investment Property
               1004598830                                          3          1              Investment Property
               1004696733                                          1          1              Investment Property
               1004878564                                          2          1              Primary Residence
               1005077873                                          1          1              Primary Residence


Wet Loans
               1004110599                                          4          1              Investment Property
               1004225813                                          5          1              Primary Residence
               1004227134                                          1          0              Primary Residence
               1004800861                                          7          2              Investment Property
               1004260445                                          4          2              Primary Residence
               1004529816                                          3          0              Primary Residence
               1002784892                                          6          1              Primary Residence
               1004790248                                      1.083          1              Primary Residence


Credit Kicks
               1004715712                                          4          0              Primary Residence
               1002303475                                          2          1              Primary Residence
               1002848645                                          4          1              Primary Residence
               1003189515                                        2.5          1              Primary Residence
               1002050443                                      0.417          1              Primary Residence
               1003026255                                         14          1              Primary Residence




loan_id                                      doctype_desc                                 loan_purpose_name
--------------------------------------------------------------------------------------------------------------------
                  2042848                    Full Doc - 1yr W2                            Refinance/1st
                  2157899                    Stated Doc                                   Refinance/1st
                  2175436                    Full Doc - 1yr W2                            Refinance/1st
                  2177793                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
                  2177817                    Full Doc - 1yr W2                            Refinance/1st
                  2181320                    Full Doc - 1yr W2                            Refinance/1st
                  2182315                    Full Doc - 12 M BK STMTS                     Refinance/1st
                  2182333                    Stated Doc                                   Refinance/1st
                  2185660                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
                  2185904                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
                  2186202                    Stated Doc                                   Refinance/1st
                  2186869                    Full Doc - 1yr W2                            Purchase/1st
                  2188333                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
                  2188692                    Full Doc - 1yr W2                            Refinance/1st
                  2190566                    Full Doc - 1yr W2                            Refinance/1st
                  2190748                    Full Doc - 12 M BK STMTS                     Refinance/1st
                  2190966                    Full Doc - 12 M BK STMTS                     Purchase/1st
                  2191050                    Full Doc - 1yr W2                            Refinance/1st
                  2193474                    Full Doc - 1yr W2                            Refinance/1st
                  2195054                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
                  2196581                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
                  2196621                    Full Doc - 1yr W2                            Refinance/1st
                  2196898                    Full Doc - 1yr W2                            Refinance/1st
                  2197597                    Full Doc - 1yr W2                            Refinance/1st
                  2197853                    Full Doc - 1yr W2                            Refinance/1st
                  2198166                    Full Doc - 12 M BK STMTS                     Refinance/1st
                  2198549                    Stated Doc                                   Refinance/1st
                  2200651                    Full Doc - 1yr W2                            Refinance/1st
                  2200734                    Full Doc - 1yr W2                            Refinance/1st
                  2201475                    Full Doc - 2yr W2/Tax Returns                Refinance/2nd
                  2201548                    Full Doc - 1yr W2                            Refinance/1st
                  2201847                    Full Doc - 1yr W2                            Refinance/1st
                  2202014                    Full Doc - 1yr W2                            Refinance/1st
                  2202605                    Full Doc - 1yr W2                            Refinance/1st
                  2203226                    Full Doc - 1yr W2                            Refinance/1st
                  2203840                    Full Doc - 1yr W2                            Refinance/1st
                  2203845                    Full Doc - 1yr W2                            Purchase/1st
                  2204027                    Full Doc - 1yr W2                            Refinance/1st
                  2204091                    Full Doc - 1yr W2                            Refinance/1st
                  2204897                    Full Doc - 1yr W2                            Refinance/1st
                  2205037                    Stated Doc                                   Refinance/1st
                  2205145                    Full Doc - 1yr W2                            Refinance/1st
                  2206249                    Stated Doc                                   Refinance/1st
                  2206516                    Full Doc - 1yr W2                            Refinance/1st
                  2207358                    Full Doc - 1yr W2                            Refinance/1st
                  2207990                    Full Doc - 1yr W2                            Purchase Money/2nd
                  2209466                    Full Doc - 1yr W2                            Refinance/1st
                  2209496                    Full Doc - 1yr W2                            Refinance/1st
                  2210068                    Full Doc - 1yr W2                            Refinance/1st
                  2210395                    Full Doc - 1yr W2                            Refinance/1st
                  2210818                    Limited Doc - 6 M BK STMTS                   Purchase/1st
                  2212383                    Full Doc - 1yr W2                            Refinance/1st
                  2212806                    Stated Doc                                   Purchase/1st
                  2213042                    Full Doc - 1yr W2                            Refinance/1st
                  2216005                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
                  2216495                    Stated Doc                                   Refinance/1st
                  2216832                    Full Doc - 1yr W2                            Refinance/1st
                  2217461                    Full Doc - 1yr W2                            Purchase/1st
                  2217483                    Full Doc - 1yr W2                            Refinance/1st
                  2217863                    Full Doc - 1yr W2                            Refinance/1st
                  2218061                    Full Doc - 1yr W2                            Refinance/1st
                  2218170                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
                  2218966                    Full Doc - 1yr W2                            Refinance/1st
                  2221396                    Full Doc - 1yr W2                            Refinance/1st
                  2221896                    Full Doc - 1yr W2                            Refinance/1st
                  2221957                    Full Doc - 1yr W2                            Refinance/1st
                  2222218                    Full Doc - 1yr W2                            Refinance/1st
                  2222589                    Full Doc - 1yr W2                            Refinance/1st
                  2222895                    Full Doc - 1yr W2                            Refinance/1st
                  2223357                    Full Doc - 1yr W2                            Refinance/1st
                  2223763                    Full Doc - 1yr W2                            Refinance/1st
                  2224520                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
                  2225877                    Full Doc - 1yr W2                            Refinance/1st
                  2226239                    Full Doc - 1yr W2                            Refinance/1st
                  2226410                    Limited Doc - 6 M BK STMTS                   Refinance/1st
                  2227080                    Full Doc - 1yr W2                            Refinance/1st
                  2227866                    Stated Doc                                   Refinance/2nd
                  2235353                    Full Doc - 1yr W2                            Refinance/1st
                  2239817                    Full Doc - 1yr W2                            Refinance/1st
                  2240997                    Full Doc - 1yr W2                            Refinance/1st
                  2241215                    Full Doc - 1yr W2                            Refinance/1st
                  2243700                    Full Doc - 1yr W2                            Refinance/1st
                  2248426                    Full Doc - 1yr W2                            Refinance/1st
                  2248500                    Full Doc - 1yr W2                            Refinance/1st
                  2248847                    Full Doc - 1yr W2                            Refinance/1st
                  2248996                    Full Doc - 1yr W2                            Refinance/1st
                  2249438                    Full Doc - 1yr W2                            Refinance/1st
                  2249878                    Stated Doc                                   Refinance/1st
                  2250684                    Full Doc - 1yr W2                            Refinance/1st
                  2251049                    Full Doc - 1yr W2                            Refinance/1st
               1000720223                    Stated Doc                                   Refinance/1st
               1001988219                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
               1002049367                    Stated Doc                                   Refinance/1st
               1002276619                    Full Doc - 12 M BK STMTS                     Purchase Money/2nd
               1002348999                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
               1002371310                    Full Doc - 2yr W2/Tax Returns                Purchase/1st
               1002468706                    Full Doc - 2yr W2/Tax Returns                Purchase Money/2nd
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               1004960448                    Full Doc - 1yr W2                            Refinance/1st
               1004962277                    Stated Doc                                   Purchase/1st
               1004988516                    Stated Doc                                   Purchase/1st
               1004988570                    Stated Doc                                   Purchase/1st
               1005003391                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
               1005020470                    Full Doc - 1yr W2                            Refinance/1st
               1005049663                    Stated Doc                                   Purchase/1st
               1005060863                    Stated Doc                                   Purchase/1st
               1005081216                    Full Doc - 2yr W2/Tax Returns                Purchase/1st
               1005089744                    Limited Doc - 6 M BK STMTS                   Purchase/1st
               1004697527                    Stated Doc                                   Refinance/1st
               1004745422                    Stated Doc                                   Refinance/1st




Cash in Lieu


Legal Hold
               1004156451                    Full Doc - 1yr W2                            Purchase/1st
               1004908988                    Stated Doc                                   Purchase/1st
               1002992300                    Stated Doc                                   Purchase/1st


Compliance Hold
               1004095231                    Stated Doc                                   Purchase/1st


Paid In Full
               1003373307                    Full Doc - 2yr W2/Tax Returns                Purchase/1st
               1002434994                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
               1003237553                    Stated Doc                                   Purchase/1st
               1003088928                    Stated Doc                                   Refinance/1st
               1003432690                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
               1002756681                    Stated Doc                                   Refinance/1st
               1002868506                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
               1003405336                    Stated Doc                                   Refinance/1st
               1003417626                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
               1003228509                    Full Doc - 1yr W2                            Refinance/1st


Withdrawn
               1002257177                    Stated Doc                                   Refinance/1st
               1002785150                    Stated Doc                                   Refinance/1st
               1002835329                    Stated Doc                                   Refinance/1st


Unfunded
               1004386701                    Full Doc - 2yr W2/Tax Returns                Purchase/1st
               1004511148                    Full Doc - 1yr W2                            Refinance/1st
               1004598830                    Stated Doc                                   Refinance/1st
               1004696733                    Full Doc - 12 M BK STMTS                     Refinance/1st
               1004878564                    Stated Doc                                   Purchase/1st
               1005077873                    Full Doc - 2yr W2/Tax Returns                Purchase/1st


Wet Loans
               1004110599                    Stated Doc                                   Refinance/1st
               1004225813                    Stated Doc                                   Purchase/1st
               1004227134                    Full Doc - 1yr W2                            Refinance/1st
               1004800861                    Stated Doc                                   Refinance/1st
               1004260445                    Full Doc - 1yr W2                            Refinance/1st
               1004529816                    Full Doc - 2yr W2/Tax Returns                Refinance/1st
               1002784892                    Stated Doc                                   Purchase/1st
               1004790248                    Full Doc - 1yr W2                            Refinance/1st


Credit Kicks
               1004715712                    Stated Doc                                   Refinance/1st
               1002303475                    Full Doc - 1yr W2                            Refinance/1st
               1002848645                    Stated Doc                                   Refinance/1st
               1003189515                    Stated Doc                                   Purchase/1st
               1002050443                    Full Doc - 2yr W2/Tax Returns                Purchase/1st
               1003026255                    Full Doc - 1yr W2                            Purchase Money/2nd




loan_id                                      lien_position_code              note_rate            margin
-----------------------------------------------------------------------------------------------------------
                  2042848                    1                                     9.475               7.5
                  2157899                    1                                      6.95
                  2175436                    1                                       9.7               5.8
                  2177793                    1                                      8.95
                  2177817                    1                                     9.175              7.35
                  2181320                    1                                       8.4               7.2
                  2182315                    1                                     5.995
                  2182333                    1                                     7.165
                  2185660                    1                                     7.225               5.8
                  2185904                    1                                       7.2
                  2186202                    1                                       7.5               5.8
                  2186869                    1                                     9.425               6.2
                  2188333                    1                                     10.05               7.2
                  2188692                    1                                      9.45               7.2
                  2190566                    1                                      9.35              5.55
                  2190748                    1                                     6.975
                  2190966                    1                                      6.85
                  2191050                    1                                      8.95                 6
                  2193474                    1                                      5.99
                  2195054                    1                                      5.99
                  2196581                    1                                      5.99
                  2196621                    1                                      8.35
                  2196898                    1                                       9.3
                  2197597                    1                                     6.375
                  2197853                    1                                      5.99
                  2198166                    1                                      5.99
                  2198549                    1                                      8.35
                  2200651                    1                                       8.8
                  2200734                    1                                       8.8
                  2201475                    2                                      12.4
                  2201548                    1                                      5.99
                  2201847                    1                                     8.675
                  2202014                    1                                      9.34               7.2
                  2202605                    1                                       7.5
                  2203226                    1                                      6.95
                  2203840                    1                                       9.7
                  2203845                    1                                     7.125
                  2204027                    1                                       6.5
                  2204091                    1                                       8.4
                  2204897                    1                                      9.55                 6
                  2205037                    1                                    10.915
                  2205145                    1                                      6.79
                  2206249                    1                                       5.4               6.2
                  2206516                    1                                       8.8              6.55
                  2207358                    1                                       6.1
                  2207990                    2                                      12.8
                  2209466                    1                                         9               7.2
                  2209496                    1                                      9.39
                  2210068                    1                                     10.25
                  2210395                    1                                      5.99
                  2210818                    1                                      8.75               5.8
                  2212383                    1                                       8.8
                  2212806                    1                                     8.675               5.8
                  2213042                    1                                      7.35               5.8
                  2216005                    1                                       8.1              5.95
                  2216495                    1                                     10.55              6.05
                  2216832                    1                                      7.55              5.95
                  2217461                    1                                      8.65              5.95
                  2217483                    1                                    10.175              6.15
                  2217863                    1                                     10.25
                  2218061                    1                                      8.99
                  2218170                    1                                      7.55
                  2218966                    1                                      8.45              6.35
                  2221396                    1                                      6.85              5.95
                  2221896                    1                                      8.55              6.55
                  2221957                    1                                      7.95              5.95
                  2222218                    1                                      8.75               6.2
                  2222589                    1                                         8                 6
                  2222895                    1                                       7.5              6.15
                  2223357                    1                                      8.15
                  2223763                    1                                      6.85
                  2224520                    1                                      7.63              5.95
                  2225877                    1                                       7.1              5.95
                  2226239                    1                                      9.55
                  2226410                    1                                       9.1              5.95
                  2227080                    1                                      8.25              5.95
                  2227866                    2                                      12.5
                  2235353                    1                                      6.55              5.95
                  2239817                    1                                      8.45               6.5
                  2240997                    1                                         7              6.35
                  2241215                    1                                       7.9
                  2243700                    1                                      9.55
                  2248426                    1                                      10.1              7.35
                  2248500                    1                                     8.275              7.35
                  2248847                    1                                      7.65              5.95
                  2248996                    1                                       8.2
                  2249438                    1                                      8.75              5.95
                  2249878                    1                                      6.75               5.8
                  2250684                    1                                       5.5              5.95
                  2251049                    1                                       9.3              5.95
               1000720223                    1                                     9.963
               1001988219                    1                                       6.5              5.55
               1002049367                    1                                       7.6
               1002276619                    2                                       9.6
               1002348999                    1                                       6.6
               1002371310                    1                                      6.35              5.55
               1002468706                    2                                       9.8
               1002478223                    1                                       6.8
               1002480381                    2                                     11.55
               1002501475                    1                                      9.25                 5
               1002593562                    2                                     11.45
               1002615566                    1                                     7.775              5.75
               1002617190                    1                                     8.575              5.95
               1002617699                    1                                     7.775              5.55
               1002619250                    1                                      7.45
               1002621700                    1                                     7.175              6.25
               1002627385                    1                                       6.8               5.8
               1002645089                    1                                     7.775
               1002652757                    1                                       7.6              5.95
               1002661346                    1                                      8.15              5.95
               1002670522                    1                                      7.95
               1002680548                    2                                        10
               1002684553                    1                                      5.85               5.7
               1002686169                    1                                      5.99
               1002692492                    1                                     7.825                 5
               1002693115                    1                                     7.625              5.95
               1002705380                    2                                     10.25
               1002707501                    2                                      12.1
               1002734508                    1                                      7.99              6.05
               1002759303                    1                                      5.99
               1002760284                    2                                     10.85
               1002760293                    1                                      6.55
               1002765332                    1                                      9.45              5.55
               1002767410                    2                                     10.85
               1002771735                    1                                       7.8               5.9
               1002775740                    1                                     8.475              5.95
               1002778952                    1                                     6.825               5.7
               1002784464                    1                                     8.175                 6
               1002795960                    1                                       9.6
               1002803354                    2                                       9.8
               1002804040                    1                                         7
               1002805334                    1                                       6.6               6.6
               1002818106                    2                                      11.1
               1002818446                    1                                     7.725               5.5
               1002818641                    1                                      8.55                 6
               1002827123                    1                                      8.45                 5
               1002864760                    1                                      6.95
               1002867062                    1                                      6.15
               1002874358                    2                                       8.4
               1002884392                    2                                      9.99
               1002885505                    1                                      6.55               5.7
               1002887291                    1                                      10.2
               1002892212                    1                                      8.85               7.2
               1002893364                    2                                     10.25
               1002896646                    1                                      7.95              5.95
               1002905672                    1                                      5.99
               1002907947                    1                                      6.95               5.7
               1002913716                    1                                      7.99              5.95
               1002918864                    1                                      8.99               5.8
               1002925794                    1                                     6.925               5.7
               1002928880                    1                                       8.8              6.05
               1002936185                    1                                     6.075
               1002938450                    1                                       6.8
               1002941767                    1                                     8.075              6.05
               1002953156                    1                                      11.7               7.2
               1002960969                    1                                       6.6
               1002966696                    1                                         7
               1002983061                    1                                     8.775              6.05
               1002986335                    2                                     10.15
               1002987646                    1                                     8.925              5.95
               1002987655                    1                                       8.8              5.95
               1002989644                    1                                      8.25              6.55
               1002990589                    1                                     11.65              6.55
               1002991597                    1                                      10.9               7.2
               1002995922                    2                                     10.85
               1003000335                    1                                      9.25              5.95
               1003010128                    1                                       8.4              5.95
               1003011092                    1                                      7.85               5.7
               1003011804                    2                                     11.85
               1003016220                    1                                     6.675
               1003018843                    1                                      7.85               6.2
               1003020402                    2                                     10.95
               1003029074                    1                                     7.825
               1003038064                    2                                      9.99
               1003038260                    1                                     6.625              5.95
               1003038670                    1                                     6.875               5.7
               1003040113                    1                                      6.65              6.55
               1003041835                    1                                      7.95              6.05
               1003044486                    1                                     6.925              5.95
               1003044609                    1                                     7.425              5.95
               1003048124                    1                                     6.975
               1003050520                    1                                      6.05
               1003052840                    1                                      6.05
               1003053821                    1                                     6.425
               1003057471                    1                                       7.9                 5
               1003057578                    1                                     7.675                 6
               1003059317                    1                                      5.99
               1003064542                    1                                      6.15
               1003064917                    1                                      5.99
               1003066274                    1                                      9.75               7.3
               1003069832                    1                                         8
               1003071687                    2                                       9.6
               1003078537                    1                                     7.575
               1003078573                    1                                      8.15               5.7
               1003081444                    1                                       7.1
               1003083157                    1                                       7.4              5.95
               1003083647                    2                                     9.469
               1003086895                    1                                       7.5              5.95
               1003089348                    1                                     6.488
               1003090489                    1                                      9.35
               1003091754                    1                                     6.325               5.7
               1003093903                    2                                     10.95
               1003095830                    1                                     8.125
               1003097847                    1                                      5.99
               1003097945                    1                                     7.525
               1003098597                    1                                       7.2              5.95
               1003098757                    1                                     6.625
               1003101734                    1                                     6.888               5.7
               1003102261                    1                                     6.225
               1003102564                    1                                    10.425               6.2
               1003104615                    2                                       9.8
               1003104795                    1                                      6.25
               1003105446                    1                                       6.1
               1003105678                    1                                      6.25
               1003106196                    1                                         8               5.7
               1003106515                    1                                      7.95
               1003108032                    1                                     6.425
               1003108782                    1                                       6.7
               1003109629                    1                                      8.55              5.95
               1003113482                    1                                      6.25
               1003119093                    1                                       7.5              5.95
               1003119912                    2                                      12.2
               1003120303                    1                                      5.99
               1003121115                    1                                       6.4
               1003123113                    2                                      10.3
               1003125932                    1                                       6.3
               1003126600                    1                                      5.99
               1003126628                    2                                      10.7
               1003129000                    1                                      8.75
               1003131122                    2                                     10.95
               1003133086                    1                                      7.75              5.95
               1003135128                    1                                      9.15              6.55
               1003135351                    1                                       7.8
               1003135636                    1                                     8.325               5.7
               1003136537                    2                                     10.95
               1003138107                    2                                      12.1
               1003138517                    1                                      6.99              5.95
               1003138928                    2                                     11.45
               1003138946                    1                                    10.225
               1003139106                    1                                       6.6              5.95
               1003141148                    2                                      8.95
               1003145377                    1                                      6.65               5.7
               1003146562                    1                                     6.375               5.7
               1003146580                    1                                       5.9              5.75
               1003147534                    1                                      5.99
               1003147605                    1                                       6.5
               1003147847                    1                                      7.85                 6
               1003148631                    1                                       8.8              5.95
               1003149426                    1                                      6.45               5.7
               1003150388                    2                                     9.469
               1003150716                    1                                      7.55
               1003154384                    1                                       7.5               5.7
               1003155169                    2                                       8.5
               1003155454                    1                                     6.925               5.7
               1003156872                    2                                      9.99
               1003157014                    2                                       9.9
               1003158273                    1                                     7.975              6.05
               1003159021                    1                                       8.5              5.95
               1003159049                    1                                     6.363
               1003161517                    2                                      9.35
               1003162124                    1                                     9.525                 6
               1003162437                    1                                      8.95              6.55
               1003165247                    1                                      8.35
               1003168191                    1                                      6.65
               1003168770                    1                                       7.3              5.95
               1003169779                    1                                      5.99
               1003174157                    1                                       5.3              6.05
               1003175600                    2                                      10.4
               1003178073                    2                                      11.2
               1003178322                    1                                     7.475               5.7
               1003178769                    2                                      9.75
               1003179385                    1                                     6.075
               1003179553                    2                                     10.99
               1003181498                    1                                     6.663               5.7
               1003181719                    1                                       8.1               5.7
               1003181915                    2                                      9.55
               1003181988                    2                                     10.15
               1003182576                    1                                     6.975               5.7
               1003182969                    1                                       7.8              5.95
               1003183682                    1                                     7.775               5.7
               1003183995                    1                                      5.25                 6
               1003190978                    2                                      9.65
               1003194331                    1                                      5.99
               1003195081                    1                                     8.075                 6
               1003196400                    2                                      11.2
               1003197043                    1                                     10.65
               1003199425                    1                                       6.1
               1003201680                    1                                     8.625               5.7
               1003202199                    1                                     6.223             2.806
               1003203269                    2                                     11.15
               1003205043                    1                                     7.225                 5
               1003205908                    1                                     6.875               5.7
               1003207363                    1                                      7.45              6.05
               1003209272                    1                                     7.788                 6
               1003210812                    1                                       6.2              3.85
               1003211571                    1                                       8.6
               1003212044                    2                                     10.65
               1003212614                    2                                     10.65
               1003213748                    2                                      11.6
               1003214248                    2                                     10.95
               1003215639                    1                                      6.99              5.95
               1003216727                    1                                       8.4              6.55
               1003218761                    2                                      11.3
               1003219289                    2                                      9.35
               1003222621                    1                                       7.4
               1003222916                    2                                        11
               1003224040                    1                                      6.75               5.7
               1003226985                    2                                     10.65
               1003228171                    2                                       9.2
               1003228420                    1                                       6.5                 5
               1003230417                    1                                     7.125
               1003231577                    1                                     6.875               6.3
               1003233575                    1                                     7.025              5.95
               1003233995                    1                                       8.2                 6
               1003235154                    2                                     11.45
               1003238428                    2                                      10.4
               1003239686                    1                                     7.325                 5
               1003241968                    1                                       7.2
               1003242495                    2                                      11.1
               1003246188                    2                                      11.2
               1003249531                    1                                      8.05              6.35
               1003252893                    1                                       7.6              6.65
               1003254622                    2                                       9.9
               1003263532                    2                                    10.125
               1003268172                    1                                      6.75               5.7
               1003269590                    2                                      9.55
               1003275912                    1                                     8.875              5.95
               1003282977                    1                                      7.75               5.7
               1003285607                    1                                      8.59              5.95
               1003287776                    1                                      7.15                 5
               1003288454                    1                                      8.45              5.95
               1003288533                    1                                     10.05
               1003291191                    1                                     9.725
               1003291869                    2                                      10.3
               1003293224                    1                                       8.3
               1003294740                    2                                     10.75
               1003300957                    2                                     11.05
               1003301368                    1                                       7.9              5.95
               1003301484                    1                                      5.99
               1003303044                    1                                       5.6              5.75
               1003303570                    2                                     10.35
               1003304230                    1                                     8.325                 5
               1003304329                    1                                       9.9               6.5
               1003306265                    1                                      10.4               6.3
               1003306988                    1                                     7.875              6.35
               1003308245                    1                                      5.99
               1003311008                    1                                       6.2               3.9
               1003315488                    1                                         6               5.9
               1003315512                    1                                     8.225              5.75
               1003321248                    1                                      8.75               7.2
               1003323852                    1                                     6.825              5.95
               1003323870                    1                                      10.1               6.7
               1003332174                    1                                     7.125               3.8
               1003334350                    2                                      11.8
               1003337366                    1                                     8.375              5.95
               1003338739                    1                                      8.15                 5
               1003340726                    2                                       9.8
               1003341262                    1                                      7.85                 5
               1003342760                    1                                      7.05              6.15
               1003343377                    2                                      11.3
               1003344303                    1                                       6.8
               1003348808                    1                                     6.375               5.7
               1003350135                    1                                       5.8              3.85
               1003350992                    1                                      7.15              5.75
               1003351900                    1                                      6.25
               1003352516                    1                                      6.85               6.7
               1003359314                    2                                       9.8
               1003364004                    1                                       6.9
               1003365067                    1                                      6.45
               1003367289                    1                                     9.425                 5
               1003378437                    1                                      5.99
               1003381227                    1                                      7.35
               1003386909                    2                                     10.99
               1003389853                    1                                       7.7              6.15
               1003393660                    1                                      7.65               7.2
               1003395178                    2                                     10.49
               1003395748                    1                                     8.625               5.9
               1003399753                    1                                       9.1              5.95
               1003400288                    2                                      11.2
               1003403436                    1                                     6.825               3.8
               1003404186                    1                                      6.25
               1003406996                    1                                     9.125                 6
               1003407183                    1                                       7.1               5.9
               1003408592                    1                                      6.85
               1003409154                    1                                       7.3                 5
               1003409911                    1                                     7.025
               1003410384                    1                                     8.775
               1003412024                    2                                      10.8
               1003413979                    1                                     8.925                 6
               1003415129                    1                                     6.325
               1003417225                    1                                      8.85
               1003421087                    1                                       7.5
               1003423959                    1                                     7.025               5.9
               1003426313                    2                                      11.3
               1003428650                    1                                    11.725              7.05
               1003443278                    1                                      7.75
               1003449502                    2                                     10.95
               1003450517                    2                                      12.3
               1003451437                    1                                     8.375               5.9
               1003452631                    1                                      6.99
               1003452935                    1                                      9.28                 6
               1003453827                    1                                     8.484                 5
               1003455781                    1                                      7.25
               1003459698                    1                                      8.55               5.9
               1003468946                    2                                      11.7
               1003470880                    1                                      5.99
               1003473495                    2                                     11.45
               1003479239                    1                                      7.75               6.7
               1003491581                    1                                     8.025                 5
               1003491741                    1                                      6.45              6.15
               1003497353                    2                                     11.95
               1003499155                    1                                      6.75
               1003502748                    1                                     8.075
               1003506888                    1                                     9.125              6.35
               1003515645                    1                                      7.55              6.15
               1003516190                    1                                      6.65              5.95
               1003517331                    1                                     7.375              6.15
               1003519179                    1                                      9.85              6.15
               1003528221                    2                                      11.6
               1003531930                    1                                     9.625
               1003541536                    1                                      5.95               5.9
               1003542045                    2                                     10.95
               1003544748                    2                                     11.45
               1003547745                    2                                     11.45
               1003557699                    1                                       8.3              6.15
               1003564226                    1                                      6.25
               1003565911                    2                                     11.05
               1003567330                    1                                     6.425              5.95
               1003570601                    2                                     9.469
               1003577007                    1                                       8.5              5.95
               1003592721                    2                                     11.25
               1003593800                    1                                       8.1
               1003600400                    2                                      11.4
               1003600785                    1                                       6.9               5.9
               1003600829                    1                                       7.2
               1003603354                    1                                     6.625
               1003623118                    1                                       9.1
               1003629791                    2                                      9.99
               1003632448                    1                                      6.85
               1003638861                    1                                       7.3               5.9
               1003644514                    1                                       7.6              5.95
               1003644809                    1                                       8.7                 5
               1003656966                    1                                       7.6
               1003658848                    2                                     10.99
               1003659124                    1                                      5.99              6.15
               1003660531                    1                                       9.7              6.15
               1003662735                    1                                      6.75
               1003668007                    1                                      7.75              6.15
               1003668784                    1                                     8.925
               1003670245                    1                                      8.99              6.15
               1003670263                    1                                         9               6.7
               1003671743                    1                                      8.35               5.9
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               1004724686                    1                                     8.975              5.95
               1004737743                    1                                      7.65              5.95
               1004752841                    1                                       9.4              5.95
               1004755900                    1                                     9.825              5.95
               1004766220                    1                                      7.05              5.95
               1004766603                    1                                      10.1              5.95
               1004768237                    1                                      10.1               6.2
               1004775327                    1                                      7.75              5.95
               1004792905                    1                                      9.45              5.95
               1004811154                    1                                      9.35               6.2
               1004812439                    1                                    10.125               6.2
               1004829831                    1                                      7.65              5.95
               1004846983                    1                                      8.85              6.45
               1004854232                    1                                      6.35              5.95
               1004873391                    1                                      7.55              5.95
               1004873836                    1                                      8.05              5.95
               1004876539                    1                                      7.65              6.45
               1004885280                    1                                     10.25              7.35
               1004885850                    1                                       8.7              5.95
               1004895260                    1                                       8.9               6.2
               1004904802                    1                                     7.825              5.95
               1004905080                    1                                     9.475               6.2
               1004911402                    1                                      8.95              6.45
               1004922622                    1                                      6.65              5.95
               1004933861                    1                                      8.05               6.2
               1004940997                    1                                     9.625               6.2
               1004958558                    1                                       9.6               6.2
               1004960448                    1                                      6.25              5.95
               1004962277                    1                                       8.1              5.95
               1004988516                    1                                      7.39              3.25
               1004988570                    1                                     8.775               6.2
               1005003391                    1                                       7.2              5.95
               1005020470                    1                                     7.875              5.95
               1005049663                    1                                     7.825               6.2
               1005060863                    1                                     9.075               6.2
               1005081216                    1                                       7.8              5.95
               1005089744                    1                                         8              5.95
               1004697527                    1                                      9.65               6.2
               1004745422                    1                                      10.8               6.2




Cash in Lieu


Legal Hold
               1004156451                    1                                      6.35              5.95
               1004908988                    1                                    10.375              5.95
               1002992300                    1                                       8.6              5.95


Compliance Hold
               1004095231                    1                                       7.1              5.95


Paid In Full
               1003373307                    1                                      6.41             2.993
               1002434994                    1                                      6.34              3.25
               1003237553                    1                                      9.15                 6
               1003088928                    1                                      9.45              6.05
               1003432690                    1                                     7.975               5.9
               1002756681                    1                                      9.35               6.5
               1002868506                    1                                      6.85                 6
               1003405336                    1                                     7.313
               1003417626                    1                                      6.41             2.827
               1003228509                    1                                     8.225                 6


Withdrawn
               1002257177                    1                                         7              6.05
               1002785150                    1                                      7.25
               1002835329                    1                                      8.25              5.95


Unfunded
               1004386701                    1                                      9.25              5.95
               1004511148                    1                                       7.4              5.95
               1004598830                    1                                      9.15               6.2
               1004696733                    1                                     8.075              5.95
               1004878564                    1                                      8.65               6.2
               1005077873                    1                                         6              5.95


Wet Loans
               1004110599                    1                                       8.5               6.2
               1004225813                    1                                       7.6              5.95
               1004227134                    1                                     7.025              5.95
               1004800861                    1                                      8.75              5.95
               1004260445                    1                                       9.7              5.95
               1004529816                    1                                      7.75              5.95
               1002784892                    1                                     6.925               5.7
               1004790248                    1                                      7.15              5.95


Credit Kicks
               1004715712                    1                                      8.75              6.15
               1002303475                    1                                       6.9              5.55
               1002848645                    1                                    11.375               6.3
               1003189515                    1                                     6.725                 5
               1002050443                    1                                      6.65              5.55
               1003026255                    2                                      11.2




loan_id                                      arm_index             terms            amortization            ltv
----------------------------------------------------------------------------------------------------------------------------
                  2042848                            4.04              360                     360                  57.3333
                  2157899                                              360                     360                       80
                  2175436                          3.8944              360                     360                       70
                  2177793                                              360                     360                       80
                  2177817                            4.59              360                     360                  34.3182
                  2181320                          4.0531              360                     360                       75
                  2182315                                              360                     360                       65
                  2182333                                              360                     360                       80
                  2185660                            3.96              360                     360                  56.4356
                  2185904                                              360                     360                  79.5699
                  2186202                          3.8944              360                     360                       75
                  2186869                          4.0531              360                     360                      100
                  2188333                            3.91              360                     360                       75
                  2188692                          4.0531              360                     360                       75
                  2190566                          4.0531              360                     360                  90.5797
                  2190748                                              180                     180                       80
                  2190966                                              360                     360                       80
                  2191050                          4.0248              360                     360                  79.4076
                  2193474                                              360                     360                  76.0109
                  2195054                                              360                     360                  72.0455
                  2196581                                              360                     360                  73.4227
                  2196621                            3.96              360                     360                       85
                  2196898                                              360                     360                       80
                  2197597                                              360                     360                       80
                  2197853                                              360                     360                   77.381
                  2198166                                              360                     360                   62.259
                  2198549                                              360                     360                  78.9238
                  2200651                                              360                     360                       80
                  2200734                                              360                     360                       85
                  2201475                                              360                     360                       20
                  2201548                                              360                     360                       79
                  2201847                                              360                     360                       80
                  2202014                          4.0248              360                     360                       70
                  2202605                                              360                     360                       80
                  2203226                                              360                     360                  82.7434
                  2203840                                              360                     360                  82.3158
                  2203845                                              360                     360                       80
                  2204027                                              360                     360                  74.4048
                  2204091                                              360                     360                  83.0986
                  2204897                          4.0531              360                     360                       85
                  2205037                                              240                     240                       50
                  2205145                                              360                     360                       73
                  2206249                          4.0531              360                     360                  63.0645
                  2206516                          4.0531              360                     360                       75
                  2207358                                              360                     360                     86.4
                  2207990                                              360                     360                       20
                  2209466                          4.0531              360                     360                       70
                  2209496                                              360                     360                       80
                  2210068                                              240                     240                       85
                  2210395                                              300                     300                       60
                  2210818                            4.29              360                     360                       85
                  2212383                                              360                     360                  67.8929
                  2212806                          4.0531              360                     360                  90.0001
                  2213042                            4.04              360                     360                  69.9708
                  2216005                          4.3906              360                     360                  79.1667
                  2216495                          4.0531              360                     360                       75
                  2216832                          4.0581              360                     360                  76.6429
                  2217461                            4.08              360                     360                       80
                  2217483                            4.29              360                     360                       85
                  2217863                                              360                     360                       75
                  2218061                                              360                     360                       70
                  2218170                                              360                     360                       85
                  2218966                            4.29              360                     360                       85
                  2221396                          4.1831              360                     360                  94.9132
                  2221896                          4.0581              360                     360                       80
                  2221957                          4.0581              360                     360                  71.7241
                  2222218                          4.0581              360                     360                       90
                  2222589                          4.1831              360                     360                       75
                  2222895                          4.1831              360                     360                       95
                  2223357                                              360                     360                       80
                  2223763                                              360                     360                     78.8
                  2224520                          4.0138              360                     360                       50
                  2225877                            4.29              360                     360                       89
                  2226239                                              360                     360                       85
                  2226410                            4.31              360                     360                       85
                  2227080                          4.0581              360                     360                       80
                  2227866                                              360                     360                       15
                  2235353                          4.0581              360                     360                       85
                  2239817                            4.29              360                     360                       75
                  2240997                          4.4694              360                     360                  59.6875
                  2241215                                              360                     360                       80
                  2243700                                              360                     360                       80
                  2248426                            4.53              360                     360                  71.7391
                  2248500                            4.31              360                     360                  48.2143
                  2248847                            4.31              360                     360                       95
                  2248996                                              360                     360                       85
                  2249438                            4.29              360                     360                       85
                  2249878                          4.3906              360                     360                  74.8344
                  2250684                            4.36              360                     360                  77.3684
                  2251049                            4.57              360                     360                       80
               1000720223                                              360                     360                       80
               1001988219                            3.54              360                     360                       90
               1002049367                                              360                     360                       80
               1002276619                                              360                     360                       20
               1002348999                               0              360                     360                       80
               1002371310                           3.538              360                     360                       80
               1002468706                                              360                     360              19.99960384
               1002478223                                              360                     360               84.1025641
               1002480381                                              360                     360              19.99959087
               1002501475                            3.62              360                     360                       90
               1002593562                                              360                     360                       20
               1002615566                            3.66              360                     360              81.09090909
               1002617190                            3.66              360                     360                       90
               1002617699                            3.66              360                     360              84.23076923
               1002619250                                              360                     360              74.92113565
               1002621700                            3.66              360                     360                       80
               1002627385                            3.66              360                     360                       80
               1002645089                                              360                     360                       80
               1002652757                            3.66              360                     360              89.99956122
               1002661346                           4.469              360                     480                       90
               1002670522                                              360                     360              76.86363636
               1002680548                                              360                     360                       20
               1002684553                            3.66              360                     360              76.41666667
               1002686169                                              360                     360                     44.5
               1002692492                            4.04              360                     360              79.79487179
               1002693115                            3.66              360                     360                       90
               1002705380                                              360                     360                       20
               1002707501                                              360                     360                       20
               1002734508                           3.778              360                     360                       85
               1002759303                                              360                     360              55.25386313
               1002760284                                              360                     360                       20
               1002760293                                              360                     360                       80
               1002765332                           3.778              360                     360              61.53846154
               1002767410                                              360                     360                       20
               1002771735                           3.778              360                     360                       85
               1002775740                           3.778              360                     360                       90
               1002778952                           3.778              360                     360                       95
               1002784464                           3.778              360                     360                       95
               1002795960                                              180                     180                       80
               1002803354                                              360                     360               19.9992251
               1002804040                                              360                     360                       80
               1002805334                           3.778              360                     360              72.86821705
               1002818106                                              360                     360              19.99992627
               1002818446                           3.894              360                     360              89.99952466
               1002818641                           3.778              360                     360                       85
               1002827123                           3.778              360                     360                      100
               1002864760                               0              360                     360                       85
               1002867062                                              360                     360              74.94736842
               1002874358                                              360                     360                       20
               1002884392                                              360                     360                       20
               1002885505                            3.81              360                     360                       70
               1002887291                                              180                     180                       80
               1002892212                            3.81              360                     360                       75
               1002893364                                              360                     360                       20
               1002896646                            3.81              360                     360              77.14285714
               1002905672                                              240                     240              71.59090909
               1002907947                            3.81              360                     360               60.8974359
               1002913716                            3.87              360                     360                       90
               1002918864                            3.81              360                     360                       80
               1002925794                            3.81              360                     360                       80
               1002928880                            3.81              360                     360                       85
               1002936185                                              360                     360              38.51851852
               1002938450                               0              360                     360                       80
               1002941767                            3.81              360                     360                       95
               1002953156                            3.87              360                     360                     69.3
               1002960969                                              360                     360                       80
               1002966696                                              360                     360                       80
               1002983061                            3.87              360                     360                       80
               1002986335                                              360                     360                       20
               1002987646                            3.87              360                     360                       90
               1002987655                            3.87              360                     360                       75
               1002989644                            3.87              360                     360                       80
               1002990589                            3.87              360                     360                       75
               1002991597                            3.87              360                     360              69.44444444
               1002995922                                              360                     360                       20
               1003000335                            3.87              360                     360                       80
               1003010128                            3.87              360                     360                       90
               1003011092                            3.87              360                     360                       95
               1003011804                                              180                     180              21.38579983
               1003016220                                              180                     180              58.06451613
               1003018843                            3.87              360                     360              79.99972945
               1003020402                                              360                     360                       20
               1003029074                                              360                     360                       87
               1003038064                                              360                     360                       20
               1003038260                            3.87              360                     360                       80
               1003038670                            3.87              360                     360              78.26086957
               1003040113                            3.87              360                     360                       70
               1003041835                            3.87              360                     360              77.40384615
               1003044486                            3.96              360                     360               79.9995854
               1003044609                            3.87              360                     360                       80
               1003048124                                              360                     360                       80
               1003050520                                              360                     360                       80
               1003052840                                              360                     360              69.85074627
               1003053821                                              360                     360                       80
               1003057471                           3.894              360                     360                       70
               1003057578                           3.894              360                     360              75.73529412
               1003059317                               0              360                     360                       80
               1003064542                                              360                     360                       70
               1003064917                                              360                     360              48.16666667
               1003066274                            4.04              360                     360                       65
               1003069832                               0              360                     360              86.53846154
               1003071687                                              360                     360                       20
               1003078537                                              360                     360                       80
               1003078573                           3.894              360                     360                       90
               1003081444                                              360                     360                       80
               1003083157                           3.894              360                     360              77.01149425
               1003083647                                              360                     360                       20
               1003086895                           3.894              360                     360                       95
               1003089348                                              360                     360              74.07407407
               1003090489                                              360                     360                       85
               1003091754                           3.894              360                     360                       95
               1003093903                                              360                     360                       20
               1003095830                                              360                     360                       85
               1003097847                                              360                     360              66.81715576
               1003097945                               0              360                     360              74.79166667
               1003098597                            3.96              360                     360                       70
               1003098757                                              360                     360                       80
               1003101734                           3.894              360                     360                       95
               1003102261                                              360                     360              59.25925926
               1003102564                           3.894              360                     360                       75
               1003104615                                              360                     360              19.99946554
               1003104795                               0              360                     360              77.88461538
               1003105446                                              360                     360                       50
               1003105678                               0              360                     360              71.42857143
               1003106196                           3.894              360                     360                       65
               1003106515                                              360                     360                       85
               1003108032                                              360                     360                       80
               1003108782                                              360                     360                       80
               1003109629                           3.894              360                     360                       95
               1003113482                                              360                     360                       50
               1003119093                           3.894              360                     360                       80
               1003119912                                              360                     360                       20
               1003120303                                              360                     360              72.25806452
               1003121115                                              360                     360               73.0212766
               1003123113                                              360                     360                       20
               1003125932                                              360                     360                       65
               1003126600                                              360                     360              64.84210526
               1003126628                                              360                     360                       20
               1003129000                                              360                     360                       80
               1003131122                                              360                     360                       20
               1003133086                           3.894              360                     360                       95
               1003135128                           3.894              360                     360              72.72727273
               1003135351                                              360                     360                       80
               1003135636                           3.894              360                     360                       90
               1003136537                                              360                     360                       20
               1003138107                                              360                     360                       20
               1003138517                           3.894              360                     360                       80
               1003138928                                              360                     360                       20
               1003138946                                              180                     180                       75
               1003139106                           3.894              360                     360                       75
               1003141148                                              360                     360                       20
               1003145377                           3.894              360                     360              73.01204819
               1003146562                           3.894              360                     360                       95
               1003146580                            3.96              360                     360                       80
               1003147534                                              360                     360                       70
               1003147605                                              360                     360                       85
               1003147847                           3.894              360                     360                       80
               1003148631                           3.894              360                     360                       90
               1003149426                           3.894              360                     360                       75
               1003150388                                              360                     360                       20
               1003150716                                              360                     360              78.82352941
               1003154384                           3.894              360                     360                       80
               1003155169                                              360                     360                       20
               1003155454                           3.894              360                     360                       80
               1003156872                                              360                     360                       20
               1003157014                                              360                     360                       20
               1003158273                            3.96              360                     360                       95
               1003159021                            3.96              360                     360                       80
               1003159049                                              360                     360                       80
               1003161517                                              360                     360                       20
               1003162124                            3.96              360                     360                       90
               1003162437                            3.96              360                     360                       80
               1003165247                                              360                     360                       85
               1003168191                                              360                     360              88.46153846
               1003168770                            3.96              360                     360                       80
               1003169779                                              360                     360               68.0952381
               1003174157                            3.96              360                     360              58.52631579
               1003175600                                              360                     360                       20
               1003178073                                              360                     360                       20
               1003178322                            3.96              360                     360                       75
               1003178769                                              360                     360                       20
               1003179385                                              360                     360              59.28571429
               1003179553                                              360                     360                       20
               1003181498                            3.96              360                     360                       80
               1003181719                            3.96              360                     360                       95
               1003181915                                              360                     360                       20
               1003181988                                              360                     360                       20
               1003182576                            3.96              360                     360              94.96904025
               1003182969                            3.96              360                     360                       85
               1003183682                            3.96              360                     360                       75
               1003183995                            3.96              360                     360              66.66666667
               1003190978                                              360                     360              14.90066225
               1003194331                                              360                     360              37.03703704
               1003195081                            3.96              360                     360                       84
               1003196400                                              360                     360                       20
               1003197043                                              240                     240              78.74015748
               1003199425                                              360                     360              67.59581882
               1003201680                            3.96              360                     360                       90
               1003202199                           3.417              300                     300                       80
               1003203269                                              360                     360                       20
               1003205043                            3.96              360                     360                       80
               1003205908                            3.96              360                     360                       85
               1003207363                            3.96              360                     360                       80
               1003209272                            3.96              360                     360              76.33928571
               1003210812                            3.96              360                     360              79.59183673
               1003211571                                              360                     360                       85
               1003212044                                              360                     360                       20
               1003212614                                              360                     360                       20
               1003213748                                              360                     360                       20
               1003214248                                              360                     360                       20
               1003215639                            4.04              360                     360                       95
               1003216727                            3.96              360                     360                       75
               1003218761                                              360                     360                       20
               1003219289                                              360                     360                       20
               1003222621                                              360                     360                       80
               1003222916                                              360                     360                       20
               1003224040                            3.96              360                     360                       80
               1003226985                                              360                     360                       20
               1003228171                                              360                     360                       20
               1003228420                            4.04              360                     360              63.58381503
               1003230417                                              360                     360              79.80943306
               1003231577                           4.025              360                     360              15.17241379
               1003233575                            3.96              360                     360                       80
               1003233995                            3.96              360                     360                       95
               1003235154                                              360                     360              19.99965957
               1003238428                                              360                     360                       20
               1003239686                            3.96              360                     360                       80
               1003241968                               0              360                     360                       80
               1003242495                                              360                     360                       20
               1003246188                                              360                     360                       20
               1003249531                           4.025              360                     360                       90
               1003252893                            3.96              360                     360                       70
               1003254622                                              360                     360                       20
               1003263532                                              360                     360                       20
               1003268172                           4.053              360                     360              71.07142857
               1003269590                                              360                     360                       20
               1003275912                           4.025              360                     360                      100
               1003282977                           4.025              360                     360                       90
               1003285607                           4.025              360                     360                       90
               1003287776                           4.025              360                     360                       80
               1003288454                           4.025              360                     360                       95
               1003288533                                              360                     360                       75
               1003291191                                              360                     360                       85
               1003291869                                              360                     360                       20
               1003293224                                              360                     360                       85
               1003294740                                              360                     360                       20
               1003300957                                              360                     360                       20
               1003301368                            4.04              360                     360                       85
               1003301484                                              360                     360              55.38461538
               1003303044                           4.025              360                     360              38.67375967
               1003303570                                              360                     360                       20
               1003304230                           4.025              360                     360                       80
               1003304329                           4.025              360                     360                       75
               1003306265                           4.025              360                     360               75.6302521
               1003306988                           4.025              360                     360              54.56431535
               1003308245                                              360                     360              88.70588235
               1003311008                           4.025              360                     360                       80
               1003315488                           4.053              360                     360                       75
               1003315512                           4.025              360                     360                       80
               1003321248                           4.025              360                     360                       75
               1003323852                           4.025              360                     360                       80
               1003323870                           4.025              360                     360                       75
               1003332174                           4.025              360                     360                       80
               1003334350                                              360                     360                       20
               1003337366                           4.025              360                     360                       80
               1003338739                           4.053              360                     360                       95
               1003340726                                              360                     360                       20
               1003341262                           4.025              360                     360                       80
               1003342760                           4.025              360                     360                       75
               1003343377                                              360                     360                       20
               1003344303                                              360                     360              74.88584475
               1003348808                           4.025              360                     360                       80
               1003350135                           4.025              360                     360              60.46511628
               1003350992                           4.025              360                     360              94.46153846
               1003351900                               0              360                     360                       75
               1003352516                           4.025              360                     360              77.77777778
               1003359314                                              360                     360               19.9996748
               1003364004                                              360                     360              78.57142857
               1003365067                                              360                     360                       80
               1003367289                            4.04              360                     360                       75
               1003378437                                              360                     360              57.70114943
               1003381227                                              360                     360                       80
               1003386909                                              360                     360                       20
               1003389853                           4.025              360                     360                       80
               1003393660                           4.025              360                     360                       75
               1003395178                                              360                     360                       20
               1003395748                           4.025              360                     360                       95
               1003399753                           4.025              360                     360              87.27272727
               1003400288                                              360                     360                       20
               1003403436                           4.025              360                     360                       90
               1003404186                                              360                     360                       75
               1003406996                            4.04              360                     360                       95
               1003407183                            4.04              360                     360              73.46153846
               1003408592                                              360                     360                       80
               1003409154                            4.04              360                     360                       90
               1003409911                                              360                     360                       80
               1003410384                                              360                     360                    31.25
               1003412024                                              360                     360                       20
               1003413979                            4.04              360                     360              89.99999692
               1003415129                                              360                     360                       75
               1003417225                                              360                     360                       80
               1003421087                                              360                     360              51.48514851
               1003423959                            4.04              360                     360                       75
               1003426313                                              240                     240                       20
               1003428650                            4.04              360                     360                       75
               1003443278                                              360                     360               64.1025641
               1003449502                                              360                     360                       20
               1003450517                                              360                     360                       20
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               1003757964                            3.91              360                     360                       80
               1003764055                            3.91              360                     360               72.9787234
               1003776523                            3.91              360                     360              73.63636364
               1003779209                            3.91              360                     360                       80
               1003791846                           4.391              360                     360                       80
               1003795646                            3.91              360                     360                       90
               1003805895                           4.058              360                     360                       90
               1003837165                           4.014              360                     360                       75
               1003907259                           4.058              360                     360              74.44168734
               1003969496                           4.058              360                     360                       80
               1003997278                            4.59              360                     360                       80
               1003999285                           4.058              360                     360              89.99462076
               1004009897                           4.058              360                     360                       84
               1004037081                           4.183              360                     360                       90
               1004040727                                              360                     360              61.72839506
               1004085643                           4.183              360                     360                       80
               1004143750                            4.29              360                     360                       75
               1004155434                            4.29              360                     480                     87.5
               1004156264                            4.53              360                     360              89.99321574
               1004187775                            4.29              360                     360                       80
               1004189130                            4.29              360                     360                       80
               1004189210                            4.29              360                     480              74.93333333
               1004216547                                              360                     360                       20
               1004233804                                              360                     360                       20
               1004238186                            4.31              360                     360                       80
               1004251865                            4.29              360                     360                       90
               1004253346                            4.29              360                     360                       90
               1004269259                            4.31              360                     360                       90
               1004278061                           4.391              360                     360                       80
               1004308047                            4.31              360                     360                       95
               1004310828                            4.31              360                     480                       80
               1004322469                            4.31              360                     360               89.9801111
               1004328953                           4.391              360                     480                      100
               1004361345                           4.391              360                     480                      100
               1004365626                            4.31              360                     360                       90
               1004395817                           4.469              360                     360              65.30612245
               1004399984                            4.31              360                     480                       85
               1004417955                               0              360                     360                       85
               1004442295                            4.36              360                     360              83.22147651
               1004462227                            4.36              360                     360                       90
               1004474018                            4.36              360                     360                       90
               1004481705                            4.36              360                     480                       85
               1004482143                            4.36              360                     360                      100
               1004488762                            4.36              360                     360                       70
               1004498886                            4.36              360                     360              76.47058824
               1004505164                                              360                     360                       20
               1004544185                            4.36              360                     480                       80
               1004552175                           4.391              360                     480               84.9382716
               1004581937                           4.391              360                     360                       85
               1004594503                           4.391              360                     360                       90
               1004595502                            4.57              360                     360                      100
               1004605797                           4.391              360                     360                      100
               1004619256                           4.391              360                     360                       75
               1004643684                           4.391              360                     360                       80
               1004645049                           4.391              360                     360              69.26070039
               1004647127                           4.391              360                     360                       90
               1004670546                           4.469              360                     360              38.88888889
               1004672483                           4.391              360                     360                       90
               1004675426                           4.391              360                     480                       90
               1004678450                            4.57              360                     480                       80
               1004685344                            4.53              360                     360                      100
               1004694762                           4.469              360                     360              51.85185185
               1004696500                            4.57              360                     480              77.65830346
               1004703226                           4.469              360                     360                       80
               1004712118                           4.469              360                     360                       90
               1004723071                           4.469              360                     360                       80
               1004723963                           4.469              360                     360              63.82978723
               1004724686                           4.469              360                     360                       80
               1004737743                           4.469              360                     360                       90
               1004752841                           4.469              360                     480                      100
               1004755900                           4.469              360                     360                      100
               1004766220                            4.59              360                     360              79.99999509
               1004766603                           4.469              360                     360                       75
               1004768237                           4.469              360                     360                       75
               1004775327                           4.469              360                     360                       85
               1004792905                           4.469              360                     480                      100
               1004811154                           4.469              360                     480                      100
               1004812439                           4.469              360                     360                       90
               1004829831                           4.469              360                     480                       80
               1004846983                            4.53              360                     360                       80
               1004854232                            4.53              360                     360                       80
               1004873391                            4.53              360                     360                       80
               1004873836                            4.53              360                     360                       80
               1004876539                            4.53              360                     360              79.90487805
               1004885280                            4.53              360                     360                       70
               1004885850                            4.57              360                     360                       95
               1004895260                            4.53              360                     360                       80
               1004904802                            4.53              360                     360                       80
               1004905080                            4.53              360                     360               89.9958316
               1004911402                            4.53              360                     480                       75
               1004922622                            4.53              360                     360              66.58064516
               1004933861                            4.53              360                     360              70.96774194
               1004940997                            4.53              360                     360                       80
               1004958558                            4.53              360                     360                       90
               1004960448                            4.53              360                     360              69.05660377
               1004962277                            4.57              360                     480                       80
               1004988516                            4.14              300                     300                       80
               1004988570                            4.57              360                     360                       90
               1005003391                            4.57              360                     360                       80
               1005020470                            4.57              360                     360              61.36363636
               1005049663                            4.57              360                     360                       90
               1005060863                            4.57              360                     360               89.8089172
               1005081216                            4.57              360                     360                       80
               1005089744                            4.57              360                     360              79.99964865
               1004697527                           4.469              360                     480              77.10843373
               1004745422                           4.469              360                     360                       80




Cash in Lieu


Legal Hold
               1004156451                            4.31              360                     480                       80
               1004908988                            4.53              360                     360                       85
               1002992300                            3.87              360                     360                       90


Compliance Hold
               1004095231                           4.183              360                     480                       80


Paid In Full
               1003373307                           3.417              300                     300                       80
               1002434994                            3.09              300                     300                       90
               1003237553                            3.96              360                     360                       95
               1003088928                           3.894              360                     360              94.81037924
               1003432690                            4.04              360                     360              85.61797753
               1002756681                           3.778              360                     360                       75
               1002868506                            3.81              360                     360               70.3030303
               1003405336                                              360                     360              84.93690852
               1003417626                           3.583              300                     300                       90
               1003228509                            3.96              360                     360                       90


Withdrawn
               1002257177                            3.51              360                     360              73.17073171
               1002785150                               0              360                     360              77.22222222
               1002835329                            3.81              360                     360              78.37837838


Unfunded
               1004386701                            4.31              360                     360                       75
               1004511148                            4.36              360                     360                       90
               1004598830                           4.391              360                     360                       85
               1004696733                           4.469              360                     480                       90
               1004878564                            4.53              360                     360                       80
               1005077873                            4.57              360                     360                       80


Wet Loans
               1004110599                           4.183              360                     360                       85
               1004225813                            4.29              360                     480                       80
               1004227134                            4.29              360                     360              71.64179104
               1004800861                           4.469              360                     360                       80
               1004260445                            4.31              360                     360                       75
               1004529816                            4.36              360                     360                       80
               1002784892                            3.87              360                     360                       80
               1004790248                            4.57              360                     360                       95


Credit Kicks
               1004715712                           4.469              360                     360              78.94736842
               1002303475                            3.51              360                     360                       80
               1002848645                            3.81              360                     360                       80
               1003189515                           4.025              360                     360                       80
               1002050443                           3.778              360                     360                       80
               1003026255                                              360                     360                       20




loan_id                                      cltv                     front_ratio               back_ratio               cash_out
------------------------------------------------------------------------------------------------------------------------------------
                  2042848                            57.3333                     31.14                    34.78          2
                  2157899                                100                     15.08                    38.29          1
                  2175436                                 70                     35.23                    43.01          2
                  2177793                                 80                     22.06                    43.61          2
                  2177817                            34.3182                      5.19                    12.19          2
                  2181320                                 75                     36.45                    54.87          2
                  2182315                                 65                     14.95                    15.04          2
                  2182333                                 80                     13.14                     39.3          2
                  2185660                            56.4356                     26.97                    33.37          2
                  2185904                            79.5699                     12.07                    27.06          1
                  2186202                                 75                      7.38                    23.49          2
                  2186869                                100                     19.95                     28.5
                  2188333                                 75                      32.4                    42.58          2
                  2188692                                 75                     31.06                    31.06          1
                  2190566                            90.5797                     22.95                     44.8          1
                  2190748                                 80                      4.98                     7.32          2
                  2190966                                100                       8.9                    17.88
                  2191050                            79.4076                     39.05                    47.35          2
                  2193474                            76.0109                     47.71                    47.97          2
                  2195054                            72.0455                     14.35                    21.29          2
                  2196581                            73.4227                     40.44                    40.91          2
                  2196621                                 85                     19.89                    35.39          2
                  2196898                                 80                     32.52                    51.62          2
                  2197597                                 80                     41.85                    46.91          2
                  2197853                             77.381                     40.61                    46.11          2
                  2198166                             62.259                     25.94                    45.27          2
                  2198549                            78.9238                     34.08                    46.24          2
                  2200651                                 80                     37.82                    47.87          2
                  2200734                                 85                     28.18                    29.01          2
                  2201475                                100                     24.09                    28.65          1
                  2201548                                 79                     33.54                    49.08          2
                  2201847                                 80                     21.38                    36.17          2
                  2202014                                 70                     27.72                    27.72          2
                  2202605                                 80                     37.92                    54.68          2
                  2203226                            82.7434                     19.71                    36.73          2
                  2203840                            82.3158                     52.55                    54.81          2
                  2203845                                100                     19.31                    45.99
                  2204027                            74.4048                     15.37                    26.06          2
                  2204091                            83.0986                      49.3                       50          2
                  2204897                                 85                     24.53                    39.02          2
                  2205037                                 50                     30.96                    31.56          2
                  2205145                                 73                     24.18                    33.29          2
                  2206249                            63.0645                     45.39                    50.65          2
                  2206516                                 75                     22.83                    33.62          2
                  2207358                               86.4                     36.37                    43.98          2
                  2207990                                100                     26.75                    27.36
                  2209466                                 70                     49.96                    54.26          2
                  2209496                                 80                     25.04                    34.18          2
                  2210068                                 85                     32.13                    37.77          2
                  2210395                                 60                     34.71                    36.77          2
                  2210818                                 95                     22.17                    38.75
                  2212383                            67.8929                     31.84                    33.09          2
                  2212806                            90.0001                      4.29                    23.82
                  2213042                            69.9708                     54.71                    54.71          2
                  2216005                            79.1667                     35.06                    36.16          2
                  2216495                                 75                     38.87                    38.87          2
                  2216832                            76.6429                     52.23                    53.82          1
                  2217461                                 95                     18.33                    35.91
                  2217483                                 85                     41.54                    41.54          2
                  2217863                                 75                     31.11                    52.07          2
                  2218061                                 70                     41.63                    41.63          2
                  2218170                             85.001                     40.91                    54.44          2
                  2218966                                 85                     25.01                    36.57          1
                  2221396                            94.9132                     40.12                       41          2
                  2221896                                 80                     20.44                    40.67          2
                  2221957                            71.7241                     20.43                    27.76          2
                  2222218                                 90                     28.55                    42.68          2
                  2222589                                 75                     24.21                    34.01          2
                  2222895                                 95                     30.28                    33.43          2
                  2223357                                 80                     21.17                    31.62          2
                  2223763                               78.8                     30.71                    39.07          2
                  2224520                                 50                     21.72                    34.02          2
                  2225877                                 89                     32.79                    46.79          2
                  2226239                                 85                     22.92                    42.16          2
                  2226410                                 85                     45.93                    45.93          2
                  2227080                                 80                        26                       26          2
                  2227866                                100                     34.59                    39.38          2
                  2235353                                100                     41.76                    48.71          1
                  2239817                                 75                     19.44                    29.48          2
                  2240997                            59.6875                     47.73                    53.85          2
                  2241215                                 80                     16.97                    20.44          2
                  2243700                                 80                     33.42                    33.42          2
                  2248426                            71.7391                     25.23                    27.02          2
                  2248500                            48.2143                     52.33                    52.33          2
                  2248847                                 95                     19.96                    39.98          2
                  2248996                                 85                     22.27                    33.16          1
                  2249438                                 85                     39.71                    49.81          1
                  2249878                            74.8344                     18.06                    18.44          2
                  2250684                            77.3684                        50                       50          1
                  2251049                                 80                     23.76                    23.76          2
               1000720223                                 80                   22.0368                  22.0368          2
               1001988219                                 90               10.33891737              13.35634955          2
               1002049367                                100               26.52252747              31.37967033          1
               1002276619                                100               15.54584364              27.74625008
               1002348999                                 95               24.76761529              24.76761529          2
               1002371310                                100               43.02277181               49.1937712
               1002468706                        99.99933973               23.20493379              43.25158458
               1002478223                         84.1025641               32.60458204              36.19591331          1
               1002480381                        99.99948859               29.66668666              47.68200268
               1002501475                                 90               21.20281946               42.1663256
               1002593562                                100               35.24552632              48.56131579          2
               1002615566                        81.09090909               13.81616925              26.46446534          2
               1002617190                                 90               27.10342105              27.10342105
               1002617699                        84.23076923               13.81616925              43.05239463          2
               1002619250                        76.08643533               52.86251456              52.86251456          2
               1002621700                                100               32.92350263              35.45940455
               1002627385                                100               37.01971541              43.65438025
               1002645089                                 80               31.54828779              47.68298779
               1002652757                        89.99956122               24.10185293              44.96631445
               1002661346                                 90               11.35201477              41.01872658
               1002670522                        76.86363636               39.45246229              48.97666861          2
               1002680548                                100               29.01932961              35.65061453
               1002684553                        76.41666667                   40.7985                  51.2985          2
               1002686169                               44.5               31.60660194              32.88948256          2
               1002692492                        79.79487179               28.62291133              43.05108135
               1002693115                                 90               17.24347826              41.15173913
               1002705380                                100                28.5940319              38.64056626
               1002707501                                100               31.57677814              33.79062647
               1002734508                                 85               20.67051503              23.28472723          2
               1002759303                        55.25386313                 54.998877                54.998877          2
               1002760284                                100               44.03448819              49.23133858
               1002760293                                100               33.84891099              43.65034938          1
               1002765332                        61.53846154                   4.29375                  22.6005          2
               1002767410                                100               24.64653635              48.23097156
               1002771735                                 85               48.13733948              55.05688405          2
               1002775740                                 90               32.44021538              39.02494965
               1002778952                                 95               44.04269875              49.66902571          2
               1002784464                                 95               23.41057559              47.72167252          2
               1002795960                                 80               32.83597107              32.83597107          2
               1002803354                        99.99903137                41.5934692               46.3170496
               1002804040                                 80               23.62560606              32.82853499          1
               1002805334                        72.86821705               38.61584416              49.79766234          2
               1002818106                        99.99963135                27.4910303              44.43648485
               1002818446                         94.9994228               40.49756757              40.49756757
               1002818641                                 85                34.9272549              49.71156863          2
               1002827123                                100               28.03979167              35.35229167          2
               1002864760                                 95               39.12640912               42.0269791          1
               1002867062                        74.94736842               39.06515055              49.11438421          2
               1002874358                                100               27.79407023              42.99467211
               1002884392                                100                33.0954276              42.41890685
               1002885505                                 70               27.31366923              35.57149795          2
               1002887291                                 80               14.07067797              32.66389831          2
               1002892212                                 75               49.43156595              51.32634611          2
               1002893364                                100               43.12084153              45.49254096
               1002896646                        77.14285714               13.51666667                   29.051          2
               1002905672                        71.59090909               28.87665064              41.98252042          2
               1002907947                         60.8974359               29.85920756              46.67313026          1
               1002913716                                 90               30.92969396              34.00661704          2
               1002918864                                100               6.451612903              31.20903226
               1002925794                                100               35.12007609               37.6507496
               1002928880                                 95               13.92579545              39.00954545
               1002936185                        38.51851852               30.90666667                    42.24          1
               1002938450                                100               40.40605412              42.45467054          1
               1002941767                                 95               10.14545455              36.17063636
               1002953156                               69.3               20.53979167              20.53979167          2
               1002960969                                100               11.99324412              27.61803352          1
               1002966696                                 80               10.72390741              20.00096636          1
               1002983061                                 95                    39.847                   39.847
               1002986335                                100               44.29209982              46.52569033          2
               1002987646                                 95               26.30903041              48.71064153
               1002987655                                 75               15.54155556              45.76585185          2
               1002989644                                 80               21.81013986              27.26468531          2
               1002990589                                 75               32.20381857              38.46182223          1
               1002991597                        69.44444444               23.43964912              37.08877193          2
               1002995922                                100               33.59624838              46.94683053
               1003000335                                100               31.65517241              31.65517241
               1003010128                                 90               13.32404181               45.0743554          2
               1003011092                                 95               7.554279923              36.25601775          2
               1003011804                                100               34.51384241              45.98326742
               1003016220                        58.06451613               26.94181083              46.33509965          2
               1003018843                        79.99972945               28.24040512              28.24040512
               1003020402                                100               43.28829268              49.97121951
               1003029074                                 87               46.73262411              47.39929078          2
               1003038064                                100                 20.051066               49.1227417
               1003038260                                100               30.65131333              46.62293041
               1003038670                                100               16.84987421              43.03807901          1
               1003040113                                 70               36.04027671              36.04027671          2
               1003041835                        77.40384615                41.0584375               41.0584375          2
               1003044486                        99.99948175               29.32016667              42.32016667
               1003044609                                100                      43.8               46.9025641
               1003048124                                 80               23.96402403               50.3796571
               1003050520                                100               36.68279143              49.22494956          1
               1003052840                        69.85074627               58.76428492              58.76428492          2
               1003053821                                100               25.17422457              49.30914061
               1003057471                                 70               22.50987267              46.68407455          2
               1003057578                        75.73529412               9.144904934              13.38361268          2
               1003059317                                 80               15.00615924              41.64955765
               1003064542                                 70               24.52784701              24.91942035
               1003064917                        48.16666667               39.20472499              44.70525359          1
               1003066274                                 65               38.75066308              44.91027822          1
               1003069832                        86.53846154               41.61161314              44.99781999          2
               1003071687                                100               40.02923729              40.11398305
               1003078537                                100               30.18080255               38.9391335
               1003078573                                 90               39.96872539              49.74603646
               1003081444                                100               33.11816108              40.19175242          1
               1003083157                                100               15.40851852              47.13074074
               1003083647                                100                28.6203012              36.26348727
               1003086895                                 95               37.43653333              50.00986667          2
               1003089348                        74.07407407               23.46081187              27.88219491          2
               1003090489                                 85               17.80074174               46.0508678          1
               1003091754                                 95                40.4059065              47.43619223
               1003093903                                100               38.25499014               39.0357452
               1003095830                                 85                         9                  37.8711
               1003097847                        66.81715576               40.24239279              41.98537087          2
               1003097945                        74.79166667               28.02395725              28.02395725
               1003098597                                 70               28.79336894              28.79336894
               1003098757                                 80               40.43382353              41.61029412          2
               1003101734                                 95               42.90731472              49.37069635
               1003102261                        59.25925926               37.02889694              39.17570914          2
               1003102564                                 75               45.54231884              53.23797101          2
               1003104615                        99.99910923               14.28565426              51.10877685
               1003104795                        77.88461538               21.48134234              21.62583535          2
               1003105446                                 50               25.81933101              25.81933101          2
               1003105678                        71.42857143               25.74253409              28.63467427          2
               1003106196                                 65               22.06138462              26.12292308          2
               1003106515                                100               18.01093768              33.47649481
               1003108032                                 80               15.53568911              25.89413338          2
               1003108782                                 80               24.52321033              26.75590078          2
               1003109629                                 95               14.46514286              37.29371429
               1003113482                        51.96822222               41.50152905              48.40137615          2
               1003119093                                 80                   13.9156                  39.8956          2
               1003119912                                100                    36.061                   37.961
               1003120303                        72.25806452               28.88332534               37.1984787          2
               1003121115                         73.0212766               16.50642742              45.05490091          2
               1003123113                                100               19.63789724              30.47941058
               1003125932                                 65               30.80505297              34.72136637          2
               1003126600                        64.84210526               40.30940297              43.50237982          2
               1003126628                                100                31.3127775              40.33568137
               1003129000                                 80               43.38824407              45.25259575          2
               1003131122                                100               37.23073529              48.23073529
               1003133086                                 95                26.8317757              43.56738318
               1003135128                        72.72727273               42.95839169               50.3039913          2
               1003135351                                 80               47.59878234              49.79056317          2
               1003135636                                 95               33.49401553              46.09532987
               1003136537                                100               29.91799287               38.3134808
               1003138107                                100               11.66666667                 30.23575
               1003138517                                100               43.48344828              45.48344828          1
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               1004683970                                100               37.74616841              48.30056855
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               1004852751                                100               40.84444444                     47.4
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               1004889213                         71.5648855               21.97132022              34.32021806          2
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               1004735077                                 90               10.32897558              30.66056776
               1004738822                                 90               47.14906771              48.10484003          2
               1004741961                                100               28.81653774              44.94658164
               1004742808                        88.88888889               31.78369426              35.57575617
               1004744398                                 75               25.40546629              47.95755334          2
               1004753877                                100               27.18697072              30.30752527
               1004757864                                100               33.50133333              41.23466667
               1004772936                        85.87848933               45.84706295              45.84706295          2
               1004775611                                100               37.90505457              38.49051105
               1004785067                                100                36.9987931              45.11948276
               1004790989                                 90               33.70816868              36.23742202          2
               1004817176                                 80               38.30635942              38.30635942          2
               1004819879                                 80               16.63765865              19.01592925          2
               1004827183                                100               46.04322071              46.04322071          1
               1004834308                                 85               35.23595379              42.55507817          2
               1004837332                                 90                    32.734              34.90242105          2
               1004837733                                100               36.39563636              43.47745455
               1004846019                                100               41.03688679                   43.235
               1004890675                                100               40.61887658              49.99956456
               1004925870                        88.50746269                39.3907212               46.0969657          2
               1004925889                        50.71428571               23.83765244              36.56631098          2
               1004929509                                 90               20.87536914              21.08585513          2
               1004966362                                100               37.66827586              48.95275862
               1004978607                                100               26.92929204              47.07088496
               1005002007                                100               34.82238327              42.28347392
               1005093775                                100               43.78026856              44.63198142
               1004389986                                 75               17.33661346              30.87779994          2
               1004611904                        72.36842105               53.71965743              53.71965743          2
               1004712779                        79.36507937               29.83139084              54.28526406          2
               1005002329                         99.9997822               14.56200228               45.5496587
               1004381813                                100               38.13233333                   43.249          1
               1004717113                                 90               30.74200975              46.19332078          2
                  2160139                            79.7101                     33.83                    36.41          2
                  2173857                                 90                     40.21                    49.69          2
                  2191346                                 85                      9.82                     53.3
                  2215695                            83.7838                     40.91                    45.21          2
                  2216505                                 85                     32.02                    32.46          2
                  2219950                                 90                     20.28                    48.94
                  2229793                            69.1385                     38.62                    54.27          1
                  2243676                              77.25                     40.52                    48.67          2
               1000660573                        99.99943277               41.27466767              49.19321225
               1002004556                        78.45918972                22.1969584              54.35571045          2
               1002106508                                100               12.30380975              28.00521113          2
               1002447187                                 95                25.3468904              27.20855622
               1002450582                                 95               22.29732721              49.53346166
               1002624431                                 65               41.83918275              54.93339387          2
               1002653079                                 90               45.52067322              46.72873174
               1002696853                                100               21.19316061              21.19316061
               1002826570                        94.67128028                  20.68088                 41.14232
               1002877756                                 95               10.33333333              16.95333333
               1002881279                                100                    31.709                   41.534
               1002909892                                 90               8.678908561              50.73723759
               1002909963                        87.35632184               33.98197005              39.71890472          2
               1002949340                                100               19.20305085              26.67762712
               1002951372                               94.8                32.9314063              38.27825536          2
               1002954529                                 90                   12.7125                   34.896
               1003005198                                 90               30.93062874              48.98724629
               1003010495                                100               37.49462436              49.40888851
               1003036057                                 95               12.22979333              12.74046864
               1003042932                                 90               30.04494382              42.13426966
               1003047526                                 90               16.35152249              38.81733564
               1003049828                                100                   16.3472                  48.8432          2
               1003051798                                 90               7.943619993              38.01120641          2
               1003060403                                100               31.64441998              31.64441998          2
               1003076879                                 80               46.07946979              53.50779935          2
               1003123863                                 95               20.87076389                25.207546
               1003126352                               87.5               39.68718167              49.82999737          2
               1003127663                        84.82758621               18.21172382              20.75127045          2
               1003139035                                 90               28.10803919              28.71656375          2
               1003139446                                100               18.40141565              42.09138752          2
               1003151626                                100               45.39172336              49.95521542          1
               1003158380                                 90               12.30769231              45.83492308
               1003160563                        79.96702391               21.97333333              46.99016667          2
               1003162543                        99.47368421               32.08224998              34.07569519          1
               1003167744                                 90               21.04344262              41.18622951
               1003167771                                100               29.00996062              49.97359277
               1003174834                                 90               17.03223038              26.37606112          2
               1003196598                                 85               42.45177129              46.13516864          2
               1003241129                                100               25.32516484              37.46802198
               1003250494                                 95                   35.5205                  45.0805
               1003254052                                100               30.72405818              48.58740598
               1003262347                                 95               32.82258586              45.19822943
               1003265111                                 95               12.19400281              26.90330156
               1003287302                                100               34.66144096              49.40460307
               1003287375                                 90               13.97142857              25.52228571
               1003291636                                 90               22.10770101              50.00954671
               1003333949                                 90               24.03351955              45.30212291
               1003338999                                 80               15.04760058              38.02277872
               1003342047                        99.98424658               43.76535484               45.7976129          1
               1003387276                                100               37.02639161              39.74437378
               1003402179                                 85               24.12550135              39.03317072          2
               1003408093                                100               20.39078187              37.36364356          2
               1003416510                                 95               32.68192542              40.37041693          2
               1003476018                                 95               33.26130532              43.05431853
               1003519017                                100               35.83119477              45.40562684
               1003538675                                100               27.24648614              39.34788645
               1003554969                                100               13.27077196              37.71387717
               1003612870                                 75                   47.9376                  48.9776          2
               1003721896                        43.78283713               48.47271462              48.47271462          2
               1003724759                                 95               15.80979021              44.73661538
               1003756402                                 75               42.14234462              47.73624185          2
               1003757964                                100               21.18341971              46.50600095
               1003764055                         72.9787234               16.41666667              49.50066667          1
               1003776523                        73.63636364               26.62759054              30.05533521          2
               1003779209                                100                   36.4605                  45.5605
               1003791846                                100                  20.39775                 33.33525
               1003795646                                 90               33.58071596              48.60056933
               1003805895                                 90                   23.6552                  23.6552
               1003837165                                 75                     50.34              51.93967213          2
               1003907259                        74.44168734               54.75135135              54.75135135          2
               1003969496                                100               37.42165768              44.77150878          1
               1003997278                                100                   17.2161                  19.1361
               1003999285                        89.99462076               23.48421735              48.64648709
               1004009897                                 84                    46.676              48.04266667          2
               1004037081                                 90               3.491681671              24.39279798
               1004040727                        61.72839506               23.67288828              35.59283467          2
               1004085643                                100               23.23992759              24.74790078
               1004143750                                 75               43.04385281              52.28691958          2
               1004155434                               87.5               30.40113539              40.81244644
               1004156264                        89.99321574               37.60088428              50.81846525
               1004187775                                100               22.75040717              45.12601792
               1004189130                                100               38.73697162              46.86704584          1
               1004189210                        74.93333333                  52.99625                 53.72125          2
               1004216547                                100                33.7270161              45.66461911
               1004233804                                100               43.88692308                    44.81
               1004238186                                 80               51.47467672              51.47467672          1
               1004251865                                 90               7.992424242              37.74873737          2
               1004253346                                 90               29.04195122              44.55414634
               1004269259                                 90                        20              46.77917647
               1004278061                                 95               29.32772602              43.81853932
               1004308047                                 95               21.49145465              23.32416535          2
               1004310828                                100               41.28930926              48.81459491          1
               1004322469                         89.9801111               21.71242888              48.42538576
               1004328953                                100               21.13817201              35.96784981
               1004361345                                100               35.00919568              46.79260279
               1004365626                                 90               31.66154618              44.97349549          1
               1004395817                        65.30612245               36.87910726              36.87910726          2
               1004399984                                 85               18.04666667              37.05344444
               1004417955                                 85               16.13358974              27.13358974          2
               1004442295                        83.22147651               49.89271539              49.89271539          2
               1004462227                                 90               35.64351045              36.92679816          2
               1004474018                                 90               41.53493771              41.53493771          2
               1004481705                                 85               48.49122807              48.49122807          2
               1004482143                                100               19.82497695              48.17022954
               1004488762                                 70               22.05523077              23.67061538          2
               1004498886                        76.47058824               39.83914286              39.83914286          1
               1004505164                                100               34.34186403              40.62309845
               1004544185                                 80               30.49140574              43.21002688
               1004552175                         84.9382716               40.23575758              44.78121212          2
               1004581937                                 85               12.66223985              25.43431326          2
               1004594503                                 95               26.90263563              44.29149669
               1004595502                                100                 29.399819              49.93247487
               1004605797                                100               21.36346213              48.71986726
               1004619256                                 75               42.29866667              43.29866667          2
               1004643684                                 80                    31.707              33.54033333          2
               1004645049                        69.26070039               36.81134987              50.72722597          1
               1004647127                                 90               25.33343139              46.89399584          2
               1004670546                        38.88888889               38.54090931              48.26660686          2
               1004672483                                 90                        10              37.62773333
               1004675426                                 90               40.03458783              49.76036047
               1004678450                                100               34.77103943              40.64917563
               1004685344                                100               23.13992679              49.56296557          1
               1004694762                        51.85185185                    24.225                   51.925          2
               1004696500                        77.65830346               36.98707692              42.23323077          2
               1004703226                                100               40.26714818              47.08860955
               1004712118                                 90               28.49516667                  34.5455          2
               1004723071                                100               49.04597776              49.04597776          2
               1004723963                        63.82978723               25.62241507              31.21694978          2
               1004724686                                 80                   43.6134                  43.6134          2
               1004737743                                 90                28.6811781              29.76968576          2
               1004752841                                100               21.45754939              36.48143908
               1004755900                                100               18.27084901              37.86387608          1
               1004766220                        99.99999509               26.39615111              31.97103787
               1004766603                                 75               25.51579444              25.51579444          2
               1004768237                                 75               25.09501126              25.09501126          2
               1004775327                                 85               23.58261538              35.29030769          2
               1004792905                                100               31.22563385              47.99042515          2
               1004811154                                100                   19.7521                  45.3521          2
               1004812439                                 90               12.44691075              20.90178876
               1004829831                                100               26.44373654              40.35748609
               1004846983                                 80               35.63043478              39.43913043          2
               1004854232                                100               45.49924601              46.18380108
               1004873391                                100               38.02954288              46.80542396
               1004873836                                100               39.61781129              48.21785716          1
               1004876539                        79.90487805               23.88547619              39.75452381          2
               1004885280                                 70               20.21153846              36.15480769          2
               1004885850                                 95               43.63064516              49.93172043
               1004895260                                100                     36.65              46.89444444
               1004904802                                 80               38.62556526              39.15083303
               1004905080                         89.9958316                    39.412              48.99533333
               1004911402                                 75               16.16037736              43.62264151          2
               1004922622                        66.58064516               10.17282455              10.33592153          2
               1004933861                        70.96774194               30.51952381              30.51952381          2
               1004940997                                 80               9.184065542              33.23757053
               1004958558                                 90               29.51417004              36.71846154
               1004960448                        69.05660377               54.95313681              54.95313681          2
               1004962277                                100               27.19053061              32.59461224
               1004988516                                 80                40.5987234              42.21574468
               1004988570                                 90                   33.6672                  47.7272
               1005003391                                100               31.35466066              54.84840635          1
               1005020470                        61.36363636               42.09974834              42.09974834          2
               1005049663                                 90               17.79990476              25.48561905
               1005060863                         89.8089172               32.31468663              39.29672881
               1005081216                                100               28.62258402               40.0645992
               1005089744                        99.99956081               26.19708342              34.23602181
               1004697527                        77.10843373                   17.9256              27.49893333          2
               1004745422                                 80               10.90816901              30.40112676          2




Cash in Lieu


Legal Hold
               1004156451                                100               42.97313846              49.36939473
               1004908988                                 85                22.5413253               36.0353012
               1002992300                                 90                     24.05              27.69285714


Compliance Hold
               1004095231                                100               17.78584615              44.77046154


Paid In Full
               1003373307                                 80               15.88325174              35.08005988
               1002434994                                 90               26.79368776              47.31175728          2
               1003237553                                 95               19.88130564               44.6010089
               1003088928                        94.81037924               45.22922222              49.66255556          2
               1003432690                        85.61797753               17.77587417              18.02385822          1
               1002756681                                 75               9.770693642              13.40653179          1
               1002868506                         70.3030303               35.09382899              46.77093637          1
               1003405336                        84.93690852                 27.804375                35.629375          2
               1003417626                                 90               17.35493491              25.89061936          2
               1003228509                                 90               37.05023425              43.69121131          1


Withdrawn
               1002257177                        73.17073171               37.79640034              41.96743167          2
               1002785150                        77.22222222               47.32916667              47.32916667          2
               1002835329                        78.37837838               26.46804365              26.46804365          2


Unfunded
               1004386701                                 95               25.76054369               44.6478426
               1004511148                                 90               26.43117205               49.7241967          2
               1004598830                                 85               17.63589744              39.34702564          1
               1004696733                                 90                24.2317862              24.63343992          2
               1004878564                                100                   39.3724                  43.3724
               1005077873                                100               41.03440707              49.57021645


Wet Loans
               1004110599                                 85                   6.73592                 27.43256          2
               1004225813                                100               26.30114286              31.18685714
               1004227134                        71.64179104               29.05038462                   45.435          2
               1004800861                                 80               14.38511111              43.25251852          2
               1004260445                                 75               26.85924521              27.20930314          2
               1004529816                                100               49.07169179              49.07169179          1
               1002784892                                100               23.88352941              45.62470588
               1004790248                                 95                50.8538984               50.8538984          2


Credit Kicks
               1004715712                        78.94736842                     7.435                  27.4199          2
               1002303475                                100                33.2931455              49.90279691          2
               1002848645                                 80                  34.51675                 34.51675          2
               1003189515                                100               42.79309091              48.13854545
               1002050443                                100               25.31642549              40.09090317
               1003026255                                100               25.19962381              25.50300346




loan_id                                      cat_desc                                    risk_grade
------------------------------------------------------------------------------------------------------
                  2042848                    3Yr ARM                                     C
                  2157899                    Fixed Rate                                  AA
                  2175436                    2Yr ARM                                     A+
                  2177793                    Fixed Rate                                  A-
                  2177817                    2Yr ARM                                     C
                  2181320                    3Yr ARM                                     C
                  2182315                    Fixed Rate                                  A+
                  2182333                    Fixed Rate                                  AA
                  2185660                    3Yr ARM                                     AA
                  2185904                    Fixed Rate                                  AA
                  2186202                    2Yr ARM                                     AA
                  2186869                    3Yr ARM                                     AA
                  2188333                    2Yr ARM                                     C
                  2188692                    3Yr ARM                                     C
                  2190566                    3Yr ARM                                     B
                  2190748                    Fixed Rate                                  AA
                  2190966                    Fixed Rate                                  AA
                  2191050                    3Yr ARM                                     A+
                  2193474                    Fixed Rate                                  AA
                  2195054                    Fixed Rate                                  AA
                  2196581                    Fixed Rate                                  AA
                  2196621                    Fixed Rate                                  A+
                  2196898                    Fixed Rate                                  AA
                  2197597                    Fixed Rate                                  AA
                  2197853                    Fixed Rate                                  AA
                  2198166                    Fixed Rate                                  AA
                  2198549                    Fixed Rate                                  AA
                  2200651                    Fixed Rate                                  B
                  2200734                    Fixed Rate                                  AA
                  2201475                    2nd TD                                      AA
                  2201548                    Fixed Rate                                  AA
                  2201847                    Fixed Rate                                  AA
                  2202014                    3Yr ARM                                     C
                  2202605                    Fixed Rate                                  AA
                  2203226                    Fixed Rate                                  AA
                  2203840                    Fixed Rate                                  A-
                  2203845                    Fixed Rate                                  AA
                  2204027                    Fixed Rate                                  A+
                  2204091                    Fixed Rate                                  AA
                  2204897                    3Yr ARM                                     A-
                  2205037                    Fixed Rate                                  B
                  2205145                    Fixed Rate                                  AA
                  2206249                    3Yr ARM                                     AA
                  2206516                    3Yr ARM                                     B
                  2207358                    Fixed Rate                                  AA
                  2207990                    2nd TD                                      AA
                  2209466                    3Yr ARM                                     C
                  2209496                    Fixed Rate                                  AA
                  2210068                    Fixed Rate                                  A+
                  2210395                    Fixed Rate                                  A-
                  2210818                    2Yr ARM                                     AA
                  2212383                    Fixed Rate                                  AA
                  2212806                    3Yr ARM                                     AA
                  2213042                    3Yr ARM                                     AA
                  2216005                    3Yr ARM                                     AA
                  2216495                    3Yr ARM                                     B
                  2216832                    3Yr ARM                                     A+
                  2217461                    2Yr ARM                                     AA
                  2217483                    2Yr ARM                                     A+
                  2217863                    Fixed Rate                                  C
                  2218061                    Fixed Rate                                  B
                  2218170                    Fixed Rate                                  AA
                  2218966                    2Yr ARM                                     A-
                  2221396                    Interest Only - 2Yr                         AA
                  2221896                    3Yr ARM                                     B
                  2221957                    2Yr ARM                                     A-
                  2222218                    3Yr ARM                                     A-
                  2222589                    3Yr ARM                                     A-
                  2222895                    3Yr ARM                                     A+
                  2223357                    Fixed Rate                                  A+
                  2223763                    Fixed Rate                                  A-
                  2224520                    3Yr ARM                                     A-
                  2225877                    2Yr ARM                                     AA
                  2226239                    Fixed Rate                                  A+
                  2226410                    2Yr ARM                                     AA
                  2227080                    2Yr ARM                                     AA
                  2227866                    2nd TD                                      AA
                  2235353                    3Yr ARM                                     AA
                  2239817                    3Yr ARM                                     B
                  2240997                    2Yr ARM                                     A-
                  2241215                    Fixed Rate                                  AA
                  2243700                    Fixed Rate                                  B
                  2248426                    3Yr ARM                                     C
                  2248500                    3Yr ARM                                     C
                  2248847                    3Yr ARM                                     AA
                  2248996                    Fixed Rate                                  A+
                  2249438                    2Yr ARM                                     AA
                  2249878                    Interest Only - 2Yr                         AA
                  2250684                    3Yr ARM                                     AA
                  2251049                    3Yr ARM                                     AA
               1000720223                    Fixed Rate                                  A-
               1001988219                    Interest Only - 3Yr/5IO                     AA
               1002049367                    Fixed Rate                                  AA
               1002276619                    2nd TD                                      AA
               1002348999                    Fixed Rate                                  AA
               1002371310                    Interest Only - 2Yr                         AA
               1002468706                    2nd TD                                      AA
               1002478223                    Fixed Rate                                  AA
               1002480381                    2nd TD                                      AA
               1002501475                    2Yr ARM                                     AA
               1002593562                    2nd TD                                      AA
               1002615566                    2Yr ARM                                     AA
               1002617190                    3Yr ARM                                     AA
               1002617699                    2Yr ARM                                     AA
               1002619250                    Fixed Rate                                  A+
               1002621700                    2Yr ARM                                     AA
               1002627385                    3Yr ARM                                     AA
               1002645089                    Fixed Rate                                  AA
               1002652757                    Interest Only - 2Yr                         AA
               1002661346                    2Yr ARM - 30YrTerm/40Amor                   AA
               1002670522                    Fixed Rate                                  AA
               1002680548                    2nd TD                                      AA
               1002684553                    2Yr ARM                                     A-
               1002686169                    Fixed Rate                                  AA
               1002692492                    3Yr ARM                                     B
               1002693115                    2Yr ARM                                     AA
               1002705380                    2nd TD                                      AA
               1002707501                    2nd TD                                      AA
               1002734508                    2Yr ARM                                     A+
               1002759303                    Fixed Rate                                  A+
               1002760284                    2nd TD                                      AA
               1002760293                    Fixed Rate                                  AA
               1002765332                    2Yr ARM                                     C
               1002767410                    2nd TD                                      AA
               1002771735                    2Yr ARM                                     AA
               1002775740                    3Yr ARM                                     AA
               1002778952                    Interest Only - 2Yr                         AA
               1002784464                    3Yr ARM                                     AA
               1002795960                    Fixed Rate                                  AA
               1002803354                    2nd TD                                      AA
               1002804040                    Fixed Rate                                  AA
               1002805334                    Interest Only - 2Yr                         A+
               1002818106                    2nd TD                                      AA
               1002818446                    3Yr ARM                                     AA
               1002818641                    2Yr ARM                                     B
               1002827123                    3Yr ARM                                     AA
               1002864760                    Fixed Rate                                  AA
               1002867062                    Fixed Rate                                  AA
               1002874358                    2nd TD                                      AA
               1002884392                    2nd TD                                      AA
               1002885505                    3Yr ARM                                     AA
               1002887291                    Fixed Rate                                  AA
               1002892212                    3Yr ARM                                     C
               1002893364                    2nd TD                                      AA
               1002896646                    3Yr ARM                                     AA
               1002905672                    Fixed Rate                                  AA
               1002907947                    3Yr ARM                                     AA
               1002913716                    2Yr ARM                                     AA
               1002918864                    2Yr ARM                                     AA
               1002925794                    3Yr ARM                                     AA
               1002928880                    3Yr ARM                                     AA
               1002936185                    Fixed Rate                                  AA
               1002938450                    Fixed Rate                                  AA
               1002941767                    3Yr ARM                                     AA
               1002953156                    3Yr ARM                                     C
               1002960969                    Fixed Rate                                  AA
               1002966696                    Fixed Rate                                  AA
               1002983061                    3Yr ARM                                     AA
               1002986335                    2nd TD                                      AA
               1002987646                    2Yr ARM                                     AA
               1002987655                    2Yr ARM                                     AA
               1002989644                    2Yr ARM                                     B
               1002990589                    2Yr ARM                                     C-
               1002991597                    3Yr ARM                                     C
               1002995922                    2nd TD                                      AA
               1003000335                    3Yr ARM                                     AA
               1003010128                    2Yr ARM                                     AA
               1003011092                    3Yr ARM                                     AA
               1003011804                    2nd TD                                      AA
               1003016220                    Fixed Rate                                  AA
               1003018843                    2Yr ARM                                     A-
               1003020402                    2nd TD                                      AA
               1003029074                    Fixed Rate                                  AA
               1003038064                    2nd TD                                      AA
               1003038260                    3Yr ARM                                     AA
               1003038670                    3Yr ARM                                     A+
               1003040113                    2Yr ARM                                     B
               1003041835                    3Yr ARM                                     A+
               1003044486                    3Yr ARM                                     AA
               1003044609                    3Yr ARM                                     AA
               1003048124                    Fixed Rate                                  AA
               1003050520                    Fixed Rate                                  AA
               1003052840                    Fixed Rate                                  AA
               1003053821                    Fixed Rate                                  AA
               1003057471                    2Yr ARM                                     C
               1003057578                    2Yr ARM                                     A+
               1003059317                    Fixed Rate                                  AA
               1003064542                    Fixed Rate                                  AA
               1003064917                    Fixed Rate                                  AA
               1003066274                    3Yr ARM                                     C-
               1003069832                    Fixed Rate                                  AA
               1003071687                    2nd TD                                      AA
               1003078537                    Fixed Rate                                  AA
               1003078573                    3Yr ARM                                     AA
               1003081444                    Fixed Rate                                  AA
               1003083157                    3Yr ARM                                     AA
               1003083647                    2nd TD                                      AA
               1003086895                    3Yr ARM                                     AA
               1003089348                    Fixed Rate                                  AA
               1003090489                    Fixed Rate                                  B
               1003091754                    3Yr ARM                                     AA
               1003093903                    2nd TD                                      AA
               1003095830                    Fixed Rate                                  A+
               1003097847                    Fixed Rate                                  AA
               1003097945                    Fixed Rate                                  AA
               1003098597                    3Yr ARM                                     AA
               1003098757                    Fixed Rate                                  AA
               1003101734                    3Yr ARM                                     AA
               1003102261                    Fixed Rate                                  AA
               1003102564                    3Yr ARM                                     A-
               1003104615                    2nd TD                                      AA
               1003104795                    Fixed Rate                                  AA
               1003105446                    Fixed Rate                                  AA
               1003105678                    Fixed Rate                                  AA
               1003106196                    2Yr ARM                                     B
               1003106515                    Fixed Rate                                  A+
               1003108032                    Fixed Rate                                  AA
               1003108782                    Fixed Rate                                  AA
               1003109629                    3Yr ARM                                     AA
               1003113482                    Fixed Rate                                  A-
               1003119093                    2Yr ARM                                     AA
               1003119912                    2nd TD                                      AA
               1003120303                    Fixed Rate                                  AA
               1003121115                    Fixed Rate                                  A-
               1003123113                    2nd TD                                      AA
               1003125932                    Fixed Rate                                  AA
               1003126600                    Fixed Rate                                  AA
               1003126628                    2nd TD                                      AA
               1003129000                    Fixed Rate                                  B
               1003131122                    2nd TD                                      AA
               1003133086                    2Yr ARM                                     AA
               1003135128                    3Yr ARM                                     B
               1003135351                    Fixed Rate                                  AA
               1003135636                    3Yr ARM                                     AA
               1003136537                    2nd TD                                      AA
               1003138107                    2nd TD                                      AA
               1003138517                    2Yr ARM                                     AA
               1003138928                    2nd TD                                      AA
               1003138946                    Fixed Rate                                  B
               1003139106                    3Yr ARM                                     A+
               1003141148                    2nd TD                                      AA
               1003145377                    3Yr ARM                                     AA
               1003146562                    3Yr ARM                                     AA
               1003146580                    2Yr ARM                                     AA
               1003147534                    Fixed Rate                                  AA
               1003147605                    Fixed Rate                                  AA
               1003147847                    2Yr ARM                                     A+
               1003148631                    2Yr ARM                                     AA
               1003149426                    3Yr ARM                                     AA
               1003150388                    2nd TD                                      AA
               1003150716                    Fixed Rate                                  A-
               1003154384                    3Yr ARM                                     AA
               1003155169                    2nd TD                                      AA
               1003155454                    3Yr ARM                                     AA
               1003156872                    2nd TD                                      AA
               1003157014                    2nd TD                                      AA
               1003158273                    3Yr ARM                                     AA
               1003159021                    3Yr ARM                                     AA
               1003159049                    Fixed Rate                                  AA
               1003161517                    2nd TD                                      AA
               1003162124                    3Yr ARM                                     A+
               1003162437                    3Yr ARM                                     B
               1003165247                    Fixed Rate                                  AA
               1003168191                    Fixed Rate                                  AA
               1003168770                    3Yr ARM                                     AA
               1003169779                    Fixed Rate                                  AA
               1003174157                    3Yr ARM                                     AA
               1003175600                    2nd TD                                      AA
               1003178073                    2nd TD                                      AA
               1003178322                    3Yr ARM                                     AA
               1003178769                    2nd TD                                      AA
               1003179385                    Fixed Rate                                  AA
               1003179553                    2nd TD                                      AA
               1003181498                    Interest Only - 3Yr/5IO                     AA
               1003181719                    3Yr ARM                                     A+
               1003181915                    2nd TD                                      AA
               1003181988                    2nd TD                                      AA
               1003182576                    3Yr ARM                                     AA
               1003182969                    2Yr ARM                                     AA
               1003183682                    2Yr ARM                                     AA
               1003183995                    3Yr ARM                                     A+
               1003190978                    2nd TD                                      AA
               1003194331                    Fixed Rate                                  AA
               1003195081                    2Yr ARM                                     A+
               1003196400                    2nd TD                                      AA
               1003197043                    Fixed Rate                                  C
               1003199425                    Fixed Rate                                  AA
               1003201680                    2Yr ARM                                     AA
               1003202199                    Interest Only - 10Yr                        AA
               1003203269                    2nd TD                                      AA
               1003205043                    3Yr ARM                                     AA
               1003205908                    3Yr ARM                                     AA
               1003207363                    3Yr ARM                                     AA
               1003209272                    3Yr ARM                                     A+
               1003210812                    3Yr ARM                                     AA
               1003211571                    Fixed Rate                                  AA
               1003212044                    2nd TD                                      AA
               1003212614                    2nd TD                                      A+
               1003213748                    2nd TD                                      AA
               1003214248                    2nd TD                                      AA
               1003215639                    3Yr ARM                                     AA
               1003216727                    2Yr ARM                                     B
               1003218761                    2nd TD                                      AA
               1003219289                    2nd TD                                      AA
               1003222621                    Fixed Rate                                  AA
               1003222916                    2nd TD                                      AA
               1003224040                    2Yr ARM                                     AA
               1003226985                    2nd TD                                      AA
               1003228171                    2nd TD                                      AA
               1003228420                    3Yr ARM                                     AA
               1003230417                    Fixed Rate                                  AA
               1003231577                    3Yr ARM                                     A+
               1003233575                    3Yr ARM                                     AA
               1003233995                    3Yr ARM                                     AA
               1003235154                    2nd TD                                      AA
               1003238428                    2nd TD                                      AA
               1003239686                    3Yr ARM                                     AA
               1003241968                    Fixed Rate                                  AA
               1003242495                    2nd TD                                      AA
               1003246188                    2nd TD                                      AA
               1003249531                    3Yr ARM                                     A-
               1003252893                    3Yr ARM                                     A-
               1003254622                    2nd TD                                      AA
               1003263532                    2nd TD                                      AA
               1003268172                    3Yr ARM                                     AA
               1003269590                    2nd TD                                      AA
               1003275912                    3Yr ARM                                     AA
               1003282977                    2Yr ARM                                     AA
               1003285607                    2Yr ARM                                     AA
               1003287776                    3Yr ARM                                     AA
               1003288454                    2Yr ARM                                     AA
               1003288533                    Fixed Rate                                  C
               1003291191                    Fixed Rate                                  A-
               1003291869                    2nd TD                                      AA
               1003293224                    Fixed Rate                                  A-
               1003294740                    2nd TD                                      AA
               1003300957                    2nd TD                                      AA
               1003301368                    3Yr ARM                                     AA
               1003301484                    Fixed Rate                                  AA
               1003303044                    3Yr ARM                                     AA
               1003303570                    2nd TD                                      AA
               1003304230                    2Yr ARM                                     AA
               1003304329                    3Yr ARM                                     A-
               1003306265                    2Yr ARM                                     A+
               1003306988                    3Yr ARM                                     C
               1003308245                    Fixed Rate                                  AA
               1003311008                    3Yr ARM                                     AA
               1003315488                    3Yr ARM                                     AA
               1003315512                    3Yr ARM                                     AA
               1003321248                    2Yr ARM                                     C
               1003323852                    3Yr ARM                                     AA
               1003323870                    3Yr ARM                                     C
               1003332174                    3Yr ARM                                     AA
               1003334350                    2nd TD                                      AA
               1003337366                    3Yr ARM                                     AA
               1003338739                    2Yr ARM                                     AA
               1003340726                    2nd TD                                      AA
               1003341262                    3Yr ARM                                     AA
               1003342760                    2Yr ARM                                     AA
               1003343377                    2nd TD                                      AA
               1003344303                    Fixed Rate                                  A+
               1003348808                    3Yr ARM                                     AA
               1003350135                    3Yr ARM                                     AA
               1003350992                    3Yr ARM                                     AA
               1003351900                    Fixed Rate                                  AA
               1003352516                    3Yr ARM                                     B
               1003359314                    2nd TD                                      AA
               1003364004                    Fixed Rate                                  AA
               1003365067                    Fixed Rate                                  AA
               1003367289                    2Yr ARM                                     AA
               1003378437                    Fixed Rate                                  AA
               1003381227                    Fixed Rate                                  AA
               1003386909                    2nd TD                                      AA
               1003389853                    2Yr ARM                                     AA
               1003393660                    3Yr ARM                                     C
               1003395178                    2nd TD                                      AA
               1003395748                    3Yr ARM                                     AA
               1003399753                    2Yr ARM                                     AA
               1003400288                    2nd TD                                      AA
               1003403436                    3Yr ARM                                     AA
               1003404186                    Fixed Rate                                  AA
               1003406996                    2Yr ARM                                     AA
               1003407183                    3Yr ARM                                     AA
               1003408592                    Fixed Rate                                  AA
               1003409154                    3Yr ARM                                     AA
               1003409911                    Fixed Rate                                  AA
               1003410384                    Fixed Rate                                  AA
               1003412024                    2nd TD                                      AA
               1003413979                    2Yr ARM                                     AA
               1003415129                    Fixed Rate                                  AA
               1003417225                    Fixed Rate                                  A-
               1003421087                    Fixed Rate                                  AA
               1003423959                    3Yr ARM                                     AA
               1003426313                    2nd TD                                      AA
               1003428650                    2Yr ARM                                     B
               1003443278                    Fixed Rate                                  C
               1003449502                    2nd TD                                      AA
               1003450517                    2nd TD                                      AA
               1003451437                    3Yr ARM                                     B
               1003452631                    Fixed Rate                                  AA
               1003452935                    2Yr ARM                                     AA
               1003453827                    2Yr ARM                                     AA
               1003455781                    Fixed Rate                                  A-
               1003459698                    3Yr ARM                                     AA
               1003468946                    2nd TD                                      AA
               1003470880                    Fixed Rate                                  A+
               1003473495                    2nd TD                                      AA
               1003479239                    2Yr ARM                                     B
               1003491581                    3Yr ARM                                     AA
               1003491741                    2Yr ARM                                     AA
               1003497353                    2nd TD                                      AA
               1003499155                    Fixed Rate                                  AA
               1003502748                    Fixed Rate                                  A-
               1003506888                    2Yr ARM                                     A-
               1003515645                    3Yr ARM                                     A+
               1003516190                    Interest Only - 3Yr/5IO                     A+
               1003517331                    Interest Only - 2Yr                         AA
               1003519179                    2Yr ARM                                     AA
               1003528221                    2nd TD                                      AA
               1003531930                    Fixed Rate                                  B
               1003541536                    Interest Only - 2Yr                         A+
               1003542045                    2nd TD                                      AA
               1003544748                    2nd TD                                      AA
               1003547745                    2nd TD                                      AA
               1003557699                    2Yr ARM                                     AA
               1003564226                    Fixed Rate                                  AA
               1003565911                    2nd TD                                      AA
               1003567330                    Interest Only - 2Yr/5IO                     AA
               1003570601                    2nd TD                                      AA
               1003577007                    2Yr ARM                                     AA
               1003592721                    2nd TD                                      AA
               1003593800                    Fixed Rate                                  AA
               1003600400                    2nd TD                                      AA
               1003600785                    Interest Only - 3Yr/5IO                     AA
               1003600829                    Fixed Rate                                  AA
               1003603354                    Fixed Rate                                  AA
               1003623118                    Fixed Rate                                  AA
               1003629791                    2nd TD                                      AA
               1003632448                    Fixed Rate                                  AA
               1003638861                    3Yr ARM                                     AA
               1003644514                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003644809                    2Yr ARM                                     AA
               1003656966                    Fixed Rate                                  AA
               1003658848                    2nd TD                                      AA
               1003659124                    Interest Only - 2Yr                         A+
               1003660531                    2Yr ARM                                     AA
               1003662735                    Fixed Rate                                  AA
               1003668007                    2Yr ARM                                     AA
               1003668784                    Fixed Rate                                  B
               1003670245                    2Yr ARM                                     AA
               1003670263                    3Yr ARM                                     B
               1003671743                    3Yr ARM                                     AA
               1003682429                    3Yr ARM                                     AA
               1003682991                    2nd TD                                      AA
               1003684365                    Interest Only - 3Yr/5IO                     AA
               1003693220                    Interest Only - 3Yr/5IO                     AA
               1003703344                    3Yr ARM                                     B
               1003703371                    Fixed Rate                                  AA
               1003711264                    Interest Only - 3Yr/5IO                     AA
               1003713841                    2Yr ARM                                     AA
               1003726962                    2nd TD                                      AA
               1003730500                    2Yr ARM                                     AA
               1003740189                    Fixed Rate                                  AA
               1003743836                    2Yr ARM                                     B
               1003752095                    2nd TD                                      AA
               1003752362                    2nd TD                                      AA
               1003753156                    2Yr ARM                                     AA
               1003756082                    3Yr ARM                                     A-
               1003756938                    Interest Only - 2Yr/5IO                     AA
               1003765143                    2nd TD                                      AA
               1003772509                    2nd TD                                      AA
               1003774366                    2Yr ARM                                     AA
               1003777032                    Fixed Rate                                  AA
               1003777381                    2Yr ARM                                     AA
               1003777988                    2nd TD                                      AA
               1003780741                    2Yr ARM                                     AA
               1003782632                    2Yr ARM                                     A-
               1003786442                    3Yr ARM                                     A+
               1003787478                    3Yr ARM                                     A+
               1003790767                    2Yr ARM                                     AA
               1003790829                    2nd TD                                      AA
               1003793434                    2Yr ARM                                     AA
               1003817436                    Interest Only - 2Yr/5IO                     AA
               1003820155                    Interest Only - 2Yr/5IO                     A-
               1003830830                    2Yr ARM                                     AA
               1003832543                    2Yr ARM                                     AA
               1003833551                    2nd TD                                      AA
               1003833766                    2nd TD                                      AA
               1003846262                    2nd TD                                      AA
               1003848144                    3Yr ARM                                     A-
               1003852904                    2Yr ARM                                     A-
               1003853208                    2Yr ARM                                     AA
               1003862029                    Fixed Rate                                  A+
               1003862207                    2nd TD                                      AA
               1003862797                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003864205                    Fixed Rate                                  A+
               1003867925                    2Yr ARM                                     AA
               1003875131                    Interest Only - 2Yr/5IO                     AA
               1003876005                    3Yr ARM                                     AA
               1003877120                    3Yr ARM                                     B
               1003878450                    2Yr ARM                                     A+
               1003884023                    Fixed Rate                                  AA
               1003885451                    2Yr ARM                                     A+
               1003887333                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003891140                    2Yr ARM                                     AA
               1003894655                    2Yr ARM                                     AA
               1003895280                    2nd TD                                      AA
               1003902888                    3Yr ARM                                     AA
               1003910450                    2nd TD                                      AA
               1003915062                    2nd TD                                      AA
               1003929155                    Fixed Rate                                  AA
               1003933382                    2nd TD                                      AA
               1003939527                    3Yr ARM                                     AA
               1003946760                    Interest Only - 2Yr/5IO                     AA
               1003952262                    Interest Only - 2Yr/5IO                     AA
               1003956286                    3Yr ARM                                     C
               1003956302                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003965891                    Interest Only - 2Yr/5IO                     AA
               1003981016                    2Yr ARM                                     AA
               1003982060                    3Yr ARM                                     AA
               1003985879                    Interest Only - 2Yr/5IO                     AA
               1003987948                    3Yr ARM                                     AA
               1003988634                    Interest Only - 2Yr/5IO                     AA
               1003990621                    2Yr ARM                                     AA
               1003991176                    3Yr ARM                                     AA
               1003992843                    3Yr ARM - 30YrTerm/40Amor                   A+
               1003996073                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004001065                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004001779                    Interest Only - 3Yr/5IO                     AA
               1004002046                    3Yr ARM                                     AA
               1004003642                    3Yr ARM                                     AA
               1004006006                    2Yr ARM                                     AA
               1004006658                    Interest Only - 3Yr/5IO                     AA
               1004007185                    Interest Only - 2Yr/5IO                     AA
               1004008086                    3Yr ARM                                     AA
               1004009085                    2Yr ARM                                     AA
               1004009450                    3Yr ARM                                     C
               1004009557                    2Yr ARM                                     AA
               1004009682                    2Yr ARM                                     AA
               1004012678                    3Yr ARM                                     AA
               1004014408                    Fixed Rate                                  AA
               1004014881                    2Yr ARM                                     AA
               1004021123                    2Yr ARM                                     C
               1004022015                    3Yr ARM                                     A+
               1004024102                    3Yr ARM                                     AA
               1004025414                    3Yr ARM                                     AA
               1004026681                    2Yr ARM                                     AA
               1004030621                    3Yr ARM                                     A-
               1004030872                    2Yr ARM                                     C
               1004033174                    3Yr ARM                                     AA
               1004033236                    2Yr ARM                                     AA
               1004037394                    2Yr ARM                                     AA
               1004039196                    3Yr ARM                                     AA
               1004040950                    3Yr ARM                                     AA
               1004041361                    Fixed Rate                                  A+
               1004043421                    Interest Only - 3Yr/5IO                     AA
               1004043877                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004044297                    3Yr ARM                                     AA
               1004048694                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004049381                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004049559                    3Yr ARM                                     AA
               1004050528                    Interest Only - 3Yr/5IO                     AA
               1004063765                    2Yr ARM                                     AA
               1004067912                    3Yr ARM                                     A+
               1004068573                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004070105                    Interest Only - 2Yr                         AA
               1004070276                    2Yr ARM                                     AA
               1004085420                    Interest Only - 3Yr/5IO                     AA
               1004089033                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004090851                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004090888                    2Yr ARM                                     B
               1004091020                    3Yr ARM                                     AA
               1004092109                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004098942                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004100216                    2Yr ARM                                     A-
               1004103320                    Interest Only - 3Yr/5IO                     AA
               1004106700                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004106906                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004112392                    Interest Only - 3Yr/5IO                     AA
               1004113827                    Fixed Rate                                  AA
               1004115898                    2Yr ARM                                     A-
               1004117155                    Interest Only - 3Yr/5IO                     AA
               1004121300                    2Yr ARM                                     AA
               1004122194                    2Yr ARM                                     AA
               1004122540                    Interest Only - 2Yr                         AA
               1004124469                    2nd TD                                      AA
               1004124815                    3Yr ARM                                     B
               1004128027                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004131255                    3Yr ARM                                     AA
               1004134975                    3Yr ARM                                     AA
               1004142207                    3Yr ARM                                     AA
               1004144241                    3Yr ARM                                     AA
               1004148336                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004153846                    2Yr ARM                                     C
               1004155238                    2Yr ARM                                     B
               1004157218                    3Yr ARM                                     A+
               1004157307                    3Yr ARM                                     AA
               1004157995                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004162989                    3Yr ARM                                     AA
               1004163648                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004174379                    3Yr ARM                                     AA
               1004174440                    Fixed Rate                                  AA
               1004175261                    2nd TD                                      AA
               1004176206                    3Yr ARM                                     AA
               1004176625                    3Yr ARM                                     AA
               1004177152                    2Yr ARM                                     AA
               1004178909                    2Yr ARM                                     AA
               1004179098                    3Yr ARM                                     AA
               1004179800                    2Yr ARM                                     AA
               1004184938                    2Yr ARM                                     AA
               1004186856                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004187953                    2nd TD                                      AA
               1004190672                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004192126                    2Yr ARM                                     AA
               1004194044                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004196131                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004196248                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004205531                    2Yr ARM                                     AA
               1004205764                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004206692                    3Yr ARM                                     AA
               1004214576                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004215904                    Fixed Rate                                  AA
               1004220177                    Interest Only - 3Yr/5IO                     A+
               1004220872                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004226064                    3Yr ARM                                     A+
               1004226625                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004233662                    2Yr ARM                                     AA
               1004234199                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004234705                    Interest Only - 2Yr/5IO                     A+
               1004235866                    3Yr ARM                                     A+
               1004236375                    3Yr ARM                                     A+
               1004238177                    Fixed Rate                                  AA
               1004240084                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004241403                    Fixed Rate                                  AA
               1004244446                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004244687                    3Yr ARM                                     AA
               1004250358                    Fixed Rate                                  AA
               1004251419                    3Yr ARM                                     A+
               1004252971                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004254229                    2Yr ARM                                     AA
               1004259974                    2Yr ARM                                     AA
               1004262452                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004264129                    3Yr ARM                                     AA
               1004264370                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004277035                    Interest Only - 3Yr/5IO                     AA
               1004278089                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004278819                    3Yr ARM - 30YrTerm/40Amor                   B
               1004280094                    2Yr ARM                                     AA
               1004281752                    Interest Only - 3Yr/5IO                     AA
               1004283965                    2Yr ARM                                     AA
               1004284090                    3Yr ARM                                     AA
               1004286329                    Interest Only - 2Yr/5IO                     AA
               1004289567                    2Yr ARM                                     C
               1004295676                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004296899                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004297745                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004298370                    Fixed Rate                                  AA
               1004298637                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004298959                    3Yr ARM                                     A-
               1004299048                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004299351                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004300125                    3Yr ARM                                     AA
               1004305861                    Interest Only - 2Yr/5IO                     AA
               1004309803                    2Yr ARM - 30YrTerm/40Amor                   B
               1004309965                    3Yr ARM                                     A-
               1004314548                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004316519                    3Yr ARM                                     A+
               1004316742                    3Yr ARM                                     AA
               1004319071                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004319213                    3Yr ARM                                     AA
               1004328702                    3Yr ARM                                     AA
               1004329462                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004334198                    3Yr ARM                                     C
               1004334303                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004336490                    3Yr ARM                                     A-
               1004336515                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004342508                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004342768                    3Yr ARM                                     A+
               1004343482                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004343650                    Interest Only - 2Yr/5IO                     AA
               1004344329                    3Yr ARM                                     AA
               1004344418                    3Yr ARM                                     AA
               1004347950                    2Yr ARM                                     AA
               1004348744                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004353568                    3Yr ARM                                     AA
               1004354399                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004354843                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004354923                    3Yr ARM                                     AA
               1004355094                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004356388                    3Yr ARM                                     AA
               1004356468                    2Yr ARM                                     A+
               1004356725                    3Yr ARM                                     AA
               1004357001                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004357074                    3Yr ARM                                     AA
               1004360587                    3Yr ARM                                     AA
               1004360612                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004360649                    3Yr ARM                                     AA
               1004362264                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004366778                    2Yr ARM                                     AA
               1004367615                    3Yr ARM                                     A+
               1004368785                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004368829                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004372324                    3Yr ARM                                     AA
               1004373001                    Interest Only - 2Yr/5IO                     AA
               1004373671                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004373868                    2Yr ARM                                     AA
               1004377739                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004380814                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004380994                    3Yr ARM                                     AA
               1004382812                    3Yr ARM                                     AA
               1004383321                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004384357                    3Yr ARM                                     C
               1004384678                    2Yr ARM                                     A-
               1004386532                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004387103                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004388987                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004389245                    3Yr ARM                                     A+
               1004389799                    3Yr ARM                                     A+
               1004390439                    3Yr ARM                                     AA
               1004390705                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004391287                    2Yr ARM                                     AA
               1004391312                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004391599                    3Yr ARM                                     AA
               1004391624                    3Yr ARM                                     B
               1004393392                    3Yr ARM                                     AA
               1004393891                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004394550                    3Yr ARM                                     AA
               1004396415                    3Yr ARM                                     AA
               1004397824                    2Yr ARM                                     A+
               1004398048                    3Yr ARM                                     AA
               1004398306                    2Yr ARM                                     AA
               1004399243                    3Yr ARM                                     B
               1004399957                    3Yr ARM                                     AA
               1004399993                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004402612                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004402818                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004403167                    3Yr ARM                                     AA
               1004403345                    2Yr ARM                                     AA
               1004404451                    Interest Only - 2Yr/5IO                     AA
               1004405110                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004406299                    3Yr ARM                                     A-
               1004407243                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004407305                    2Yr ARM                                     B
               1004412344                    Interest Only - 3Yr/5IO                     AA
               1004412567                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004414182                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004414271                    2Yr ARM - 30YrTerm/40Amor                   B
               1004414556                    3Yr ARM                                     AA
               1004415341                    2Yr ARM                                     A+
               1004415804                    3Yr ARM                                     AA
               1004416714                    3Yr ARM                                     AA
               1004419766                    2Yr ARM                                     AA
               1004419882                    3Yr ARM                                     C
               1004421897                    Interest Only - 2Yr/5IO                     AA
               1004427203                    2Yr ARM - 30YrTerm/40Amor                   B
               1004430413                    Interest Only - 3Yr/5IO                     AA
               1004439628                    3Yr ARM                                     A-
               1004442464                    Interest Only - 3Yr/5IO                     AA
               1004442785                    2Yr ARM                                     AA
               1004447833                    3Yr ARM                                     AA
               1004448690                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004450212                    2Yr ARM                                     AA
               1004451756                    Interest Only - 2Yr/5IO                     AA
               1004453460                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004453665                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004455280                    2Yr ARM                                     AA
               1004455529                    2Yr ARM                                     AA
               1004462744                    3Yr ARM                                     AA
               1004462842                    2Yr ARM                                     A-
               1004463798                    2Yr ARM                                     AA
               1004465812                    Interest Only - 3Yr/5IO                     AA
               1004470129                    2Yr ARM                                     AA
               1004470799                    3Yr ARM                                     AA
               1004471958                    3Yr ARM                                     AA
               1004472154                    3Yr ARM                                     AA
               1004473019                    3Yr ARM                                     A+
               1004474937                    3Yr ARM                                     AA
               1004475320                    3Yr ARM                                     AA
               1004475339                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004475892                    3Yr ARM                                     AA
               1004478014                    Interest Only - 2Yr/5IO                     AA
               1004484971                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004485603                    3Yr ARM                                     AA
               1004488101                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004489048                    2Yr ARM                                     AA
               1004490456                    3Yr ARM                                     A+
               1004490802                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004491366                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004492329                    Interest Only - 10Yr                        AA
               1004496673                    Interest Only - 2Yr/5IO                     AA
               1004503362                    Interest Only - 3Yr/5IO                     AA
               1004504673                    3Yr ARM                                     AA
               1004505271                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004505538                    3Yr ARM                                     AA
               1004507019                    3Yr ARM                                     AA
               1004508009                    3Yr ARM                                     B
               1004509222                    2Yr ARM                                     A+
               1004510611                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004510700                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004515572                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004515812                    Interest Only - 3Yr/5IO                     AA
               1004518436                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004518766                    3Yr ARM                                     A-
               1004519337                    3Yr ARM                                     AA
               1004519514                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004520655                    Interest Only - 2Yr/5IO                     AA
               1004521397                    3Yr ARM                                     AA
               1004521459                    2Yr ARM                                     AA
               1004522984                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004524009                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004531812                    3Yr ARM                                     AA
               1004533918                    3Yr ARM                                     AA
               1004534677                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004538227                    3Yr ARM                                     AA
               1004541188                    Interest Only - 2Yr/5IO                     AA
               1004542711                    3Yr ARM                                     A+
               1004543140                    3Yr ARM                                     A+
               1004543355                    3Yr ARM                                     AA
               1004546708                    2Yr ARM                                     AA
               1004547066                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004547280                    3Yr ARM                                     C
               1004549028                    3Yr ARM                                     C
               1004549527                    3Yr ARM                                     A+
               1004549992                    Interest Only - 2Yr/5IO                     AA
               1004550854                    3Yr ARM                                     B
               1004551078                    2Yr ARM                                     AA
               1004553227                    3Yr ARM                                     AA
               1004553691                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004560488                    3Yr ARM                                     AA
               1004561398                    3Yr ARM                                     AA
               1004562645                    2Yr ARM                                     AA
               1004562994                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004563305                    3Yr ARM                                     A+
               1004564019                    3Yr ARM                                     AA
               1004565063                    3Yr ARM                                     AA
               1004565090                    3Yr ARM                                     AA
               1004565580                    3Yr ARM                                     AA
               1004570930                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004573161                    2Yr ARM                                     AA
               1004573205                    3Yr ARM                                     AA
               1004574197                    3Yr ARM                                     AA
               1004574286                    3Yr ARM                                     AA
               1004575711                    Interest Only - 3Yr/5IO                     A-
               1004576300                    3Yr ARM                                     C
               1004576569                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004579147                    3Yr ARM                                     AA
               1004579192                    2Yr ARM                                     AA
               1004579441                    3Yr ARM                                     AA
               1004579655                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004587012                    3Yr ARM                                     A-
               1004587236                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004589323                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004589564                    3Yr ARM                                     C
               1004589644                    3Yr ARM                                     AA
               1004590053                    3Yr ARM                                     AA
               1004590133                    2Yr ARM                                     AA
               1004591597                    Interest Only - 2Yr/5IO                     AA
               1004593559                    3Yr ARM                                     AA
               1004594148                    3Yr ARM                                     AA
               1004596574                    2Yr ARM                                     AA
               1004597742                    3Yr ARM                                     A+
               1004600881                    3Yr ARM                                     AA
               1004601924                    3Yr ARM                                     A-
               1004602013                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004603557                    2Yr ARM                                     AA
               1004604565                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004605653                    2Yr ARM                                     A+
               1004607161                    3Yr ARM                                     A+
               1004608071                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004609043                    3Yr ARM                                     AA
               1004609356                    Interest Only - 2Yr/5IO                     AA
               1004611799                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004611897                    3Yr ARM                                     AA
               1004617089                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004617463                    3Yr ARM                                     AA
               1004617882                    3Yr ARM                                     AA
               1004618809                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004622493                    3Yr ARM                                     AA
               1004623312                    3Yr ARM                                     AA
               1004624026                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004624080                    3Yr ARM                                     B
               1004624142                    2Yr ARM - 30YrTerm/40Amor                   B
               1004624286                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004625150                    3Yr ARM                                     A+
               1004629762                    3Yr ARM                                     AA
               1004631526                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004635675                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004636111                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004639528                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004640446                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004641454                    2Yr ARM - 30YrTerm/40Amor                   B
               1004641463                    3Yr ARM                                     A+
               1004642177                    2Yr ARM                                     AA
               1004644111                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004644647                    3Yr ARM                                     AA
               1004645245                    2Yr ARM - 30YrTerm/40Amor                   B
               1004645673                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004646020                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004649599                    Interest Only - 2Yr/5IO                     AA
               1004652496                    3Yr ARM                                     AA
               1004652913                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004655778                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004655830                    3Yr ARM                                     AA
               1004656722                    2Yr ARM                                     AA
               1004659774                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004662644                    3Yr ARM                                     AA
               1004664624                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004667550                    3Yr ARM                                     A-
               1004668540                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004669111                    2Yr ARM                                     AA
               1004669237                    3Yr ARM                                     B
               1004669914                    3Yr ARM                                     AA
               1004672660                    Interest Only - 2Yr/5IO                     AA
               1004673357                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004674891                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004677077                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004678325                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004679627                    2Yr ARM                                     AA
               1004680170                    3Yr ARM                                     AA
               1004680198                    3Yr ARM                                     A+
               1004680893                    3Yr ARM                                     AA
               1004684452                    Interest Only - 3Yr/5IO                     AA
               1004685969                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004686094                    3Yr ARM                                     AA
               1004688001                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004688993                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004690178                    3Yr ARM                                     C
               1004690748                    Interest Only - 2Yr/5IO                     AA
               1004693022                    Interest Only - 2Yr/5IO                     AA
               1004694290                    3Yr ARM                                     AA
               1004695869                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004695930                    Interest Only - 2Yr/5IO                     AA
               1004696485                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004698063                    3Yr ARM                                     AA
               1004700960                    3Yr ARM                                     B
               1004701424                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004702860                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004703039                    3Yr ARM                                     A+
               1004703869                    3Yr ARM                                     AA
               1004705037                    3Yr ARM                                     AA
               1004711431                    2Yr ARM - 30YrTerm/40Amor                   B
               1004712788                    2Yr ARM                                     A+
               1004712822                    2Yr ARM                                     AA
               1004714606                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004714919                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004715552                    3Yr ARM                                     A+
               1004715614                    Interest Only - 2Yr/5IO                     A-
               1004718817                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004722287                    3Yr ARM                                     C
               1004722349                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004723204                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004724276                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004724506                    3Yr ARM                                     AA
               1004724640                    3Yr ARM                                     AA
               1004725042                    3Yr ARM                                     A+
               1004727905                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004728058                    3Yr ARM                                     AA
               1004728897                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004729440                    2Yr ARM                                     AA
               1004735442                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004737342                    Interest Only - 2Yr/5IO                     AA
               1004738966                    3Yr ARM                                     AA
               1004739536                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004740089                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004740551                    Interest Only - 2Yr/5IO                     AA
               1004741024                    Interest Only - 2Yr/5IO                     AA
               1004741783                    2Yr ARM                                     AA
               1004742005                    3Yr ARM                                     C
               1004743264                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004744058                    3Yr ARM                                     AA
               1004745128                    Interest Only - 2Yr/5IO                     A+
               1004746886                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004749213                    Interest Only - 2Yr/5IO                     AA
               1004751183                    3Yr ARM                                     AA
               1004752501                    Interest Only - 2Yr/5IO                     AA
               1004752672                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004753065                    3Yr ARM                                     A-
               1004754894                    Interest Only - 2Yr/5IO                     AA
               1004756197                    Interest Only - 2Yr/5IO                     AA
               1004756883                    3Yr ARM                                     A+
               1004759247                    3Yr ARM                                     AA
               1004759363                    2Yr ARM                                     C
               1004759755                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004760477                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004761742                    2Yr ARM                                     AA
               1004761779                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004762180                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004762304                    3Yr ARM                                     AA
               1004764829                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004765132                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004766890                    3Yr ARM                                     AA
               1004768978                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004769067                    2Yr ARM                                     B
               1004770457                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004770616                    Interest Only - 2Yr/5IO                     AA
               1004771713                    3Yr ARM                                     AA
               1004771866                    Interest Only - 2Yr/5IO                     AA
               1004772062                    Interest Only - 2Yr/5IO                     AA
               1004774426                    3Yr ARM                                     AA
               1004779653                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004782587                    2Yr ARM                                     AA
               1004784246                    3Yr ARM                                     AA
               1004784683                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004785218                    Interest Only - 2Yr/5IO                     AA
               1004785799                    Interest Only - 2Yr/5IO                     AA
               1004786440                    3Yr ARM                                     AA
               1004787190                    Interest Only - 2Yr/5IO                     AA
               1004790097                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004792004                    2Yr ARM                                     AA
               1004793110                    3Yr ARM                                     AA
               1004793735                    2Yr ARM                                     A+
               1004794397                    Interest Only - 2Yr/5IO                     AA
               1004795403                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004798393                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004798437                    2Yr ARM                                     AA
               1004798874                    Interest Only - 2Yr/5IO                     AA
               1004801726                    3Yr ARM                                     C
               1004803314                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004803350                    2Yr ARM                                     AA
               1004806810                    2Yr ARM                                     AA
               1004810235                    2Yr ARM                                     AA
               1004811519                    Interest Only - 2Yr/5IO                     AA
               1004814936                    3Yr ARM                                     AA
               1004816783                    Interest Only - 2Yr/5IO                     AA
               1004817158                    2Yr ARM                                     AA
               1004818754                    Interest Only - 2Yr/5IO                     AA
               1004821580                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004824300                    3Yr ARM                                     AA
               1004824854                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004828075                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004828565                    3Yr ARM                                     AA
               1004828823                    2Yr ARM                                     AA
               1004829270                    Interest Only - 2Yr/5IO                     AA
               1004834567                    3Yr ARM                                     AA
               1004841087                    2Yr ARM                                     B
               1004842086                    Interest Only - 2Yr/5IO                     AA
               1004846475                    3Yr ARM                                     A+
               1004846484                    2Yr ARM                                     AA
               1004847606                    3Yr ARM                                     AA
               1004849908                    3Yr ARM                                     AA
               1004850067                    3Yr ARM                                     AA
               1004852733                    Interest Only - 2Yr/5IO                     A+
               1004854465                    Interest Only - 2Yr/5IO                     AA
               1004856025                    Interest Only - 2Yr/5IO                     AA
               1004856347                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004858096                    3Yr ARM                                     A-
               1004862241                    2Yr ARM                                     AA
               1004864445                    Interest Only - 2Yr/5IO                     AA
               1004874773                    3Yr ARM                                     A+
               1004876370                    2Yr ARM                                     AA
               1004876806                    3Yr ARM                                     AA
               1004885832                    2Yr ARM                                     AA
               1004888410                    3Yr ARM                                     A-
               1004892012                    Interest Only - 2Yr/5IO                     AA
               1004893574                    2Yr ARM                                     AA
               1004895947                    2Yr ARM                                     AA
               1004896161                    2Yr ARM - 30YrTerm/40Amor                   B
               1004899275                    2Yr ARM                                     AA
               1004906524                    2Yr ARM                                     AA
               1004907541                    Interest Only - 2Yr/5IO                     AA
               1004908336                    3Yr ARM                                     A+
               1004908942                    3Yr ARM                                     A-
               1004912919                    2Yr ARM                                     B
               1004913222                    2Yr ARM                                     AA
               1004916103                    Interest Only - 2Yr/5IO                     AA
               1004919075                    Interest Only - 3Yr/5IO                     AA
               1004920429                    Interest Only - 2Yr/5IO                     AA
               1004922285                    2Yr ARM                                     A+
               1004923685                    2Yr ARM                                     AA
               1004925068                    2Yr ARM                                     A+
               1004926049                    3Yr ARM                                     A-
               1004929108                    2Yr ARM                                     A+
               1004932416                    2Yr ARM                                     AA
               1004934156                    Interest Only - 2Yr/5IO                     A+
               1004934272                    2Yr ARM                                     AA
               1004936083                    3Yr ARM                                     AA
               1004936895                    2Yr ARM                                     AA
               1004939035                    2Yr ARM                                     A+
               1004939516                    2Yr ARM                                     AA
               1004939758                    3Yr ARM                                     AA
               1004940194                    Interest Only - 2Yr/5IO                     AA
               1004940835                    2Yr ARM                                     AA
               1004940988                    Interest Only - 2Yr/5IO                     AA
               1004943743                    Interest Only - 2Yr/5IO                     AA
               1004943752                    2Yr ARM                                     A+
               1004944617                    Interest Only - 2Yr/5IO                     AA
               1004944902                    2Yr ARM                                     AA
               1004945288                    3Yr ARM                                     AA
               1004958530                    2Yr ARM                                     AA
               1004958692                    2Yr ARM                                     AA
               1004959370                    2Yr ARM                                     A+
               1004960723                    2Yr ARM                                     A-
               1004968388                    2Yr ARM                                     AA
               1004970124                    2Yr ARM                                     AA
               1004970927                    2Yr ARM                                     AA
               1004971150                    Interest Only - 2Yr/5IO                     AA
               1004973256                    3Yr ARM                                     AA
               1004973522                    2Yr ARM                                     AA
               1004975520                    2Yr ARM                                     AA
               1004988687                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004989061                    2Yr ARM                                     A+
               1004990987                    3Yr ARM                                     AA
               1004994180                    2Yr ARM                                     AA
               1004994983                    3Yr ARM                                     AA
               1004995198                    2Yr ARM                                     AA
               1004996311                    Interest Only - 2Yr/5IO                     AA
               1004998809                    2Yr ARM                                     AA
               1005003024                    3Yr ARM                                     AA
               1005006502                    Interest Only - 2Yr/5IO                     AA
               1005011024                    Interest Only - 2Yr/5IO                     AA
               1005019151                    3Yr ARM                                     AA
               1005019687                    3Yr ARM                                     B
               1005021941                    Interest Only - 2Yr/5IO                     AA
               1005026660                    2Yr ARM                                     A-
               1005032029                    2Yr ARM                                     AA
               1005035268                    Interest Only - 10Yr                        AA
               1005036971                    2Yr ARM                                     AA
               1005049191                    2Yr ARM                                     AA
               1005060774                    Interest Only - 2Yr/5IO                     AA
               1005081724                    Interest Only - 2Yr/5IO                     A+
               1005083465                    Interest Only - 2Yr/5IO                     AA
               1005091768                    2Yr ARM                                     AA
               1005096031                    Interest Only - 2Yr/5IO                     AA
               1005105986                    Interest Only - 2Yr/5IO                     AA
               1005106128                    2Yr ARM                                     AA
               1005110293                    2Yr ARM - 30YrTerm/40Amor                   AA
               1005111078                    Interest Only - 2Yr/5IO                     AA
                  2091341                    Fixed Rate                                  C
                  2147151                    Fixed Rate                                  AA
                  2152581                    Fixed Rate                                  B
                  2159842                    Fixed Rate                                  A-
                  2165161                    3Yr ARM                                     AA
                  2166652                    Fixed Rate                                  AA
                  2173873                    Fixed Rate                                  AA
                  2177549                    3Yr ARM                                     C
                  2177633                    Fixed Rate                                  AA
                  2178433                    Fixed Rate                                  A-
                  2182302                    Fixed Rate                                  AA
                  2183731                    Fixed Rate                                  C
                  2183812                    Fixed Rate                                  AA
                  2184269                    Fixed Rate                                  A-
                  2184408                    Fixed Rate                                  AA
                  2186102                    Fixed Rate                                  AA
                  2186243                    3Yr ARM                                     AA
                  2186313                    Fixed Rate                                  AA
                  2187167                    3Yr ARM                                     A+
                  2187733                    Fixed Rate                                  AA
                  2187840                    3Yr ARM                                     AA
                  2187940                    Fixed Rate                                  AA
                  2188736                    3Yr ARM                                     A-
                  2188904                    Fixed Rate                                  AA
                  2188919                    Fixed Rate                                  AA
                  2189383                    Fixed Rate                                  AA
                  2189611                    Interest Only - 2Yr                         AA
                  2190370                    Fixed Rate                                  AA
                  2190699                    3Yr ARM                                     AA
                  2190986                    Fixed Rate                                  A-
                  2191402                    Fixed Rate                                  AA
                  2191629                    3Yr ARM                                     A+
                  2192592                    Fixed Rate                                  AA
                  2192729                    2Yr ARM                                     AA
                  2192854                    Fixed Rate                                  AA
                  2192906                    Fixed Rate                                  AA
                  2193159                    Fixed Rate                                  AA
                  2193470                    Fixed Rate                                  AA
                  2193547                    Fixed Rate                                  AA
                  2193940                    Fixed Rate                                  AA
                  2193978                    3Yr ARM                                     A-
                  2194493                    Fixed Rate                                  AA
                  2194803                    Fixed Rate                                  AA
                  2195138                    Fixed Rate                                  A+
                  2196336                    2nd TD                                      AA
                  2196624                    Fixed Rate                                  AA
                  2196627                    Fixed Rate                                  AA
                  2197918                    Fixed Rate                                  AA
                  2198262                    Fixed Rate                                  AA
                  2198417                    Fixed Rate                                  AA
                  2198509                    Fixed Rate                                  AA
                  2198853                    Fixed Rate                                  AA
                  2198918                    3Yr ARM                                     AA
                  2199258                    Fixed Rate                                  AA
                  2199396                    Fixed Rate                                  AA
                  2199538                    3Yr ARM                                     A+
                  2199621                    Fixed Rate                                  AA
                  2199905                    Fixed Rate                                  A+
                  2200218                    2Yr ARM                                     A-
                  2200230                    Fixed Rate                                  A-
                  2200662                    Fixed Rate                                  AA
                  2200726                    2nd TD                                      AA
                  2200840                    Fixed Rate                                  AA
                  2201024                    Fixed Rate                                  B
                  2201518                    Fixed Rate                                  AA
                  2201703                    3Yr ARM                                     AA
                  2201893                    Fixed Rate                                  AA
                  2202036                    Fixed Rate                                  AA
                  2202047                    Fixed Rate                                  AA
                  2202245                    Fixed Rate                                  AA
                  2202613                    Fixed Rate                                  A-
                  2202666                    Fixed Rate                                  AA
                  2202966                    3Yr ARM                                     AA
                  2203258                    3Yr ARM                                     B
                  2203377                    Fixed Rate                                  AA
                  2203576                    3Yr ARM                                     B
                  2203583                    Fixed Rate                                  AA
                  2203630                    3Yr ARM                                     AA
                  2203653                    Fixed Rate                                  AA
                  2203679                    3Yr ARM                                     A+
                  2203733                    3Yr ARM                                     AA
                  2203754                    3Yr ARM                                     A-
                  2203767                    3Yr ARM                                     AA
                  2203863                    Fixed Rate                                  AA
                  2203927                    Fixed Rate                                  AA
                  2203961                    2Yr ARM                                     C
                  2204122                    Fixed Rate                                  A+
                  2204286                    Fixed Rate                                  A+
                  2204580                    Fixed Rate                                  A-
                  2204596                    Fixed Rate                                  AA
                  2204863                    Fixed Rate                                  AA
                  2205316                    3Yr ARM                                     B
                  2205334                    3Yr ARM                                     AA
                  2205342                    Fixed Rate                                  AA
                  2205521                    Fixed Rate                                  A-
                  2205550                    3Yr ARM                                     AA
                  2205800                    Fixed Rate                                  A+
                  2205858                    Fixed Rate                                  A-
                  2205936                    3Yr ARM                                     AA
                  2206263                    Fixed Rate                                  AA
                  2206307                    Fixed Rate                                  AA
                  2206586                    3Yr ARM                                     A+
                  2206640                    3Yr ARM                                     A+
                  2206726                    Fixed Rate                                  AA
                  2206761                    3Yr ARM                                     C
                  2206885                    2Yr ARM                                     A-
                  2207536                    Fixed Rate                                  AA
                  2208988                    Fixed Rate                                  AA
                  2210346                    3Yr ARM                                     AA
                  2210659                    Fixed Rate                                  AA
                  2210744                    3Yr ARM                                     A+
                  2211044                    Fixed Rate                                  AA
                  2211861                    Fixed Rate                                  AA
                  2212062                    Fixed Rate                                  AA
                  2212334                    Fixed Rate                                  AA
                  2212697                    Fixed Rate                                  AA
                  2212980                    Fixed Rate                                  AA
                  2213722                    3Yr ARM                                     B
                  2214198                    Fixed Rate                                  AA
                  2214384                    Fixed Rate                                  A+
                  2215442                    3Yr ARM                                     AA
                  2216269                    3Yr ARM                                     A-
                  2216358                    3Yr ARM                                     AA
                  2216588                    Fixed Rate                                  AA
                  2216953                    3Yr ARM                                     A-
                  2217024                    3Yr ARM                                     AA
                  2217662                    Fixed Rate                                  AA
                  2217992                    3Yr ARM                                     AA
                  2218132                    2Yr ARM                                     AA
                  2219044                    3Yr ARM                                     B
                  2221088                    Fixed Rate                                  AA
                  2221122                    2Yr ARM                                     A+
                  2221572                    3Yr ARM                                     A-
                  2222241                    Fixed Rate                                  A+
                  2222547                    3Yr ARM                                     A+
                  2224523                    3Yr ARM                                     AA
                  2225194                    2Yr ARM                                     A+
                  2225864                    Fixed Rate                                  A+
                  2226308                    Fixed Rate                                  AA
                  2226395                    3Yr ARM                                     AA
                  2226973                    2nd TD                                      AA
                  2227265                    Fixed Rate                                  A-
                  2229921                    2Yr ARM                                     C
                  2232121                    Fixed Rate                                  A+
                  2232580                    2Yr ARM                                     A+
                  2233686                    Fixed Rate                                  AA
                  2234880                    Fixed Rate                                  AA
                  2235075                    2Yr ARM                                     AA
                  2242364                    Fixed Rate                                  AA
                  2242629                    2Yr ARM                                     AA
                  2243433                    3Yr ARM                                     A-
                  2243580                    3Yr ARM                                     AA
                  2244446                    3Yr ARM                                     A+
                  2244770                    2Yr ARM                                     C
                  2246819                    3Yr ARM                                     AA
                  2248016                    2Yr ARM                                     A-
                  2249871                    3Yr ARM                                     C
                  2250074                    3Yr ARM                                     AA
                  2251334                    3Yr ARM                                     AA
                  2251385                    2Yr ARM                                     AA
               1001767635                    Interest Only - 2Yr                         AA
               1001920292                    2Yr ARM                                     AA
               1002038299                    2Yr ARM                                     AA
               1002052263                    2Yr ARM                                     AA
               1002217504                    Interest Only - 10Yr                        AA
               1002277146                    Fixed Rate                                  AA
               1002278234                    Interest Only - 2Yr                         AA
               1002336154                    2nd TD                                      AA
               1002532147                    3Yr ARM                                     B
               1002534822                    2nd TD                                      AA
               1002556852                    Fixed Rate                                  B
               1002610080                    3Yr ARM                                     AA
               1002614282                    2nd TD                                      AA
               1002620373                    3Yr ARM                                     AA
               1002625813                    2Yr ARM                                     AA
               1002661060                    3Yr ARM                                     AA
               1002680502                    3Yr ARM                                     A-
               1002684615                    Interest Only - 2Yr                         AA
               1002686472                    3Yr ARM                                     AA
               1002702089                    Fixed Rate                                  AA
               1002708573                    Interest Only - 2Yr                         AA
               1002712960                    Interest Only - 2Yr                         A+
               1002714478                    3Yr ARM                                     AA
               1002724412                    3Yr ARM                                     AA
               1002728677                    Fixed Rate                                  AA
               1002729042                    Interest Only - 2Yr                         AA
               1002729122                    Fixed Rate                                  AA
               1002737195                    Fixed Rate                                  AA
               1002741750                    3Yr ARM                                     A+
               1002745266                    2nd TD                                      AA
               1002748423                    Interest Only - 2Yr                         AA
               1002753871                    Fixed Rate                                  A+
               1002764752                    3Yr ARM                                     AA
               1002768204                    Interest Only - 3Yr/5IO                     AA
               1002772315                    Interest Only - 2Yr                         AA
               1002778015                    3Yr ARM                                     AA
               1002779791                    Interest Only - 2Yr                         AA
               1002784954                    3Yr ARM                                     AA
               1002792507                    Interest Only - 2Yr                         AA
               1002796004                    3Yr ARM                                     C
               1002801301                    Fixed Rate                                  AA
               1002804184                    Fixed Rate                                  A-
               1002811960                    3Yr ARM                                     AA
               1002812790                    3Yr ARM                                     AA
               1002814556                    3Yr ARM                                     AA
               1002815038                    Fixed Rate                                  AA
               1002816821                    Fixed Rate                                  AA
               1002818543                    3Yr ARM                                     AA
               1002820754                    2Yr ARM                                     AA
               1002824411                    3Yr ARM                                     AA
               1002824867                    2nd TD                                      AA
               1002836480                    Fixed Rate                                  AA
               1002838898                    3Yr ARM                                     AA
               1002851907                    2nd TD                                      AA
               1002852103                    3Yr ARM                                     AA
               1002852951                    Fixed Rate                                  AA
               1002852988                    Fixed Rate                                  AA
               1002856001                    3Yr ARM                                     AA
               1002859213                    3Yr ARM                                     AA
               1002860041                    Fixed Rate                                  AA
               1002861451                    Interest Only - 3Yr/5IO                     AA
               1002861843                    3Yr ARM                                     AA
               1002863592                    Fixed Rate                                  A+
               1002864252                    3Yr ARM                                     AA
               1002869783                    3Yr ARM                                     AA
               1002872653                    Fixed Rate                                  AA
               1002872993                    Fixed Rate                                  AA
               1002883071                    3Yr ARM                                     AA
               1002884294                    Fixed Rate                                  C
               1002885239                    3Yr ARM                                     AA
               1002886586                    Fixed Rate                                  A+
               1002886602                    Interest Only - 2Yr                         AA
               1002886746                    3Yr ARM                                     AA
               1002888584                    3Yr ARM                                     A+
               1002888637                    Fixed Rate                                  AA
               1002889798                    3Yr ARM                                     A+
               1002890606                    3Yr ARM                                     AA
               1002890839                    3Yr ARM                                     AA
               1002890964                    Fixed Rate                                  AA
               1002894229                    3Yr ARM                                     A+
               1002897039                    3Yr ARM                                     AA
               1002898644                    Fixed Rate                                  AA
               1002900800                    3Yr ARM                                     A+
               1002900908                    Interest Only - 2Yr                         AA
               1002901275                    3Yr ARM                                     AA
               1002902443                    Fixed Rate                                  AA
               1002903647                    3Yr ARM                                     A-
               1002904824                    3Yr ARM                                     A+
               1002905217                    3Yr ARM                                     B
               1002907741                    3Yr ARM                                     A-
               1002907965                    Fixed Rate                                  AA
               1002915849                    Fixed Rate                                  AA
               1002922216                    3Yr ARM                                     AA
               1002925874                    3Yr ARM                                     B
               1002927471                    3Yr ARM                                     AA
               1002927667                    3Yr ARM                                     AA
               1002929629                    2Yr ARM                                     C
               1002934347                    3Yr ARM                                     B
               1002936274                    2Yr ARM                                     AA
               1002936773                    3Yr ARM                                     AA
               1002939075                    3Yr ARM                                     AA
               1002939654                    Interest Only - 3Yr/5IO                     AA
               1002940223                    3Yr ARM                                     A-
               1002942178                    Interest Only - 2Yr                         AA
               1002942926                    Fixed Rate                                  AA
               1002944979                    3Yr ARM                                     A+
               1002947645                    3Yr ARM                                     AA
               1002947912                    Fixed Rate                                  A+
               1002950630                    3Yr ARM                                     AA
               1002951942                    3Yr ARM                                     A-
               1002955555                    3Yr ARM                                     AA
               1002962486                    Fixed Rate                                  AA
               1002963467                    3Yr ARM                                     AA
               1002964153                    Fixed Rate                                  A+
               1002966062                    Fixed Rate                                  A+
               1002966375                    Fixed Rate                                  AA
               1002967329                    Fixed Rate                                  AA
               1002968621                    3Yr ARM                                     AA
               1002970244                    3Yr ARM                                     AA
               1002971975                    3Yr ARM                                     AA
               1002971984                    3Yr ARM                                     A+
               1002972518                    3Yr ARM                                     AA
               1002972689                    3Yr ARM                                     AA
               1002974106                    3Yr ARM                                     AA
               1002974419                    Fixed Rate                                  AA
               1002974801                    3Yr ARM                                     AA
               1002977639                    3Yr ARM                                     AA
               1002979575                    Fixed Rate                                  AA
               1002980616                    Interest Only - 3Yr/5IO                     AA
               1002982758                    2Yr ARM                                     A+
               1002982972                    3Yr ARM                                     A+
               1002984818                    2nd TD                                      AA
               1002989270                    Fixed Rate                                  AA
               1002991472                    3Yr ARM                                     AA
               1002992220                    2Yr ARM                                     AA
               1002993032                    3Yr ARM                                     AA
               1002993425                    3Yr ARM                                     A-
               1002993666                    Fixed Rate                                  A-
               1002994068                    3Yr ARM                                     AA
               1002997911                    Fixed Rate                                  A-
               1003000497                    3Yr ARM                                     A-
               1003000601                    3Yr ARM                                     AA
               1003003582                    Interest Only - 2Yr/5IO                     AA
               1003004162                    2Yr ARM                                     AA
               1003005642                    2Yr ARM                                     A+
               1003009746                    Fixed Rate                                  AA
               1003014794                    3Yr ARM                                     AA
               1003015196                    Fixed Rate                                  AA
               1003015230                    3Yr ARM                                     B
               1003015542                    3Yr ARM                                     AA
               1003019557                    3Yr ARM                                     AA
               1003022106                    3Yr ARM                                     AA
               1003023837                    Fixed Rate                                  AA
               1003026004                    3Yr ARM                                     AA
               1003027012                    2Yr ARM                                     C
               1003027432                    3Yr ARM                                     B
               1003028084                    3Yr ARM                                     A+
               1003029323                    Interest Only - 10Yr                        AA
               1003029840                    3Yr ARM                                     A-
               1003032587                    3Yr ARM                                     AA
               1003033791                    3Yr ARM                                     AA
               1003034512                    3Yr ARM                                     AA
               1003035156                    3Yr ARM                                     AA
               1003038171                    Fixed Rate                                  AA
               1003038536                    Fixed Rate                                  AA
               1003042086                    3Yr ARM                                     AA
               1003044770                    2nd TD                                      AA
               1003046885                    2Yr ARM                                     AA
               1003047508                    3Yr ARM                                     AA
               1003048446                    3Yr ARM                                     AA
               1003049392                    3Yr ARM                                     A-
               1003049775                    3Yr ARM                                     AA
               1003050664                    Interest Only - 2Yr                         A-
               1003050762                    Fixed Rate                                  A+
               1003053288                    Fixed Rate                                  AA
               1003053297                    2Yr ARM                                     C
               1003054928                    2Yr ARM                                     A+
               1003055026                    Fixed Rate                                  AA
               1003055703                    3Yr ARM                                     AA
               1003056481                    Fixed Rate                                  A+
               1003056524                    Fixed Rate                                  AA
               1003057097                    Fixed Rate                                  AA
               1003057113                    Fixed Rate                                  AA
               1003057355                    3Yr ARM                                     AA
               1003058470                    3Yr ARM                                     AA
               1003058862                    Fixed Rate                                  AA
               1003059193                    Fixed Rate                                  AA
               1003061901                    Fixed Rate                                  AA
               1003062170                    3Yr ARM                                     B
               1003063909                    2nd TD                                      AA
               1003065006                    Fixed Rate                                  AA
               1003067166                    Fixed Rate                                  AA
               1003070321                    Fixed Rate                                  A+
               1003070553                    Fixed Rate                                  AA
               1003070615                    3Yr ARM                                     B
               1003070937                    3Yr ARM                                     A-
               1003071311                    Fixed Rate                                  AA
               1003073818                    Fixed Rate                                  AA
               1003074407                    3Yr ARM                                     B
               1003075424                    Fixed Rate                                  AA
               1003076664                    Fixed Rate                                  A+
               1003077529                    Fixed Rate                                  AA
               1003080702                    Interest Only - 2Yr                         A+
               1003081015                    3Yr ARM                                     AA
               1003081587                    Interest Only - 2Yr                         AA
               1003082121                    Fixed Rate                                  AA
               1003082210                    3Yr ARM                                     AA
               1003084566                    Fixed Rate                                  AA
               1003084842                    Fixed Rate                                  B
               1003085716                    3Yr ARM                                     B
               1003085985                    3Yr ARM                                     AA
               1003087055                    Fixed Rate                                  AA
               1003087723                    Fixed Rate                                  A-
               1003088580                    Fixed Rate                                  AA
               1003089197                    3Yr ARM                                     AA
               1003092913                    3Yr ARM                                     B
               1003092959                    3Yr ARM                                     AA
               1003093743                    3Yr ARM                                     A-
               1003094190                    3Yr ARM                                     AA
               1003095386                    Fixed Rate                                  AA
               1003097909                    2Yr ARM                                     A+
               1003098392                    Fixed Rate                                  AA
               1003099907                    3Yr ARM                                     B
               1003100245                    Fixed Rate                                  AA
               1003100502                    Fixed Rate                                  A+
               1003101681                    3Yr ARM                                     A+
               1003103670                    Fixed Rate                                  AA
               1003103787                    2Yr ARM                                     AA
               1003104553                    Fixed Rate                                  AA
               1003105017                    3Yr ARM                                     A+
               1003106178                    Fixed Rate                                  AA
               1003106374                    3Yr ARM                                     A+
               1003107603                    Fixed Rate                                  AA
               1003108149                    Fixed Rate                                  A-
               1003109380                    Fixed Rate                                  AA
               1003110010                    Interest Only - 2Yr                         A+
               1003111778                    3Yr ARM                                     AA
               1003111787                    Fixed Rate                                  AA
               1003112090                    3Yr ARM                                     AA
               1003112937                    3Yr ARM                                     AA
               1003113008                    Fixed Rate                                  AA
               1003114025                    Fixed Rate                                  AA
               1003114338                    3Yr ARM                                     B
               1003116363                    2nd TD                                      AA
               1003117406                    3Yr ARM                                     AA
               1003119299                    3Yr ARM                                     AA
               1003119306                    Fixed Rate                                  AA
               1003119538                    3Yr ARM                                     AA
               1003120633                    3Yr ARM                                     B
               1003121507                    2nd TD                                      AA
               1003122061                    3Yr ARM                                     AA
               1003122436                    3Yr ARM                                     B
               1003122454                    3Yr ARM                                     AA
               1003124602                    3Yr ARM                                     AA
               1003124746                    3Yr ARM                                     AA
               1003126316                    Fixed Rate                                  AA
               1003126487                    2nd TD                                      AA
               1003126664                    3Yr ARM                                     AA
               1003127084                    Fixed Rate                                  B
               1003127743                    3Yr ARM                                     AA
               1003129527                    3Yr ARM                                     AA
               1003129607                    2nd TD                                      AA
               1003131346                    2nd TD                                      AA
               1003132283                    2Yr ARM                                     AA
               1003132489                    3Yr ARM                                     A-
               1003132728                    3Yr ARM                                     AA
               1003133120                    2Yr ARM                                     AA
               1003133987                    2nd TD                                      AA
               1003134959                    Fixed Rate                                  AA
               1003134968                    2Yr ARM                                     B
               1003135495                    3Yr ARM                                     AA
               1003135583                    Fixed Rate                                  AA
               1003135805                    3Yr ARM                                     AA
               1003136234                    3Yr ARM                                     B
               1003137000                    3Yr ARM                                     AA
               1003137652                    3Yr ARM                                     AA
               1003137670                    3Yr ARM                                     AA
               1003138214                    3Yr ARM                                     A-
               1003138296                    Fixed Rate                                  A+
               1003139124                    Fixed Rate                                  A-
               1003139507                    3Yr ARM                                     AA
               1003139516                    Fixed Rate                                  AA
               1003139874                    Fixed Rate                                  AA
               1003139945                    3Yr ARM                                     AA
               1003140755                    Fixed Rate                                  AA
               1003141004                    2nd TD                                      AA
               1003141120                    3Yr ARM                                     A+
               1003142502                    Fixed Rate                                  AA
               1003143333                    3Yr ARM                                     AA
               1003143609                    2nd TD                                      AA
               1003144127                    Fixed Rate                                  AA
               1003145000                    Fixed Rate                                  AA
               1003146768                    3Yr ARM                                     AA
               1003147687                    Fixed Rate                                  A+
               1003148463                    Fixed Rate                                  AA
               1003149783                    3Yr ARM                                     A+
               1003150477                    3Yr ARM                                     A+
               1003152493                    2nd TD                                      AA
               1003152830                    3Yr ARM                                     AA
               1003154482                    Fixed Rate                                  AA
               1003154721                    Fixed Rate                                  AA
               1003157372                    2nd TD                                      AA
               1003158255                    Fixed Rate                                  AA
               1003158399                    3Yr ARM                                     A-
               1003160091                    3Yr ARM                                     C
               1003160439                    3Yr ARM                                     A+
               1003160466                    Fixed Rate                                  A+
               1003160821                    Fixed Rate                                  A+
               1003160983                    2Yr ARM                                     AA
               1003161401                    Fixed Rate                                  AA
               1003163891                    3Yr ARM                                     B
               1003164284                    Fixed Rate                                  AA
               1003164417                    3Yr ARM                                     A+
               1003165586                    3Yr ARM                                     AA
               1003166326                    3Yr ARM                                     AA
               1003169243                    Fixed Rate                                  C
               1003170384                    Fixed Rate                                  AA
               1003170400                    Fixed Rate                                  AA
               1003170570                    3Yr ARM                                     AA
               1003171677                    3Yr ARM                                     AA
               1003172042                    Fixed Rate                                  AA
               1003172685                    3Yr ARM                                     AA
               1003174040                    3Yr ARM                                     AA
               1003174941                    2Yr ARM                                     AA
               1003176155                    2nd TD                                      AA
               1003176459                    2Yr ARM                                     AA
               1003177092                    Fixed Rate                                  A-
               1003177261                    2nd TD                                      AA
               1003177626                    3Yr ARM                                     AA
               1003177742                    2nd TD                                      AA
               1003177902                    2nd TD                                      AA
               1003180211                    3Yr ARM                                     AA
               1003180462                    3Yr ARM                                     B
               1003180792                    2nd TD                                      AA
               1003181595                    3Yr ARM                                     AA
               1003181684                    3Yr ARM                                     A+
               1003182040                    2Yr ARM                                     B
               1003182077                    3Yr ARM                                     AA
               1003182870                    3Yr ARM                                     B
               1003183254                    Fixed Rate                                  AA
               1003183423                    2nd TD                                      AA
               1003183968                    3Yr ARM                                     AA
               1003184510                    Fixed Rate                                  A+
               1003184654                    Fixed Rate                                  A+
               1003185074                    2Yr ARM                                     AA
               1003185662                    3Yr ARM                                     AA
               1003186448                    3Yr ARM                                     AA
               1003186527                    3Yr ARM                                     AA
               1003188035                    3Yr ARM                                     AA
               1003188785                    2nd TD                                      AA
               1003188990                    Fixed Rate                                  AA
               1003190326                    3Yr ARM                                     AA
               1003191833                    Fixed Rate                                  AA
               1003191940                    2nd TD                                      AA
               1003192191                    Fixed Rate                                  AA
               1003192538                    Fixed Rate                                  A+
               1003192707                    2Yr ARM                                     A+
               1003194956                    2nd TD                                      AA
               1003195562                    3Yr ARM                                     AA
               1003195688                    2nd TD                                      AA
               1003197702                    3Yr ARM                                     AA
               1003198104                    3Yr ARM                                     A-
               1003198177                    Fixed Rate                                  AA
               1003198658                    3Yr ARM                                     AA
               1003200280                    Fixed Rate                                  A-
               1003201332                    3Yr ARM                                     AA
               1003201779                    2nd TD                                      AA
               1003202064                    2nd TD                                      AA
               1003202518                    2nd TD                                      AA
               1003205409                    3Yr ARM                                     B
               1003206417                    Fixed Rate                                  AA
               1003206587                    3Yr ARM                                     AA
               1003206729                    Fixed Rate                                  AA
               1003207728                    Fixed Rate                                  A+
               1003208308                    3Yr ARM                                     AA
               1003208745                    3Yr ARM                                     AA
               1003210082                    2Yr ARM                                     AA
               1003210313                    2Yr ARM                                     AA
               1003210670                    3Yr ARM                                     A+
               1003213864                    2nd TD                                      AA
               1003214015                    3Yr ARM                                     AA
               1003215620                    2nd TD                                      AA
               1003215648                    Fixed Rate                                  A-
               1003215942                    2Yr ARM                                     AA
               1003216497                    3Yr ARM                                     AA
               1003216843                    3Yr ARM                                     AA
               1003218011                    2nd TD                                      AA
               1003222195                    3Yr ARM                                     B
               1003224335                    2nd TD                                      AA
               1003225021                    2nd TD                                      AA
               1003225664                    2nd TD                                      AA
               1003228938                    2nd TD                                      AA
               1003229759                    3Yr ARM                                     AA
               1003230364                    3Yr ARM                                     AA
               1003230685                    3Yr ARM                                     AA
               1003231522                    2Yr ARM                                     B
               1003231915                    3Yr ARM                                     AA
               1003234654                    2nd TD                                      AA
               1003237036                    3Yr ARM                                     AA
               1003238151                    3Yr ARM                                     AA
               1003238240                    3Yr ARM                                     AA
               1003239383                    Fixed Rate                                  A+
               1003239454                    Fixed Rate                                  AA
               1003242592                    2nd TD                                      AA
               1003244019                    Fixed Rate                                  AA
               1003248113                    2nd TD                                      AA
               1003248952                    2nd TD                                      AA
               1003253188                    2Yr ARM                                     A+
               1003254034                    3Yr ARM                                     AA
               1003254506                    3Yr ARM                                     B
               1003254560                    2nd TD                                      AA
               1003254695                    2nd TD                                      AA
               1003255408                    2Yr ARM                                     AA
               1003256283                    2Yr ARM                                     AA
               1003256728                    2nd TD                                      AA
               1003257237                    Fixed Rate                                  A+
               1003257415                    Interest Only - 3Yr/5IO                     AA
               1003258021                    3Yr ARM                                     AA
               1003259039                    Fixed Rate                                  AA
               1003259547                    2nd TD                                      AA
               1003259930                    2nd TD                                      AA
               1003260553                    3Yr ARM                                     AA
               1003262472                    2nd TD                                      AA
               1003262944                    3Yr ARM                                     AA
               1003265978                    2Yr ARM                                     AA
               1003267459                    3Yr ARM                                     AA
               1003268582                    2nd TD                                      AA
               1003268699                    3Yr ARM                                     AA
               1003269082                    3Yr ARM                                     A+
               1003271364                    2nd TD                                      AA
               1003271667                    Fixed Rate                                  AA
               1003272773                    2nd TD                                      AA
               1003273291                    Fixed Rate                                  AA
               1003274192                    Fixed Rate                                  AA
               1003274664                    3Yr ARM                                     AA
               1003274851                    3Yr ARM                                     AA
               1003275752                    2Yr ARM                                     B
               1003277359                    2nd TD                                      AA
               1003277821                    3Yr ARM                                     AA
               1003279525                    2nd TD                                      AA
               1003280149                    3Yr ARM                                     AA
               1003286214                    2nd TD                                      AA
               1003286358                    2nd TD                                      AA
               1003287945                    3Yr ARM                                     AA
               1003293135                    2nd TD                                      AA
               1003293705                    Fixed Rate                                  AA
               1003294358                    3Yr ARM                                     AA
               1003294526                    2nd TD                                      AA
               1003294884                    2nd TD                                      AA
               1003295053                    2nd TD                                      AA
               1003295062                    2nd TD                                      A+
               1003295507                    2Yr ARM                                     AA
               1003296392                    2nd TD                                      AA
               1003297729                    2nd TD                                      AA
               1003298381                    2Yr ARM                                     A+
               1003298915                    3Yr ARM                                     A+
               1003298933                    Fixed Rate                                  A+
               1003299077                    2nd TD                                      AA
               1003300573                    3Yr ARM                                     A-
               1003302045                    2Yr ARM                                     AA
               1003303400                    3Yr ARM                                     A+
               1003304506                    2nd TD                                      AA
               1003305621                    3Yr ARM                                     AA
               1003307852                    2nd TD                                      AA
               1003312490                    2Yr ARM                                     A-
               1003317011                    3Yr ARM                                     AA
               1003318591                    3Yr ARM                                     AA
               1003319402                    3Yr ARM                                     AA
               1003322817                    3Yr ARM                                     AA
               1003324744                    3Yr ARM                                     AA
               1003327787                    Fixed Rate                                  AA
               1003332058                    Fixed Rate                                  A+
               1003334403                    2Yr ARM                                     A+
               1003336321                    3Yr ARM                                     AA
               1003339408                    2Yr ARM                                     AA
               1003343331                    3Yr ARM                                     AA
               1003348238                    Fixed Rate                                  AA
               1003349086                    Fixed Rate                                  AA
               1003353436                    3Yr ARM                                     AA
               1003354284                    3Yr ARM                                     AA
               1003355014                    Fixed Rate                                  C
               1003355531                    3Yr ARM                                     AA
               1003355844                    3Yr ARM                                     AA
               1003358084                    Fixed Rate                                  AA
               1003358155                    2Yr ARM                                     A-
               1003363693                    3Yr ARM                                     C
               1003363924                    Fixed Rate                                  AA
               1003366477                    2nd TD                                      AA
               1003366556                    3Yr ARM                                     AA
               1003366994                    3Yr ARM                                     AA
               1003370042                    Fixed Rate                                  AA
               1003370293                    Fixed Rate                                  AA
               1003370505                    Fixed Rate                                  AA
               1003374752                    3Yr ARM                                     A+
               1003379855                    3Yr ARM                                     AA
               1003379944                    2Yr ARM                                     B
               1003382226                    3Yr ARM                                     A-
               1003383083                    3Yr ARM                                     AA
               1003393740                    Fixed Rate                                  AA
               1003393777                    3Yr ARM                                     AA
               1003394936                    3Yr ARM                                     AA
               1003395711                    3Yr ARM                                     A+
               1003396550                    Fixed Rate                                  AA
               1003398004                    3Yr ARM                                     AA
               1003398120                    3Yr ARM                                     A+
               1003399129                    3Yr ARM                                     AA
               1003399441                    3Yr ARM                                     AA
               1003403980                    Fixed Rate                                  B
               1003404131                    3Yr ARM                                     C
               1003404827                    3Yr ARM                                     C
               1003408128                    Fixed Rate                                  B
               1003408155                    Fixed Rate                                  A-
               1003408912                    3Yr ARM                                     AA
               1003409877                    Fixed Rate                                  AA
               1003412872                    Fixed Rate                                  AA
               1003416306                    3Yr ARM                                     AA
               1003416770                    3Yr ARM                                     AA
               1003418876                    Fixed Rate                                  C
               1003420612                    3Yr ARM                                     AA
               1003423245                    3Yr ARM                                     AA
               1003423405                    3Yr ARM                                     AA
               1003426091                    2Yr ARM                                     B
               1003427072                    Fixed Rate                                  A+
               1003430754                    3Yr ARM                                     AA
               1003436543                    3Yr ARM                                     AA
               1003436936                    2Yr ARM                                     C
               1003437132                    3Yr ARM                                     AA
               1003440958                    3Yr ARM                                     AA
               1003443205                    3Yr ARM                                     AA
               1003445739                    2Yr ARM                                     AA
               1003447434                    2nd TD                                      AA
               1003448433                    2Yr ARM                                     AA
               1003448709                    3Yr ARM                                     AA
               1003456637                    3Yr ARM                                     A+
               1003459876                    2Yr ARM                                     A+
               1003460356                    3Yr ARM                                     AA
               1003465324                    Fixed Rate                                  A-
               1003467536                    Fixed Rate                                  AA
               1003469197                    3Yr ARM                                     AA
               1003469678                    3Yr ARM                                     AA
               1003471488                    Interest Only - 2Yr                         AA
               1003472879                    2Yr ARM                                     AA
               1003474190                    Fixed Rate                                  AA
               1003475858                    3Yr ARM                                     A+
               1003479738                    2Yr ARM                                     B
               1003481707                    2Yr ARM                                     AA
               1003482305                    2Yr ARM                                     AA
               1003485099                    3Yr ARM                                     AA
               1003485259                    3Yr ARM                                     AA
               1003486061                    2Yr ARM                                     C-
               1003486739                    3Yr ARM                                     A-
               1003488675                    2Yr ARM                                     AA
               1003489068                    3Yr ARM                                     AA
               1003489763                    2Yr ARM                                     AA
               1003492116                    2Yr ARM                                     AA
               1003493945                    Fixed Rate                                  AA
               1003498012                    Fixed Rate                                  AA
               1003500465                    2Yr ARM                                     C
               1003500606                    Fixed Rate                                  A-
               1003507431                    Fixed Rate                                  AA
               1003507869                    3Yr ARM                                     AA
               1003508706                    2Yr ARM                                     A+
               1003508957                    Fixed Rate                                  AA
               1003509705                    3Yr ARM                                     AA
               1003511426                    2nd TD                                      AA
               1003512602                    Fixed Rate                                  A+
               1003513344                    Fixed Rate                                  AA
               1003514085                    3Yr ARM                                     AA
               1003514575                    2Yr ARM                                     AA
               1003514673                    Fixed Rate                                  A+
               1003516109                    Fixed Rate                                  AA
               1003516163                    Fixed Rate                                  AA
               1003520265                    2nd TD                                      AA
               1003525135                    Fixed Rate                                  A+
               1003527240                    3Yr ARM                                     A+
               1003530192                    3Yr ARM                                     A+
               1003534198                    3Yr ARM                                     AA
               1003535035                    3Yr ARM                                     AA
               1003540083                    Fixed Rate                                  AA
               1003540163                    Fixed Rate                                  AA
               1003544329                    Interest Only - 3Yr/5IO                     AA
               1003547059                    3Yr ARM                                     A+
               1003547451                    Fixed Rate                                  AA
               1003548003                    Fixed Rate                                  AA
               1003551123                    Fixed Rate                                  B
               1003554362                    Fixed Rate                                  AA
               1003556048                    3Yr ARM                                     A+
               1003556565                    3Yr ARM                                     A+
               1003556930                    Fixed Rate                                  AA
               1003558297                    3Yr ARM                                     AA
               1003558313                    2Yr ARM                                     A+
               1003558377                    Fixed Rate                                  AA
               1003558536                    Fixed Rate                                  AA
               1003558732                    3Yr ARM                                     AA
               1003560612                    2Yr ARM                                     A+
               1003561041                    3Yr ARM                                     AA
               1003572556                    2Yr ARM                                     A+
               1003575330                    Fixed Rate                                  AA
               1003581136                    Fixed Rate                                  A+
               1003586346                    Fixed Rate                                  AA
               1003589398                    Interest Only - 2Yr                         AA
               1003590304                    2Yr ARM                                     AA
               1003595915                    Fixed Rate                                  A-
               1003598921                    2Yr ARM                                     AA
               1003600561                    Interest Only - 10Yr                        AA
               1003602541                    2Yr ARM                                     AA
               1003603336                    Fixed Rate                                  AA
               1003607181                    3Yr ARM                                     A+
               1003607724                    2Yr ARM                                     B
               1003612219                    Interest Only - 3Yr/5IO                     AA
               1003612576                    2Yr ARM                                     A+
               1003618883                    2Yr ARM                                     AA
               1003622379                    2Yr ARM                                     AA
               1003626400                    Fixed Rate                                  A-
               1003630244                    Interest Only - 2Yr                         AA
               1003632108                    3Yr ARM                                     AA
               1003647539                    2nd TD                                      AA
               1003651300                    Fixed Rate                                  AA
               1003659801                    Fixed Rate                                  AA
               1003659829                    3Yr ARM                                     A+
               1003660586                    2nd TD                                      AA
               1003661638                    2Yr ARM                                     AA
               1003662432                    2Yr ARM                                     C
               1003665938                    Interest Only - 3Yr/5IO                     AA
               1003675516                    Fixed Rate                                  AA
               1003681019                    Interest Only - 3Yr/5IO                     A+
               1003682508                    2Yr ARM                                     AA
               1003682893                    2nd TD                                      AA
               1003683703                    Interest Only - 3Yr/5IO                     AA
               1003690152                    2Yr ARM                                     AA
               1003696110                    2Yr ARM                                     A-
               1003706537                    3Yr ARM                                     AA
               1003709712                    3Yr ARM                                     A-
               1003716492                    Interest Only - 2Yr                         A+
               1003718668                    2Yr ARM                                     C
               1003721501                    3Yr ARM                                     A-
               1003724544                    3Yr ARM                                     AA
               1003731475                    3Yr ARM                                     B
               1003737594                    2Yr ARM                                     B
               1003740651                    3Yr ARM                                     AA
               1003745674                    2Yr ARM                                     AA
               1003752656                    2Yr ARM                                     C
               1003767864                    2Yr ARM                                     AA
               1003773857                    2Yr ARM                                     AA
               1003775837                    2Yr ARM                                     C
               1003796636                    2Yr ARM                                     A-
               1003804547                    2Yr ARM                                     B
               1003811744                    Fixed Rate                                  B
               1003813706                    2nd TD                                      AA
               1003815624                    2Yr ARM                                     AA
               1003821350                    2Yr ARM                                     AA
               1003821458                    2Yr ARM                                     AA
               1003826293                    2nd TD                                      AA
               1003826774                    2nd TD                                      AA
               1003837744                    2Yr ARM                                     AA
               1003848689                    Interest Only - 2Yr/5IO                     AA
               1003872054                    3Yr ARM                                     A-
               1003872170                    2Yr ARM                                     B
               1003875550                    2Yr ARM                                     AA
               1003876176                    3Yr ARM                                     AA
               1003885022                    2Yr ARM                                     AA
               1003891514                    2nd TD                                      AA
               1003911486                    Interest Only - 2Yr/5IO                     A+
               1003914768                    Fixed Rate                                  B
               1003917480                    2Yr ARM                                     B
               1003920225                    2Yr ARM                                     AA
               1003943763                    3Yr ARM                                     B
               1003957579                    2nd TD                                      AA
               1003967292                    2Yr ARM                                     AA
               1003978949                    2Yr ARM                                     C
               1003983988                    Fixed Rate                                  AA
               1003984264                    Fixed Rate                                  AA
               1003993192                    2Yr ARM                                     AA
               1003996910                    3Yr ARM                                     B
               1004004838                    3Yr ARM                                     A-
               1004005855                    3Yr ARM                                     AA
               1004021613                    3Yr ARM                                     AA
               1004024308                    2Yr ARM                                     AA
               1004040610                    2Yr ARM                                     AA
               1004044518                    3Yr ARM                                     AA
               1004044705                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004049906                    2Yr ARM                                     C
               1004053302                    3Yr ARM                                     A+
               1004062310                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004073219                    2nd TD                                      AA
               1004074469                    2Yr ARM                                     A+
               1004101215                    2Yr ARM                                     B
               1004116209                    3Yr ARM                                     B
               1004126047                    2Yr ARM                                     A-
               1004129339                    3Yr ARM                                     AA
               1004139612                    2Yr ARM                                     A+
               1004159751                    3Yr ARM                                     AA
               1004162373                    3Yr ARM                                     AA
               1004167074                    3Yr ARM                                     C
               1004169394                    3Yr ARM                                     A-
               1004170211                    2Yr ARM                                     A-
               1004171247                    Interest Only - 2Yr/5IO                     AA
               1004215806                    2Yr ARM                                     AA
               1004219740                    Interest Only - 2Yr/5IO                     AA
               1004230629                    Interest Only - 2Yr/5IO                     AA
               1004232547                    Fixed Rate                                  AA
               1004240510                    2Yr ARM                                     AA
               1004242340                    3Yr ARM                                     AA
               1004248665                    2Yr ARM                                     B
               1004251393                    Interest Only - 2Yr/5IO                     AA
               1004254194                    2Yr ARM                                     AA
               1004255807                    Interest Only - 3Yr/5IO                     A+
               1004257440                    2Yr ARM                                     AA
               1004275956                    3Yr ARM                                     B
               1004279578                    Interest Only - 2Yr/5IO                     AA
               1004286819                    3Yr ARM                                     C
               1004287658                    3Yr ARM                                     AA
               1004290118                    3Yr ARM                                     A-
               1004290822                    3Yr ARM                                     B
               1004299182                    Interest Only - 3Yr/5IO                     AA
               1004302686                    3Yr ARM                                     AA
               1004310472                    Interest Only - 2Yr/5IO                     AA
               1004311097                    3Yr ARM                                     AA
               1004315164                    3Yr ARM                                     A+
               1004330744                    3Yr ARM                                     AA
               1004331459                    Interest Only - 2Yr/5IO                     AA
               1004338041                    2Yr ARM                                     AA
               1004352257                    2Yr ARM                                     AA
               1004354558                    Interest Only - 3Yr/5IO                     AA
               1004356645                    2Yr ARM                                     AA
               1004363593                    3Yr ARM                                     A-
               1004373957                    3Yr ARM                                     AA
               1004386319                    3Yr ARM                                     A+
               1004395577                    Interest Only - 2Yr/5IO                     AA
               1004400936                    2Yr ARM                                     A+
               1004402649                    Interest Only - 3Yr/5IO                     A+
               1004408894                    Interest Only - 2Yr/5IO                     AA
               1004413735                    2Yr ARM                                     AA
               1004416518                    2Yr ARM                                     AA
               1004417928                    2Yr ARM                                     A+
               1004421664                    3Yr ARM                                     AA
               1004424304                    3Yr ARM                                     AA
               1004425170                    2Yr ARM                                     AA
               1004425982                    3Yr ARM                                     AA
               1004426507                    3Yr ARM                                     A+
               1004429988                    3Yr ARM                                     AA
               1004434213                    2Yr ARM                                     AA
               1004438031                    Interest Only - 3Yr/5IO                     AA
               1004440910                    3Yr ARM                                     C
               1004442035                    2Yr ARM                                     AA
               1004443310                    2Yr ARM                                     AA
               1004455752                    3Yr ARM                                     AA
               1004457340                    2Yr ARM                                     AA
               1004460835                    3Yr ARM                                     B
               1004461647                    3Yr ARM                                     AA
               1004462539                    2Yr ARM                                     AA
               1004466740                    3Yr ARM                                     C
               1004475874                    2Yr ARM                                     A+
               1004485220                    2Yr ARM                                     A-
               1004493872                    2Yr ARM                                     A-
               1004500506                    3Yr ARM                                     AA
               1004500891                    3Yr ARM                                     AA
               1004503068                    3Yr ARM                                     AA
               1004511139                    2Yr ARM                                     AA
               1004511282                    3Yr ARM                                     A-
               1004517883                    3Yr ARM                                     B
               1004520067                    3Yr ARM                                     AA
               1004521814                    2Yr ARM                                     AA
               1004523304                    Interest Only - 3Yr/5IO                     AA
               1004529709                    3Yr ARM                                     A+
               1004533099                    3Yr ARM                                     AA
               1004543541                    Interest Only - 2Yr/5IO                     A+
               1004545200                    2Yr ARM                                     AA
               1004547716                    3Yr ARM                                     B
               1004553085                    3Yr ARM                                     B
               1004555895                    Interest Only - 3Yr/5IO                     AA
               1004561888                    3Yr ARM                                     C
               1004561897                    3Yr ARM                                     AA
               1004562093                    3Yr ARM                                     AA
               1004565928                    3Yr ARM                                     AA
               1004567016                    3Yr ARM                                     A+
               1004571715                    2Yr ARM                                     A-
               1004578344                    Interest Only - 2Yr/5IO                     A+
               1004583793                    2Yr ARM                                     AA
               1004587762                    Interest Only - 2Yr/5IO                     AA
               1004592916                    3Yr ARM                                     A-
               1004593005                    2Yr ARM                                     AA
               1004594362                    2Yr ARM                                     AA
               1004595450                    Interest Only - 2Yr/5IO                     AA
               1004595744                    3Yr ARM                                     A-
               1004596379                    3Yr ARM                                     AA
               1004603968                    3Yr ARM                                     AA
               1004609409                    3Yr ARM                                     AA
               1004609819                    3Yr ARM                                     A-
               1004616589                    2Yr ARM                                     AA
               1004617579                    3Yr ARM                                     B
               1004618015                    3Yr ARM                                     AA
               1004623349                    2Yr ARM                                     A+
               1004627504                    3Yr ARM                                     AA
               1004636727                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004639984                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004640838                    3Yr ARM                                     AA
               1004640954                    3Yr ARM                                     A+
               1004641631                    3Yr ARM                                     B
               1004642827                    3Yr ARM                                     A-
               1004646066                    3Yr ARM                                     AA
               1004646814                    2Yr ARM                                     AA
               1004646832                    3Yr ARM                                     AA
               1004648000                    3Yr ARM                                     AA
               1004648625                    3Yr ARM                                     A+
               1004652628                    3Yr ARM                                     AA
               1004653404                    3Yr ARM                                     AA
               1004654341                    2Yr ARM                                     AA
               1004661654                    3Yr ARM                                     B
               1004662243                    Interest Only - 3Yr/5IO                     AA
               1004668489                    3Yr ARM                                     AA
               1004668611                    2Yr ARM                                     AA
               1004671983                    2Yr ARM                                     B
               1004675989                    3Yr ARM                                     AA
               1004679743                    3Yr ARM                                     AA
               1004681384                    3Yr ARM                                     A-
               1004684372                    3Yr ARM                                     AA
               1004688270                    2Yr ARM                                     B
               1004688289                    Interest Only - 2Yr/5IO                     AA
               1004692586                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004702343                    3Yr ARM                                     C
               1004705395                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004706009                    3Yr ARM                                     AA
               1004725293                    3Yr ARM                                     B
               1004735219                    3Yr ARM                                     AA
               1004745146                    2Yr ARM                                     AA
               1004748474                    3Yr ARM                                     A+
               1004774177                    Interest Only - 2Yr/5IO                     AA
               1004774916                    Interest Only - 2Yr/5IO                     AA
               1004785977                    3Yr ARM                                     AA
               1004792184                    2Yr ARM                                     AA
               1004808140                    Interest Only - 2Yr/5IO                     A+
               1004818086                    Interest Only - 2Yr/5IO                     AA
               1004820518                    Interest Only - 2Yr/5IO                     AA
               1004821839                    2Yr ARM                                     AA
               1004832925                    3Yr ARM                                     B
               1004881220                    3Yr ARM                                     C
               1004893501                    Interest Only - 2Yr/5IO                     A-
               1004897286                    Interest Only - 2Yr/5IO                     AA
               1004901011                    Interest Only - 2Yr/5IO                     AA
               1004902957                    Interest Only - 2Yr/5IO                     AA
               1004907346                    2Yr ARM                                     A+
               1004913375                    Interest Only - 2Yr/5IO                     A+
               1004913678                    Interest Only - 2Yr/5IO                     AA
               1004920740                    2Yr ARM                                     AA
               1004933399                    2Yr ARM                                     C
               1004948356                    3Yr ARM                                     C
               1004961250                    2Yr ARM                                     B
               1004981657                    Interest Only - 2Yr/5IO                     AA
               1005010463                    Interest Only - 2Yr/5IO                     A+
               1005022156                    Interest Only - 2Yr/5IO                     AA
               1005043115                    Interest Only - 2Yr/5IO                     A+
               1005105414                    Interest Only - 2Yr/5IO                     AA
               1005121398                    Interest Only - 2Yr/5IO                     AA
                  2178343                    3Yr ARM                                     A+
                  2186425                    3Yr ARM                                     AA
                  2187140                    3Yr ARM                                     AA
                  2188065                    3Yr ARM                                     A+
                  2189429                    Fixed Rate                                  AA
                  2190702                    3Yr ARM                                     AA
                  2193634                    Fixed Rate                                  A+
                  2195565                    Fixed Rate                                  A-
                  2196704                    2nd TD                                      AA
                  2197682                    3Yr ARM                                     AA
                  2199702                    3Yr ARM                                     AA
                  2199917                    Fixed Rate                                  A-
                  2199923                    3Yr ARM                                     AA
                  2201765                    Fixed Rate                                  AA
                  2202009                    3Yr ARM                                     AA
                  2204124                    Fixed Rate                                  AA
                  2204549                    3Yr ARM                                     AA
                  2204859                    Fixed Rate                                  A-
                  2205545                    Fixed Rate                                  AA
                  2206018                    Fixed Rate                                  AA
                  2206699                    3Yr ARM                                     AA
                  2207398                    3Yr ARM                                     AA
                  2207755                    3Yr ARM                                     A+
                  2208979                    Fixed Rate                                  AA
                  2213829                    Fixed Rate                                  B
                  2217130                    3Yr ARM                                     C
                  2217450                    Fixed Rate                                  A+
                  2218092                    Fixed Rate                                  AA
                  2218603                    Fixed Rate                                  AA
                  2218815                    Fixed Rate                                  AA
                  2220320                    3Yr ARM                                     AA
                  2221365                    3Yr ARM                                     AA
                  2221917                    Fixed Rate                                  AA
                  2222089                    3Yr ARM                                     AA
                  2222140                    Fixed Rate                                  AA
                  2223430                    Fixed Rate                                  AA
                  2225084                    Fixed Rate                                  A+
                  2226844                    2nd TD                                      AA
                  2227994                    3Yr ARM                                     A-
                  2228476                    Fixed Rate                                  AA
                  2238333                    Fixed Rate                                  AA
                  2241817                    2nd TD                                      AA
               1002289981                    Interest Only - 2Yr                         AA
               1002340657                    2Yr ARM                                     C-
               1002473004                    Interest Only - 2Yr                         AA
               1002519563                    2nd TD                                      AA
               1002617118                    Interest Only - 2Yr                         AA
               1002649012                    2nd TD                                      AA
               1002690172                    Interest Only - 10Yr                        AA
               1002718875                    Fixed Rate                                  AA
               1002733965                    2nd TD                                      AA
               1002765458                    3Yr ARM                                     AA
               1002775768                    2nd TD                                      AA
               1002783526                    2nd TD                                      AA
               1002812898                    Fixed Rate                                  AA
               1002835926                    Interest Only - 2Yr                         A+
               1002845121                    Interest Only - 2Yr                         AA
               1002854236                    3Yr ARM                                     AA
               1002890679                    Interest Only - 3Yr/5IO                     AA
               1002893140                    Interest Only - 2Yr                         AA
               1002900668                    3Yr ARM                                     AA
               1002919293                    Interest Only - 2Yr                         AA
               1002963252                    2nd TD                                      AA
               1002973893                    2nd TD                                      AA
               1002979691                    3Yr ARM                                     AA
               1002983579                    Interest Only - 2Yr                         AA
               1002984685                    3Yr ARM                                     AA
               1002992863                    3Yr ARM                                     A-
               1003014115                    2nd TD                                      AA
               1003019003                    Interest Only - 2Yr                         AA
               1003019076                    Fixed Rate                                  AA
               1003029939                    3Yr ARM                                     AA
               1003037485                    2Yr ARM                                     AA
               1003042807                    3Yr ARM                                     AA
               1003044547                    3Yr ARM                                     A+
               1003047358                    3Yr ARM                                     B
               1003049132                    3Yr ARM                                     AA
               1003055419                    2nd TD                                      AA
               1003059380                    3Yr ARM                                     AA
               1003083451                    2nd TD                                      AA
               1003099916                    3Yr ARM                                     AA
               1003101075                    Fixed Rate                                  A+
               1003108531                    3Yr ARM                                     AA
               1003109781                    3Yr ARM                                     AA
               1003114891                    Fixed Rate                                  AA
               1003139151                    2nd TD                                      AA
               1003140194                    2nd TD                                      A+
               1003141175                    2nd TD                                      AA
               1003145206                    3Yr ARM                                     AA
               1003148579                    3Yr ARM                                     AA
               1003149792                    2nd TD                                      AA
               1003149989                    2nd TD                                      AA
               1003163178                    2nd TD                                      AA
               1003166433                    3Yr ARM                                     AA
               1003173728                    3Yr ARM                                     AA
               1003174754                    Fixed Rate                                  AA
               1003176832                    2nd TD                                      AA
               1003180140                    2nd TD                                      AA
               1003186386                    2nd TD                                      AA
               1003187740                    Fixed Rate                                  AA
               1003190157                    Fixed Rate                                  AA
               1003199470                    2Yr ARM                                     AA
               1003209860                    Interest Only - 2Yr/5IO                     AA
               1003210830                    2nd TD                                      AA
               1003213944                    2nd TD                                      AA
               1003226404                    2Yr ARM                                     AA
               1003226903                    2nd TD                                      AA
               1003227591                    2nd TD                                      AA
               1003230710                    2nd TD                                      AA
               1003232683                    2nd TD                                      AA
               1003236965                    2Yr ARM                                     A-
               1003239784                    Fixed Rate                                  A-
               1003241673                    Fixed Rate                                  AA
               1003245768                    2nd TD                                      AA
               1003246446                    2nd TD                                      AA
               1003249915                    2Yr ARM                                     AA
               1003254374                    Fixed Rate                                  AA
               1003255603                    3Yr ARM                                     AA
               1003272906                    2nd TD                                      AA
               1003272933                    2nd TD                                      AA
               1003273362                    2nd TD                                      AA
               1003286875                    Fixed Rate                                  AA
               1003287357                    2nd TD                                      AA
               1003288365                    3Yr ARM                                     AA
               1003290511                    2nd TD                                      AA
               1003294189                    2nd TD                                      AA
               1003294330                    2Yr ARM                                     A+
               1003294839                    2nd TD                                      AA
               1003299433                    3Yr ARM                                     AA
               1003299521                    Fixed Rate                                  AA
               1003300975                    Fixed Rate                                  AA
               1003322880                    Fixed Rate                                  AA
               1003323594                    3Yr ARM                                     AA
               1003342680                    2nd TD                                      AA
               1003352589                    2nd TD                                      AA
               1003357236                    Fixed Rate                                  A+
               1003361855                    Fixed Rate                                  AA
               1003380406                    3Yr ARM                                     B
               1003392411                    3Yr ARM - 30YrTerm/40Amor                   A+
               1003394286                    2nd TD                                      AA
               1003394320                    2nd TD                                      AA
               1003394794                    Fixed Rate                                  AA
               1003397862                    3Yr ARM                                     A+
               1003403150                    Fixed Rate                                  A+
               1003405611                    3Yr ARM                                     C
               1003407833                    3Yr ARM                                     AA
               1003410749                    2nd TD                                      AA
               1003414086                    2nd TD                                      AA
               1003433136                    2nd TD                                      AA
               1003434581                    Fixed Rate                                  A+
               1003447425                    3Yr ARM                                     A-
               1003463102                    Fixed Rate                                  AA
               1003469552                    Fixed Rate                                  AA
               1003482840                    3Yr ARM                                     AA
               1003489638                    2nd TD                                      AA
               1003489941                    3Yr ARM                                     AA
               1003490430                    3Yr ARM                                     AA
               1003513317                    Fixed Rate                                  A-
               1003513674                    2nd TD                                      AA
               1003515574                    3Yr ARM                                     AA
               1003541288                    2nd TD                                      AA
               1003546988                    Fixed Rate                                  C
               1003550767                    2nd TD                                      AA
               1003553425                    Fixed Rate                                  AA
               1003554656                    Fixed Rate                                  AA
               1003554923                    Interest Only - 2Yr                         AA
               1003554978                    Interest Only - 3Yr/5IO                     AA
               1003556280                    2Yr ARM                                     A-
               1003573074                    Interest Only - 3Yr/5IO                     AA
               1003583884                    Fixed Rate                                  AA
               1003594603                    2Yr ARM                                     AA
               1003606574                    Interest Only - 3Yr/5IO                     AA
               1003623056                    2nd TD                                      AA
               1003623225                    2nd TD                                      AA
               1003624714                    Fixed Rate                                  AA
               1003638790                    2nd TD                                      AA
               1003645112                    Fixed Rate                                  AA
               1003653503                    2nd TD                                      AA
               1003654940                    Fixed Rate                                  AA
               1003657545                    Interest Only - 3Yr/5IO                     AA
               1003658919                    Fixed Rate                                  AA
               1003663967                    2nd TD                                      AA
               1003668123                    Interest Only - 3Yr/5IO                     AA
               1003675491                    Fixed Rate                                  AA
               1003682642                    Fixed Rate                                  B
               1003692187                    Fixed Rate                                  AA
               1003693710                    Interest Only - 3Yr/5IO                     AA
               1003707322                    Fixed Rate                                  AA
               1003725801                    Interest Only - 3Yr/5IO                     AA
               1003727060                    Fixed Rate                                  AA
               1003731368                    Fixed Rate                                  AA
               1003732134                    3Yr ARM                                     A-
               1003738478                    Fixed Rate                                  AA
               1003744498                    Interest Only - 2Yr/5IO                     AA
               1003752157                    2nd TD                                      AA
               1003765429                    Interest Only - 3Yr/5IO                     AA
               1003767169                    2nd TD                                      AA
               1003771216                    Fixed Rate                                  AA
               1003780858                    2nd TD                                      AA
               1003819979                    2nd TD                                      AA
               1003821902                    Fixed Rate                                  AA
               1003832160                    2nd TD                                      AA
               1003832829                    2nd TD                                      AA
               1003834211                    Fixed Rate                                  AA
               1003845851                    2nd TD                                      AA
               1003850746                    3Yr ARM                                     A+
               1003851781                    2Yr ARM                                     AA
               1003851932                    Fixed Rate                                  AA
               1003855037                    3Yr ARM                                     AA
               1003856189                    2Yr ARM - 30YrTerm/40Amor                   B
               1003857437                    Fixed Rate                                  A+
               1003858953                    Fixed Rate                                  AA
               1003861048                    Fixed Rate                                  AA
               1003862305                    2nd TD                                      AA
               1003864795                    Fixed Rate                                  AA
               1003877344                    Fixed Rate                                  AA
               1003880606                    3Yr ARM                                     A+
               1003882061                    Fixed Rate                                  AA
               1003884764                    Fixed Rate                                  AA
               1003885889                    Fixed Rate                                  AA
               1003899623                    2Yr ARM                                     B
               1003906312                    2nd TD                                      AA
               1003924141                    2nd TD                                      AA
               1003932579                    Fixed Rate                                  AA
               1003937146                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003940310                    Interest Only - 2Yr/5IO                     AA
               1003965427                    Interest Only - 3Yr/5IO                     A+
               1003982685                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004002466                    2nd TD                                      AA
               1004003376                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004028581                    Fixed Rate                                  AA
               1004029964                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004031773                    3Yr ARM                                     A+
               1004037768                    2nd TD                                      AA
               1004039418                    3Yr ARM                                     A+
               1004041717                    3Yr ARM                                     AA
               1004042538                    3Yr ARM                                     A-
               1004045474                    Interest Only - 2Yr/5IO                     AA
               1004083592                    Interest Only - 2Yr/5IO                     AA
               1004100403                    3Yr ARM                                     B
               1004121364                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004126957                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004129384                    2Yr ARM                                     A-
               1004131763                    3Yr ARM                                     AA
               1004144027                    2Yr ARM                                     AA
               1004145197                    3Yr ARM                                     A-
               1004172317                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004189274                    Interest Only - 2Yr/5IO                     A+
               1004200563                    Interest Only - 2Yr/5IO                     AA
               1004209289                    3Yr ARM                                     AA
               1004223584                    2nd TD                                      AA
               1004240798                    3Yr ARM                                     AA
               1004251320                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004268321                    Interest Only - 2Yr/5IO                     A+
               1004274671                    Interest Only - 3Yr/5IO                     AA
               1004275876                    2Yr ARM                                     A+
               1004311596                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004322343                    3Yr ARM - 30YrTerm/40Amor                   B
               1004323093                    Interest Only - 2Yr/5IO                     AA
               1004334606                    3Yr ARM                                     AA
               1004337195                    Interest Only - 2Yr/5IO                     AA
               1004346684                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004352006                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004359045                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004360435                    2Yr ARM - 30YrTerm/40Amor                   C
               1004365163                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004365939                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004367223                    Interest Only - 3Yr/5IO                     AA
               1004369347                    3Yr ARM                                     AA
               1004370736                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004384044                    2Yr ARM - 30YrTerm/40Amor                   C
               1004386202                    Interest Only - 3Yr/5IO                     AA
               1004394471                    3Yr ARM                                     A+
               1004396451                    3Yr ARM                                     AA
               1004413352                    3Yr ARM                                     AA
               1004416670                    2Yr ARM                                     B
               1004435935                    2Yr ARM - 30YrTerm/40Amor                   C
               1004436211                    2Yr ARM                                     C
               1004436514                    3Yr ARM                                     A+
               1004437853                    2nd TD                                      AA
               1004438335                    2Yr ARM                                     AA
               1004439423                    2nd TD                                      AA
               1004444293                    2Yr ARM                                     AA
               1004459614                    3Yr ARM                                     AA
               1004471299                    2Yr ARM                                     AA
               1004486023                    3Yr ARM                                     AA
               1004497002                    2Yr ARM                                     AA
               1004502041                    Interest Only - 2Yr/5IO                     AA
               1004516802                    3Yr ARM                                     AA
               1004531242                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004550024                    3Yr ARM                                     B
               1004561557                    3Yr ARM                                     C
               1004589314                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004643096                    3Yr ARM                                     B
               1004656571                    3Yr ARM                                     AA
               1004665099                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004670715                    2Yr ARM                                     AA
               1004684960                    Interest Only - 2Yr/5IO                     A+
               1004688216                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004703182                    Interest Only - 2Yr/5IO                     AA
               1004703716                    3Yr ARM                                     AA
               1004703832                    Interest Only - 2Yr/5IO                     AA
               1004704733                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004710511                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004714615                    Interest Only - 2Yr/5IO                     AA
               1004719139                    3Yr ARM                                     A-
               1004726611                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004728049                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004730786                    3Yr ARM                                     AA
               1004734755                    Interest Only - 2Yr/5IO                     AA
               1004746984                    Interest Only - 10Yr                        AA
               1004759700                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004781150                    Interest Only - 2Yr/5IO                     A+
               1004786850                    Interest Only - 2Yr/5IO                     AA
               1004790943                    Interest Only - 2Yr/5IO                     AA
               1004796652                    3Yr ARM                                     A-
               1004838661                    Interest Only - 2Yr/5IO                     A-
               1004860467                    Interest Only - 2Yr/5IO                     AA
               1004862937                    3Yr ARM                                     C
               1004880702                    Interest Only - 2Yr/5IO                     AA
               1004896278                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004917013                    Interest Only - 2Yr/5IO                     AA
               1004925558                    Interest Only - 2Yr/5IO                     A+
               1004926423                    Interest Only - 2Yr/5IO                     AA
               1004927994                    Interest Only - 2Yr/5IO                     AA
               1004935397                    Interest Only - 2Yr/5IO                     AA
               1004944065                    Interest Only - 2Yr/5IO                     AA
               1004964015                    Interest Only - 2Yr/5IO                     AA
               1004968262                    Interest Only - 2Yr/5IO                     AA
               1004975030                    Interest Only - 2Yr/5IO                     AA
               1004994652                    Interest Only - 2Yr/5IO                     AA
               1005009135                    Interest Only - 2Yr/5IO                     AA
               1005025616                    Interest Only - 2Yr/5IO                     AA
               1005033876                    Interest Only - 2Yr/5IO                     AA
               1005126106                    Interest Only - 2Yr/5IO                     AA
               1005128060                    Interest Only - 2Yr/5IO                     AA
               1005175419                    Interest Only - 2Yr/5IO                     AA
                  2239215                    2Yr ARM                                     AA
                  2211104                    2nd TD                                      AA
                  2211108                    2nd TD                                      AA
                  2251699                    2nd TD                                      AA
                  2251794                    2Yr ARM                                     AA
               1002543723                    2nd TD                                      AA
               1002843775                    3Yr ARM                                     AA
               1003032319                    3Yr ARM                                     AA
               1003122971                    Fixed Rate                                  A-
               1003138063                    2nd TD                                      AA
               1003179063                    2nd TD                                      AA
               1003224692                    2nd TD                                      AA
               1003374182                    3Yr ARM                                     AA
               1003471353                    2nd TD                                      AA
               1003473324                    2nd TD                                      AA
               1003533572                    2nd TD                                      A+
               1003543883                    2nd TD                                      AA
               1003562772                    2nd TD                                      AA
               1003626035                    Interest Only - 2Yr                         AA
               1003677523                    2Yr ARM                                     AA
               1003684524                    3Yr ARM                                     AA
               1003694782                    2nd TD                                      AA
               1003713609                    2nd TD                                      AA
               1003740072                    2nd TD                                      AA
               1003742230                    2Yr ARM                                     AA
               1003754146                    2nd TD                                      AA
               1003754477                    2nd TD                                      AA
               1003762850                    2nd TD                                      AA
               1003780233                    2nd TD                                      AA
               1003783980                    2nd TD                                      AA
               1003792667                    2nd TD                                      AA
               1003802816                    2nd TD                                      AA
               1003811619                    2nd TD                                      AA
               1003815321                    2nd TD                                      AA
               1003824259                    2nd TD                                      AA
               1003824428                    2nd TD                                      AA
               1003844479                    2nd TD                                      AA
               1003851237                    2nd TD                                      AA
               1003875952                    2nd TD                                      AA
               1003902049                    2nd TD                                      AA
               1003950488                    2nd TD                                      AA
               1003979877                    2nd TD                                      AA
               1004010420                    2Yr ARM                                     B
               1004024656                    2Yr ARM                                     AA
               1004036493                    2nd TD                                      AA
               1004089328                    2nd TD                                      AA
               1004103160                    2nd TD                                      A+
               1004139097                    2nd TD                                      AA
               1004147319                    2nd TD                                      AA
               1004163595                    2nd TD                                      AA
               1004165110                    2nd TD                                      AA
               1004212382                    2nd TD                                      AA
               1004223174                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004274804                    2nd TD                                      AA
               1004298691                    2Yr ARM                                     AA
               1004308261                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004313530                    Interest Only - 3Yr/5IO                     AA
               1004339139                    2Yr ARM                                     AA
               1004341144                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004346005                    3Yr ARM                                     AA
               1004384883                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004387648                    2Yr ARM                                     AA
               1004402578                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004404380                    2nd TD                                      AA
               1004420497                    2nd TD                                      AA
               1004449939                    3Yr ARM                                     C
               1004464092                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004471976                    2Yr ARM                                     AA
               1004473876                    Interest Only - 2Yr/5IO                     AA
               1004484123                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004485015                    Interest Only - 2Yr/5IO                     AA
               1004522449                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004523625                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004550195                    Interest Only - 3Yr/5IO                     AA
               1004590428                    3Yr ARM                                     AA
               1004591999                    3Yr ARM                                     AA
               1004595156                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004603209                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004627924                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004634649                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004635504                    3Yr ARM                                     AA
               1004645780                    3Yr ARM                                     AA
               1004647216                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004647957                    3Yr ARM                                     A+
               1004654519                    3Yr ARM                                     AA
               1004674999                    3Yr ARM                                     AA
               1004680946                    3Yr ARM                                     AA
               1004689885                    Interest Only - 2Yr/5IO                     AA
               1004691952                    3Yr ARM                                     AA
               1004706697                    3Yr ARM                                     AA
               1004715080                    3Yr ARM                                     AA
               1004720742                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004721876                    3Yr ARM                                     B
               1004748269                    3Yr ARM                                     AA
               1004763410                    3Yr ARM                                     AA
               1004779742                    3Yr ARM                                     C
               1004781427                    Interest Only - 2Yr/5IO                     AA
               1004789269                    2Yr ARM                                     AA
               1004814650                    Interest Only - 3Yr/5IO                     AA
               1004823025                    Interest Only - 2Yr/5IO                     AA
               1004833513                    3Yr ARM                                     A+
               1004833620                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004842442                    3Yr ARM                                     AA
               1004901510                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004905570                    2Yr ARM                                     A+
               1004921400                    2Yr ARM                                     AA
               1004933852                    3Yr ARM                                     A-
               1004941736                    2Yr ARM                                     AA
               1004964872                    Interest Only - 2Yr/5IO                     AA
               1004972140                    3Yr ARM                                     AA
               1004980239                    3Yr ARM                                     AA
               1004993537                    2Yr ARM                                     AA
               1004998765                    3Yr ARM - 30YrTerm/40Amor                   AA
               1005001071                    Interest Only - 10Yr                        AA
               1005003202                    Interest Only - 2Yr/5IO                     AA
               1005020363                    2Yr ARM                                     AA
               1005021898                    2Yr ARM                                     AA
               1005091205                    3Yr ARM                                     AA
                  2192241                    3Yr ARM                                     AA
                  2211453                    Interest Only - 2Yr                         AA
                  2251718                    Interest Only - 2Yr                         C
                  2251775                    3Yr ARM                                     AA
               1002394787                    Interest Only - 2Yr/5IO                     AA
               1002865947                    3Yr ARM                                     A+
               1003414629                    3Yr ARM                                     AA
               1003486301                    2Yr ARM                                     AA
               1003603979                    3Yr ARM                                     AA
               1003811888                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003815367                    Interest Only - 2Yr/5IO                     A+
               1003962082                    2Yr ARM                                     AA
               1003976120                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004007265                    Interest Only - 2Yr/5IO                     AA
               1004009138                    3Yr ARM                                     A+
               1004053776                    Interest Only - 2Yr/5IO                     AA
               1004063854                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004077242                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004092341                    Interest Only - 3Yr/5IO                     AA
               1004105596                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004117636                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004126065                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004144580                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004165174                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004174618                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004191733                    3Yr ARM                                     A-
               1004202222                    Interest Only - 3Yr/5IO                     AA
               1004225145                    Interest Only - 2Yr/5IO                     AA
               1004239158                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004241074                    2Yr ARM                                     AA
               1004243731                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004260739                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004276189                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004276474                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004302739                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004307128                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004308323                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004314174                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004326045                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004335829                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004341448                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004353933                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004355174                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004358689                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004360319                    2Yr ARM                                     AA
               1004360408                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004361639                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004362692                    3Yr ARM                                     AA
               1004363110                    2Yr ARM                                     AA
               1004363272                    3Yr ARM                                     A+
               1004363842                    3Yr ARM                                     AA
               1004368053                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004369702                    3Yr ARM                                     AA
               1004371771                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004373680                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004381252                    3Yr ARM                                     B
               1004391492                    3Yr ARM - 30YrTerm/40Amor                   B
               1004391660                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004392883                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004393819                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004396237                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004396745                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004408750                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004411096                    Interest Only - 2Yr/5IO                     AA
               1004411586                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004412193                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004419150                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004429602                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004430422                    Interest Only - 2Yr/5IO                     AA
               1004431485                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004434348                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004436453                    3Yr ARM                                     AA
               1004437103                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004437167                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004437568                    3Yr ARM                                     B
               1004437586                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004442874                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004455351                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004455896                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004464895                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004467017                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004473723                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004478087                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004483053                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004488619                    3Yr ARM                                     AA
               1004490544                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004510283                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004512922                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004514546                    Interest Only - 2Yr/5IO                     AA
               1004515643                    Interest Only - 3Yr/5IO                     AA
               1004517311                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004520450                    3Yr ARM                                     AA
               1004529335                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004531466                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004532009                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004539413                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004539592                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004540205                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004545102                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004552193                    3Yr ARM                                     AA
               1004554244                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004555378                    2Yr ARM - 30YrTerm/40Amor                   C
               1004559285                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004559962                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004561432                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004562020                    3Yr ARM                                     AA
               1004563760                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004566115                    2Yr ARM                                     AA
               1004572322                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004572448                    Interest Only - 2Yr/5IO                     AA
               1004575230                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004585489                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004587147                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004587254                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004593648                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004595094                    2Yr ARM - 30YrTerm/40Amor                   C
               1004595511                    2Yr ARM - 30YrTerm/40Amor                   B
               1004601960                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004608277                    Interest Only - 2Yr/5IO                     AA
               1004609873                    Interest Only - 3Yr/5IO                     AA
               1004619443                    3Yr ARM - 30YrTerm/40Amor                   B
               1004620645                    Interest Only - 3Yr/5IO                     AA
               1004624883                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004625196                    2Yr ARM - 30YrTerm/40Amor                   C
               1004625864                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004627595                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004633891                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004634970                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004638565                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004639626                    Interest Only - 3Yr/5IO                     AA
               1004646351                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004650755                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004651905                    Interest Only - 3Yr/5IO                     AA
               1004652904                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004656312                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004659328                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004662298                    3Yr ARM                                     A-
               1004662458                    3Yr ARM                                     AA
               1004662831                    3Yr ARM                                     AA
               1004663938                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004664651                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004666882                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004667890                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004667925                    Interest Only - 2Yr/5IO                     AA
               1004670369                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004672269                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004672535                    2Yr ARM - 30YrTerm/40Amor                   B
               1004673035                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004674873                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004675382                    Interest Only - 2Yr/5IO                     AA
               1004677255                    3Yr ARM                                     AA
               1004677380                    Interest Only - 2Yr/5IO                     AA
               1004677843                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004680740                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004681124                    2Yr ARM - 30YrTerm/40Amor                   B
               1004681525                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004683710                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004686441                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004688957                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004690454                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004691701                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004693353                    3Yr ARM                                     C
               1004693898                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004694085                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004695351                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004695921                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004700719                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004703342                    2Yr ARM                                     AA
               1004706198                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004706483                    Interest Only - 2Yr/5IO                     AA
               1004706937                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004708971                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004709168                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004709658                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004709756                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004716409                    2Yr ARM - 30YrTerm/40Amor                   B
               1004718942                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004725033                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004729002                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004734620                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004740917                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004742513                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004743022                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004745306                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004745609                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004759078                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004760440                    Interest Only - 2Yr/5IO                     AA
               1004760896                    3Yr ARM                                     AA
               1004766435                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004767700                    2Yr ARM - 30YrTerm/40Amor                   C
               1004783997                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004790202                    Interest Only - 2Yr/5IO                     AA
               1004795074                    3Yr ARM                                     A-
               1004799267                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004800273                    2Yr ARM - 30YrTerm/40Amor                   B
               1004802191                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004802262                    3Yr ARM - 30YrTerm/40Amor                   B
               1004810896                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004820297                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004824621                    3Yr ARM                                     AA
               1004828299                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004829886                    2Yr ARM                                     AA
               1004831588                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004833274                    Interest Only - 2Yr/5IO                     AA
               1004843593                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004846527                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004853554                    Interest Only - 2Yr/5IO                     AA
               1004866817                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004872926                    3Yr ARM                                     C
               1004875200                    2Yr ARM                                     B
               1004877226                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004885075                    3Yr ARM                                     C
               1004896606                    3Yr ARM                                     A+
               1004905776                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004910412                    Interest Only - 2Yr/5IO                     AA
               1004920241                    Interest Only - 2Yr/5IO                     AA
               1004933273                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004945901                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004960858                    Interest Only - 2Yr/5IO                     AA
               1005008957                    Interest Only - 2Yr/5IO                     AA
               1005009082                    Interest Only - 2Yr/5IO                     AA
               1005049538                    Interest Only - 2Yr/5IO                     AA
               1005053951                    Interest Only - 2Yr/5IO                     AA
               1005098547                    Interest Only - 2Yr/5IO                     AA
               1005110186                    3Yr ARM                                     AA
               1005111755                    Interest Only - 2Yr/5IO                     AA
               1005121058                    Interest Only - 2Yr/5IO                     AA
               1005178666                    Interest Only - 2Yr/5IO                     AA
               1005186808                    Interest Only - 2Yr/5IO                     AA
                  2129705                    Fixed Rate                                  AA
                  2130402                    3Yr ARM                                     AA
                  2154061                    Fixed Rate                                  AA
                  2163111                    Fixed Rate                                  A-
                  2164201                    3Yr ARM                                     AA
                  2165670                    Fixed Rate                                  AA
                  2168027                    3Yr ARM                                     AA
                  2171088                    Interest Only - 2Yr                         AA
                  2171616                    2Yr ARM                                     AA
                  2173108                    Fixed Rate                                  AA
                  2173191                    3Yr ARM                                     AA
                  2175060                    Fixed Rate                                  AA
                  2175645                    Fixed Rate                                  AA
                  2178681                    Fixed Rate                                  AA
                  2179275                    Interest Only - 2Yr                         AA
                  2180151                    Fixed Rate                                  AA
                  2180994                    3Yr ARM                                     A+
                  2181987                    Fixed Rate                                  A-
                  2182027                    Fixed Rate                                  AA
                  2182401                    Interest Only - 2Yr                         A+
                  2182521                    3Yr ARM                                     AA
                  2183575                    3Yr ARM                                     A+
                  2183764                    3Yr ARM                                     AA
                  2184090                    3Yr ARM                                     AA
                  2185176                    3Yr ARM                                     A+
                  2185448                    Fixed Rate                                  AA
                  2186012                    3Yr ARM                                     AA
                  2186483                    3Yr ARM                                     AA
                  2188025                    3Yr ARM                                     AA
                  2188560                    Fixed Rate                                  AA
                  2188997                    3Yr ARM                                     AA
                  2189042                    3Yr ARM                                     A+
                  2189461                    3Yr ARM                                     AA
                  2190307                    3Yr ARM                                     A-
                  2190446                    3Yr ARM                                     AA
                  2190749                    3Yr ARM                                     AA
                  2190821                    Interest Only - 2Yr                         AA
                  2191270                    Fixed Rate                                  AA
                  2191366                    Fixed Rate                                  AA
                  2191905                    3Yr ARM                                     AA
                  2192612                    2nd TD                                      AA
                  2192627                    2Yr ARM                                     A+
                  2192711                    3Yr ARM                                     AA
                  2193486                    Fixed Rate                                  A+
                  2194133                    Fixed Rate                                  AA
                  2194637                    Fixed Rate                                  AA
                  2195463                    Fixed Rate                                  AA
                  2195627                    Fixed Rate                                  AA
                  2195971                    Fixed Rate                                  A+
                  2195972                    Fixed Rate                                  A+
                  2196030                    3Yr ARM                                     AA
                  2196784                    Fixed Rate                                  B
                  2198759                    2nd TD                                      AA
                  2199228                    Fixed Rate                                  AA
                  2199290                    2nd TD                                      AA
                  2199398                    2nd TD                                      AA
                  2199726                    3Yr ARM                                     C
                  2199790                    3Yr ARM                                     A-
                  2200004                    3Yr ARM                                     A+
                  2200093                    3Yr ARM                                     AA
                  2200744                    Fixed Rate                                  C
                  2200842                    3Yr ARM                                     AA
                  2201052                    2nd TD                                      AA
                  2201336                    Fixed Rate                                  AA
                  2201712                    Fixed Rate                                  AA
                  2201888                    3Yr ARM                                     AA
                  2201985                    2nd TD                                      AA
                  2202094                    3Yr ARM                                     A-
                  2202552                    2nd TD                                      AA
                  2202614                    Fixed Rate                                  AA
                  2202874                    Fixed Rate                                  AA
                  2203309                    3Yr ARM                                     B
                  2203401                    3Yr ARM                                     A+
                  2203655                    3Yr ARM                                     AA
                  2203864                    3Yr ARM                                     AA
                  2204452                    3Yr ARM                                     AA
                  2204616                    Fixed Rate                                  A+
                  2204803                    3Yr ARM                                     AA
                  2204996                    Fixed Rate                                  A+
                  2205293                    3Yr ARM                                     A+
                  2205580                    Fixed Rate                                  B
                  2206000                    Fixed Rate                                  AA
                  2206195                    3Yr ARM                                     A+
                  2206315                    Fixed Rate                                  AA
                  2206453                    Fixed Rate                                  B
                  2206531                    Fixed Rate                                  AA
                  2206593                    Fixed Rate                                  A-
                  2206941                    3Yr ARM                                     AA
                  2207065                    2nd TD                                      AA
                  2207075                    Fixed Rate                                  AA
                  2207239                    3Yr ARM                                     AA
                  2208906                    Fixed Rate                                  A+
                  2209085                    Fixed Rate                                  AA
                  2209610                    3Yr ARM                                     C
                  2209871                    2nd TD                                      AA
                  2210327                    3Yr ARM                                     B
                  2211411                    3Yr ARM                                     A-
                  2213197                    3Yr ARM                                     AA
                  2213639                    2Yr ARM                                     AA
                  2213819                    3Yr ARM                                     AA
                  2214342                    3Yr ARM                                     AA
                  2215117                    3Yr ARM                                     AA
                  2215566                    Fixed Rate                                  AA
                  2215647                    3Yr ARM                                     AA
                  2215724                    Fixed Rate                                  A+
                  2216110                    Fixed Rate                                  AA
                  2216142                    3Yr ARM                                     AA
                  2216300                    3Yr ARM                                     AA
                  2216308                    Fixed Rate                                  AA
                  2217118                    3Yr ARM                                     AA
                  2217518                    2nd TD                                      AA
                  2217704                    Fixed Rate                                  AA
                  2217744                    3Yr ARM                                     AA
                  2219095                    3Yr ARM                                     AA
                  2219670                    3Yr ARM                                     AA
                  2219734                    2nd TD                                      AA
                  2220318                    3Yr ARM                                     A-
                  2220368                    Fixed Rate                                  AA
                  2220493                    3Yr ARM                                     A+
                  2220531                    3Yr ARM                                     A+
                  2220723                    2nd TD                                      AA
                  2220786                    2nd TD                                      AA
                  2221210                    3Yr ARM                                     C
                  2221588                    Fixed Rate                                  A+
                  2221832                    Fixed Rate                                  AA
                  2221908                    Fixed Rate                                  AA
                  2222278                    2nd TD                                      AA
                  2222360                    Fixed Rate                                  AA
                  2222569                    Fixed Rate                                  B
                  2222654                    Fixed Rate                                  A-
                  2222931                    3Yr ARM                                     B
                  2223073                    Fixed Rate                                  AA
                  2223093                    Fixed Rate                                  B
                  2223969                    3Yr ARM                                     AA
                  2224017                    2nd TD                                      AA
                  2224249                    Fixed Rate                                  AA
                  2224580                    Fixed Rate                                  AA
                  2224792                    3Yr ARM                                     AA
                  2224925                    2Yr ARM                                     A-
                  2225024                    Fixed Rate                                  AA
                  2225145                    Fixed Rate                                  A+
                  2225312                    3Yr ARM                                     AA
                  2225458                    2Yr ARM                                     A+
                  2225801                    2nd TD                                      AA
                  2226024                    3Yr ARM                                     AA
                  2226493                    3Yr ARM                                     AA
                  2226567                    Fixed Rate                                  B
                  2226641                    2Yr ARM                                     AA
                  2226780                    Fixed Rate                                  AA
                  2227328                    Fixed Rate                                  A-
                  2227734                    Fixed Rate                                  AA
                  2228682                    Fixed Rate                                  A+
                  2229029                    Fixed Rate                                  A-
                  2229116                    Fixed Rate                                  AA
                  2230036                    2Yr ARM                                     A+
                  2230160                    3Yr ARM                                     AA
                  2230170                    3Yr ARM                                     A+
                  2230894                    Fixed Rate                                  B
                  2231852                    Fixed Rate                                  AA
                  2231940                    2nd TD                                      AA
                  2232253                    3Yr ARM                                     AA
                  2232618                    3Yr ARM                                     A+
                  2233063                    3Yr ARM                                     AA
                  2233067                    2Yr ARM                                     AA
                  2233445                    Fixed Rate                                  AA
                  2233620                    2nd TD                                      AA
                  2233637                    Fixed Rate                                  A+
                  2234718                    Fixed Rate                                  AA
                  2235761                    Fixed Rate                                  AA
                  2235845                    Fixed Rate                                  AA
                  2236255                    3Yr ARM                                     AA
                  2236499                    2Yr ARM                                     C-
                  2236814                    Fixed Rate                                  AA
                  2237303                    Fixed Rate                                  AA
                  2238221                    Interest Only - 2Yr                         AA
                  2238269                    2nd TD                                      AA
                  2239288                    3Yr ARM                                     B
                  2239635                    2nd TD                                      AA
                  2239765                    Fixed Rate                                  AA
                  2239800                    3Yr ARM                                     AA
                  2239912                    Fixed Rate                                  AA
                  2240012                    3Yr ARM                                     AA
                  2240060                    2nd TD                                      AA
                  2240456                    3Yr ARM                                     AA
                  2241188                    3Yr ARM                                     AA
                  2244462                    Fixed Rate                                  AA
                  2244468                    2nd TD                                      AA
                  2245235                    Fixed Rate                                  AA
                  2245433                    3Yr ARM                                     AA
                  2245814                    3Yr ARM                                     AA
                  2245884                    3Yr ARM                                     AA
                  2247088                    3Yr ARM                                     AA
                  2247148                    Fixed Rate                                  AA
                  2247170                    Fixed Rate                                  AA
                  2247934                    3Yr ARM                                     AA
                  2247966                    3Yr ARM                                     A-
                  2248667                    2Yr ARM                                     A+
                  2249274                    2Yr ARM                                     A+
                  2249893                    Fixed Rate                                  AA
                  2250266                    2Yr ARM                                     AA
                  2250523                    Fixed Rate                                  AA
                  2250732                    Fixed Rate                                  A+
                  2250901                    Fixed Rate                                  AA
                  2251675                    2nd TD                                      AA
               1001687491                    Fixed Rate                                  A+
               1001904489                    Interest Only - 2Yr                         A+
               1002142899                    2Yr ARM                                     B
               1002185931                    2nd TD                                      AA
               1002189982                    2nd TD                                      AA
               1002251654                    Fixed Rate                                  A+
               1002252742                    3Yr ARM                                     A+
               1002255099                    2nd TD                                      AA
               1002323220                    Interest Only - 2Yr/5IO                     AA
               1002327529                    Interest Only - 2Yr                         AA
               1002369207                    Interest Only - 2Yr                         AA
               1002380738                    Fixed Rate                                  AA
               1002385092                    Interest Only - 2Yr                         AA
               1002392468                    Fixed Rate                                  AA
               1002414827                    Fixed Rate                                  AA
               1002478009                    Interest Only - 2Yr                         AA
               1002487981                    2Yr ARM                                     AA
               1002523512                    2nd TD                                      AA
               1002560188                    2nd TD                                      AA
               1002561588                    Interest Only - 2Yr                         AA
               1002587659                    2Yr ARM                                     AA
               1002588514                    2nd TD                                      AA
               1002593713                    2nd TD                                      AA
               1002595294                    3Yr ARM                                     A+
               1002596088                    Fixed Rate                                  AA
               1002615726                    3Yr ARM                                     AA
               1002627713                    2nd TD                                      AA
               1002631986                    3Yr ARM                                     AA
               1002636703                    3Yr ARM                                     AA
               1002638925                    Interest Only - 2Yr                         AA
               1002656450                    3Yr ARM                                     AA
               1002676189                    3Yr ARM                                     A+
               1002681878                    3Yr ARM                                     AA
               1002698156                    2nd TD                                      A+
               1002709590                    Fixed Rate                                  AA
               1002711113                    Interest Only - 2Yr                         AA
               1002713852                    Fixed Rate                                  AA
               1002714646                    3Yr ARM                                     A+
               1002716216                    Fixed Rate                                  A+
               1002718893                    Interest Only - 10Yr                        AA
               1002720461                    Fixed Rate                                  AA
               1002727883                    Interest Only - 2Yr                         AA
               1002735552                    2Yr ARM                                     AA
               1002739727                    Interest Only - 10Yr                        AA
               1002751659                    Fixed Rate                                  AA
               1002753773                    3Yr ARM                                     AA
               1002754362                    Fixed Rate                                  AA
               1002765421                    2nd TD                                      AA
               1002769329                    Interest Only - 2Yr                         AA
               1002771414                    Interest Only - 2Yr                         AA
               1002776543                    3Yr ARM                                     C
               1002781252                    Fixed Rate                                  C
               1002791054                    Interest Only - 2Yr/5IO                     AA
               1002791697                    2nd TD                                      AA
               1002794765                    3Yr ARM                                     AA
               1002795657                    Fixed Rate                                  B
               1002796745                    3Yr ARM                                     A+
               1002802854                    3Yr ARM                                     AA
               1002802916                    2Yr ARM                                     A-
               1002805600                    Fixed Rate                                  AA
               1002806707                    Fixed Rate                                  AA
               1002814752                    3Yr ARM                                     AA
               1002815350                    3Yr ARM                                     AA
               1002815555                    Interest Only - 2Yr                         A+
               1002822119                    2Yr ARM                                     B
               1002824288                    2Yr ARM                                     AA
               1002826455                    Fixed Rate                                  AA
               1002826614                    3Yr ARM                                     A-
               1002826981                    Fixed Rate                                  A-
               1002828532                    Fixed Rate                                  AA
               1002829443                    3Yr ARM                                     AA
               1002830618                    Interest Only - 2Yr                         AA
               1002833795                    3Yr ARM                                     AA
               1002834963                    3Yr ARM                                     A+
               1002837336                    3Yr ARM                                     A+
               1002838736                    Fixed Rate                                  A+
               1002839049                    3Yr ARM                                     AA
               1002839548                    2Yr ARM                                     A+
               1002841848                    Interest Only - 2Yr                         AA
               1002843622                    2Yr ARM                                     C
               1002848128                    2nd TD                                      AA
               1002848299                    Interest Only - 2Yr                         AA
               1002849788                    3Yr ARM                                     A-
               1002850436                    2Yr ARM                                     AA
               1002853200                    Fixed Rate                                  A-
               1002853870                    Interest Only - 2Yr                         AA
               1002853969                    3Yr ARM                                     AA
               1002856029                    Interest Only - 2Yr                         AA
               1002858394                    3Yr ARM                                     AA
               1002858465                    3Yr ARM                                     AA
               1002859017                    Fixed Rate                                  AA
               1002861807                    Fixed Rate                                  A-
               1002861969                    3Yr ARM                                     AA
               1002869827                    3Yr ARM                                     AA
               1002873849                    Interest Only - 3Yr/5IO                     AA
               1002876882                    Fixed Rate                                  A-
               1002878416                    Fixed Rate                                  AA
               1002879344                    Fixed Rate                                  B
               1002882526                    Fixed Rate                                  AA
               1002882535                    3Yr ARM                                     AA
               1002883829                    Fixed Rate                                  AA
               1002884445                    Fixed Rate                                  AA
               1002885131                    3Yr ARM                                     A+
               1002887718                    Fixed Rate                                  A+
               1002887807                    Fixed Rate                                  AA
               1002888334                    Interest Only - 2Yr                         AA
               1002888806                    Fixed Rate                                  AA
               1002890544                    2Yr ARM                                     AA
               1002890759                    Interest Only - 2Yr                         AA
               1002891133                    2nd TD                                      AA
               1002891302                    Fixed Rate                                  AA
               1002891909                    2nd TD                                      AA
               1002892123                    3Yr ARM                                     A+
               1002894906                    3Yr ARM                                     AA
               1002896209                    3Yr ARM                                     A+
               1002896922                    Fixed Rate                                  AA
               1002897066                    Fixed Rate                                  AA
               1002903451                    Fixed Rate                                  AA
               1002903656                    Fixed Rate                                  AA
               1002906163                    3Yr ARM                                     A+
               1002912307                    Interest Only - 2Yr                         AA
               1002917124                    Interest Only - 2Yr                         A-
               1002917525                    3Yr ARM                                     AA
               1002918258                    Fixed Rate                                  AA
               1002919676                    3Yr ARM                                     AA
               1002925142                    2Yr ARM                                     C-
               1002929095                    Fixed Rate                                  AA
               1002929861                    3Yr ARM                                     AA
               1002931812                    Interest Only - 10Yr                        AA
               1002936915                    2nd TD                                      AA
               1002937273                    3Yr ARM                                     AA
               1002941035                    Fixed Rate                                  AA
               1002941865                    2nd TD                                      AA
               1002942052                    3Yr ARM                                     AA
               1002943783                    Interest Only - 2Yr                         AA
               1002945111                    Fixed Rate                                  AA
               1002946655                    2nd TD                                      AA
               1002946851                    3Yr ARM                                     AA
               1002947930                    Fixed Rate                                  AA
               1002948298                    3Yr ARM                                     A+
               1002948840                    3Yr ARM                                     AA
               1002949625                    2nd TD                                      AA
               1002949983                    3Yr ARM                                     AA
               1002950328                    3Yr ARM                                     AA
               1002950970                    Interest Only - 10Yr                        AA
               1002951292                    2nd TD                                      AA
               1002951434                    Fixed Rate                                  A-
               1002955172                    2nd TD                                      AA
               1002957107                    Fixed Rate                                  AA
               1002957312                    Interest Only - 2Yr                         AA
               1002957839                    Fixed Rate                                  AA
               1002958641                    3Yr ARM                                     AA
               1002958669                    3Yr ARM                                     AA
               1002960503                    3Yr ARM                                     B
               1002961110                    Fixed Rate                                  C
               1002961441                    3Yr ARM                                     AA
               1002961469                    3Yr ARM                                     AA
               1002961833                    3Yr ARM                                     A+
               1002962360                    3Yr ARM                                     AA
               1002964787                    2nd TD                                      AA
               1002965704                    3Yr ARM                                     AA
               1002965777                    2nd TD                                      AA
               1002966552                    2nd TD                                      AA
               1002967819                    Interest Only - 2Yr                         A+
               1002968239                    2Yr ARM                                     AA
               1002968612                    3Yr ARM                                     AA
               1002969112                    3Yr ARM                                     AA
               1002969292                    3Yr ARM                                     AA
               1002970896                    3Yr ARM                                     A-
               1002971083                    3Yr ARM                                     AA
               1002971136                    Interest Only - 2Yr                         AA
               1002972732                    3Yr ARM                                     C
               1002975123                    2Yr ARM                                     C
               1002976612                    3Yr ARM                                     B
               1002982847                    3Yr ARM                                     C
               1002983285                    Fixed Rate                                  A+
               1002984569                    3Yr ARM                                     AA
               1002985719                    Fixed Rate                                  C
               1002986380                    Fixed Rate                                  AA
               1002989378                    Interest Only - 2Yr                         AA
               1002989608                    3Yr ARM                                     AA
               1002990302                    3Yr ARM                                     AA
               1002990945                    3Yr ARM                                     AA
               1002991392                    3Yr ARM                                     AA
               1002991659                    3Yr ARM                                     AA
               1002993185                    3Yr ARM                                     AA
               1002994380                    3Yr ARM                                     AA
               1002996958                    3Yr ARM                                     A+
               1002999241                    2nd TD                                      AA
               1003000442                    3Yr ARM                                     AA
               1003001398                    Fixed Rate                                  A-
               1003001995                    3Yr ARM                                     AA
               1003010253                    3Yr ARM                                     AA
               1003010351                    3Yr ARM                                     A+
               1003011136                    3Yr ARM                                     AA
               1003011617                    3Yr ARM                                     AA
               1003017540                    3Yr ARM                                     AA
               1003017906                    3Yr ARM                                     AA
               1003018326                    Interest Only - 3Yr/5IO                     AA
               1003019717                    Fixed Rate                                  AA
               1003019922                    Interest Only - 3Yr/5IO                     AA
               1003020670                    3Yr ARM                                     AA
               1003021857                    3Yr ARM                                     AA
               1003023908                    Interest Only - 2Yr                         AA
               1003027156                    3Yr ARM                                     AA
               1003027414                    3Yr ARM                                     AA
               1003032113                    3Yr ARM                                     AA
               1003033979                    3Yr ARM                                     AA
               1003035021                    Fixed Rate                                  AA
               1003035780                    3Yr ARM                                     C
               1003036878                    Fixed Rate                                  AA
               1003036976                    3Yr ARM                                     B
               1003042825                    3Yr ARM                                     AA
               1003043174                    3Yr ARM                                     AA
               1003043888                    Interest Only - 2Yr/5IO                     AA
               1003044100                    3Yr ARM                                     AA
               1003044173                    3Yr ARM                                     AA
               1003044477                    Fixed Rate                                  A-
               1003045369                    3Yr ARM                                     AA
               1003046723                    Fixed Rate                                  AA
               1003047018                    Fixed Rate                                  AA
               1003047152                    Fixed Rate                                  AA
               1003048071                    3Yr ARM                                     AA
               1003048188                    Fixed Rate                                  A+
               1003048428                    3Yr ARM                                     C
               1003050129                    Fixed Rate                                  AA
               1003050487                    3Yr ARM                                     AA
               1003051244                    3Yr ARM                                     B
               1003051627                    Fixed Rate                                  A+
               1003052500                    Fixed Rate                                  AA
               1003054937                    3Yr ARM                                     AA
               1003055231                    Fixed Rate                                  AA
               1003055320                    3Yr ARM                                     AA
               1003055507                    Fixed Rate                                  AA
               1003055678                    Fixed Rate                                  A-
               1003058041                    3Yr ARM                                     A-
               1003059512                    Fixed Rate                                  AA
               1003060430                    3Yr ARM                                     AA
               1003061590                    3Yr ARM                                     A+
               1003062072                    Fixed Rate                                  AA
               1003064864                    3Yr ARM                                     AA
               1003064962                    Fixed Rate                                  AA
               1003065131                    3Yr ARM                                     AA
               1003065694                    3Yr ARM                                     AA
               1003065818                    Fixed Rate                                  AA
               1003065863                    3Yr ARM                                     AA
               1003068307                    2nd TD                                      AA
               1003069903                    3Yr ARM                                     A+
               1003070205                    3Yr ARM                                     AA
               1003070456                    3Yr ARM                                     AA
               1003071160                    3Yr ARM                                     A-
               1003072542                    2Yr ARM                                     AA
               1003075987                    3Yr ARM                                     AA
               1003076156                    Fixed Rate                                  AA
               1003076833                    2nd TD                                      AA
               1003077477                    Fixed Rate                                  AA
               1003079714                    Fixed Rate                                  A+
               1003081275                    2nd TD                                      AA
               1003082087                    3Yr ARM                                     A+
               1003082194                    3Yr ARM                                     AA
               1003083745                    Fixed Rate                                  AA
               1003083834                    3Yr ARM                                     AA
               1003084370                    Fixed Rate                                  AA
               1003086341                    3Yr ARM                                     AA
               1003086369                    Fixed Rate                                  AA
               1003087215                    Fixed Rate                                  AA
               1003087769                    3Yr ARM                                     AA
               1003088438                    3Yr ARM                                     A+
               1003088893                    3Yr ARM                                     AA
               1003089008                    3Yr ARM                                     AA
               1003089927                    Fixed Rate                                  AA
               1003090176                    Fixed Rate                                  AA
               1003090194                    Fixed Rate                                  A+
               1003090318                    Fixed Rate                                  AA
               1003090577                    Fixed Rate                                  AA
               1003091095                    3Yr ARM                                     AA
               1003092584                    3Yr ARM                                     AA
               1003093672                    3Yr ARM                                     AA
               1003094706                    Interest Only - 2Yr                         AA
               1003096465                    2nd TD                                      AA
               1003097963                    Fixed Rate                                  AA
               1003099220                    Fixed Rate                                  AA
               1003099346                    3Yr ARM                                     AA
               1003100931                    3Yr ARM                                     AA
               1003101477                    3Yr ARM                                     A+
               1003102653                    Interest Only - 2Yr                         A+
               1003104900                    Fixed Rate                                  AA
               1003104991                    3Yr ARM                                     AA
               1003105115                    Fixed Rate                                  C
               1003105302                    Interest Only - 3Yr/5IO                     AA
               1003105749                    Fixed Rate                                  AA
               1003106800                    Fixed Rate                                  AA
               1003106935                    Fixed Rate                                  A+
               1003107168                    2nd TD                                      AA
               1003107462                    Fixed Rate                                  A+
               1003107998                    3Yr ARM                                     AA
               1003108121                    3Yr ARM                                     B
               1003108675                    Interest Only - 2Yr                         AA
               1003108906                    Fixed Rate                                  AA
               1003108924                    Fixed Rate                                  A-
               1003109139                    3Yr ARM                                     A-
               1003109344                    Fixed Rate                                  AA
               1003110500                    Interest Only - 3Yr/5IO                     AA
               1003111652                    3Yr ARM                                     AA
               1003112198                    3Yr ARM                                     C
               1003113053                    3Yr ARM                                     AA
               1003113589                    3Yr ARM                                     B
               1003113696                    Fixed Rate                                  AA
               1003115319                    Fixed Rate                                  AA
               1003116149                    3Yr ARM                                     AA
               1003116292                    3Yr ARM                                     AA
               1003116835                    3Yr ARM                                     AA
               1003116871                    Fixed Rate                                  AA
               1003117068                    3Yr ARM                                     AA
               1003118076                    3Yr ARM                                     B
               1003118227                    Fixed Rate                                  AA
               1003118753                    3Yr ARM                                     AA
               1003118968                    Fixed Rate                                  AA
               1003119654                    3Yr ARM                                     AA
               1003120526                    3Yr ARM                                     AA
               1003120713                    3Yr ARM                                     AA
               1003121311                    Fixed Rate                                  AA
               1003121491                    3Yr ARM                                     B
               1003121632                    2Yr ARM                                     AA
               1003122481                    Fixed Rate                                  AA
               1003122542                    2nd TD                                      AA
               1003123480                    3Yr ARM                                     A+
               1003124041                    3Yr ARM                                     A+
               1003124078                    Fixed Rate                                  AA
               1003124470                    3Yr ARM                                     AA
               1003125772                    2Yr ARM                                     A+
               1003126156                    3Yr ARM                                     A-
               1003126290                    3Yr ARM                                     C
               1003126959                    3Yr ARM                                     AA
               1003127627                    Fixed Rate                                  A-
               1003128653                    3Yr ARM                                     AA
               1003129625                    Fixed Rate                                  AA
               1003130089                    3Yr ARM                                     AA
               1003130775                    2nd TD                                      AA
               1003133380                    2nd TD                                      AA
               1003135725                    3Yr ARM                                     AA
               1003136458                    2Yr ARM                                     AA
               1003137331                    3Yr ARM                                     A+
               1003137616                    3Yr ARM                                     AA
               1003137705                    2nd TD                                      AA
               1003137901                    3Yr ARM                                     AA
               1003139062                    3Yr ARM                                     AA
               1003139598                    3Yr ARM                                     AA
               1003139856                    2nd TD                                      AA
               1003139909                    Fixed Rate                                  AA
               1003140808                    Fixed Rate                                  AA
               1003141344                    Interest Only - 2Yr                         AA
               1003142021                    3Yr ARM                                     A-
               1003142290                    Fixed Rate                                  A+
               1003142833                    2nd TD                                      AA
               1003143510                    2nd TD                                      AA
               1003143985                    Fixed Rate                                  AA
               1003144332                    Interest Only - 2Yr                         AA
               1003144537                    Fixed Rate                                  AA
               1003145144                    2nd TD                                      AA
               1003145153                    Fixed Rate                                  AA
               1003147865                    Fixed Rate                                  AA
               1003148695                    3Yr ARM                                     A+
               1003149612                    3Yr ARM                                     A+
               1003150743                    3Yr ARM                                     AA
               1003150994                    Fixed Rate                                  AA
               1003152616                    Interest Only - 2Yr                         AA
               1003154393                    2nd TD                                      AA
               1003154491                    3Yr ARM                                     AA
               1003155837                    3Yr ARM                                     AA
               1003156159                    2Yr ARM                                     A+
               1003156300                    Fixed Rate                                  AA
               1003159496                    3Yr ARM                                     AA
               1003160037                    3Yr ARM                                     AA
               1003160457                    3Yr ARM                                     AA
               1003160634                    3Yr ARM                                     AA
               1003160849                    3Yr ARM                                     B
               1003160965                    2nd TD                                      AA
               1003161544                    2nd TD                                      AA
               1003162400                    3Yr ARM                                     AA
               1003162561                    Fixed Rate                                  AA
               1003162598                    Fixed Rate                                  AA
               1003163150                    3Yr ARM                                     AA
               1003163971                    3Yr ARM                                     A+
               1003164505                    3Yr ARM                                     AA
               1003164952                    Fixed Rate                                  AA
               1003165201                    3Yr ARM                                     AA
               1003165210                    2nd TD                                      AA
               1003166406                    2Yr ARM                                     AA
               1003166601                    3Yr ARM                                     AA
               1003168057                    3Yr ARM                                     AA
               1003168789                    3Yr ARM                                     AA
               1003170035                    Fixed Rate                                  AA
               1003170428                    3Yr ARM                                     AA
               1003171481                    2nd TD                                      AA
               1003171757                    Fixed Rate                                  AA
               1003172621                    2nd TD                                      AA
               1003173443                    3Yr ARM                                     AA
               1003174022                    2nd TD                                      AA
               1003174246                    3Yr ARM                                     AA
               1003175021                    3Yr ARM                                     AA
               1003175343                    3Yr ARM                                     B
               1003176921                    Interest Only - 2Yr                         AA
               1003177779                    2nd TD                                      AA
               1003178206                    2nd TD                                      A+
               1003178448                    Interest Only - 2Yr                         AA
               1003178947                    2nd TD                                      AA
               1003179811                    2nd TD                                      AA
               1003180499                    2nd TD                                      AA
               1003180532                    Fixed Rate                                  AA
               1003180596                    2nd TD                                      AA
               1003181283                    3Yr ARM                                     AA
               1003181666                    3Yr ARM                                     AA
               1003183218                    3Yr ARM                                     AA
               1003183860                    Fixed Rate                                  A+
               1003184137                    3Yr ARM                                     AA
               1003184342                    Fixed Rate                                  AA
               1003184805                    3Yr ARM                                     AA
               1003184903                    Fixed Rate                                  AA
               1003184958                    3Yr ARM                                     A+
               1003185056                    3Yr ARM                                     AA
               1003185369                    Interest Only - 2Yr                         AA
               1003185626                    2nd TD                                      AA
               1003185840                    3Yr ARM                                     A+
               1003186037                    2nd TD                                      AA
               1003186411                    3Yr ARM                                     B
               1003187081                    3Yr ARM                                     AA
               1003187615                    2nd TD                                      AA
               1003187651                    Interest Only - 2Yr                         AA
               1003188026                    2nd TD                                      AA
               1003188419                    3Yr ARM                                     AA
               1003188669                    Fixed Rate                                  AA
               1003189016                    3Yr ARM                                     A+
               1003189640                    3Yr ARM                                     AA
               1003189775                    3Yr ARM                                     A-
               1003189908                    2nd TD                                      AA
               1003190647                    2Yr ARM                                     AA
               1003190772                    2nd TD                                      AA
               1003191245                    2nd TD                                      AA
               1003192075                    2nd TD                                      AA
               1003193207                    Interest Only - 10Yr                        AA
               1003193626                    2nd TD                                      AA
               1003194527                    Interest Only - 2Yr                         AA
               1003195768                    2nd TD                                      AA
               1003196302                    3Yr ARM                                     AA
               1003196687                    2nd TD                                      AA
               1003196810                    2nd TD                                      AA
               1003198890                    3Yr ARM                                     B
               1003199559                    2nd TD                                      AA
               1003201804                    2nd TD                                      AA
               1003203321                    Fixed Rate                                  AA
               1003203474                    2nd TD                                      AA
               1003203722                    Fixed Rate                                  AA
               1003203919                    3Yr ARM                                     A+
               1003205061                    Fixed Rate                                  AA
               1003206042                    Fixed Rate                                  B
               1003207032                    3Yr ARM                                     AA
               1003207050                    2nd TD                                      AA
               1003208503                    Interest Only - 2Yr                         AA
               1003210377                    2nd TD                                      AA
               1003210929                    2nd TD                                      AA
               1003211483                    2nd TD                                      AA
               1003211973                    2nd TD                                      AA
               1003213579                    3Yr ARM                                     AA
               1003213588                    Fixed Rate                                  A+
               1003214211                    3Yr ARM                                     A+
               1003214462                    2nd TD                                      AA
               1003214925                    2nd TD                                      AA
               1003216004                    2nd TD                                      A+
               1003216807                    2nd TD                                      AA
               1003217691                    3Yr ARM                                     AA
               1003218217                    3Yr ARM                                     AA
               1003218244                    2nd TD                                      AA
               1003218618                    2nd TD                                      AA
               1003218716                    Interest Only - 2Yr                         AA
               1003218841                    3Yr ARM                                     AA
               1003219127                    3Yr ARM                                     AA
               1003219635                    2nd TD                                      AA
               1003219886                    3Yr ARM                                     AA
               1003220393                    2nd TD                                      AA
               1003220776                    Fixed Rate                                  A+
               1003221052                    2nd TD                                      AA
               1003223498                    2nd TD                                      AA
               1003223755                    Fixed Rate                                  AA
               1003223835                    2nd TD                                      AA
               1003225968                    2nd TD                                      AA
               1003226501                    2nd TD                                      AA
               1003226529                    2nd TD                                      AA
               1003226716                    2nd TD                                      AA
               1003226823                    2nd TD                                      AA
               1003227644                    2nd TD                                      AA
               1003227895                    2nd TD                                      AA
               1003228723                    Fixed Rate                                  AA
               1003228778                    2nd TD                                      AA
               1003228956                    3Yr ARM                                     AA
               1003231470                    3Yr ARM                                     AA
               1003232433                    3Yr ARM                                     B
               1003232914                    3Yr ARM                                     AA
               1003233833                    3Yr ARM                                     A+
               1003234342                    2Yr ARM                                     AA
               1003234627                    2nd TD                                      AA
               1003235617                    3Yr ARM                                     AA
               1003235840                    Fixed Rate                                  A-
               1003237125                    2nd TD                                      AA
               1003237580                    3Yr ARM                                     AA
               1003239873                    3Yr ARM                                     AA
               1003241520                    2nd TD                                      AA
               1003242002                    3Yr ARM                                     AA
               1003243172                    2nd TD                                      AA
               1003246400                    3Yr ARM                                     AA
               1003246428                    2nd TD                                      AA
               1003250305                    3Yr ARM                                     C
               1003250403                    3Yr ARM                                     AA
               1003252269                    2nd TD                                      AA
               1003253829                    2nd TD                                      AA
               1003253838                    3Yr ARM                                     AA
               1003255159                    2nd TD                                      AA
               1003255774                    3Yr ARM                                     A-
               1003256407                    3Yr ARM                                     AA
               1003256531                    Fixed Rate                                  AA
               1003258520                    Fixed Rate                                  AA
               1003258959                    2nd TD                                      AA
               1003259422                    3Yr ARM                                     AA
               1003260474                    3Yr ARM                                     A+
               1003261972                    2nd TD                                      AA
               1003262739                    2Yr ARM                                     A+
               1003265530                    Fixed Rate                                  AA
               1003266469                    Fixed Rate                                  A-
               1003267896                    2nd TD                                      AA
               1003269643                    3Yr ARM                                     AA
               1003270203                    3Yr ARM                                     AA
               1003270908                    2nd TD                                      AA
               1003271916                    Interest Only - 2Yr                         AA
               1003271952                    2nd TD                                      AA
               1003273399                    2nd TD                                      AA
               1003275119                    3Yr ARM                                     AA
               1003275636                    2nd TD                                      AA
               1003276742                    2nd TD                                      AA
               1003277563                    Fixed Rate                                  C
               1003280363                    2Yr ARM                                     C
               1003281503                    3Yr ARM                                     A+
               1003284154                    2nd TD                                      AA
               1003284485                    2nd TD                                      AA
               1003286982                    3Yr ARM                                     A+
               1003287080                    2nd TD                                      AA
               1003287482                    2nd TD                                      AA
               1003288025                    2nd TD                                      AA
               1003291075                    2nd TD                                      AA
               1003291173                    2nd TD                                      AA
               1003293117                    Fixed Rate                                  AA
               1003293493                    Fixed Rate                                  AA
               1003293652                    3Yr ARM                                     A+
               1003293787                    2nd TD                                      AA
               1003296436                    2nd TD                                      AA
               1003297881                    2nd TD                                      AA
               1003298979                    3Yr ARM                                     AA
               1003299674                    2nd TD                                      AA
               1003300163                    2Yr ARM                                     B
               1003302679                    Interest Only - 2Yr                         AA
               1003302964                    3Yr ARM                                     AA
               1003303838                    3Yr ARM                                     AA
               1003307068                    Fixed Rate                                  AA
               1003307576                    2nd TD                                      AA
               1003307656                    2Yr ARM                                     AA
               1003308281                    3Yr ARM                                     AA
               1003309618                    3Yr ARM                                     A-
               1003309949                    2nd TD                                      AA
               1003314620                    Fixed Rate                                  AA
               1003316496                    Fixed Rate                                  AA
               1003319787                    Fixed Rate                                  AA
               1003322416                    2nd TD                                      AA
               1003325388                    Fixed Rate                                  AA
               1003326010                    3Yr ARM                                     A-
               1003326181                    2nd TD                                      AA
               1003326190                    3Yr ARM                                     AA
               1003326350                    3Yr ARM                                     AA
               1003327572                    3Yr ARM                                     AA
               1003328367                    2nd TD                                      AA
               1003330265                    3Yr ARM                                     B
               1003330782                    2Yr ARM                                     AA
               1003331157                    3Yr ARM                                     A+
               1003331754                    Fixed Rate                                  AA
               1003331781                    3Yr ARM                                     AA
               1003334010                    3Yr ARM                                     AA
               1003337482                    3Yr ARM                                     A+
               1003346800                    3Yr ARM                                     AA
               1003348513                    3Yr ARM                                     AA
               1003348791                    3Yr ARM                                     AA
               1003350545                    3Yr ARM                                     AA
               1003351535                    3Yr ARM                                     B
               1003352883                    3Yr ARM                                     AA
               1003353230                    2nd TD                                      AA
               1003357094                    3Yr ARM                                     AA
               1003359109                    Fixed Rate                                  AA
               1003359234                    2Yr ARM                                     A+
               1003359966                    2nd TD                                      AA
               1003361711                    Fixed Rate                                  AA
               1003368821                    2Yr ARM                                     AA
               1003369072                    2Yr ARM                                     AA
               1003372406                    Fixed Rate                                  AA
               1003372709                    Fixed Rate                                  A+
               1003375635                    3Yr ARM                                     AA
               1003376260                    3Yr ARM                                     AA
               1003377660                    Fixed Rate                                  AA
               1003378491                    3Yr ARM                                     A+
               1003379301                    Fixed Rate                                  AA
               1003380282                    3Yr ARM                                     A-
               1003384082                    Fixed Rate                                  AA
               1003386133                    2nd TD                                      AA
               1003387908                    2nd TD                                      AA
               1003388211                    3Yr ARM                                     AA
               1003389112                    Fixed Rate                                  AA
               1003391332                    3Yr ARM                                     AA
               1003394151                    Fixed Rate                                  A+
               1003397755                    3Yr ARM                                     AA
               1003398380                    2nd TD                                      AA
               1003400983                    2nd TD                                      AA
               1003403294                    Fixed Rate                                  AA
               1003403962                    Fixed Rate                                  AA
               1003404792                    2Yr ARM                                     AA
               1003406040                    2nd TD                                      AA
               1003407405                    3Yr ARM                                     AA
               1003408164                    2nd TD                                      AA
               1003408707                    3Yr ARM                                     AA
               1003408823                    2nd TD                                      AA
               1003409608                    2Yr ARM                                     AA
               1003410865                    3Yr ARM                                     AA
               1003410892                    3Yr ARM                                     AA
               1003412300                    2nd TD                                      AA
               1003415520                    3Yr ARM                                     AA
               1003416556                    2nd TD                                      AA
               1003419027                    3Yr ARM                                     AA
               1003424440                    3Yr ARM                                     AA
               1003425706                    2nd TD                                      AA
               1003429463                    3Yr ARM                                     AA
               1003431165                    2nd TD                                      AA
               1003431423                    2nd TD                                      AA
               1003433546                    3Yr ARM                                     AA
               1003434901                    Fixed Rate                                  AA
               1003436464                    2nd TD                                      AA
               1003436954                    2nd TD                                      AA
               1003437837                    2nd TD                                      AA
               1003438382                    Fixed Rate                                  A-
               1003441939                    Fixed Rate                                  AA
               1003443633                    2Yr ARM                                     A-
               1003444393                    3Yr ARM                                     AA
               1003444473                    2Yr ARM                                     A-
               1003445052                    Fixed Rate                                  A-
               1003445800                    2nd TD                                      AA
               1003450214                    2nd TD                                      AA
               1003451446                    Fixed Rate                                  AA
               1003452855                    2nd TD                                      AA
               1003455353                    2nd TD                                      AA
               1003455870                    2nd TD                                      AA
               1003458109                    2nd TD                                      AA
               1003458886                    2Yr ARM                                     AA
               1003462522                    3Yr ARM                                     AA
               1003462648                    2nd TD                                      AA
               1003464487                    Fixed Rate                                  AA
               1003465146                    2nd TD                                      AA
               1003467572                    2nd TD                                      AA
               1003469473                    Fixed Rate                                  AA
               1003471772                    3Yr ARM                                     C
               1003477259                    Fixed Rate                                  C
               1003480922                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003481020                    2nd TD                                      AA
               1003483910                    Fixed Rate                                  AA
               1003484438                    3Yr ARM                                     AA
               1003485570                    2nd TD                                      AA
               1003487426                    3Yr ARM                                     AA
               1003487435                    Fixed Rate                                  AA
               1003489923                    2nd TD                                      AA
               1003492811                    Fixed Rate                                  AA
               1003497200                    Fixed Rate                                  AA
               1003499805                    3Yr ARM                                     AA
               1003500367                    3Yr ARM                                     A-
               1003500517                    3Yr ARM                                     AA
               1003500893                    Fixed Rate                                  AA
               1003501598                    2nd TD                                      AA
               1003502702                    3Yr ARM                                     A+
               1003503186                    2Yr ARM                                     A+
               1003504782                    2nd TD                                      AA
               1003505567                    3Yr ARM                                     AA
               1003505763                    2nd TD                                      AA
               1003507208                    3Yr ARM                                     C
               1003508154                    2nd TD                                      AA
               1003510089                    2nd TD                                      AA
               1003512835                    3Yr ARM                                     AA
               1003513237                    2nd TD                                      AA
               1003516760                    2nd TD                                      AA
               1003516993                    3Yr ARM                                     AA
               1003518303                    Fixed Rate                                  AA
               1003519543                    3Yr ARM                                     AA
               1003520531                    Interest Only - 3Yr/5IO                     AA
               1003524715                    Fixed Rate                                  AA
               1003526795                    2nd TD                                      AA
               1003528739                    3Yr ARM                                     A+
               1003529168                    3Yr ARM                                     AA
               1003530110                    Fixed Rate                                  AA
               1003530361                    2nd TD                                      AA
               1003531397                    3Yr ARM                                     AA
               1003532476                    2nd TD                                      AA
               1003533803                    Fixed Rate                                  C
               1003534081                    2nd TD                                      AA
               1003534615                    Fixed Rate                                  A+
               1003535909                    3Yr ARM                                     AA
               1003537738                    3Yr ARM                                     AA
               1003540289                    3Yr ARM                                     AA
               1003540369                    3Yr ARM                                     A-
               1003540467                    2nd TD                                      AA
               1003544043                    2Yr ARM                                     A+
               1003544132                    2nd TD                                      AA
               1003544141                    Fixed Rate                                  A+
               1003545667                    3Yr ARM                                     AA
               1003546489                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003547102                    Fixed Rate                                  AA
               1003548325                    Fixed Rate                                  A+
               1003548959                    2nd TD                                      AA
               1003553247                    Fixed Rate                                  AA
               1003553274                    2nd TD                                      AA
               1003554157                    2nd TD                                      AA
               1003555557                    Interest Only - 3Yr/5IO                     AA
               1003556342                    2nd TD                                      AA
               1003556743                    2nd TD                                      AA
               1003559964                    2nd TD                                      AA
               1003560685                    2nd TD                                      AA
               1003560961                    2nd TD                                      AA
               1003563049                    Fixed Rate                                  AA
               1003564128                    2nd TD                                      AA
               1003564459                    2nd TD                                      AA
               1003565430                    2nd TD                                      AA
               1003569070                    Fixed Rate                                  AA
               1003570488                    2nd TD                                      AA
               1003570941                    Fixed Rate                                  AA
               1003575517                    2nd TD                                      AA
               1003577098                    Fixed Rate                                  A+
               1003577249                    Fixed Rate                                  AA
               1003579746                    2nd TD                                      AA
               1003581181                    2nd TD                                      AA
               1003581564                    2Yr ARM                                     AA
               1003582652                    2nd TD                                      AA
               1003584197                    Fixed Rate                                  AA
               1003584847                    Fixed Rate                                  AA
               1003585640                    2nd TD                                      AA
               1003586435                    2Yr ARM                                     C
               1003587309                    Fixed Rate                                  A+
               1003587595                    2Yr ARM                                     AA
               1003587915                    2nd TD                                      AA
               1003589370                    Fixed Rate                                  A-
               1003589664                    Fixed Rate                                  AA
               1003590395                    2nd TD                                      AA
               1003590732                    2nd TD                                      AA
               1003591410                    2Yr ARM                                     AA
               1003592730                    2Yr ARM                                     AA
               1003594300                    Fixed Rate                                  AA
               1003595577                    Fixed Rate                                  AA
               1003597799                    2Yr ARM - 30YrTerm/40Amor                   A-
               1003598716                    Fixed Rate                                  AA
               1003599029                    2nd TD                                      AA
               1003599083                    3Yr ARM                                     AA
               1003599190                    Fixed Rate                                  AA
               1003600151                    Fixed Rate                                  AA
               1003604335                    Fixed Rate                                  AA
               1003604861                    Fixed Rate                                  AA
               1003606789                    2Yr ARM                                     AA
               1003607519                    Fixed Rate                                  AA
               1003607895                    Fixed Rate                                  AA
               1003608199                    Interest Only - 3Yr/5IO                     AA
               1003608527                    Fixed Rate                                  A+
               1003612371                    2nd TD                                      AA
               1003612629                    2nd TD                                      AA
               1003615699                    3Yr ARM                                     A+
               1003617303                    Fixed Rate                                  AA
               1003617385                    2Yr ARM                                     A+
               1003618026                    2nd TD                                      AA
               1003620200                    2nd TD                                      AA
               1003624796                    2nd TD                                      AA
               1003625526                    2nd TD                                      AA
               1003625964                    2nd TD                                      AA
               1003627016                    2nd TD                                      AA
               1003627070                    2nd TD                                      AA
               1003627695                    2nd TD                                      AA
               1003633795                    2nd TD                                      AA
               1003635383                    Fixed Rate                                  A-
               1003637844                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003638950                    3Yr ARM                                     A+
               1003640769                    Fixed Rate                                  B
               1003640858                    2nd TD                                      AA
               1003641170                    2Yr ARM                                     B
               1003642669                    Interest Only - 3Yr/5IO                     AA
               1003645096                    2Yr ARM                                     AA
               1003645381                    2nd TD                                      AA
               1003646451                    Fixed Rate                                  AA
               1003646558                    2Yr ARM                                     AA
               1003647192                    Interest Only - 3Yr/5IO                     AA
               1003648431                    2nd TD                                      AA
               1003650114                    2Yr ARM                                     AA
               1003650187                    Fixed Rate                                  A-
               1003651220                    Fixed Rate                                  AA
               1003651943                    2nd TD                                      AA
               1003653950                    2nd TD                                      AA
               1003655903                    2nd TD                                      AA
               1003658241                    2nd TD                                      AA
               1003658483                    Interest Only - 3Yr/5IO                     AA
               1003658811                    2nd TD                                      AA
               1003660078                    3Yr ARM                                     AA
               1003665215                    2nd TD                                      AA
               1003666875                    2nd TD                                      AA
               1003667669                    2nd TD                                      AA
               1003668249                    Interest Only - 3Yr/5IO                     AA
               1003668524                    2Yr ARM                                     C
               1003670762                    2nd TD                                      AA
               1003671253                    2nd TD                                      AA
               1003671547                    2nd TD                                      AA
               1003671949                    3Yr ARM                                     AA
               1003672181                    2nd TD                                      AA
               1003672859                    2nd TD                                      AA
               1003673233                    2nd TD                                      AA
               1003673796                    2nd TD                                      AA
               1003673812                    2nd TD                                      AA
               1003675222                    2nd TD                                      AA
               1003675721                    Fixed Rate                                  AA
               1003676604                    2nd TD                                      AA
               1003677284                    Fixed Rate                                  AA
               1003677603                    Interest Only - 10Yr                        AA
               1003678283                    2nd TD                                      AA
               1003679754                    2nd TD                                      AA
               1003680573                    Fixed Rate                                  AA
               1003682009                    3Yr ARM                                     A+
               1003683035                    Interest Only - 3Yr/5IO                     AA
               1003684089                    Fixed Rate                                  AA
               1003684686                    2nd TD                                      AA
               1003685211                    2Yr ARM                                     A-
               1003685676                    Fixed Rate                                  AA
               1003686602                    Fixed Rate                                  AA
               1003687344                    2nd TD                                      AA
               1003687709                    Fixed Rate                                  AA
               1003688281                    Fixed Rate                                  AA
               1003690875                    2nd TD                                      AA
               1003692052                    Interest Only - 3Yr/5IO                     AA
               1003693612                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003696352                    2nd TD                                      AA
               1003697636                    Fixed Rate                                  AA
               1003698555                    2nd TD                                      AA
               1003699000                    2nd TD                                      AA
               1003699126                    2nd TD                                      AA
               1003699331                    2nd TD                                      AA
               1003699518                    Interest Only - 3Yr/5IO                     AA
               1003699536                    2nd TD                                      AA
               1003699732                    2nd TD                                      AA
               1003702381                    2nd TD                                      AA
               1003703647                    Interest Only - 2Yr/5IO                     A-
               1003704879                    2nd TD                                      AA
               1003706378                    Fixed Rate                                  B
               1003706948                    2nd TD                                      AA
               1003707153                    Fixed Rate                                  A+
               1003708027                    2nd TD                                      AA
               1003712637                    2nd TD                                      AA
               1003714412                    Fixed Rate                                  AA
               1003714653                    3Yr ARM                                     AA
               1003714779                    2Yr ARM                                     B
               1003715563                    Fixed Rate                                  AA
               1003715769                    2nd TD                                      AA
               1003715876                    2nd TD                                      AA
               1003718356                    Interest Only - 2Yr/5IO                     AA
               1003718454                    2nd TD                                      AA
               1003719854                    Fixed Rate                                  AA
               1003721128                    2nd TD                                      AA
               1003721208                    3Yr ARM                                     AA
               1003722010                    Fixed Rate                                  AA
               1003722582                    Fixed Rate                                  AA
               1003723527                    2nd TD                                      AA
               1003723867                    Fixed Rate                                  A+
               1003724492                    Fixed Rate                                  AA
               1003724900                    2Yr ARM                                     AA
               1003725160                    Fixed Rate                                  AA
               1003725428                    2nd TD                                      AA
               1003726383                    2nd TD                                      AA
               1003726579                    2nd TD                                      AA
               1003726748                    2nd TD                                      AA
               1003729488                    Fixed Rate                                  A-
               1003730831                    2nd TD                                      AA
               1003731313                    Fixed Rate                                  AA
               1003731536                    3Yr ARM                                     A+
               1003732303                    2Yr ARM                                     AA
               1003733437                    2nd TD                                      AA
               1003738744                    2nd TD                                      AA
               1003738762                    2nd TD                                      AA
               1003739850                    2nd TD                                      AA
               1003739896                    2Yr ARM                                     AA
               1003739958                    Interest Only - 2Yr/5IO                     AA
               1003740045                    Fixed Rate                                  A+
               1003740205                    2nd TD                                      AA
               1003742409                    Interest Only - 3Yr/5IO                     AA
               1003744791                    Fixed Rate                                  A-
               1003745950                    Interest Only - 3Yr/5IO                     AA
               1003747137                    2Yr ARM                                     AA
               1003747903                    2nd TD                                      AA
               1003748500                    2Yr ARM                                     AA
               1003748760                    2Yr ARM                                     AA
               1003749901                    Fixed Rate                                  AA
               1003751862                    2nd TD                                      AA
               1003752754                    2nd TD                                      AA
               1003752898                    2nd TD                                      AA
               1003754084                    3Yr ARM                                     B
               1003754486                    2Yr ARM - 30YrTerm/40Amor                   A+
               1003755706                    2nd TD                                      AA
               1003757410                    Fixed Rate                                  AA
               1003757857                    2nd TD                                      AA
               1003760166                    2nd TD                                      AA
               1003760362                    2nd TD                                      A+
               1003760610                    Fixed Rate                                  B
               1003760647                    2nd TD                                      AA
               1003762191                    3Yr ARM                                     C
               1003762930                    Interest Only - 3Yr/5IO                     AA
               1003763467                    Fixed Rate                                  AA
               1003763537                    2nd TD                                      AA
               1003767301                    2nd TD                                      AA
               1003767702                    2nd TD                                      AA
               1003768453                    3Yr ARM                                     A+
               1003768701                    2nd TD                                      AA
               1003768989                    2nd TD                                      AA
               1003769327                    2nd TD                                      AA
               1003769595                    2nd TD                                      AA
               1003772082                    2nd TD                                      AA
               1003772144                    2Yr ARM                                     AA
               1003772885                    2nd TD                                      AA
               1003773090                    Fixed Rate                                  A+
               1003773740                    2nd TD                                      AA
               1003775169                    3Yr ARM                                     B
               1003775392                    Fixed Rate                                  AA
               1003776328                    Interest Only - 2Yr                         AA
               1003778219                    2nd TD                                      AA
               1003779557                    2Yr ARM                                     AA
               1003780527                    Fixed Rate                                  AA
               1003781740                    2nd TD                                      AA
               1003781937                    Fixed Rate                                  AA
               1003783436                    Fixed Rate                                  B
               1003783551                    2nd TD                                      AA
               1003784024                    2nd TD                                      AA
               1003785345                    2nd TD                                      AA
               1003790240                    3Yr ARM                                     AA
               1003790473                    Fixed Rate                                  A+
               1003794237                    3Yr ARM                                     A+
               1003795824                    2Yr ARM                                     AA
               1003796066                    2nd TD                                      A+
               1003796538                    2nd TD                                      AA
               1003796985                    2nd TD                                      AA
               1003799508                    2nd TD                                      AA
               1003800435                    2nd TD                                      AA
               1003800872                    2Yr ARM                                     AA
               1003800952                    2nd TD                                      AA
               1003801639                    2nd TD                                      AA
               1003802031                    2nd TD                                      AA
               1003802692                    2Yr ARM                                     AA
               1003802718                    2nd TD                                      AA
               1003803502                    2nd TD                                      AA
               1003803968                    2nd TD                                      AA
               1003804066                    2nd TD                                      AA
               1003804841                    2nd TD                                      AA
               1003808320                    2nd TD                                      AA
               1003809864                    2nd TD                                      AA
               1003810157                    2Yr ARM                                     AA
               1003810996                    2nd TD                                      AA
               1003813038                    2nd TD                                      AA
               1003813485                    2nd TD                                      A+
               1003813617                    2Yr ARM - 30YrTerm/40Amor                   B
               1003813680                    2nd TD                                      AA
               1003817267                    Fixed Rate                                  AA
               1003817711                    2Yr ARM                                     A+
               1003818952                    2nd TD                                      AA
               1003820716                    2nd TD                                      AA
               1003822581                    2nd TD                                      AA
               1003822643                    2nd TD                                      AA
               1003823759                    Fixed Rate                                  AA
               1003823946                    2nd TD                                      AA
               1003824936                    2nd TD                                      AA
               1003826845                    2nd TD                                      AA
               1003827078                    2nd TD                                      AA
               1003827531                    2nd TD                                      AA
               1003828692                    2nd TD                                      AA
               1003830849                    2nd TD                                      AA
               1003831330                    2nd TD                                      AA
               1003831571                    2nd TD                                      AA
               1003834925                    2nd TD                                      AA
               1003835158                    Fixed Rate                                  AA
               1003837423                    2Yr ARM                                     AA
               1003837977                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003839056                    2nd TD                                      AA
               1003839145                    Interest Only - 2Yr/5IO                     AA
               1003840507                    2nd TD                                      AA
               1003840650                    2nd TD                                      AA
               1003841230                    2nd TD                                      AA
               1003841766                    2Yr ARM                                     AA
               1003842168                    2nd TD                                      AA
               1003842532                    Interest Only - 2Yr/5IO                     AA
               1003843265                    2nd TD                                      AA
               1003843489                    2nd TD                                      AA
               1003845094                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003846761                    2nd TD                                      AA
               1003846770                    2nd TD                                      AA
               1003848910                    Interest Only - 2Yr/5IO                     AA
               1003849018                    2Yr ARM                                     AA
               1003850817                    2nd TD                                      AA
               1003851111                    3Yr ARM                                     AA
               1003853627                    2nd TD                                      AA
               1003854136                    Fixed Rate                                  AA
               1003856278                    2Yr ARM                                     C
               1003857188                    Fixed Rate                                  AA
               1003857534                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003857614                    2Yr ARM                                     AA
               1003858560                    2nd TD                                      AA
               1003859104                    Fixed Rate                                  AA
               1003859907                    2nd TD                                      AA
               1003860469                    3Yr ARM                                     A+
               1003860539                    3Yr ARM                                     AA
               1003860977                    2nd TD                                      AA
               1003862127                    2nd TD                                      AA
               1003862163                    2nd TD                                      AA
               1003862298                    3Yr ARM                                     AA
               1003862715                    2nd TD                                      AA
               1003865286                    Interest Only - 2Yr/5IO                     AA
               1003866711                    2Yr ARM                                     AA
               1003868318                    2Yr ARM                                     A+
               1003870421                    2nd TD                                      AA
               1003870485                    2nd TD                                      AA
               1003871386                    2nd TD                                      AA
               1003872189                    2nd TD                                      AA
               1003874383                    2nd TD                                      AA
               1003874604                    Fixed Rate                                  AA
               1003875024                    2nd TD                                      AA
               1003875195                    2nd TD                                      AA
               1003875202                    Fixed Rate                                  AA
               1003876336                    3Yr ARM                                     AA
               1003876639                    2Yr ARM                                     AA
               1003877674                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003877941                    2Yr ARM                                     AA
               1003880143                    2nd TD                                      AA
               1003881712                    2nd TD                                      AA
               1003882230                    2Yr ARM                                     AA
               1003884522                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003884835                    Interest Only - 2Yr/5IO                     AA
               1003885736                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003886548                    Fixed Rate                                  A-
               1003886815                    2Yr ARM                                     A+
               1003888975                    2Yr ARM                                     AA
               1003889732                    2nd TD                                      AA
               1003893727                    Interest Only - 2Yr/5IO                     AA
               1003893790                    Fixed Rate                                  AA
               1003895618                    3Yr ARM                                     A+
               1003895707                    2Yr ARM                                     AA
               1003897215                    3Yr ARM                                     AA
               1003899721                    2Yr ARM                                     AA
               1003901353                    3Yr ARM                                     AA
               1003903397                    2Yr ARM                                     AA
               1003905992                    2nd TD                                      AA
               1003906036                    2nd TD                                      AA
               1003906125                    2nd TD                                      AA
               1003907927                    Fixed Rate                                  AA
               1003910012                    2Yr ARM                                     A+
               1003912234                    2Yr ARM                                     AA
               1003914161                    2Yr ARM                                     AA
               1003916187                    Interest Only - 2Yr/5IO                     AA
               1003917319                    2nd TD                                      AA
               1003917756                    2Yr ARM                                     A-
               1003919371                    2Yr ARM                                     A+
               1003919479                    2Yr ARM                                     A+
               1003920680                    3Yr ARM                                     AA
               1003922054                    2nd TD                                      AA
               1003927950                    2nd TD                                      AA
               1003932230                    2nd TD                                      AA
               1003932506                    2Yr ARM                                     AA
               1003935013                    2nd TD                                      AA
               1003935433                    3Yr ARM                                     AA
               1003936334                    2Yr ARM                                     AA
               1003936414                    2Yr ARM                                     AA
               1003936441                    2Yr ARM                                     AA
               1003938500                    Fixed Rate                                  AA
               1003940846                    2Yr ARM                                     AA
               1003941140                    2nd TD                                      AA
               1003942103                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003942345                    2Yr ARM                                     A+
               1003943558                    2Yr ARM                                     AA
               1003944254                    3Yr ARM                                     A+
               1003951003                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003953494                    Interest Only - 2Yr/5IO                     AA
               1003954386                    2Yr ARM                                     AA
               1003955250                    Fixed Rate                                  AA
               1003958346                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003962572                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003963900                    2Yr ARM                                     A-
               1003964847                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003965178                    2Yr ARM                                     C
               1003967381                    3Yr ARM                                     AA
               1003967620                    2Yr ARM                                     A-
               1003970288                    2Yr ARM                                     AA
               1003970313                    Interest Only - 2Yr/5IO                     AA
               1003971517                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003971606                    2Yr ARM                                     AA
               1003972678                    2Yr ARM                                     C
               1003974328                    2Yr ARM                                     AA
               1003975363                    3Yr ARM                                     AA
               1003976585                    2Yr ARM                                     B
               1003976709                    2Yr ARM                                     A+
               1003977815                    3Yr ARM                                     AA
               1003979733                    2Yr ARM                                     AA
               1003981622                    2nd TD                                      AA
               1003983611                    3Yr ARM                                     AA
               1003985067                    2Yr ARM                                     B
               1003989054                    2Yr ARM - 30YrTerm/40Amor                   A-
               1003991531                    Interest Only - 2Yr/5IO                     AA
               1003993156                    Fixed Rate                                  AA
               1003994360                    2Yr ARM                                     AA
               1003994422                    Fixed Rate                                  A+
               1003995485                    2nd TD                                      AA
               1003995626                    3Yr ARM                                     AA
               1003995975                    2Yr ARM                                     AA
               1003997526                    3Yr ARM                                     A-
               1004000574                    3Yr ARM                                     AA
               1004001430                    2Yr ARM                                     A+
               1004002395                    3Yr ARM                                     AA
               1004002803                    Fixed Rate                                  AA
               1004003937                    3Yr ARM                                     A+
               1004004687                    2nd TD                                      AA
               1004004776                    3Yr ARM                                     AA
               1004005374                    2Yr ARM                                     AA
               1004005613                    3Yr ARM                                     AA
               1004006756                    3Yr ARM                                     AA
               1004007078                    Interest Only - 2Yr/5IO                     AA
               1004007666                    2Yr ARM                                     AA
               1004008273                    3Yr ARM                                     AA
               1004011205                    2Yr ARM                                     AA
               1004016825                    Fixed Rate                                  AA
               1004017085                    3Yr ARM                                     AA
               1004018592                    2Yr ARM                                     AA
               1004019314                    2nd TD                                      AA
               1004019467                    2Yr ARM                                     AA
               1004019494                    3Yr ARM                                     AA
               1004020026                    2nd TD                                      AA
               1004021427                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004021490                    2nd TD                                      AA
               1004021775                    2Yr ARM                                     AA
               1004021800                    3Yr ARM                                     AA
               1004022337                    3Yr ARM                                     AA
               1004022774                    2Yr ARM                                     AA
               1004024843                    Interest Only - 2Yr/5IO                     AA
               1004025860                    Fixed Rate                                  AA
               1004026459                    3Yr ARM                                     A-
               1004026468                    3Yr ARM                                     AA
               1004026789                    2nd TD                                      AA
               1004028395                    Fixed Rate                                  AA
               1004029198                    3Yr ARM                                     AA
               1004030140                    2nd TD                                      AA
               1004030774                    3Yr ARM                                     AA
               1004030925                    3Yr ARM                                     C
               1004031023                    Interest Only - 2Yr/5IO                     AA
               1004031639                    2Yr ARM                                     AA
               1004031899                    Fixed Rate                                  A-
               1004032291                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004033263                    2nd TD                                      AA
               1004033637                    2nd TD                                      AA
               1004033646                    3Yr ARM                                     AA
               1004033735                    2Yr ARM                                     AA
               1004035181                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004035430                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004036554                    2Yr ARM - 30YrTerm/40Amor                   B
               1004036830                    Interest Only - 3Yr/5IO                     AA
               1004036938                    Fixed Rate                                  AA
               1004038160                    Fixed Rate                                  AA
               1004038302                    2Yr ARM                                     A-
               1004039711                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004040503                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004041851                    3Yr ARM                                     A+
               1004042556                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004043779                    2Yr ARM                                     A-
               1004044616                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004045410                    2Yr ARM                                     C
               1004046552                    2nd TD                                      AA
               1004047221                    Fixed Rate                                  AA
               1004048630                    2Yr ARM                                     AA
               1004049461                    2Yr ARM                                     A+
               1004049899                    2Yr ARM                                     A+
               1004050065                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004050261                    2nd TD                                      AA
               1004051545                    2Yr ARM                                     A+
               1004051714                    2Yr ARM - 30YrTerm/40Amor                   B
               1004053320                    2Yr ARM                                     AA
               1004054258                    Fixed Rate                                  AA
               1004054640                    2Yr ARM                                     AA
               1004054702                    Fixed Rate                                  AA
               1004056924                    2Yr ARM                                     AA
               1004057068                    2Yr ARM                                     A+
               1004057488                    2nd TD                                      AA
               1004058370                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004059547                    2nd TD                                      AA
               1004059798                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004060232                    2nd TD                                      AA
               1004060330                    Fixed Rate                                  AA
               1004061366                    3Yr ARM                                     A-
               1004061936                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004062677                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004064265                    2Yr ARM                                     AA
               1004064915                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004065594                    3Yr ARM                                     AA
               1004067048                    3Yr ARM                                     C
               1004068261                    2nd TD                                      AA
               1004068494                    3Yr ARM                                     B
               1004074414                    Fixed Rate                                  AA
               1004075805                    Interest Only - 2Yr/5IO                     AA
               1004079035                    2Yr ARM                                     A-
               1004081727                    2Yr ARM                                     AA
               1004083333                    2Yr ARM                                     AA
               1004085849                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004088294                    2nd TD                                      AA
               1004089462                    2nd TD                                      AA
               1004090931                    2nd TD                                      AA
               1004093108                    2Yr ARM - 30YrTerm/40Amor                   B
               1004094232                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004095712                    2Yr ARM                                     B
               1004096276                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004096374                    3Yr ARM                                     AA
               1004097284                    3Yr ARM                                     AA
               1004097701                    2nd TD                                      AA
               1004098238                    3Yr ARM                                     A-
               1004099371                    2nd TD                                      AA
               1004099772                    2nd TD                                      AA
               1004099889                    Interest Only - 2Yr/5IO                     AA
               1004100289                    3Yr ARM                                     AA
               1004100546                    Fixed Rate                                  AA
               1004101509                    Fixed Rate                                  AA
               1004101821                    3Yr ARM                                     A+
               1004102839                    2Yr ARM                                     A-
               1004103703                    2Yr ARM                                     AA
               1004104506                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004105603                    3Yr ARM                                     A+
               1004105649                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004105925                    Interest Only - 3Yr/5IO                     AA
               1004106372                    Interest Only - 2Yr/5IO                     AA
               1004110250                    3Yr ARM                                     AA
               1004110884                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004111954                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004114568                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004115433                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004118626                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004119616                    2nd TD                                      AA
               1004120221                    2nd TD                                      AA
               1004123264                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004124165                    2nd TD                                      AA
               1004125182                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004130693                    Fixed Rate                                  AA
               1004131950                    2nd TD                                      AA
               1004133663                    2nd TD                                      AA
               1004140076                    2nd TD                                      AA
               1004142671                    2nd TD                                      AA
               1004143368                    2nd TD                                      AA
               1004145428                    2nd TD                                      AA
               1004148988                    2nd TD                                      AA
               1004154364                    2nd TD                                      AA
               1004155808                    2nd TD                                      AA
               1004157272                    Interest Only - 2Yr/5IO                     AA
               1004159136                    2nd TD                                      AA
               1004159886                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004161374                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004161800                    2nd TD                                      AA
               1004163130                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004164022                    Fixed Rate                                  AA
               1004164594                    2nd TD                                      AA
               1004165101                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004165352                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004169447                    Interest Only - 2Yr/5IO                     AA
               1004169802                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004170694                    2nd TD                                      AA
               1004170998                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004174869                    2nd TD                                      AA
               1004176705                    3Yr ARM                                     AA
               1004176938                    3Yr ARM                                     AA
               1004177483                    2nd TD                                      AA
               1004177937                    Interest Only - 2Yr/5IO                     AA
               1004178151                    2nd TD                                      AA
               1004181414                    3Yr ARM                                     AA
               1004182896                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004184901                    2Yr ARM                                     B
               1004186286                    2Yr ARM                                     AA
               1004186776                    Interest Only - 2Yr/5IO                     AA
               1004188033                    Fixed Rate                                  B
               1004189327                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004189522                    Interest Only - 2Yr                         AA
               1004190306                    Interest Only - 2Yr/5IO                     AA
               1004190814                    2nd TD                                      AA
               1004190887                    3Yr ARM                                     AA
               1004191617                    2nd TD                                      AA
               1004192821                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004192992                    Interest Only - 3Yr/5IO                     AA
               1004195230                    2Yr ARM                                     AA
               1004195748                    2Yr ARM                                     AA
               1004205229                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004208761                    2nd TD                                      AA
               1004209181                    3Yr ARM                                     A-
               1004209724                    Fixed Rate                                  AA
               1004210623                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004210801                    2nd TD                                      AA
               1004211301                    Fixed Rate                                  AA
               1004211659                    3Yr ARM                                     AA
               1004211882                    Interest Only - 2Yr/5IO                     AA
               1004212863                    3Yr ARM                                     A-
               1004213498                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004213844                    3Yr ARM                                     AA
               1004214638                    Fixed Rate                                  AA
               1004215682                    2nd TD                                      AA
               1004216486                    Fixed Rate                                  AA
               1004217065                    Fixed Rate                                  AA
               1004217831                    Fixed Rate                                  A+
               1004218386                    2nd TD                                      AA
               1004220417                    3Yr ARM                                     AA
               1004221194                    3Yr ARM                                     AA
               1004222059                    3Yr ARM                                     A+
               1004222638                    Interest Only - 2Yr/5IO                     AA
               1004224057                    2nd TD                                      AA
               1004225154                    2nd TD                                      AA
               1004226484                    2nd TD                                      AA
               1004226974                    2Yr ARM                                     AA
               1004227394                    2nd TD                                      AA
               1004228366                    Interest Only - 2Yr/5IO                     AA
               1004229034                    Fixed Rate                                  AA
               1004230068                    Interest Only - 2Yr/5IO                     AA
               1004233626                    3Yr ARM                                     AA
               1004233877                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004234082                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004234484                    3Yr ARM                                     AA
               1004235232                    3Yr ARM                                     AA
               1004236179                    Fixed Rate                                  AA
               1004236204                    3Yr ARM                                     A+
               1004236473                    3Yr ARM                                     A+
               1004237720                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004239817                    Fixed Rate                                  AA
               1004240422                    2nd TD                                      AA
               1004241653                    3Yr ARM                                     A+
               1004243802                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004243973                    3Yr ARM                                     AA
               1004244767                    2Yr ARM                                     A-
               1004245935                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004253015                    3Yr ARM                                     AA
               1004253195                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004253710                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004255031                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004255139                    2Yr ARM                                     AA
               1004257217                    2nd TD                                      AA
               1004260579                    Interest Only - 2Yr/5IO                     AA
               1004266163                    2Yr ARM                                     C
               1004271086                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004271905                    Interest Only - 2Yr/5IO                     AA
               1004273226                    Interest Only - 2Yr/5IO                     AA
               1004275073                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004275251                    Interest Only - 2Yr/5IO                     AA
               1004276116                    2nd TD                                      AA
               1004276385                    3Yr ARM                                     A+
               1004276465                    2nd TD                                      AA
               1004276991                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004278935                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004280478                    2Yr ARM - 30YrTerm/40Amor                   B
               1004280655                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004280673                    Fixed Rate                                  AA
               1004280913                    Interest Only - 3Yr/5IO                     AA
               1004281271                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004282323                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004282644                    3Yr ARM                                     A+
               1004282939                    2nd TD                                      AA
               1004283206                    Interest Only - 2Yr/5IO                     AA
               1004283304                    3Yr ARM                                     B
               1004284223                    3Yr ARM                                     B
               1004284893                    2nd TD                                      AA
               1004284928                    2nd TD                                      AA
               1004289914                    2nd TD                                      AA
               1004290564                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004291082                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004293268                    Interest Only - 2Yr/5IO                     AA
               1004294043                    2Yr ARM - 30YrTerm/40Amor                   B
               1004294445                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004295364                    Interest Only - 2Yr/5IO                     AA
               1004296005                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004296194                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004296201                    2Yr ARM                                     A+
               1004297601                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004298655                    3Yr ARM                                     AA
               1004299404                    2Yr ARM                                     A+
               1004301142                    2nd TD                                      AA
               1004301295                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004301339                    2nd TD                                      AA
               1004302276                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004302873                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004303079                    3Yr ARM                                     AA
               1004304826                    Interest Only - 2Yr/5IO                     AA
               1004305781                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004308699                    2nd TD                                      AA
               1004308724                    2nd TD                                      AA
               1004310285                    Fixed Rate                                  AA
               1004311916                    2nd TD                                      AA
               1004314192                    2nd TD                                      AA
               1004315761                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004317420                    2Yr ARM - 30YrTerm/40Amor                   B
               1004318857                    3Yr ARM                                     AA
               1004319259                    Fixed Rate                                  AA
               1004321816                    2nd TD                                      AA
               1004327990                    2nd TD                                      AA
               1004329444                    Interest Only - 2Yr/5IO                     AA
               1004331823                    Interest Only - 2Yr/5IO                     AA
               1004334946                    Interest Only - 2Yr/5IO                     AA
               1004335302                    2Yr ARM                                     A+
               1004339709                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004340742                    Interest Only - 2Yr/5IO                     AA
               1004340859                    2nd TD                                      AA
               1004341849                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004342027                    2Yr ARM                                     A+
               1004343936                    Interest Only - 2Yr/5IO                     AA
               1004344141                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004346158                    3Yr ARM                                     AA
               1004346292                    3Yr ARM                                     AA
               1004355655                    3Yr ARM                                     AA
               1004355833                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004356315                    Interest Only - 2Yr/5IO                     AA
               1004356547                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004357733                    2Yr ARM                                     A-
               1004357975                    Interest Only - 2Yr/5IO                     AA
               1004360122                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004360621                    2Yr ARM                                     AA
               1004362059                    2Yr ARM - 30YrTerm/40Amor                   B
               1004362120                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004362825                    Interest Only - 2Yr/5IO                     AA
               1004363076                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004366714                    Interest Only - 3Yr/5IO                     AA
               1004366750                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004369169                    Interest Only - 3Yr/5IO                     AA
               1004369285                    2Yr ARM - 30YrTerm/40Amor                   C
               1004370086                    Fixed Rate                                  AA
               1004370148                    Interest Only - 2Yr/5IO                     AA
               1004370665                    3Yr ARM                                     A+
               1004370861                    3Yr ARM                                     AA
               1004371021                    3Yr ARM                                     B
               1004371343                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004372413                    Interest Only - 2Yr/5IO                     AA
               1004372761                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004375866                    Interest Only - 2Yr/5IO                     AA
               1004376892                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004377267                    Interest Only - 10Yr                        AA
               1004377285                    2Yr ARM                                     AA
               1004377828                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004377999                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004382180                    3Yr ARM                                     A+
               1004385123                    2nd TD                                      AA
               1004385891                    2nd TD                                      AA
               1004386373                    Interest Only - 2Yr/5IO                     AA
               1004387657                    Interest Only - 2Yr/5IO                     AA
               1004388549                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004388665                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004388692                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004390821                    Interest Only - 2Yr/5IO                     AA
               1004391642                    2Yr ARM                                     AA
               1004393230                    Fixed Rate                                  AA
               1004395755                    Interest Only - 2Yr/5IO                     AA
               1004400767                    2Yr ARM                                     B
               1004401258                    Fixed Rate                                  A+
               1004402257                    3Yr ARM                                     AA
               1004402417                    Interest Only - 2Yr/5IO                     AA
               1004402872                    3Yr ARM                                     A+
               1004403176                    3Yr ARM                                     AA
               1004403755                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004403844                    2Yr ARM                                     AA
               1004404193                    2nd TD                                      AA
               1004406217                    2nd TD                                      AA
               1004408260                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004409287                    Interest Only - 3Yr/5IO                     AA
               1004411808                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004411979                    Interest Only - 2Yr/5IO                     AA
               1004412629                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004414583                    2nd TD                                      AA
               1004415476                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004417697                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004418295                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004418455                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004418561                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004419025                    3Yr ARM - 30YrTerm/40Amor                   C
               1004419089                    Interest Only - 2Yr/5IO                     AA
               1004419935                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004420371                    Interest Only - 2Yr/5IO                     AA
               1004420674                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004422191                    3Yr ARM                                     AA
               1004423145                    Interest Only - 2Yr/5IO                     AA
               1004425296                    Interest Only - 2Yr/5IO                     AA
               1004425599                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004427329                    2nd TD                                      AA
               1004428211                    2nd TD                                      AA
               1004430690                    2nd TD                                      AA
               1004432536                    3Yr ARM                                     A+
               1004433759                    2Yr ARM                                     AA
               1004434044                    Interest Only - 3Yr/5IO                     AA
               1004437951                    2nd TD                                      AA
               1004439851                    2nd TD                                      AA
               1004439995                    3Yr ARM                                     A+
               1004440929                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004441189                    2nd TD                                      AA
               1004442963                    2nd TD                                      AA
               1004445292                    Fixed Rate                                  A+
               1004448253                    3Yr ARM                                     AA
               1004449010                    3Yr ARM                                     AA
               1004450588                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004454236                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004456341                    2Yr ARM                                     AA
               1004457206                    3Yr ARM                                     AA
               1004458170                    2nd TD                                      AA
               1004459473                    Interest Only - 3Yr/5IO                     AA
               1004460176                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004463583                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004463690                    Interest Only - 2Yr/5IO                     AA
               1004467204                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004467632                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004468524                    2nd TD                                      AA
               1004470414                    Interest Only - 3Yr/5IO                     AA
               1004471707                    3Yr ARM                                     AA
               1004472216                    3Yr ARM                                     A-
               1004472350                    2Yr ARM                                     AA
               1004473484                    2Yr ARM                                     AA
               1004473983                    Interest Only - 3Yr/5IO                     AA
               1004475240                    2Yr ARM                                     AA
               1004475758                    Interest Only - 3Yr/5IO                     AA
               1004476766                    2nd TD                                      AA
               1004478899                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004479610                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004482535                    Interest Only - 2Yr/5IO                     A-
               1004485140                    3Yr ARM                                     A+
               1004487692                    Interest Only - 2Yr/5IO                     AA
               1004488986                    Interest Only - 2Yr/5IO                     AA
               1004489146                    2nd TD                                      AA
               1004489654                    Interest Only - 2Yr/5IO                     AA
               1004492409                    2Yr ARM                                     AA
               1004492800                    2Yr ARM - 30YrTerm/40Amor                   B
               1004493195                    2nd TD                                      AA
               1004495479                    2nd TD                                      AA
               1004495914                    2nd TD                                      AA
               1004499091                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004499910                    2nd TD                                      AA
               1004500757                    3Yr ARM                                     AA
               1004502087                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004503031                    3Yr ARM                                     AA
               1004503102                    3Yr ARM                                     B
               1004503120                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004503601                    Fixed Rate                                  AA
               1004504110                    3Yr ARM                                     AA
               1004506029                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004506350                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004506412                    Interest Only - 3Yr/5IO                     AA
               1004507475                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004507652                    Interest Only - 3Yr/5IO                     AA
               1004508241                    2Yr ARM                                     A+
               1004508697                    3Yr ARM                                     A+
               1004508937                    Interest Only - 3Yr/5IO                     AA
               1004509071                    Interest Only - 2Yr/5IO                     AA
               1004513422                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004515242                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004519499                    3Yr ARM                                     A+
               1004520272                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004521752                    2nd TD                                      AA
               1004523741                    2Yr ARM                                     AA
               1004531377                    3Yr ARM                                     A-
               1004531643                    2Yr ARM                                     AA
               1004533071                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004533767                    3Yr ARM                                     AA
               1004534748                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004537656                    2Yr ARM - 30YrTerm/40Amor                   C
               1004538218                    2nd TD                                      AA
               1004538735                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004539440                    3Yr ARM                                     AA
               1004539716                    3Yr ARM                                     AA
               1004540090                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004541133                    3Yr ARM                                     AA
               1004541543                    2Yr ARM                                     AA
               1004542588                    Interest Only - 2Yr/5IO                     AA
               1004544461                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004544782                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004547100                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004547468                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004548582                    2Yr ARM - 30YrTerm/40Amor                   B
               1004549126                    2Yr ARM                                     AA
               1004550088                    2nd TD                                      AA
               1004553067                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004556723                    3Yr ARM                                     AA
               1004557991                    2Yr ARM - 30YrTerm/40Amor                   C
               1004559365                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004559926                    3Yr ARM                                     A+
               1004561904                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004562253                    3Yr ARM                                     AA
               1004562495                    3Yr ARM                                     AA
               1004563074                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004564661                    3Yr ARM                                     AA
               1004565107                    2Yr ARM                                     AA
               1004565474                    3Yr ARM                                     AA
               1004567944                    Interest Only - 2Yr/5IO                     AA
               1004568836                    2Yr ARM                                     A-
               1004570976                    3Yr ARM                                     AA
               1004572153                    3Yr ARM                                     AA
               1004572224                    2Yr ARM                                     A-
               1004572554                    Interest Only - 3Yr/5IO                     AA
               1004572894                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004573633                    2Yr ARM                                     A-
               1004575123                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004575436                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004578665                    2Yr ARM                                     AA
               1004580484                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004583864                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004588609                    Interest Only - 3Yr/5IO                     AA
               1004589172                    Interest Only - 2Yr/5IO                     AA
               1004591613                    3Yr ARM                                     A+
               1004593256                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004601078                    3Yr ARM                                     A-
               1004604315                    Interest Only - 2Yr/5IO                     AA
               1004605323                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004605699                    Interest Only - 3Yr/5IO                     AA
               1004606019                    Interest Only - 2Yr/5IO                     AA
               1004607900                    Interest Only - 2Yr/5IO                     AA
               1004608320                    2Yr ARM                                     A-
               1004609329                    Interest Only - 2Yr/5IO                     AA
               1004609506                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004610013                    Interest Only - 2Yr/5IO                     AA
               1004610424                    2Yr ARM                                     A+
               1004611539                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004613047                    Interest Only - 2Yr/5IO                     AA
               1004619675                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004620912                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004621733                    3Yr ARM                                     A+
               1004626541                    Interest Only - 2Yr/5IO                     AA
               1004627041                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004628193                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004628371                    Interest Only - 2Yr/5IO                     AA
               1004630288                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004634337                    Interest Only - 2Yr/5IO                     AA
               1004639038                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004639341                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004640918                    Interest Only - 3Yr/5IO                     AA
               1004645682                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004651834                    Interest Only - 2Yr/5IO                     AA
               1004652487                    Interest Only - 2Yr/5IO                     AA
               1004654724                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004655135                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004658515                    3Yr ARM                                     AA
               1004662797                    2Yr ARM                                     A+
               1004663028                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004667060                    Interest Only - 3Yr/5IO                     AA
               1004667514                    3Yr ARM                                     AA
               1004669406                    3Yr ARM                                     AA
               1004670314                    Interest Only - 3Yr/5IO                     AA
               1004676390                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004677013                    Interest Only - 2Yr/5IO                     AA
               1004678655                    3Yr ARM                                     A+
               1004681776                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004684158                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004688984                    Interest Only - 2Yr/5IO                     AA
               1004694584                    2Yr ARM                                     AA
               1004694851                    2Yr ARM                                     AA
               1004696243                    Interest Only - 3Yr/5IO                     A+
               1004698018                    Interest Only - 2Yr/5IO                     AA
               1004699008                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004700602                    2Yr ARM                                     A+
               1004700782                    3Yr ARM                                     AA
               1004704635                    2Yr ARM                                     AA
               1004705224                    2Yr ARM                                     AA
               1004716025                    Interest Only - 2Yr/5IO                     AA
               1004721741                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004721965                    3Yr ARM                                     C
               1004722697                    3Yr ARM - 30YrTerm/40Amor                   B
               1004723295                    3Yr ARM                                     AA
               1004728511                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004734121                    2Yr ARM                                     AA
               1004740043                    Interest Only - 2Yr/5IO                     A+
               1004740891                    Interest Only - 2Yr/5IO                     AA
               1004741890                    3Yr ARM                                     AA
               1004741925                    2Yr ARM                                     AA
               1004749106                    3Yr ARM                                     C
               1004771697                    Interest Only - 2Yr/5IO                     A+
               1004777496                    3Yr ARM                                     AA
               1004783808                    2Yr ARM                                     AA
               1004785110                    2Yr ARM                                     AA
               1004785316                    2Yr ARM                                     AA
               1004786020                    2Yr ARM                                     AA
               1004787154                    2Yr ARM                                     AA
               1004794556                    Interest Only - 2Yr/5IO                     AA
               1004800558                    2Yr ARM                                     AA
               1004802663                    3Yr ARM                                     A-
               1004805152                    Interest Only - 2Yr/5IO                     AA
               1004807150                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004826585                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004827441                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004828510                    Interest Only - 2Yr/5IO                     AA
               1004832505                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004834530                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004839278                    2Yr ARM                                     AA
               1004840417                    Interest Only - 2Yr/5IO                     AA
               1004848543                    Interest Only - 2Yr/5IO                     A-
               1004854660                    Interest Only - 2Yr/5IO                     A+
               1004856793                    Interest Only - 2Yr/5IO                     AA
               1004857578                    Interest Only - 2Yr/5IO                     AA
               1004859308                    3Yr ARM                                     AA
               1004861572                    Interest Only - 3Yr/5IO                     AA
               1004873827                    3Yr ARM                                     B
               1004874069                    2Yr ARM                                     AA
               1004880294                    Interest Only - 2Yr/5IO                     AA
               1004885477                    Interest Only - 2Yr/5IO                     AA
               1004888036                    Interest Only - 2Yr/5IO                     AA
               1004889026                    3Yr ARM                                     AA
               1004890372                    2Yr ARM                                     C
               1004906114                    3Yr ARM                                     A+
               1004907818                    Interest Only - 3Yr/5IO                     AA
               1004915890                    3Yr ARM                                     AA
               1004922196                    2Yr ARM                                     AA
               1004923033                    2Yr ARM                                     B
               1004926487                    Interest Only - 2Yr/5IO                     AA
               1004934076                    2Yr ARM                                     C
               1004934986                    3Yr ARM                                     AA
               1004936519                    Interest Only - 2Yr/5IO                     AA
               1004936779                    2Yr ARM                                     C
               1004944234                    Interest Only - 2Yr/5IO                     A+
               1004947464                    Interest Only - 3Yr/5IO                     AA
               1004950672                    Interest Only - 2Yr/5IO                     AA
               1004958424                    2Yr ARM                                     AA
               1004960894                    Interest Only - 2Yr/5IO                     AA
               1004961349                    Interest Only - 2Yr/5IO                     AA
               1004963212                    2Yr ARM                                     A-
               1004965764                    Interest Only - 2Yr/5IO                     AA
               1004971016                    Interest Only - 2Yr/5IO                     A-
               1004973416                    Interest Only - 2Yr/5IO                     AA
               1004980435                    Interest Only - 2Yr/5IO                     AA
               1004995768                    2Yr ARM                                     C
               1005019703                    Interest Only - 2Yr/5IO                     A+
               1005048450                    2Yr ARM                                     A+
                  2235144                    Fixed Rate                                  A+
                  2249044                    Fixed Rate                                  A+
                  2251787                    Interest Only - 2Yr                         AA
               1003113767                    3Yr ARM                                     AA
               1003452374                    2Yr ARM                                     AA
               1003457690                    3Yr ARM                                     AA
               1003751693                    Interest Only - 2Yr/5IO                     AA
               1003836772                    Interest Only - 2Yr/5IO                     AA
               1003873874                    Interest Only - 2Yr/5IO                     AA
               1003908212                    2nd TD                                      AA
               1004049791                    Interest Only - 2Yr/5IO                     AA
               1004052474                    3Yr ARM                                     AA
               1004062908                    Interest Only - 2Yr/5IO                     AA
               1004065237                    Interest Only - 3Yr/5IO                     AA
               1004076715                    3Yr ARM                                     C
               1004086848                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004089765                    Fixed Rate                                  A+
               1004096962                    Interest Only - 2Yr/5IO                     AA
               1004107282                    Interest Only - 2Yr/5IO                     AA
               1004107683                    3Yr ARM                                     AA
               1004108058                    Interest Only - 2Yr/5IO                     AA
               1004110900                    3Yr ARM                                     B
               1004112212                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004112515                    3Yr ARM                                     AA
               1004112819                    2Yr ARM                                     B
               1004117315                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004117556                    3Yr ARM                                     C-
               1004124012                    2Yr ARM                                     B
               1004127242                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004127732                    2Yr ARM                                     AA
               1004127983                    Interest Only - 2Yr/5IO                     AA
               1004128884                    2Yr ARM                                     A-
               1004129721                    3Yr ARM                                     AA
               1004129883                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004129927                    Interest Only - 2Yr/5IO                     AA
               1004131638                    Interest Only - 2Yr/5IO                     AA
               1004132931                    3Yr ARM                                     AA
               1004134314                    3Yr ARM                                     AA
               1004135670                    2Yr ARM                                     AA
               1004135938                    2Yr ARM                                     AA
               1004136125                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004136232                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004136349                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004139523                    Interest Only - 2Yr/5IO                     AA
               1004139756                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004141921                    3Yr ARM                                     AA
               1004143144                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004144875                    3Yr ARM                                     AA
               1004146141                    Interest Only - 2Yr/5IO                     AA
               1004146365                    2Yr ARM                                     AA
               1004148372                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004149932                    3Yr ARM                                     A-
               1004150420                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004152865                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004157548                    3Yr ARM                                     B
               1004158360                    2Yr ARM                                     AA
               1004159859                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004161098                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004163005                    2Yr ARM                                     AA
               1004167001                    3Yr ARM                                     AA
               1004167065                    Interest Only - 2Yr/5IO                     AA
               1004168992                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004170220                    2Yr ARM                                     AA
               1004171844                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004176652                    3Yr ARM                                     A+
               1004178749                    2Yr ARM                                     AA
               1004180139                    3Yr ARM                                     AA
               1004182645                    2Yr ARM                                     AA
               1004183163                    Interest Only - 3Yr/5IO                     AA
               1004183859                    Interest Only - 2Yr/5IO                     AA
               1004188934                    3Yr ARM                                     AA
               1004194026                    3Yr ARM                                     AA
               1004194614                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004196453                    2Yr ARM                                     AA
               1004198282                    2Yr ARM                                     B
               1004200493                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004202829                    Interest Only - 2Yr/5IO                     A-
               1004204998                    Interest Only - 2Yr/5IO                     AA
               1004209109                    3Yr ARM                                     AA
               1004214371                    3Yr ARM                                     AA
               1004216182                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004216468                    3Yr ARM                                     A+
               1004219483                    3Yr ARM                                     AA
               1004219535                    3Yr ARM                                     AA
               1004219795                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004221078                    3Yr ARM                                     B
               1004221309                    2Yr ARM                                     AA
               1004225387                    Fixed Rate                                  A-
               1004226732                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004227465                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004233163                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004234536                    3Yr ARM                                     AA
               1004235143                    3Yr ARM                                     AA
               1004236026                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004236516                    3Yr ARM                                     A+
               1004247933                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004251160                    3Yr ARM                                     AA
               1004251437                    3Yr ARM                                     A+
               1004253827                    3Yr ARM                                     AA
               1004258902                    2Yr ARM - 30YrTerm/40Amor                   B
               1004260409                    2Yr ARM                                     A+
               1004262899                    2Yr ARM                                     AA
               1004263184                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004264986                    3Yr ARM                                     AA
               1004265976                    3Yr ARM                                     AA
               1004268731                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004271567                    3Yr ARM                                     AA
               1004272272                    3Yr ARM                                     AA
               1004275714                    Fixed Rate                                  A-
               1004277099                    2Yr ARM                                     AA
               1004283572                    3Yr ARM                                     AA
               1004284027                    3Yr ARM                                     AA
               1004287426                    3Yr ARM                                     C
               1004288201                    3Yr ARM                                     AA
               1004288318                    3Yr ARM                                     A+
               1004289576                    3Yr ARM                                     AA
               1004289638                    3Yr ARM                                     C
               1004291625                    Interest Only - 2Yr/5IO                     AA
               1004292394                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004297861                    3Yr ARM                                     AA
               1004301393                    3Yr ARM                                     AA
               1004301561                    3Yr ARM                                     AA
               1004304728                    Interest Only - 2Yr/5IO                     A+
               1004305264                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004306067                    3Yr ARM                                     AA
               1004307761                    3Yr ARM                                     AA
               1004308788                    Interest Only - 2Yr/5IO                     AA
               1004312336                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004313451                    3Yr ARM                                     AA
               1004314398                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004317162                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004317867                    3Yr ARM                                     AA
               1004321362                    Interest Only - 2Yr/5IO                     A+
               1004323878                    3Yr ARM                                     A-
               1004328908                    2Yr ARM                                     A+
               1004332733                    3Yr ARM                                     A+
               1004334054                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004339264                    3Yr ARM                                     AA
               1004342125                    3Yr ARM                                     AA
               1004343491                    Interest Only - 2Yr/5IO                     AA
               1004345523                    3Yr ARM                                     AA
               1004346416                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004347594                    3Yr ARM                                     AA
               1004350062                    3Yr ARM                                     AA
               1004350641                    3Yr ARM - 30YrTerm/40Amor                   B
               1004353684                    Interest Only - 3Yr/5IO                     AA
               1004354594                    Interest Only - 2Yr/5IO                     AA
               1004357813                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004358475                    Interest Only - 2Yr/5IO                     AA
               1004358698                    3Yr ARM                                     B
               1004359036                    2Yr ARM                                     AA
               1004360667                    3Yr ARM                                     A+
               1004361425                    2Yr ARM                                     AA
               1004364495                    3Yr ARM                                     A+
               1004368945                    3Yr ARM                                     AA
               1004369695                    2Yr ARM - 30YrTerm/40Amor                   B
               1004371405                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004372743                    3Yr ARM                                     AA
               1004374251                    3Yr ARM                                     AA
               1004375839                    3Yr ARM                                     AA
               1004379363                    2Yr ARM                                     AA
               1004379764                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004380805                    3Yr ARM                                     AA
               1004382670                    3Yr ARM                                     A+
               1004383820                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004387844                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004388727                    3Yr ARM                                     AA
               1004390395                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004390616                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004391553                    3Yr ARM                                     A+
               1004393025                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004394364                    3Yr ARM                                     AA
               1004394836                    3Yr ARM                                     AA
               1004394970                    3Yr ARM                                     C
               1004395540                    3Yr ARM - 30YrTerm/40Amor                   C
               1004395862                    Interest Only - 2Yr/5IO                     AA
               1004397879                    2Yr ARM                                     AA
               1004397959                    Interest Only - 2Yr/5IO                     AA
               1004398627                    3Yr ARM                                     B
               1004400151                    Fixed Rate                                  AA
               1004401418                    3Yr ARM                                     AA
               1004401472                    Interest Only - 3Yr/5IO                     AA
               1004402328                    2Yr ARM                                     AA
               1004403185                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004403728                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004404326                    2Yr ARM                                     AA
               1004406976                    2Yr ARM                                     AA
               1004406985                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004408705                    3Yr ARM                                     C
               1004409900                    3Yr ARM                                     AA
               1004409919                    3Yr ARM                                     AA
               1004410569                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004412291                    3Yr ARM                                     B
               1004413566                    3Yr ARM                                     AA
               1004414324                    2Yr ARM                                     AA
               1004415010                    3Yr ARM                                     A-
               1004415225                    3Yr ARM                                     AA
               1004416910                    3Yr ARM                                     AA
               1004418106                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004418810                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004420610                    2Yr ARM                                     AA
               1004421183                    2Yr ARM                                     A+
               1004423163                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004425704                    Fixed Rate                                  AA
               1004427702                    3Yr ARM                                     A+
               1004430137                    3Yr ARM                                     A-
               1004430306                    3Yr ARM                                     A-
               1004430431                    3Yr ARM                                     AA
               1004430501                    3Yr ARM                                     AA
               1004431920                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004432670                    Interest Only - 2Yr/5IO                     AA
               1004432947                    Interest Only - 3Yr/5IO                     AA
               1004433544                    Interest Only - 2Yr/5IO                     AA
               1004433624                    3Yr ARM                                     AA
               1004434641                    Interest Only - 3Yr/5IO                     AA
               1004435025                    3Yr ARM                                     C
               1004435463                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004436293                    2Yr ARM                                     AA
               1004437407                    2Yr ARM                                     AA
               1004441125                    3Yr ARM                                     B
               1004442133                    3Yr ARM                                     AA
               1004442320                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004445568                    2Yr ARM                                     AA
               1004445639                    3Yr ARM - 30YrTerm/40Amor                   B
               1004449476                    3Yr ARM                                     AA
               1004451462                    3Yr ARM                                     A-
               1004452121                    3Yr ARM                                     AA
               1004455057                    Interest Only - 2Yr/5IO                     AA
               1004457643                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004457714                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004458269                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004458571                    3Yr ARM                                     A+
               1004463360                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004464056                    Interest Only - 2Yr/5IO                     AA
               1004465466                    Interest Only - 2Yr/5IO                     AA
               1004467151                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004468098                    Interest Only - 2Yr/5IO                     AA
               1004471093                    2Yr ARM                                     AA
               1004471404                    3Yr ARM                                     AA
               1004471495                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004471574                    3Yr ARM                                     AA
               1004471887                    3Yr ARM                                     AA
               1004473581                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004474287                    Interest Only - 2Yr/5IO                     AA
               1004474296                    3Yr ARM                                     AA
               1004475035                    Interest Only - 2Yr/5IO                     A+
               1004475589                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004475598                    3Yr ARM                                     AA
               1004477480                    Interest Only - 3Yr/5IO                     AA
               1004478817                    Interest Only - 2Yr/5IO                     AA
               1004479549                    3Yr ARM                                     B
               1004480813                    3Yr ARM                                     AA
               1004481689                    3Yr ARM                                     AA
               1004483179                    3Yr ARM                                     C
               1004483892                    Interest Only - 2Yr/5IO                     AA
               1004485168                    2Yr ARM                                     AA
               1004486728                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004487530                    Interest Only - 3Yr/5IO                     AA
               1004489351                    3Yr ARM                                     AA
               1004492588                    2Yr ARM                                     A+
               1004493364                    3Yr ARM                                     A+
               1004495843                    3Yr ARM                                     AA
               1004495870                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004496094                    3Yr ARM                                     A+
               1004496762                    2Yr ARM                                     A+
               1004501532                    Interest Only - 2Yr/5IO                     AA
               1004501943                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004504156                    3Yr ARM                                     AA
               1004504218                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004504842                    Interest Only - 2Yr/5IO                     AA
               1004504860                    3Yr ARM                                     B
               1004505191                    Interest Only - 2Yr/5IO                     AA
               1004508223                    3Yr ARM                                     AA
               1004511068                    3Yr ARM                                     AA
               1004511825                    3Yr ARM                                     AA
               1004517179                    3Yr ARM                                     AA
               1004518793                    Interest Only - 2Yr/5IO                     AA
               1004519970                    Interest Only - 2Yr/5IO                     A+
               1004520003                    3Yr ARM                                     AA
               1004520931                    Interest Only - 2Yr/5IO                     AA
               1004522038                    3Yr ARM                                     A+
               1004523368                    3Yr ARM                                     A-
               1004523590                    3Yr ARM                                     A+
               1004523778                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004524688                    3Yr ARM                                     AA
               1004524946                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004525348                    Interest Only - 2Yr/5IO                     AA
               1004527177                    Interest Only - 2Yr/5IO                     AA
               1004527863                    Interest Only - 2Yr/5IO                     AA
               1004529317                    Interest Only - 2Yr/5IO                     AA
               1004531064                    2Yr ARM                                     AA
               1004531368                    3Yr ARM                                     AA
               1004532606                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004534150                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004535079                    3Yr ARM                                     A+
               1004535284                    3Yr ARM                                     AA
               1004536871                    3Yr ARM                                     AA
               1004537549                    3Yr ARM                                     AA
               1004538165                    Interest Only - 3Yr/5IO                     AA
               1004538245                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004538664                    2Yr ARM                                     AA
               1004539752                    Interest Only - 2Yr/5IO                     AA
               1004540116                    3Yr ARM                                     AA
               1004540777                    3Yr ARM                                     AA
               1004541909                    2Yr ARM                                     A+
               1004543051                    3Yr ARM                                     AA
               1004544372                    2Yr ARM                                     AA
               1004544568                    Interest Only - 2Yr/5IO                     AA
               1004544979                    3Yr ARM                                     AA
               1004547299                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004547976                    Interest Only - 2Yr/5IO                     AA
               1004548895                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004549518                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004549670                    3Yr ARM                                     AA
               1004550587                    2Yr ARM - 30YrTerm/40Amor                   C-
               1004553398                    3Yr ARM                                     AA
               1004553619                    Interest Only - 2Yr/5IO                     AA
               1004554422                    3Yr ARM                                     A-
               1004554431                    3Yr ARM                                     C
               1004554510                    Interest Only - 2Yr/5IO                     AA
               1004554949                    2Yr ARM                                     AA
               1004555617                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004555877                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004558231                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004558927                    Interest Only - 2Yr/5IO                     AA
               1004560825                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004561405                    2Yr ARM                                     AA
               1004561691                    3Yr ARM                                     AA
               1004561833                    Interest Only - 3Yr/5IO                     AA
               1004563476                    3Yr ARM                                     C
               1004564162                    2Yr ARM                                     AA
               1004565330                    3Yr ARM                                     AA
               1004565385                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004565857                    3Yr ARM                                     AA
               1004566142                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004567025                    2Yr ARM                                     AA
               1004567766                    3Yr ARM                                     A-
               1004568159                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004568845                    Interest Only - 2Yr/5IO                     AA
               1004568863                    3Yr ARM                                     AA
               1004569452                    3Yr ARM                                     AA
               1004569764                    Interest Only - 2Yr/5IO                     AA
               1004570404                    3Yr ARM                                     A+
               1004571608                    2Yr ARM                                     AA
               1004572518                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004572787                    3Yr ARM                                     B
               1004572812                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004573456                    3Yr ARM                                     C
               1004574516                    3Yr ARM                                     AA
               1004576293                    3Yr ARM                                     AA
               1004577050                    3Yr ARM                                     A+
               1004578497                    3Yr ARM                                     AA
               1004578656                    Interest Only - 2Yr/5IO                     AA
               1004579986                    3Yr ARM                                     AA
               1004580643                    3Yr ARM                                     AA
               1004581214                    2Yr ARM                                     AA
               1004582160                    3Yr ARM                                     AA
               1004583999                    2Yr ARM                                     A+
               1004584104                    Interest Only - 2Yr/5IO                     AA
               1004585461                    2Yr ARM - 30YrTerm/40Amor                   B
               1004586521                    3Yr ARM                                     AA
               1004589485                    2Yr ARM                                     A+
               1004590339                    3Yr ARM                                     AA
               1004593041                    Interest Only - 3Yr/5IO                     AA
               1004593513                    3Yr ARM                                     A-
               1004594530                    3Yr ARM                                     B
               1004595174                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004596636                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004596887                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004597047                    2Yr ARM                                     AA
               1004598554                    Interest Only - 2Yr/5IO                     AA
               1004599214                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004599367                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004600435                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004600863                    Interest Only - 2Yr/5IO                     AA
               1004601185                    3Yr ARM                                     AA
               1004602521                    2Yr ARM                                     AA
               1004602996                    3Yr ARM                                     A-
               1004604217                    Interest Only - 2Yr/5IO                     AA
               1004604672                    2Yr ARM                                     AA
               1004605298                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004606206                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004607839                    3Yr ARM                                     A-
               1004608437                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004608794                    2Yr ARM                                     AA
               1004609481                    3Yr ARM                                     A-
               1004609659                    3Yr ARM                                     AA
               1004610807                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004611049                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004611174                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004611245                    Interest Only - 2Yr/5IO                     AA
               1004611995                    3Yr ARM                                     AA
               1004614019                    2Yr ARM                                     AA
               1004614466                    3Yr ARM                                     AA
               1004615884                    2Yr ARM                                     A+
               1004615955                    3Yr ARM                                     AA
               1004616062                    3Yr ARM                                     AA
               1004617953                    2Yr ARM                                     A-
               1004618257                    Interest Only - 2Yr/5IO                     AA
               1004618970                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004619648                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004620048                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004620574                    3Yr ARM                                     B
               1004621804                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004622457                    3Yr ARM                                     AA
               1004622956                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004623982                    Interest Only - 2Yr/5IO                     AA
               1004624482                    3Yr ARM                                     AA
               1004625301                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004625347                    2Yr ARM                                     A+
               1004626346                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004627345                    Interest Only - 2Yr/5IO                     AA
               1004627648                    3Yr ARM                                     AA
               1004627906                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004630652                    2Yr ARM                                     AA
               1004630723                    Interest Only - 2Yr/5IO                     AA
               1004632785                    3Yr ARM                                     A+
               1004632954                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004632972                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004633999                    Interest Only - 2Yr/5IO                     AA
               1004634220                    2Yr ARM                                     AA
               1004637619                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004637833                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004637995                    Interest Only - 2Yr/5IO                     AA
               1004638538                    Interest Only - 2Yr/5IO                     AA
               1004639065                    Interest Only - 2Yr/5IO                     AA
               1004640650                    3Yr ARM                                     AA
               1004640669                    Interest Only - 3Yr/5IO                     AA
               1004641793                    3Yr ARM                                     AA
               1004641828                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004641935                    3Yr ARM                                     AA
               1004642391                    Interest Only - 2Yr/5IO                     AA
               1004642765                    2Yr ARM                                     AA
               1004643194                    2Yr ARM                                     AA
               1004643210                    3Yr ARM                                     AA
               1004643657                    2Yr ARM - 30YrTerm/40Amor                   C
               1004643853                    3Yr ARM                                     AA
               1004644362                    3Yr ARM                                     A-
               1004644692                    Interest Only - 2Yr/5IO                     AA
               1004645076                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004645156                    3Yr ARM                                     A-
               1004645183                    3Yr ARM - 30YrTerm/40Amor                   B
               1004645888                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004646084                    3Yr ARM                                     AA
               1004646805                    3Yr ARM                                     AA
               1004647252                    3Yr ARM                                     A+
               1004647305                    Interest Only - 2Yr/5IO                     AA
               1004648313                    Interest Only - 2Yr/5IO                     AA
               1004649321                    Interest Only - 2Yr/5IO                     AA
               1004650363                    Interest Only - 2Yr/5IO                     AA
               1004651317                    3Yr ARM                                     AA
               1004652539                    3Yr ARM                                     AA
               1004653333                    Interest Only - 2Yr/5IO                     AA
               1004653342                    3Yr ARM                                     AA
               1004654467                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004654626                    2Yr ARM - 30YrTerm/40Amor                   C
               1004655144                    3Yr ARM                                     AA
               1004655769                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004656278                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004659391                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004659694                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004659916                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004660021                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004660986                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004661100                    2Yr ARM                                     B
               1004661958                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004662047                    2Yr ARM                                     AA
               1004662261                    3Yr ARM                                     AA
               1004662911                    3Yr ARM                                     AA
               1004663439                    3Yr ARM                                     A+
               1004663527                    3Yr ARM                                     AA
               1004664009                    2Yr ARM                                     C
               1004664330                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004664973                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004665268                    3Yr ARM                                     AA
               1004665482                    2Yr ARM                                     A-
               1004665703                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004666007                    2Yr ARM                                     A+
               1004667131                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004667168                    2Yr ARM                                     AA
               1004667177                    2Yr ARM                                     AA
               1004667239                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004667275                    2Yr ARM                                     AA
               1004667300                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004667765                    2Yr ARM                                     AA
               1004669905                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004670252                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004671411                    3Yr ARM                                     A+
               1004671652                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004672358                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004673008                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004673151                    3Yr ARM                                     AA
               1004673561                    Interest Only - 2Yr/5IO                     AA
               1004674034                    2Yr ARM                                     AA
               1004674196                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004674579                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004674757                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004675195                    Interest Only - 2Yr/5IO                     AA
               1004676595                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004677200                    3Yr ARM                                     AA
               1004677692                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004678441                    2Yr ARM                                     AA
               1004679789                    Interest Only - 2Yr/5IO                     AA
               1004679798                    2Yr ARM                                     AA
               1004679878                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004680072                    2Yr ARM - 30YrTerm/40Amor                   C
               1004680526                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004680982                    Interest Only - 2Yr/5IO                     AA
               1004681035                    2Yr ARM                                     AA
               1004681197                    3Yr ARM                                     AA
               1004681918                    2Yr ARM                                     A+
               1004682123                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004682258                    Interest Only - 3Yr/5IO                     AA
               1004682267                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004683015                    3Yr ARM                                     A+
               1004683300                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004683970                    Interest Only - 3Yr/5IO                     AA
               1004684032                    2Yr ARM                                     A+
               1004685282                    3Yr ARM                                     AA
               1004685291                    Interest Only - 2Yr/5IO                     AA
               1004685488                    Interest Only - 3Yr/5IO                     AA
               1004686708                    Interest Only - 2Yr/5IO                     AA
               1004687306                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004687388                    Interest Only - 2Yr/5IO                     AA
               1004687431                    3Yr ARM                                     A+
               1004688181                    Interest Only - 2Yr/5IO                     AA
               1004688323                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004689359                    2Yr ARM                                     A-
               1004689849                    3Yr ARM                                     AA
               1004689894                    Interest Only - 2Yr/5IO                     AA
               1004691587                    2Yr ARM - 30YrTerm/40Amor                   C
               1004692283                    Interest Only - 3Yr/5IO                     A+
               1004692407                    2Yr ARM                                     AA
               1004692746                    3Yr ARM                                     AA
               1004692862                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004693095                    2Yr ARM                                     AA
               1004694094                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004695663                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004696804                    3Yr ARM                                     AA
               1004697938                    Interest Only - 3Yr/5IO                     A-
               1004698633                    Interest Only - 2Yr/5IO                     AA
               1004698697                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004699357                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004699687                    Interest Only - 2Yr/5IO                     AA
               1004700210                    3Yr ARM                                     AA
               1004700238                    3Yr ARM                                     AA
               1004700425                    3Yr ARM                                     A+
               1004700693                    3Yr ARM                                     AA
               1004700700                    Interest Only - 3Yr/5IO                     A+
               1004701031                    2Yr ARM                                     AA
               1004702708                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004702735                    2Yr ARM                                     AA
               1004703057                    3Yr ARM                                     AA
               1004703244                    3Yr ARM                                     B
               1004703734                    Interest Only - 2Yr/5IO                     A-
               1004704047                    2Yr ARM                                     AA
               1004704305                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004704412                    Interest Only - 2Yr/5IO                     A+
               1004704939                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004705359                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004705876                    3Yr ARM                                     AA
               1004706036                    3Yr ARM                                     A+
               1004706376                    3Yr ARM                                     AA
               1004707133                    Interest Only - 2Yr/5IO                     AA
               1004707650                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004707874                    Interest Only - 2Yr/5IO                     AA
               1004708212                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004708739                    Interest Only - 2Yr/5IO                     AA
               1004708935                    Interest Only - 2Yr/5IO                     AA
               1004709453                    Interest Only - 3Yr/5IO                     AA
               1004709827                    3Yr ARM                                     AA
               1004711002                    3Yr ARM                                     C
               1004711280                    2Yr ARM                                     AA
               1004712145                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004713830                    Interest Only - 2Yr/5IO                     AA
               1004714679                    3Yr ARM                                     AA
               1004714802                    Interest Only - 2Yr/5IO                     AA
               1004715954                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004715963                    3Yr ARM                                     AA
               1004717195                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004717364                    Interest Only - 2Yr/5IO                     AA
               1004721475                    Interest Only - 2Yr/5IO                     AA
               1004721554                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004722884                    2Yr ARM                                     AA
               1004723428                    3Yr ARM                                     AA
               1004723446                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004724356                    3Yr ARM                                     A+
               1004724720                    3Yr ARM                                     AA
               1004725051                    Interest Only - 2Yr/5IO                     AA
               1004728548                    2Yr ARM                                     AA
               1004729752                    2Yr ARM                                     AA
               1004730198                    2Yr ARM                                     AA
               1004730214                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004730296                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004731295                    2Yr ARM                                     AA
               1004732301                    3Yr ARM                                     C
               1004732882                    2Yr ARM                                     AA
               1004733694                    Interest Only - 2Yr/5IO                     AA
               1004735344                    3Yr ARM                                     AA
               1004735567                    3Yr ARM                                     A+
               1004736021                    3Yr ARM                                     A+
               1004736174                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004736502                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004736600                    2Yr ARM                                     AA
               1004738154                    Interest Only - 2Yr/5IO                     AA
               1004740105                    3Yr ARM                                     AA
               1004740212                    2Yr ARM                                     AA
               1004740800                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004740980                    3Yr ARM                                     AA
               1004743576                    Interest Only - 2Yr/5IO                     AA
               1004744511                    3Yr ARM                                     AA
               1004744888                    3Yr ARM                                     AA
               1004745299                    2Yr ARM                                     AA
               1004747108                    3Yr ARM                                     AA
               1004747750                    Interest Only - 2Yr/5IO                     A-
               1004748900                    Interest Only - 3Yr/5IO                     AA
               1004749721                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004749758                    3Yr ARM                                     AA
               1004750273                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004752360                    Interest Only - 2Yr/5IO                     AA
               1004752547                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004753305                    3Yr ARM                                     A+
               1004753573                    Interest Only - 2Yr/5IO                     AA
               1004753911                    2Yr ARM                                     AA
               1004754199                    3Yr ARM                                     B
               1004754313                    3Yr ARM                                     AA
               1004754723                    Interest Only - 2Yr/5IO                     AA
               1004756160                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004757141                    3Yr ARM                                     AA
               1004757212                    3Yr ARM                                     AA
               1004757276                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004758284                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004758694                    Interest Only - 2Yr/5IO                     AA
               1004758845                    2Yr ARM                                     AA
               1004759229                    3Yr ARM - 30YrTerm/40Amor                   C
               1004759354                    Interest Only - 2Yr/5IO                     AA
               1004760832                    2Yr ARM                                     AA
               1004760887                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004760903                    Interest Only - 2Yr/5IO                     AA
               1004761555                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004762340                    3Yr ARM                                     A+
               1004762714                    3Yr ARM                                     AA
               1004762769                    2Yr ARM                                     A-
               1004763296                    3Yr ARM                                     AA
               1004763349                    2Yr ARM                                     AA
               1004763401                    3Yr ARM                                     AA
               1004763688                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004763777                    Interest Only - 2Yr/5IO                     AA
               1004763811                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004763820                    2Yr ARM                                     AA
               1004764231                    3Yr ARM                                     AA
               1004764534                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004764767                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004765506                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004766104                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004766444                    Interest Only - 2Yr/5IO                     AA
               1004767158                    Interest Only - 2Yr/5IO                     AA
               1004767265                    2Yr ARM                                     AA
               1004768503                    2Yr ARM                                     AA
               1004770340                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004770812                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004770849                    Interest Only - 2Yr/5IO                     AA
               1004770894                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004771018                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004772614                    3Yr ARM                                     AA
               1004773310                    Interest Only - 2Yr/5IO                     AA
               1004774113                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004774257                    3Yr ARM                                     C
               1004774569                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004778155                    Interest Only - 2Yr/5IO                     AA
               1004779494                    3Yr ARM                                     AA
               1004781481                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004781515                    3Yr ARM                                     AA
               1004781711                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004781720                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004783069                    3Yr ARM                                     AA
               1004783853                    Interest Only - 2Yr/5IO                     AA
               1004786262                    3Yr ARM                                     AA
               1004786315                    3Yr ARM                                     AA
               1004786752                    3Yr ARM                                     A-
               1004786789                    2Yr ARM                                     AA
               1004787234                    Interest Only - 2Yr/5IO                     AA
               1004789072                    2Yr ARM                                     AA
               1004790300                    2Yr ARM                                     AA
               1004790319                    Interest Only - 2Yr/5IO                     AA
               1004791489                    2Yr ARM                                     AA
               1004791531                    Interest Only - 2Yr/5IO                     AA
               1004791746                    3Yr ARM                                     AA
               1004792674                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004794770                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004794912                    3Yr ARM                                     AA
               1004795056                    Interest Only - 2Yr/5IO                     AA
               1004795458                    3Yr ARM                                     A-
               1004796064                    3Yr ARM                                     AA
               1004796224                    3Yr ARM                                     B
               1004797143                    Interest Only - 2Yr/5IO                     AA
               1004797919                    2Yr ARM                                     AA
               1004797955                    2Yr ARM                                     AA
               1004798017                    2Yr ARM                                     AA
               1004798204                    3Yr ARM                                     AA
               1004798703                    3Yr ARM                                     AA
               1004799052                    2Yr ARM                                     AA
               1004799427                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004799622                    2Yr ARM                                     AA
               1004799926                    Interest Only - 2Yr/5IO                     AA
               1004800086                    Interest Only - 2Yr/5IO                     AA
               1004800111                    Interest Only - 2Yr/5IO                     AA
               1004800219                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004802146                    Interest Only - 2Yr/5IO                     AA
               1004803065                    Interest Only - 2Yr/5IO                     AA
               1004803760                    3Yr ARM                                     A-
               1004803840                    2Yr ARM                                     AA
               1004804279                    Interest Only - 2Yr/5IO                     AA
               1004804698                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004804938                    3Yr ARM                                     A+
               1004805278                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004805447                    3Yr ARM                                     AA
               1004805599                    Interest Only - 3Yr/5IO                     AA
               1004806437                    Interest Only - 2Yr/5IO                     AA
               1004806534                    3Yr ARM                                     AA
               1004807025                    Interest Only - 2Yr/5IO                     A+
               1004811074                    3Yr ARM                                     A-
               1004811699                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004811724                    Interest Only - 2Yr/5IO                     AA
               1004812821                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004812929                    3Yr ARM                                     AA
               1004813269                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004813571                    3Yr ARM                                     C
               1004813982                    Interest Only - 2Yr/5IO                     A+
               1004814339                    3Yr ARM                                     AA
               1004814623                    Interest Only - 2Yr/5IO                     AA
               1004815034                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004816284                    2Yr ARM                                     AA
               1004816596                    Interest Only - 2Yr/5IO                     AA
               1004816925                    Interest Only - 2Yr/5IO                     AA
               1004817238                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004817416                    3Yr ARM                                     A+
               1004817817                    3Yr ARM                                     AA
               1004818683                    2Yr ARM                                     AA
               1004819851                    3Yr ARM                                     A+
               1004820741                    Interest Only - 2Yr/5IO                     AA
               1004821296                    2Yr ARM                                     AA
               1004821492                    2Yr ARM                                     AA
               1004823436                    3Yr ARM                                     AA
               1004823560                    Interest Only - 2Yr/5IO                     AA
               1004824836                    Interest Only - 2Yr/5IO                     A+
               1004825461                    Interest Only - 2Yr/5IO                     AA
               1004825620                    Interest Only - 2Yr/5IO                     AA
               1004826004                    3Yr ARM                                     A+
               1004826736                    3Yr ARM                                     A-
               1004826941                    3Yr ARM                                     AA
               1004827496                    3Yr ARM                                     AA
               1004827575                    Interest Only - 2Yr/5IO                     AA
               1004828413                    Interest Only - 3Yr/5IO                     A+
               1004829190                    Interest Only - 2Yr/5IO                     AA
               1004830044                    Interest Only - 2Yr/5IO                     AA
               1004830963                    3Yr ARM                                     AA
               1004831490                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004831668                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004832364                    2Yr ARM                                     AA
               1004832444                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004832667                    3Yr ARM                                     AA
               1004832890                    Interest Only - 2Yr/5IO                     AA
               1004833014                    Interest Only - 2Yr/5IO                     AA
               1004833586                    2Yr ARM                                     AA
               1004835183                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004835815                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004836501                    Interest Only - 2Yr/5IO                     AA
               1004837001                    Interest Only - 2Yr/5IO                     AA
               1004839287                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004841835                    Interest Only - 2Yr/5IO                     AA
               1004842200                    2Yr ARM                                     AA
               1004842255                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004842736                    Interest Only - 2Yr/5IO                     AA
               1004842861                    2Yr ARM                                     AA
               1004842923                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004843085                    3Yr ARM                                     AA
               1004843502                    2Yr ARM                                     AA
               1004843691                    Interest Only - 2Yr/5IO                     AA
               1004844128                    3Yr ARM                                     A+
               1004844351                    Interest Only - 2Yr/5IO                     AA
               1004845528                    3Yr ARM                                     AA
               1004845886                    Interest Only - 2Yr/5IO                     AA
               1004846885                    Interest Only - 2Yr/5IO                     AA
               1004847045                    3Yr ARM                                     AA
               1004847447                    Interest Only - 2Yr/5IO                     AA
               1004847624                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004847973                    Interest Only - 2Yr/5IO                     AA
               1004848838                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004850209                    3Yr ARM                                     AA
               1004850343                    2Yr ARM                                     AA
               1004850593                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004850664                    3Yr ARM                                     AA
               1004850806                    Interest Only - 2Yr/5IO                     AA
               1004851798                    2Yr ARM                                     AA
               1004851832                    Interest Only - 2Yr/5IO                     AA
               1004852270                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004852341                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004852644                    3Yr ARM                                     AA
               1004852751                    Interest Only - 2Yr/5IO                     AA
               1004853386                    Interest Only - 2Yr/5IO                     AA
               1004855231                    2Yr ARM                                     B
               1004855240                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004856720                    Interest Only - 2Yr/5IO                     AA
               1004858005                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004859781                    2Yr ARM - 30YrTerm/40Amor                   B
               1004860902                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004864524                    2Yr ARM                                     AA
               1004865060                    Interest Only - 2Yr/5IO                     AA
               1004865685                    Interest Only - 2Yr/5IO                     AA
               1004865792                    Interest Only - 2Yr/5IO                     AA
               1004867674                    Interest Only - 2Yr/5IO                     A+
               1004867807                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004871712                    3Yr ARM                                     AA
               1004873220                    Interest Only - 2Yr/5IO                     A+
               1004873765                    2Yr ARM                                     AA
               1004873774                    3Yr ARM                                     A+
               1004873961                    3Yr ARM                                     A+
               1004874112                    2Yr ARM                                     AA
               1004874728                    2Yr ARM                                     AA
               1004875727                    3Yr ARM                                     AA
               1004876254                    3Yr ARM                                     AA
               1004876628                    3Yr ARM                                     AA
               1004877921                    3Yr ARM                                     AA
               1004878216                    3Yr ARM                                     AA
               1004878270                    Interest Only - 2Yr/5IO                     AA
               1004879117                    3Yr ARM                                     AA
               1004879251                    Interest Only - 2Yr/5IO                     AA
               1004879778                    3Yr ARM                                     AA
               1004882906                    Interest Only - 2Yr/5IO                     AA
               1004883415                    Interest Only - 2Yr/5IO                     AA
               1004883790                    2Yr ARM                                     AA
               1004885182                    3Yr ARM                                     AA
               1004885609                    Interest Only - 2Yr/5IO                     AA
               1004885798                    2Yr ARM                                     AA
               1004886145                    Interest Only - 2Yr/5IO                     AA
               1004886154                    2Yr ARM                                     AA
               1004886573                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004886635                    3Yr ARM                                     AA
               1004887518                    Interest Only - 2Yr/5IO                     AA
               1004887625                    Interest Only - 2Yr/5IO                     AA
               1004887643                    Interest Only - 2Yr/5IO                     AA
               1004888820                    Interest Only - 2Yr/5IO                     AA
               1004888937                    Interest Only - 2Yr/5IO                     AA
               1004889213                    3Yr ARM                                     A-
               1004889384                    Interest Only - 2Yr/5IO                     AA
               1004890489                    2Yr ARM                                     AA
               1004890522                    2Yr ARM                                     AA
               1004891111                    Interest Only - 2Yr/5IO                     AA
               1004891442                    2Yr ARM                                     AA
               1004892959                    2Yr ARM                                     C
               1004893324                    2Yr ARM                                     AA
               1004894582                    2Yr ARM                                     C
               1004895732                    Interest Only - 2Yr/5IO                     AA
               1004895778                    3Yr ARM                                     AA
               1004896651                    Interest Only - 2Yr/5IO                     AA
               1004896713                    2Yr ARM                                     AA
               1004896802                    Interest Only - 2Yr/5IO                     AA
               1004897026                    2Yr ARM                                     AA
               1004898034                    Interest Only - 2Yr/5IO                     AA
               1004898230                    Interest Only - 2Yr/5IO                     AA
               1004898338                    Interest Only - 2Yr/5IO                     AA
               1004898427                    2Yr ARM                                     AA
               1004899710                    Interest Only - 2Yr/5IO                     AA
               1004900236                    Interest Only - 2Yr/5IO                     AA
               1004901752                    Interest Only - 2Yr/5IO                     AA
               1004904811                    3Yr ARM                                     AA
               1004905160                    2Yr ARM                                     AA
               1004906061                    2Yr ARM                                     AA
               1004906221                    2Yr ARM                                     AA
               1004907042                    3Yr ARM                                     AA
               1004907373                    3Yr ARM                                     B
               1004908577                    2Yr ARM                                     AA
               1004908611                    2Yr ARM                                     AA
               1004908782                    2Yr ARM                                     AA
               1004909362                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004909754                    2Yr ARM                                     AA
               1004909852                    2Yr ARM                                     AA
               1004910804                    2Yr ARM                                     A-
               1004911242                    2Yr ARM                                     AA
               1004911634                    Interest Only - 2Yr/5IO                     AA
               1004911661                    Interest Only - 2Yr/5IO                     AA
               1004911876                    Interest Only - 2Yr/5IO                     AA
               1004911885                    3Yr ARM                                     A+
               1004913482                    2Yr ARM                                     AA
               1004914980                    2Yr ARM                                     AA
               1004915168                    2Yr ARM                                     AA
               1004915284                    3Yr ARM                                     A-
               1004915578                    2Yr ARM                                     AA
               1004916381                    2Yr ARM                                     A+
               1004916531                    2Yr ARM                                     A+
               1004916782                    2Yr ARM                                     AA
               1004916951                    2Yr ARM                                     C
               1004917415                    3Yr ARM                                     AA
               1004917521                    Interest Only - 2Yr/5IO                     AA
               1004917763                    Interest Only - 2Yr/5IO                     AA
               1004918094                    Interest Only - 2Yr/5IO                     AA
               1004918487                    2Yr ARM                                     A+
               1004918575                    Interest Only - 2Yr/5IO                     AA
               1004918904                    3Yr ARM                                     AA
               1004919770                    Interest Only - 2Yr/5IO                     AA
               1004921115                    2Yr ARM                                     AA
               1004922677                    2Yr ARM                                     AA
               1004923104                    3Yr ARM                                     AA
               1004924489                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004930203                    2Yr ARM                                     A+
               1004930533                    2Yr ARM                                     AA
               1004932611                    3Yr ARM                                     A-
               1004933040                    2Yr ARM                                     AA
               1004933317                    2Yr ARM                                     AA
               1004933610                    2Yr ARM                                     AA
               1004934405                    2Yr ARM                                     B
               1004934575                    2Yr ARM                                     AA
               1004934593                    3Yr ARM                                     AA
               1004935565                    Interest Only - 2Yr/5IO                     AA
               1004936323                    2Yr ARM                                     AA
               1004937340                    3Yr ARM                                     AA
               1004937518                    3Yr ARM                                     AA
               1004938410                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004938456                    2Yr ARM                                     AA
               1004938474                    3Yr ARM                                     AA
               1004938553                    2Yr ARM                                     AA
               1004938884                    3Yr ARM                                     AA
               1004938973                    2Yr ARM                                     AA
               1004939062                    Interest Only - 2Yr/5IO                     AA
               1004939142                    2Yr ARM                                     AA
               1004939286                    Interest Only - 2Yr/5IO                     AA
               1004939428                    Interest Only - 2Yr/5IO                     AA
               1004940602                    Interest Only - 2Yr/5IO                     AA
               1004942165                    2Yr ARM                                     AA
               1004942879                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004944181                    Interest Only - 2Yr/5IO                     AA
               1004945215                    Interest Only - 2Yr/5IO                     AA
               1004946081                    3Yr ARM                                     AA
               1004946982                    2Yr ARM                                     AA
               1004947080                    Interest Only - 2Yr/5IO                     A+
               1004947204                    2Yr ARM                                     AA
               1004948123                    2Yr ARM                                     AA
               1004948579                    Interest Only - 2Yr/5IO                     AA
               1004948640                    Interest Only - 2Yr/5IO                     AA
               1004948711                    2Yr ARM                                     AA
               1004949408                    2Yr ARM                                     AA
               1004951056                    Interest Only - 2Yr/5IO                     AA
               1004951225                    3Yr ARM                                     A+
               1004951877                    2Yr ARM                                     AA
               1004951920                    2Yr ARM                                     AA
               1004953312                    2Yr ARM                                     A-
               1004955123                    2Yr ARM                                     C
               1004956097                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004958521                    2Yr ARM                                     B
               1004959691                    2Yr ARM                                     AA
               1004960368                    2Yr ARM                                     AA
               1004960876                    2Yr ARM                                     AA
               1004961535                    Interest Only - 2Yr/5IO                     AA
               1004962375                    2Yr ARM                                     AA
               1004962507                    Interest Only - 2Yr/5IO                     AA
               1004965176                    2Yr ARM                                     AA
               1004967156                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004967174                    2Yr ARM                                     AA
               1004968119                    2Yr ARM                                     AA
               1004968235                    3Yr ARM                                     AA
               1004968903                    2Yr ARM                                     AA
               1004969145                    2Yr ARM                                     AA
               1004969261                    Interest Only - 2Yr/5IO                     AA
               1004969920                    Interest Only - 2Yr/5IO                     AA
               1004970400                    2Yr ARM                                     AA
               1004972836                    Interest Only - 2Yr/5IO                     AA
               1004976146                    3Yr ARM                                     AA
               1004976431                    Interest Only - 2Yr/5IO                     AA
               1004977421                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004982308                    Interest Only - 2Yr/5IO                     AA
               1004985485                    2Yr ARM - 30YrTerm/40Amor                   C
               1004988053                    2Yr ARM                                     AA
               1004988222                    2Yr ARM                                     AA
               1004989579                    Interest Only - 2Yr/5IO                     AA
               1004991110                    2Yr ARM                                     A+
               1004991389                    3Yr ARM                                     AA
               1004991682                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004992761                    2Yr ARM                                     AA
               1004994313                    3Yr ARM                                     AA
               1004995633                    2Yr ARM                                     AA
               1004995928                    3Yr ARM                                     AA
               1004995964                    3Yr ARM                                     A-
               1004996008                    Interest Only - 2Yr/5IO                     AA
               1004997365                    2Yr ARM - 30YrTerm/40Amor                   A-
               1005000241                    Interest Only - 2Yr/5IO                     AA
               1005001749                    Interest Only - 2Yr/5IO                     AA
               1005002285                    2Yr ARM                                     AA
               1005004513                    2Yr ARM                                     AA
               1005005317                    2Yr ARM                                     AA
               1005005816                    Interest Only - 2Yr/5IO                     AA
               1005006156                    Interest Only - 2Yr/5IO                     AA
               1005007994                    3Yr ARM                                     AA
               1005009224                    Interest Only - 2Yr/5IO                     AA
               1005010007                    Interest Only - 2Yr/5IO                     AA
               1005011916                    2Yr ARM                                     A+
               1005018116                    Interest Only - 2Yr/5IO                     AA
               1005018358                    2Yr ARM                                     AA
               1005019188                    2Yr ARM                                     AA
               1005019918                    Interest Only - 2Yr/5IO                     AA
               1005021530                    2Yr ARM                                     AA
               1005022904                    Interest Only - 2Yr/5IO                     AA
               1005023235                    2Yr ARM                                     AA
               1005024387                    2Yr ARM                                     AA
               1005026759                    Interest Only - 2Yr/5IO                     AA
               1005026875                    Interest Only - 2Yr/5IO                     AA
               1005027160                    2Yr ARM                                     AA
               1005031002                    Interest Only - 2Yr/5IO                     AA
               1005031477                    Interest Only - 2Yr/5IO                     AA
               1005032911                    Interest Only - 2Yr/5IO                     AA
               1005033769                    2Yr ARM - 30YrTerm/40Amor                   AA
               1005036310                    2Yr ARM                                     AA
               1005036748                    Interest Only - 2Yr/5IO                     AA
               1005037079                    2Yr ARM                                     AA
               1005038283                    2Yr ARM                                     AA
               1005039175                    2Yr ARM                                     AA
               1005040403                    2Yr ARM                                     AA
               1005042697                    Interest Only - 2Yr/5IO                     AA
               1005044542                    Interest Only - 2Yr/5IO                     AA
               1005047736                    2Yr ARM                                     AA
               1005052426                    2Yr ARM                                     C
               1005052783                    2Yr ARM                                     AA
               1005054683                    Interest Only - 2Yr/5IO                     AA
               1005056020                    Interest Only - 2Yr/5IO                     AA
               1005059125                    Interest Only - 2Yr/5IO                     AA
               1005059232                    Interest Only - 2Yr/5IO                     AA
               1005061309                    Interest Only - 2Yr/5IO                     AA
               1005063423                    2Yr ARM                                     A+
               1005064486                    2Yr ARM                                     AA
               1005065270                    Interest Only - 2Yr/5IO                     AA
               1005065626                    2Yr ARM - 30YrTerm/40Amor                   AA
               1005065751                    2Yr ARM                                     AA
               1005066563                    Interest Only - 2Yr/5IO                     AA
               1005071352                    Interest Only - 2Yr/5IO                     AA
               1005079915                    Interest Only - 2Yr/5IO                     AA
               1005080333                    2Yr ARM                                     AA
               1005084810                    2Yr ARM                                     AA
               1005091394                    2Yr ARM                                     AA
               1005091429                    2Yr ARM                                     AA
               1005091633                    2Yr ARM                                     AA
               1005091964                    2Yr ARM                                     AA
               1005094774                    2Yr ARM                                     C
               1005095791                    Interest Only - 2Yr/5IO                     AA
               1005098903                    Interest Only - 2Yr/5IO                     AA
               1005101043                    Interest Only - 2Yr/5IO                     AA
               1005108778                    Interest Only - 2Yr/5IO                     AA
               1005114743                    Interest Only - 2Yr/5IO                     AA
               1005115984                    Interest Only - 2Yr/5IO                     AA
               1005117161                    2Yr ARM                                     AA
               1005119579                    2Yr ARM                                     AA
               1005122333                    Interest Only - 2Yr/5IO                     AA
               1005124313                    Interest Only - 2Yr/5IO                     AA
               1005143828                    Interest Only - 2Yr/5IO                     AA
               1005144079                    Interest Only - 2Yr/5IO                     AA
               1005152434                    Interest Only - 2Yr/5IO                     AA
               1004352747                    3Yr ARM                                     AA
                  2177024                    Fixed Rate                                  A+
                  2178639                    3Yr ARM                                     B
                  2201068                    3Yr ARM                                     C
                  2213989                    3Yr ARM                                     C
                  2217991                    3Yr ARM                                     A+
               1000660207                    Interest Only - 2Yr                         AA
               1002293351                    2Yr ARM                                     AA
               1002332041                    3Yr ARM                                     AA
               1002557076                    Fixed Rate                                  A+
               1002687685                    2Yr ARM                                     AA
               1002688979                    3Yr ARM                                     B
               1002711649                    Interest Only - 3Yr/5IO                     AA
               1002794747                    Interest Only - 3Yr/5IO                     AA
               1002803176                    Interest Only - 2Yr/5IO                     AA
               1002834730                    2Yr ARM                                     A+
               1002849617                    Fixed Rate                                  A+
               1002887996                    Fixed Rate                                  AA
               1002900864                    3Yr ARM                                     AA
               1002918418                    Interest Only - 2Yr                         A+
               1002970413                    Interest Only - 2Yr/5IO                     C
               1002983980                    3Yr ARM                                     AA
               1003035254                    3Yr ARM                                     B
               1003063179                    Fixed Rate                                  B
               1003105393                    3Yr ARM                                     AA
               1003108425                    3Yr ARM                                     A-
               1003117549                    3Yr ARM                                     AA
               1003161054                    3Yr ARM                                     AA
               1003162357                    3Yr ARM                                     A+
               1003193975                    3Yr ARM                                     C
               1003195571                    Fixed Rate                                  A+
               1003197846                    3Yr ARM                                     A+
               1003201635                    3Yr ARM                                     A-
               1003240479                    2nd TD                                      AA
               1003253801                    3Yr ARM                                     A-
               1003259440                    2Yr ARM                                     AA
               1003270070                    2nd TD                                      AA
               1003289328                    3Yr ARM                                     AA
               1003313747                    3Yr ARM                                     AA
               1003332753                    3Yr ARM                                     A-
               1003363577                    2Yr ARM                                     C-
               1003481075                    3Yr ARM                                     AA
               1003482136                    Interest Only - 2Yr                         AA
               1003495783                    3Yr ARM                                     AA
               1003624910                    Interest Only - 2Yr/5IO                     AA
               1003626188                    Interest Only - 2Yr                         AA
               1003642954                    Interest Only - 2Yr                         AA
               1003663841                    Interest Only - 2Yr                         AA
               1003788734                    Interest Only - 3Yr/5IO                     AA
               1003789261                    2Yr ARM                                     AA
               1003882560                    Interest Only - 2Yr                         AA
               1004002073                    2Yr ARM                                     AA
               1004406592                    3Yr ARM                                     B
               1004632570                    2Yr ARM - 30YrTerm/40Amor                   AA
                  2220557                    2Yr ARM                                     AA
                  2227166                    Fixed Rate                                  AA
                  2233905                    3Yr ARM                                     AA
                  2234841                    2nd TD                                      AA
                  2250688                    3Yr ARM                                     AA
               1002938931                    Fixed Rate                                  AA
               1003377303                    Fixed Rate                                  AA
               1003390887                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003524751                    2nd TD                                      AA
               1003529612                    2nd TD                                      AA
               1003615742                    Fixed Rate                                  AA
               1003725277                    Interest Only - 2Yr/5IO                     AA
               1003736023                    2Yr ARM                                     AA
               1003792596                    Interest Only - 2Yr/5IO                     AA
               1003822536                    2Yr ARM                                     AA
               1003834364                    2nd TD                                      AA
               1003865892                    2Yr ARM                                     A+
               1003871965                    2nd TD                                      AA
               1003872633                    2nd TD                                      AA
               1003881981                    2Yr ARM                                     AA
               1003885987                    2Yr ARM                                     AA
               1003951174                    2Yr ARM                                     B
               1003973953                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003984610                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003986627                    3Yr ARM - 30YrTerm/40Amor                   C
               1004001760                    2Yr ARM                                     AA
               1004027485                    2Yr ARM                                     AA
               1004034636                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004039720                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004042057                    Interest Only - 2Yr/5IO                     AA
               1004071373                    2nd TD                                      AA
               1004087053                    Interest Only - 2Yr                         AA
               1004106586                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004119082                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004124548                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004133823                    Fixed Rate                                  AA
               1004137687                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004138310                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004139168                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004155201                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004159001                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004160810                    2Yr ARM                                     AA
               1004170033                    Interest Only - 2Yr/5IO                     AA
               1004182734                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004193072                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004194927                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004212248                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004250492                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004262416                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004275411                    3Yr ARM                                     AA
               1004276027                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004276955                    3Yr ARM                                     AA
               1004282831                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004300205                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004308886                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004313166                    2Yr ARM                                     A-
               1004318688                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004331084                    2nd TD                                      AA
               1004336855                    3Yr ARM                                     A-
               1004337925                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004344301                    2nd TD                                      AA
               1004345015                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004362745                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004366331                    Interest Only - 3Yr/5IO                     AA
               1004368482                    2Yr ARM - 30YrTerm/40Amor                   B
               1004369356                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004379121                    Interest Only - 2Yr/5IO                     AA
               1004380707                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004383152                    3Yr ARM                                     C
               1004390144                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004390313                    2Yr ARM                                     AA
               1004390741                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004398869                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004399181                    2Yr ARM                                     A-
               1004400892                    2Yr ARM                                     AA
               1004406789                    Interest Only - 2Yr/5IO                     AA
               1004413389                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004413799                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004419132                    Interest Only - 2Yr/5IO                     AA
               1004429997                    2Yr ARM                                     AA
               1004431779                    3Yr ARM                                     AA
               1004432108                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004433241                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004440849                    2Yr ARM                                     AA
               1004444239                    2Yr ARM                                     AA
               1004457634                    2Yr ARM                                     AA
               1004461111                    2Yr ARM                                     AA
               1004463912                    Interest Only - 2Yr/5IO                     AA
               1004464163                    2Yr ARM                                     AA
               1004487601                    Interest Only - 2Yr/5IO                     AA
               1004489226                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004492089                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004493881                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004498065                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004500409                    3Yr ARM                                     AA
               1004507493                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004511326                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004511424                    2Yr ARM                                     AA
               1004514831                    Interest Only - 2Yr/5IO                     AA
               1004519408                    Interest Only - 2Yr/5IO                     A+
               1004526178                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004535453                    Interest Only - 3Yr/5IO                     AA
               1004535701                    Interest Only - 2Yr/5IO                     AA
               1004538673                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004550872                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004571305                    3Yr ARM                                     AA
               1004572331                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004572572                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004576925                    Interest Only - 3Yr/5IO                     A+
               1004578406                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004581713                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004582400                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004586326                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004588182                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004588556                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004595361                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004598251                    Interest Only - 2Yr/5IO                     AA
               1004599189                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004600444                    3Yr ARM                                     A+
               1004600943                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004603496                    2Yr ARM                                     B
               1004607731                    Interest Only - 2Yr/5IO                     AA
               1004610996                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004613868                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004617613                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004618104                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004622572                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004623161                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004625356                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004625613                    Interest Only - 2Yr/5IO                     AA
               1004626104                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004626621                    Interest Only - 3Yr/5IO                     AA
               1004626890                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004627577                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004628736                    Interest Only - 2Yr/5IO                     AA
               1004630769                    Interest Only - 2Yr/5IO                     AA
               1004632703                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004633579                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004637334                    3Yr ARM                                     B
               1004643336                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004646208                    2Yr ARM                                     AA
               1004646413                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004646994                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004649116                    3Yr ARM                                     AA
               1004650817                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004651166                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004652218                    2Yr ARM                                     AA
               1004656884                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004665892                    Interest Only - 2Yr/5IO                     AA
               1004666025                    Interest Only - 2Yr/5IO                     AA
               1004666560                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004668210                    3Yr ARM                                     AA
               1004671554                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004673491                    2Yr ARM                                     A+
               1004674132                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004676407                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004676639                    3Yr ARM                                     AA
               1004677004                    Interest Only - 3Yr/5IO                     AA
               1004678227                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004679379                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004679422                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004679841                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004680009                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004682098                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004682187                    Interest Only - 2Yr/5IO                     AA
               1004683792                    2Yr ARM - 30YrTerm/40Amor                   B
               1004684238                    2Yr ARM                                     AA
               1004686423                    Interest Only - 3Yr/5IO                     AA
               1004687128                    2Yr ARM                                     AA
               1004689689                    Interest Only - 2Yr/5IO                     AA
               1004689858                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004692791                    3Yr ARM                                     AA
               1004696840                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004697634                    2Yr ARM                                     AA
               1004697741                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004699099                    2Yr ARM                                     AA
               1004702147                    2Yr ARM                                     A-
               1004703208                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004703486                    Interest Only - 2Yr/5IO                     AA
               1004706063                    2Yr ARM - 30YrTerm/40Amor                   C
               1004706358                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004707687                    2Yr ARM - 30YrTerm/40Amor                   B
               1004711510                    2Yr ARM - 30YrTerm/40Amor                   B
               1004712430                    3Yr ARM                                     A+
               1004713518                    2Yr ARM                                     AA
               1004715516                    3Yr ARM                                     AA
               1004715632                    2Yr ARM                                     AA
               1004716828                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004718425                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004718835                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004719442                    3Yr ARM                                     AA
               1004719914                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004723874                    Interest Only - 2Yr/5IO                     AA
               1004724007                    3Yr ARM                                     C
               1004724150                    2Yr ARM                                     B
               1004724613                    Interest Only - 2Yr/5IO                     A-
               1004725266                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004726443                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004731712                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004733006                    Interest Only - 2Yr/5IO                     AA
               1004733015                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004733827                    2Yr ARM                                     AA
               1004737137                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004738261                    Interest Only - 2Yr/5IO                     AA
               1004739108                    2Yr ARM                                     AA
               1004741444                    3Yr ARM                                     A+
               1004742041                    2Yr ARM                                     AA
               1004746154                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004751520                    3Yr ARM                                     AA
               1004752538                    3Yr ARM                                     A+
               1004753671                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004755009                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004755866                    Interest Only - 2Yr/5IO                     AA
               1004758104                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004758685                    3Yr ARM                                     B
               1004760574                    3Yr ARM                                     AA
               1004760823                    Interest Only - 2Yr/5IO                     AA
               1004761029                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004762019                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004762554                    2Yr ARM                                     AA
               1004762741                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004763633                    3Yr ARM                                     B
               1004763866                    3Yr ARM                                     AA
               1004763991                    2Yr ARM                                     AA
               1004765196                    2Yr ARM - 30YrTerm/40Amor                   B
               1004766079                    Interest Only - 2Yr/5IO                     AA
               1004766514                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004767470                    Interest Only - 2Yr/5IO                     AA
               1004767979                    3Yr ARM                                     AA
               1004768488                    3Yr ARM                                     A+
               1004769496                    3Yr ARM                                     C
               1004769600                    Interest Only - 2Yr/5IO                     AA
               1004771198                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004771642                    2Yr ARM                                     AA
               1004771660                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004774685                    Interest Only - 2Yr/5IO                     AA
               1004775531                    2Yr ARM                                     AA
               1004783381                    3Yr ARM                                     AA
               1004784772                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004784941                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004786976                    3Yr ARM                                     AA
               1004787369                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004790042                    2Yr ARM                                     A+
               1004791069                    Interest Only - 2Yr/5IO                     AA
               1004791540                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004792898                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004793539                    Interest Only - 2Yr/5IO                     AA
               1004796956                    3Yr ARM                                     AA
               1004797358                    Interest Only - 2Yr/5IO                     AA
               1004797544                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004797759                    2Yr ARM                                     AA
               1004800200                    Interest Only - 2Yr/5IO                     AA
               1004802976                    Interest Only - 2Yr/5IO                     AA
               1004803939                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004804411                    Interest Only - 2Yr/5IO                     AA
               1004805170                    Interest Only - 2Yr/5IO                     AA
               1004805777                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004812849                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004812938                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004814071                    Interest Only - 2Yr/5IO                     AA
               1004814455                    3Yr ARM                                     AA
               1004817103                    2Yr ARM                                     AA
               1004817461                    2Yr ARM                                     AA
               1004819771                    Interest Only - 2Yr/5IO                     AA
               1004822142                    Interest Only - 2Yr/5IO                     AA
               1004824827                    3Yr ARM                                     C
               1004826852                    Interest Only - 2Yr/5IO                     AA
               1004828146                    3Yr ARM                                     AA
               1004828333                    3Yr ARM                                     AA
               1004829458                    2Yr ARM                                     AA
               1004829519                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004829742                    2Yr ARM - 30YrTerm/40Amor                   B
               1004831212                    2Yr ARM - 30YrTerm/40Amor                   C
               1004831819                    2Yr ARM                                     AA
               1004832382                    Interest Only - 2Yr/5IO                     AA
               1004834415                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004835557                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004836039                    Interest Only - 2Yr/5IO                     AA
               1004839660                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004839884                    Interest Only - 2Yr/5IO                     AA
               1004842941                    2Yr ARM                                     AA
               1004844663                    2Yr ARM                                     AA
               1004846876                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004848375                    3Yr ARM                                     AA
               1004854731                    2Yr ARM - 30YrTerm/40Amor                   B
               1004855589                    2Yr ARM                                     AA
               1004863277                    3Yr ARM                                     AA
               1004863954                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004866050                    2Yr ARM                                     AA
               1004867157                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004868281                    Interest Only - 2Yr/5IO                     AA
               1004869084                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004869315                    2Yr ARM                                     AA
               1004873293                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004879055                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004881462                    3Yr ARM                                     A-
               1004883139                    2Yr ARM                                     AA
               1004883816                    Interest Only - 2Yr/5IO                     AA
               1004884450                    2Yr ARM                                     A+
               1004884824                    3Yr ARM                                     AA
               1004885967                    2Yr ARM                                     AA
               1004889455                    2Yr ARM                                     B
               1004889552                    Interest Only - 2Yr/5IO                     AA
               1004889865                    Interest Only - 2Yr/5IO                     AA
               1004894252                    Interest Only - 2Yr/5IO                     AA
               1004894662                    2Yr ARM                                     AA
               1004894715                    2Yr ARM                                     C
               1004899051                    2Yr ARM                                     AA
               1004907033                    2Yr ARM                                     B
               1004907122                    2Yr ARM                                     A-
               1004907239                    2Yr ARM                                     AA
               1004908470                    2Yr ARM                                     AA
               1004908979                    Interest Only - 2Yr/5IO                     AA
               1004909219                    3Yr ARM                                     A+
               1004911395                    Interest Only - 2Yr/5IO                     AA
               1004911821                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004914613                    2Yr ARM                                     A+
               1004915275                    2Yr ARM                                     AA
               1004917111                    2Yr ARM                                     AA
               1004917362                    Interest Only - 2Yr/5IO                     AA
               1004920704                    2Yr ARM                                     AA
               1004922230                    2Yr ARM                                     C
               1004923266                    2Yr ARM                                     C
               1004926003                    2Yr ARM                                     AA
               1004926281                    Interest Only - 2Yr/5IO                     AA
               1004926646                    Interest Only - 2Yr/5IO                     AA
               1004931854                    Interest Only - 2Yr/5IO                     AA
               1004933709                    2Yr ARM                                     AA
               1004933941                    2Yr ARM                                     AA
               1004935440                    2Yr ARM                                     A+
               1004937046                    3Yr ARM                                     A-
               1004937117                    2Yr ARM                                     AA
               1004938731                    Interest Only - 2Yr/5IO                     A-
               1004939099                    2Yr ARM                                     B
               1004939106                    2Yr ARM                                     AA
               1004943388                    Interest Only - 2Yr/5IO                     AA
               1004945714                    Interest Only - 2Yr/5IO                     AA
               1004949756                    Interest Only - 3Yr/5IO                     AA
               1004950912                    2Yr ARM                                     AA
               1004958665                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004958852                    2Yr ARM                                     AA
               1004959094                    2Yr ARM                                     AA
               1004960661                    Interest Only - 2Yr/5IO                     AA
               1004960821                    Interest Only - 2Yr/5IO                     AA
               1004962053                    2Yr ARM                                     AA
               1004962213                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004963089                    Interest Only - 2Yr/5IO                     AA
               1004963418                    Interest Only - 2Yr/5IO                     AA
               1004963944                    2Yr ARM                                     AA
               1004963962                    Interest Only - 2Yr/5IO                     AA
               1004964916                    Interest Only - 3Yr/5IO                     AA
               1004967496                    3Yr ARM                                     AA
               1004968093                    Interest Only - 2Yr/5IO                     AA
               1004970222                    2Yr ARM                                     AA
               1004972337                    2Yr ARM                                     AA
               1004974148                    Interest Only - 2Yr/5IO                     AA
               1004974451                    Interest Only - 2Yr/5IO                     AA
               1004977225                    2Yr ARM                                     AA
               1004978206                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004978876                    2Yr ARM                                     AA
               1004979786                    Interest Only - 2Yr/5IO                     AA
               1004982228                    Interest Only - 2Yr/5IO                     A+
               1004987027                    2Yr ARM                                     AA
               1004991968                    3Yr ARM                                     AA
               1004996687                    3Yr ARM                                     A-
               1005003998                    Interest Only - 2Yr/5IO                     AA
               1005005433                    2Yr ARM                                     AA
               1005006058                    Interest Only - 2Yr/5IO                     AA
               1005010418                    Interest Only - 2Yr/5IO                     AA
               1005010926                    Interest Only - 2Yr/5IO                     AA
               1005017091                    2Yr ARM - 30YrTerm/40Amor                   AA
               1005021825                    Interest Only - 2Yr/5IO                     AA
               1005023672                    Interest Only - 2Yr/5IO                     AA
               1005024868                    Interest Only - 2Yr/5IO                     A+
               1005024911                    2Yr ARM                                     AA
               1005028347                    2Yr ARM                                     AA
               1005031413                    Interest Only - 2Yr/5IO                     AA
               1005033849                    2Yr ARM                                     AA
               1005036454                    Interest Only - 2Yr/5IO                     AA
               1005038791                    Interest Only - 2Yr/5IO                     AA
               1005049761                    2Yr ARM                                     AA
               1005060444                    Interest Only - 2Yr/5IO                     AA
               1005060738                    2Yr ARM                                     AA
               1005060881                    Interest Only - 2Yr/5IO                     AA
               1005062647                    Interest Only - 2Yr/5IO                     A-
               1005063637                    Interest Only - 2Yr/5IO                     AA
               1005065234                    2Yr ARM                                     AA
               1005068035                    2Yr ARM                                     AA
               1005078916                    2Yr ARM                                     AA
               1005082180                    Interest Only - 2Yr/5IO                     AA
               1005084892                    2Yr ARM                                     A-
               1005086275                    2Yr ARM                                     AA
               1005090457                    2Yr ARM                                     A+
               1005091660                    Interest Only - 2Yr/5IO                     AA
               1005101793                    2Yr ARM                                     AA
               1005106805                    2Yr ARM                                     AA
               1005109278                    2Yr ARM                                     AA
               1005121067                    2Yr ARM                                     AA
                  2173870                    Fixed Rate                                  AA
                  2191294                    Fixed Rate                                  AA
                  2191369                    Fixed Rate                                  AA
                  2193243                    Fixed Rate                                  AA
                  2195348                    Fixed Rate                                  AA
                  2195363                    Fixed Rate                                  AA
                  2196205                    2Yr ARM                                     B
                  2198353                    Fixed Rate                                  A+
                  2200448                    Fixed Rate                                  AA
                  2200835                    Fixed Rate                                  AA
                  2201219                    Fixed Rate                                  AA
                  2201723                    Fixed Rate                                  AA
                  2202059                    Fixed Rate                                  AA
                  2203670                    Fixed Rate                                  AA
                  2206411                    Fixed Rate                                  AA
                  2207135                    Fixed Rate                                  AA
                  2207338                    Fixed Rate                                  A+
                  2207621                    3Yr ARM                                     AA
                  2212169                    Fixed Rate                                  AA
                  2214110                    3Yr ARM                                     AA
                  2216030                    3Yr ARM                                     C
                  2216083                    Fixed Rate                                  AA
                  2216313                    3Yr ARM                                     A+
                  2216544                    3Yr ARM                                     C
                  2217251                    Fixed Rate                                  B
                  2218068                    2Yr ARM                                     AA
                  2222981                    3Yr ARM                                     AA
                  2225169                    3Yr ARM                                     A-
                  2227174                    2Yr ARM                                     C
                  2229722                    Fixed Rate                                  AA
                  2232613                    3Yr ARM                                     A+
                  2232755                    3Yr ARM                                     A-
                  2235480                    3Yr ARM                                     A-
                  2236887                    3Yr ARM                                     AA
                  2238593                    3Yr ARM                                     A+
               1002087734                    Interest Only - 10Yr                        AA
               1002272276                    Fixed Rate                                  AA
               1002275013                    Interest Only - 2Yr                         AA
               1002325077                    Interest Only - 2Yr/5IO                     AA
               1002414088                    3Yr ARM                                     AA
               1002519279                    Interest Only - 3Yr/5IO                     AA
               1002542706                    Fixed Rate                                  AA
               1002574921                    Fixed Rate                                  AA
               1002608734                    Interest Only - 2Yr                         AA
               1002612596                    Interest Only - 2Yr                         AA
               1002627633                    Interest Only - 2Yr                         AA
               1002627679                    Interest Only - 2Yr                         AA
               1002634199                    Interest Only - 2Yr                         AA
               1002638060                    Fixed Rate                                  C
               1002638275                    Fixed Rate                                  AA
               1002646220                    Interest Only - 2Yr                         A+
               1002646916                    Interest Only - 2Yr                         AA
               1002679701                    Fixed Rate                                  AA
               1002689585                    Interest Only - 10Yr                        AA
               1002691304                    Interest Only - 2Yr                         AA
               1002699093                    Fixed Rate                                  AA
               1002716662                    Interest Only - 2Yr                         AA
               1002758803                    3Yr ARM                                     A-
               1002786765                    Fixed Rate                                  A+
               1002801695                    Fixed Rate                                  AA
               1002830315                    Fixed Rate                                  AA
               1002833535                    Fixed Rate                                  AA
               1002840037                    3Yr ARM                                     AA
               1002842151                    Interest Only - 2Yr                         AA
               1002842801                    Interest Only - 2Yr                         AA
               1002859008                    Fixed Rate                                  A+
               1002861282                    3Yr ARM                                     AA
               1002864644                    3Yr ARM                                     AA
               1002865867                    3Yr ARM                                     AA
               1002885827                    Interest Only - 2Yr                         AA
               1002889084                    2Yr ARM                                     AA
               1002896156                    Fixed Rate                                  A+
               1002901514                    Interest Only - 2Yr                         AA
               1002902684                    Interest Only - 2Yr                         AA
               1002903861                    3Yr ARM                                     AA
               1002905413                    3Yr ARM                                     AA
               1002920236                    Fixed Rate                                  A-
               1002924928                    Fixed Rate                                  AA
               1002931322                    3Yr ARM                                     AA
               1002952549                    Fixed Rate                                  AA
               1002957401                    Fixed Rate                                  AA
               1002958062                    Fixed Rate                                  AA
               1002961931                    3Yr ARM                                     AA
               1002968113                    Fixed Rate                                  AA
               1002972297                    3Yr ARM                                     AA
               1002982874                    Interest Only - 2Yr/5IO                     AA
               1002985078                    2Yr ARM                                     AA
               1002985158                    2Yr ARM                                     AA
               1003007659                    3Yr ARM                                     AA
               1003022357                    Fixed Rate                                  AA
               1003030534                    Fixed Rate                                  AA
               1003031436                    Interest Only - 2Yr                         AA
               1003033434                    Fixed Rate                                  AA
               1003040097                    2Yr ARM                                     AA
               1003041309                    2Yr ARM                                     A+
               1003043085                    Fixed Rate                                  AA
               1003049285                    Fixed Rate                                  AA
               1003053901                    Fixed Rate                                  AA
               1003055142                    Fixed Rate                                  AA
               1003055605                    Fixed Rate                                  AA
               1003058256                    Fixed Rate                                  AA
               1003064882                    Fixed Rate                                  AA
               1003067567                    Fixed Rate                                  AA
               1003071598                    Fixed Rate                                  AA
               1003080855                    3Yr ARM                                     AA
               1003086494                    Fixed Rate                                  AA
               1003094993                    Fixed Rate                                  AA
               1003095108                    3Yr ARM                                     AA
               1003095135                    Fixed Rate                                  AA
               1003096704                    Fixed Rate                                  AA
               1003099774                    Fixed Rate                                  A-
               1003100469                    Fixed Rate                                  AA
               1003101967                    Fixed Rate                                  AA
               1003101994                    Fixed Rate                                  AA
               1003104054                    3Yr ARM                                     A-
               1003105687                    2Yr ARM                                     B
               1003113099                    Fixed Rate                                  AA
               1003116522                    Fixed Rate                                  AA
               1003121623                    Fixed Rate                                  AA
               1003125371                    3Yr ARM                                     AA
               1003127119                    3Yr ARM                                     A+
               1003127814                    Fixed Rate                                  AA
               1003128270                    3Yr ARM                                     A+
               1003129938                    Fixed Rate                                  AA
               1003130677                    Interest Only - 3Yr/5IO                     AA
               1003131603                    3Yr ARM                                     A-
               1003137689                    3Yr ARM                                     AA
               1003139099                    3Yr ARM                                     A-
               1003141139                    3Yr ARM                                     AA
               1003144751                    Fixed Rate                                  AA
               1003148524                    Fixed Rate                                  AA
               1003165176                    Fixed Rate                                  AA
               1003173657                    Fixed Rate                                  AA
               1003174371                    Fixed Rate                                  AA
               1003177751                    Fixed Rate                                  A-
               1003183637                    Fixed Rate                                  AA
               1003190077                    Fixed Rate                                  AA
               1003196525                    Fixed Rate                                  AA
               1003210796                    3Yr ARM                                     AA
               1003220785                    Fixed Rate                                  AA
               1003225799                    2Yr ARM                                     AA
               1003226547                    Fixed Rate                                  A+
               1003226949                    Fixed Rate                                  AA
               1003227252                    2Yr ARM                                     AA
               1003228689                    Fixed Rate                                  AA
               1003236215                    Fixed Rate                                  AA
               1003239178                    3Yr ARM                                     AA
               1003240077                    Fixed Rate                                  AA
               1003249096                    3Yr ARM                                     A-
               1003260232                    2Yr ARM                                     A-
               1003276065                    3Yr ARM                                     B
               1003276671                    3Yr ARM                                     AA
               1003285894                    Fixed Rate                                  AA
               1003286937                    3Yr ARM                                     AA
               1003307424                    Fixed Rate                                  A+
               1003310287                    2Yr ARM - 30YrTerm/40Amor                   AA
               1003367797                    3Yr ARM - 30YrTerm/40Amor                   A+
               1003374093                    Fixed Rate                                  AA
               1003379329                    Fixed Rate                                  AA
               1003381389                    Fixed Rate                                  A+
               1003382538                    Fixed Rate                                  AA
               1003387579                    Fixed Rate                                  A-
               1003388738                    Interest Only - 2Yr/5IO                     AA
               1003403711                    Fixed Rate                                  A+
               1003414022                    Fixed Rate                                  AA
               1003424048                    Fixed Rate                                  AA
               1003427045                    Fixed Rate                                  A+
               1003427143                    Fixed Rate                                  AA
               1003427269                    Fixed Rate                                  AA
               1003431708                    2Yr ARM                                     A-
               1003436669                    3Yr ARM                                     AA
               1003443170                    3Yr ARM                                     B
               1003455415                    Fixed Rate                                  AA
               1003464539                    Fixed Rate                                  AA
               1003476713                    3Yr ARM                                     AA
               1003486338                    Fixed Rate                                  AA
               1003488933                    Interest Only - 3Yr/5IO                     AA
               1003490902                    2Yr ARM                                     AA
               1003513406                    Fixed Rate                                  AA
               1003518759                    Interest Only - 2Yr/5IO                     AA
               1003521353                    Interest Only - 3Yr/5IO                     AA
               1003521870                    Fixed Rate                                  AA
               1003525386                    Fixed Rate                                  AA
               1003532083                    Fixed Rate                                  AA
               1003536294                    Fixed Rate                                  AA
               1003551258                    2Yr ARM                                     AA
               1003552195                    Fixed Rate                                  A+
               1003555272                    Interest Only - 3Yr/5IO                     AA
               1003563815                    Fixed Rate                                  AA
               1003567517                    Fixed Rate                                  B
               1003579103                    Interest Only - 3Yr/5IO                     AA
               1003581582                    Fixed Rate                                  A-
               1003586159                    2Yr ARM                                     AA
               1003601855                    Interest Only - 2Yr/5IO                     AA
               1003607145                    Interest Only - 2Yr                         AA
               1003611096                    3Yr ARM                                     AA
               1003614351                    Fixed Rate                                  AA
               1003616625                    Interest Only - 3Yr/5IO                     AA
               1003617759                    Fixed Rate                                  AA
               1003624117                    Interest Only - 3Yr/5IO                     AA
               1003638816                    Fixed Rate                                  A-
               1003650089                    Fixed Rate                                  AA
               1003667632                    Interest Only - 3Yr/5IO                     AA
               1003670664                    2Yr ARM                                     AA
               1003679656                    2Yr ARM                                     AA
               1003683197                    Interest Only - 3Yr/5IO                     AA
               1003687683                    3Yr ARM                                     B
               1003696637                    3Yr ARM                                     A-
               1003699821                    Interest Only - 3Yr/5IO                     AA
               1003724198                    3Yr ARM                                     AA
               1003733124                    Fixed Rate                                  AA
               1003735818                    Interest Only - 2Yr/5IO                     AA
               1003740385                    2Yr ARM                                     A+
               1003756563                    2Yr ARM                                     A+
               1003758188                    Interest Only - 2Yr/5IO                     AA
               1003758482                    Fixed Rate                                  AA
               1003767089                    2Yr ARM                                     AA
               1003767481                    3Yr ARM                                     A+
               1003775613                    Interest Only - 3Yr/5IO                     AA
               1003778148                    Interest Only - 2Yr/5IO                     AA
               1003785639                    2Yr ARM                                     AA
               1003794344                    3Yr ARM                                     B
               1003807394                    3Yr ARM                                     AA
               1003811487                    Fixed Rate                                  AA
               1003819666                    2Yr ARM                                     C
               1003829646                    2Yr ARM                                     A+
               1003836978                    2Yr ARM                                     AA
               1003843443                    3Yr ARM                                     A+
               1003845940                    Fixed Rate                                  AA
               1003852227                    Fixed Rate                                  AA
               1003864009                    Interest Only - 10Yr                        AA
               1003870216                    3Yr ARM                                     C
               1003873044                    Fixed Rate                                  AA
               1003880349                    3Yr ARM                                     AA
               1003901086                    Interest Only - 2Yr/5IO                     A+
               1003924098                    Interest Only - 2Yr/5IO                     AA
               1003925989                    2Yr ARM                                     A-
               1003927193                    2Yr ARM                                     A-
               1003931570                    Interest Only - 2Yr/5IO                     AA
               1003935193                    2Yr ARM                                     AA
               1003960645                    Interest Only - 2Yr/5IO                     AA
               1003963009                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003963483                    Interest Only - 2Yr/5IO                     A+
               1003964268                    Interest Only - 2Yr/5IO                     A+
               1003969076                    2Yr ARM                                     A+
               1003969361                    Interest Only - 2Yr/5IO                     AA
               1003978994                    Fixed Rate                                  AA
               1003983522                    3Yr ARM - 30YrTerm/40Amor                   AA
               1003997946                    2Yr ARM - 30YrTerm/40Amor                   B
               1003999221                    Interest Only - 2Yr/5IO                     A+
               1004000887                    Fixed Rate                                  A+
               1004005276                    Interest Only - 2Yr/5IO                     A-
               1004005926                    3Yr ARM                                     A+
               1004008308                    Interest Only - 2Yr/5IO                     AA
               1004016193                    3Yr ARM                                     AA
               1004024031                    Interest Only - 2Yr/5IO                     AA
               1004025717                    2Yr ARM                                     AA
               1004026128                    3Yr ARM                                     A-
               1004028368                    Interest Only - 2Yr/5IO                     AA
               1004031602                    3Yr ARM                                     AA
               1004032576                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004033511                    2Yr ARM                                     A+
               1004033913                    2Yr ARM                                     AA
               1004043813                    Interest Only - 3Yr/5IO                     AA
               1004049194                    Interest Only - 3Yr/5IO                     AA
               1004050207                    2Yr ARM                                     AA
               1004050699                    Fixed Rate                                  AA
               1004051359                    Fixed Rate                                  AA
               1004059422                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004062383                    2Yr ARM                                     A+
               1004068485                    Interest Only - 3Yr/5IO                     AA
               1004070490                    2Yr ARM                                     A-
               1004095525                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004106675                    Interest Only - 2Yr/5IO                     AA
               1004118387                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004121952                    Interest Only - 2Yr/5IO                     AA
               1004126216                    3Yr ARM                                     AA
               1004133636                    2Yr ARM - 30YrTerm/40Amor                   B
               1004135411                    Interest Only - 3Yr/5IO                     AA
               1004141164                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004174529                    Interest Only - 2Yr/5IO                     AA
               1004193152                    2Yr ARM                                     A+
               1004198807                    2Yr ARM                                     AA
               1004216869                    Interest Only - 2Yr/5IO                     AA
               1004227946                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004237061                    Fixed Rate                                  AA
               1004238104                    Interest Only - 2Yr/5IO                     AA
               1004244437                    Interest Only - 3Yr/5IO                     AA
               1004246792                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004248040                    Interest Only - 2Yr/5IO                     AA
               1004248905                    Interest Only - 3Yr/5IO                     AA
               1004251678                    2Yr ARM                                     AA
               1004261603                    Interest Only - 2Yr/5IO                     A+
               1004276456                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004289558                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004330904                    Interest Only - 2Yr/5IO                     A+
               1004358554                    Interest Only - 3Yr/5IO                     AA
               1004359928                    Interest Only - 2Yr/5IO                     AA
               1004373895                    3Yr ARM                                     AA
               1004391107                    Interest Only - 2Yr/5IO                     AA
               1004394729                    2Yr ARM - 30YrTerm/40Amor                   B
               1004399804                    Interest Only - 2Yr/5IO                     AA
               1004406306                    Interest Only - 3Yr/5IO                     AA
               1004411602                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004419873                    Interest Only - 2Yr/5IO                     AA
               1004444337                    Interest Only - 2Yr/5IO                     AA
               1004491419                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004491687                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004519676                    Interest Only - 2Yr/5IO                     AA
               1004522957                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004525213                    Interest Only - 2Yr/5IO                     AA
               1004528087                    Interest Only - 2Yr/5IO                     AA
               1004529479                    2Yr ARM                                     AA
               1004538325                    Interest Only - 2Yr/5IO                     AA
               1004545978                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004546316                    3Yr ARM                                     AA
               1004557312                    Interest Only - 2Yr/5IO                     AA
               1004563706                    3Yr ARM                                     AA
               1004574106                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004575917                    Interest Only - 2Yr/5IO                     AA
               1004600195                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004614457                    Interest Only - 2Yr/5IO                     AA
               1004620253                    2Yr ARM - 30YrTerm/40Amor                   A-
               1004625258                    Interest Only - 2Yr/5IO                     AA
               1004626961                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004628656                    Interest Only - 2Yr/5IO                     AA
               1004639822                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004662733                    2Yr ARM - 30YrTerm/40Amor                   C
               1004667872                    Interest Only - 2Yr/5IO                     AA
               1004667961                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004668078                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004672241                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004674962                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004677068                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004681614                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004681801                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004688742                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004699302                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004700461                    Interest Only - 2Yr/5IO                     AA
               1004716953                    Interest Only - 3Yr/5IO                     AA
               1004723829                    2Yr ARM                                     AA
               1004726568                    Interest Only - 3Yr/5IO                     AA
               1004728780                    Interest Only - 2Yr/5IO                     AA
               1004731650                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004735077                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004738822                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004741961                    Interest Only - 2Yr/5IO                     AA
               1004742808                    Interest Only - 3Yr/5IO                     AA
               1004744398                    Interest Only - 2Yr/5IO                     AA
               1004753877                    Interest Only - 2Yr/5IO                     AA
               1004757864                    Interest Only - 2Yr/5IO                     AA
               1004772936                    Interest Only - 2Yr/5IO                     AA
               1004775611                    Interest Only - 2Yr/5IO                     AA
               1004785067                    Interest Only - 2Yr/5IO                     AA
               1004790989                    Interest Only - 3Yr/5IO                     A+
               1004817176                    Interest Only - 2Yr/5IO                     AA
               1004819879                    2Yr ARM - 30YrTerm/40Amor                   C
               1004827183                    Interest Only - 2Yr/5IO                     AA
               1004834308                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004837332                    2Yr ARM                                     AA
               1004837733                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004846019                    Interest Only - 2Yr/5IO                     AA
               1004890675                    Interest Only - 2Yr/5IO                     AA
               1004925870                    Interest Only - 2Yr/5IO                     AA
               1004925889                    Interest Only - 2Yr/5IO                     A-
               1004929509                    Interest Only - 2Yr/5IO                     A+
               1004966362                    Interest Only - 2Yr/5IO                     AA
               1004978607                    Interest Only - 2Yr/5IO                     AA
               1005002007                    Interest Only - 2Yr/5IO                     AA
               1005093775                    Interest Only - 2Yr/5IO                     AA
               1004389986                    2Yr ARM                                     B
               1004611904                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004712779                    3Yr ARM                                     AA
               1005002329                    Interest Only - 2Yr/5IO                     AA
               1004381813                    Interest Only - 2Yr/5IO                     AA
               1004717113                    2Yr ARM - 30YrTerm/40Amor                   A+
                  2160139                    Fixed Rate                                  AA
                  2173857                    3Yr ARM                                     AA
                  2191346                    3Yr ARM                                     A+
                  2215695                    3Yr ARM                                     A-
                  2216505                    3Yr ARM                                     B
                  2219950                    3Yr ARM                                     AA
                  2229793                    Fixed Rate                                  C
                  2243676                    3Yr ARM                                     AA
               1000660573                    3Yr ARM                                     AA
               1002004556                    3Yr ARM                                     AA
               1002106508                    2nd TD                                      AA
               1002447187                    Interest Only - 2Yr                         AA
               1002450582                    2nd TD                                      AA
               1002624431                    Fixed Rate                                  AA
               1002653079                    3Yr ARM                                     AA
               1002696853                    3Yr ARM                                     AA
               1002826570                    3Yr ARM                                     AA
               1002877756                    3Yr ARM                                     AA
               1002881279                    3Yr ARM                                     AA
               1002909892                    3Yr ARM                                     AA
               1002909963                    3Yr ARM                                     A+
               1002949340                    3Yr ARM                                     AA
               1002951372                    3Yr ARM                                     AA
               1002954529                    3Yr ARM                                     AA
               1003005198                    3Yr ARM                                     A+
               1003010495                    3Yr ARM                                     AA
               1003036057                    3Yr ARM                                     AA
               1003042932                    3Yr ARM                                     AA
               1003047526                    3Yr ARM                                     AA
               1003049828                    3Yr ARM                                     AA
               1003051798                    2Yr ARM                                     AA
               1003060403                    3Yr ARM                                     AA
               1003076879                    Fixed Rate                                  A+
               1003123863                    3Yr ARM                                     AA
               1003126352                    3Yr ARM                                     A+
               1003127663                    3Yr ARM                                     AA
               1003139035                    3Yr ARM                                     AA
               1003139446                    Fixed Rate                                  AA
               1003151626                    3Yr ARM                                     AA
               1003158380                    3Yr ARM                                     AA
               1003160563                    3Yr ARM                                     AA
               1003162543                    3Yr ARM                                     AA
               1003167744                    3Yr ARM                                     AA
               1003167771                    3Yr ARM                                     AA
               1003174834                    3Yr ARM                                     A-
               1003196598                    3Yr ARM                                     A+
               1003241129                    3Yr ARM                                     AA
               1003250494                    2nd TD                                      AA
               1003254052                    3Yr ARM                                     AA
               1003262347                    3Yr ARM                                     AA
               1003265111                    3Yr ARM                                     AA
               1003287302                    3Yr ARM                                     AA
               1003287375                    2Yr ARM                                     AA
               1003291636                    3Yr ARM                                     AA
               1003333949                    2Yr ARM                                     AA
               1003338999                    3Yr ARM                                     AA
               1003342047                    Interest Only - 10Yr                        AA
               1003387276                    3Yr ARM                                     A+
               1003402179                    Fixed Rate                                  AA
               1003408093                    3Yr ARM                                     AA
               1003416510                    3Yr ARM                                     AA
               1003476018                    3Yr ARM                                     AA
               1003519017                    Interest Only - 10Yr                        AA
               1003538675                    3Yr ARM                                     AA
               1003554969                    3Yr ARM                                     AA
               1003612870                    3Yr ARM                                     C
               1003721896                    2Yr ARM                                     C
               1003724759                    3Yr ARM                                     AA
               1003756402                    2Yr ARM                                     AA
               1003757964                    3Yr ARM                                     AA
               1003764055                    2Yr ARM                                     AA
               1003776523                    3Yr ARM                                     AA
               1003779209                    2Yr ARM                                     AA
               1003791846                    Interest Only - 2Yr                         AA
               1003795646                    2Yr ARM                                     AA
               1003805895                    2Yr ARM                                     AA
               1003837165                    2Yr ARM                                     AA
               1003907259                    3Yr ARM                                     AA
               1003969496                    Interest Only - 2Yr/5IO                     AA
               1003997278                    Interest Only - 2Yr/5IO                     AA
               1003999285                    2Yr ARM                                     AA
               1004009897                    2Yr ARM                                     A+
               1004037081                    2Yr ARM                                     AA
               1004040727                    Fixed Rate                                  C
               1004085643                    Interest Only - 3Yr/5IO                     AA
               1004143750                    3Yr ARM                                     C
               1004155434                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004156264                    2Yr ARM                                     AA
               1004187775                    2Yr ARM                                     AA
               1004189130                    Interest Only - 3Yr/5IO                     AA
               1004189210                    3Yr ARM - 30YrTerm/40Amor                   A+
               1004216547                    2nd TD                                      AA
               1004233804                    2nd TD                                      AA
               1004238186                    2Yr ARM                                     A+
               1004251865                    2Yr ARM                                     AA
               1004253346                    2Yr ARM                                     AA
               1004269259                    2Yr ARM                                     AA
               1004278061                    Interest Only - 2Yr/5IO                     AA
               1004308047                    Interest Only - 3Yr/5IO                     AA
               1004310828                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004322469                    2Yr ARM                                     AA
               1004328953                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004361345                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004365626                    3Yr ARM                                     AA
               1004395817                    3Yr ARM                                     B
               1004399984                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004417955                    Fixed Rate                                  AA
               1004442295                    3Yr ARM                                     AA
               1004462227                    3Yr ARM                                     A-
               1004474018                    Interest Only - 2Yr/5IO                     AA
               1004481705                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004482143                    3Yr ARM                                     AA
               1004488762                    2Yr ARM                                     B
               1004498886                    2Yr ARM                                     B
               1004505164                    2nd TD                                      AA
               1004544185                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004552175                    3Yr ARM - 30YrTerm/40Amor                   A-
               1004581937                    2Yr ARM                                     AA
               1004594503                    2Yr ARM                                     AA
               1004595502                    3Yr ARM                                     AA
               1004605797                    2Yr ARM                                     AA
               1004619256                    2Yr ARM                                     A+
               1004643684                    2Yr ARM                                     B
               1004645049                    Interest Only - 3Yr/5IO                     AA
               1004647127                    3Yr ARM                                     AA
               1004670546                    3Yr ARM                                     AA
               1004672483                    2Yr ARM                                     AA
               1004675426                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004678450                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004685344                    3Yr ARM                                     AA
               1004694762                    3Yr ARM                                     AA
               1004696500                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004703226                    Interest Only - 3Yr/5IO                     AA
               1004712118                    2Yr ARM                                     AA
               1004723071                    Interest Only - 2Yr/5IO                     AA
               1004723963                    2Yr ARM                                     A+
               1004724686                    2Yr ARM                                     AA
               1004737743                    Interest Only - 3Yr/5IO                     AA
               1004752841                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004755900                    3Yr ARM                                     A+
               1004766220                    Interest Only - 2Yr/5IO                     AA
               1004766603                    3Yr ARM                                     AA
               1004768237                    3Yr ARM                                     AA
               1004775327                    2Yr ARM                                     AA
               1004792905                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004811154                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004812439                    2Yr ARM                                     AA
               1004829831                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004846983                    3Yr ARM                                     A+
               1004854232                    Interest Only - 2Yr/5IO                     AA
               1004873391                    Interest Only - 2Yr/5IO                     AA
               1004873836                    Interest Only - 2Yr/5IO                     AA
               1004876539                    Interest Only - 2Yr/5IO                     A-
               1004885280                    2Yr ARM                                     C
               1004885850                    Interest Only - 2Yr/5IO                     AA
               1004895260                    2Yr ARM                                     AA
               1004904802                    2Yr ARM                                     AA
               1004905080                    2Yr ARM                                     AA
               1004911402                    2Yr ARM - 30YrTerm/40Amor                   A+
               1004922622                    2Yr ARM                                     AA
               1004933861                    2Yr ARM                                     AA
               1004940997                    2Yr ARM                                     AA
               1004958558                    2Yr ARM                                     AA
               1004960448                    2Yr ARM                                     AA
               1004962277                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004988516                    Interest Only - 10Yr                        AA
               1004988570                    2Yr ARM                                     AA
               1005003391                    Interest Only - 2Yr/5IO                     AA
               1005020470                    2Yr ARM                                     AA
               1005049663                    2Yr ARM                                     AA
               1005060863                    2Yr ARM                                     AA
               1005081216                    Interest Only - 2Yr/5IO                     AA
               1005089744                    Interest Only - 2Yr/5IO                     AA
               1004697527                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004745422                    3Yr ARM                                     AA




Cash in Lieu


Legal Hold
               1004156451                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004908988                    2Yr ARM                                     AA
               1002992300                    Interest Only - 2Yr                         AA


Compliance Hold
               1004095231                    3Yr ARM - 30YrTerm/40Amor                   AA


Paid In Full
               1003373307                    Interest Only - 10Yr                        AA
               1002434994                    Interest Only - 10Yr                        AA
               1003237553                    3Yr ARM                                     AA
               1003088928                    Interest Only - 2Yr                         AA
               1003432690                    3Yr ARM                                     AA
               1002756681                    2Yr ARM                                     AA
               1002868506                    3Yr ARM                                     A+
               1003405336                    Fixed Rate                                  AA
               1003417626                    Interest Only - 10Yr                        AA
               1003228509                    3Yr ARM                                     A+


Withdrawn
               1002257177                    Interest Only - 2Yr                         A+
               1002785150                    Fixed Rate                                  C
               1002835329                    2Yr ARM                                     AA


Unfunded
               1004386701                    3Yr ARM                                     AA
               1004511148                    2Yr ARM                                     A+
               1004598830                    2Yr ARM                                     AA
               1004696733                    2Yr ARM - 30YrTerm/40Amor                   AA
               1004878564                    Interest Only - 2Yr/5IO                     AA
               1005077873                    Interest Only - 2Yr/5IO                     AA


Wet Loans
               1004110599                    3Yr ARM                                     AA
               1004225813                    3Yr ARM - 30YrTerm/40Amor                   AA
               1004227134                    2Yr ARM                                     A+
               1004800861                    3Yr ARM                                     AA
               1004260445                    3Yr ARM                                     C
               1004529816                    3Yr ARM                                     AA
               1002784892                    Interest Only - 2Yr                         AA
               1004790248                    Interest Only - 2Yr/5IO                     A-


Credit Kicks
               1004715712                    3Yr ARM                                     A+
               1002303475                    Interest Only - 2Yr                         AA
               1002848645                    3Yr ARM                                     B
               1003189515                    3Yr ARM                                     AA
               1002050443                    2Yr ARM                                     AA
               1003026255                    2nd TD                                      AA




loan_id                                      prepay_penalty_yrs               ppp_code               maturity_date
---------------------------------------------------------------------------------------------------------------------
                  2042848                                          0          No PPP                        9/1/2035
                  2157899                                          0          No PPP                        9/1/2035
                  2175436                                          0          No PPP                        9/1/2035
                  2177793                                          0          No PPP                        9/1/2035
                  2177817                                          2          6M20                         12/1/2035
                  2181320                                          0          No PPP                        9/1/2035
                  2182315                                          3          6M20                          9/1/2035
                  2182333                                          0          No PPP                        9/1/2035
                  2185660                                          3          6M20                          9/1/2035
                  2185904                                          3          6M20                          9/1/2035
                  2186202                                          2          2M33                          8/1/2035
                  2186869                                          3          6M20                          9/1/2035
                  2188333                                          2          6M20                         10/1/2035
                  2188692                                          3          1PBAL                         9/1/2035
                  2190566                                          3          6M20                          9/1/2035
                  2190748                                          0          No PPP                        9/1/2020
                  2190966                                          3          6M20                          9/1/2035
                  2191050                                          0          No PPP                        9/1/2035
                  2193474                                          3          6M20                          9/1/2035
                  2195054                                          3          MISS                          9/1/2035
                  2196581                                          3          6M20                          9/1/2035
                  2196621                                          3          6M20                          9/1/2035
                  2196898                                          3          6M20                         11/1/2035
                  2197597                                          3          6M20                          9/1/2035
                  2197853                                          3          6M20                          9/1/2035
                  2198166                                          3          6M20                          9/1/2035
                  2198549                                          3          6M20                          9/1/2035
                  2200651                                          0          No PPP                        9/1/2035
                  2200734                                          3          2PBAL                        10/1/2035
                  2201475                                          0          No PPP                        9/1/2035
                  2201548                                          3          2M33                          9/1/2035
                  2201847                                          0          No PPP                       10/1/2035
                  2202014                                          0          No PPP                        9/1/2035
                  2202605                                          0          No PPP                        9/1/2035
                  2203226                                          3          6M20                          9/1/2035
                  2203840                                          0          No PPP                        9/1/2035
                  2203845                                          3          6M20                         10/1/2035
                  2204027                                          3          6M20                          9/1/2035
                  2204091                                          0          No PPP                        9/1/2035
                  2204897                                          0          No PPP                        9/1/2035
                  2205037                                          0          No PPP                        9/1/2025
                  2205145                                          0          No PPP                        9/1/2035
                  2206249                                          0          No PPP                        9/1/2035
                  2206516                                          0          No PPP                        9/1/2035
                  2207358                                          1          6M20                          9/1/2035
                  2207990                                          0          No PPP                        9/1/2035
                  2209466                                          0          No PPP                        9/1/2035
                  2209496                                          0          No PPP                        9/1/2035
                  2210068                                          0          No PPP                        9/1/2025
                  2210395                                          3          6M20                          9/1/2030
                  2210818                                          2          6M20                         11/1/2035
                  2212383                                          0          No PPP                       10/1/2035
                  2212806                                          0          No PPP                        9/1/2035
                  2213042                                          0          No PPP                        9/1/2035
                  2216005                                          0          No PPP                       12/1/2035
                  2216495                                          0          No PPP                        9/1/2035
                  2216832                                          0          No PPP                       10/1/2035
                  2217461                                          2          6M20                         10/1/2035
                  2217483                                          2          1PBAL                        10/1/2035
                  2217863                                          3          6M20                         11/1/2035
                  2218061                                          0          No PPP                       10/1/2035
                  2218170                                          3          6M20                         11/1/2035
                  2218966                                          2          6M20                         11/1/2035
                  2221396                                          2          6M20                         11/1/2035
                  2221896                                          0          No PPP                       11/1/2035
                  2221957                                          2          1PBAL                        10/1/2035
                  2222218                                          0          No PPP                       10/1/2035
                  2222589                                          0          No PPP                       11/1/2035
                  2222895                                          0          No PPP                       11/1/2035
                  2223357                                          0          No PPP                       10/1/2035
                  2223763                                          3          6M20                         10/1/2035
                  2224520                                          0          No PPP                       10/1/2035
                  2225877                                          2          MISS                         11/1/2035
                  2226239                                          3          6M20                         10/1/2035
                  2226410                                          2          1POR                         11/1/2035
                  2227080                                          2          MISS                         10/1/2035
                  2227866                                          0          No PPP                       10/1/2035
                  2235353                                          0          No PPP                       10/1/2035
                  2239817                                          0          No PPP                       11/1/2035
                  2240997                                          2          6M20                         12/1/2035
                  2241215                                          0          No PPP                       11/1/2035
                  2243700                                          0          No PPP                       11/1/2035
                  2248426                                          0          No PPP                       12/1/2035
                  2248500                                          0          No PPP                       11/1/2035
                  2248847                                          0          No PPP                       11/1/2035
                  2248996                                          3          6M20                         11/1/2035
                  2249438                                          2          6M20                         11/1/2035
                  2249878                                          0          No PPP                       11/1/2035
                  2250684                                          0          No PPP                       11/1/2035
                  2251049                                          0          No PPP                       12/1/2035
               1000720223                                          0          No PPP                        7/1/2035
               1001988219                                          0          No PPP                        8/1/2035
               1002049367                                          3          6M20                          8/1/2035
               1002276619                                          0          No PPP                        7/1/2035
               1002348999                                          3          6M20                          9/1/2035
               1002371310                                          2          6M20                          7/1/2035
               1002468706                                          0          No PPP                        7/1/2035
               1002478223                                          0          No PPP                        8/1/2035
               1002480381                                          0          No PPP                        7/1/2035
               1002501475                                          2          1POR                          8/1/2035
               1002593562                                          3          2PBAL                         9/1/2035
               1002615566                                          2          1POR                          8/1/2035
               1002617190                                          0          No PPP                        9/1/2035
               1002617699                                          2          1POR                          8/1/2035
               1002619250                                          0          No PPP                        9/1/2035
               1002621700                                          0          No PPP                        8/1/2035
               1002627385                                          3          6M20                          7/1/2035
               1002645089                                          0          No PPP                        9/1/2035
               1002652757                                          2          6M20                          7/1/2035
               1002661346                                          2          6M20                         12/1/2035
               1002670522                                          0          No PPP                        8/1/2035
               1002680548                                          2          6M20                          9/1/2035
               1002684553                                          2          6M20                          8/1/2035
               1002686169                                          0          No PPP                        9/1/2035
               1002692492                                          0          No PPP                       11/1/2035
               1002693115                                          2          6M20                          8/1/2035
               1002705380                                          2          6M20                          9/1/2035
               1002707501                                          0          No PPP                        8/1/2035
               1002734508                                          0          No PPP                        8/1/2035
               1002759303                                          0          No PPP                        9/1/2035
               1002760284                                          2          6M20                          9/1/2035
               1002760293                                          3          2PBAL                         8/1/2035
               1002765332                                          2          1POR                          8/1/2035
               1002767410                                          2          6M20                          8/1/2035
               1002771735                                          2          2PBAL                         9/1/2035
               1002775740                                          0          No PPP                        9/1/2035
               1002778952                                          2          6M20                          8/1/2035
               1002784464                                          0          No PPP                        9/1/2035
               1002795960                                          0          No PPP                        9/1/2020
               1002803354                                          0          No PPP                        8/1/2035
               1002804040                                          3          6M20                          8/1/2035
               1002805334                                          2          2M33                          9/1/2035
               1002818106                                          0          No PPP                        9/1/2035
               1002818446                                          3          6M20                          8/1/2035
               1002818641                                          0          No PPP                        9/1/2035
               1002827123                                          3          6M20                          9/1/2035
               1002864760                                          3          6M20                          9/1/2035
               1002867062                                          3          6M20                          9/1/2035
               1002874358                                          2          6M20                          7/1/2035
               1002884392                                          2          6M20                          9/1/2035
               1002885505                                          0          No PPP                        8/1/2035
               1002887291                                          0          No PPP                        9/1/2020
               1002892212                                          3          6M20                          9/1/2035
               1002893364                                          0          No PPP                        9/1/2035
               1002896646                                          3          6M20                          9/1/2035
               1002905672                                          0          No PPP                        8/1/2025
               1002907947                                          0          No PPP                        9/1/2035
               1002913716                                          2          6M20                          9/1/2035
               1002918864                                          2          1PBAL                         9/1/2035
               1002925794                                          0          No PPP                        9/1/2035
               1002928880                                          3          2PBAL                         9/1/2035
               1002936185                                          3          6M20                          9/1/2035
               1002938450                                          0          No PPP                        9/1/2035
               1002941767                                          3          6M20                          9/1/2035
               1002953156                                          0          No PPP                        9/1/2035
               1002960969                                          3          2PBAL                         9/1/2035
               1002966696                                          3          6M20                          9/1/2035
               1002983061                                          3          6M20                          9/1/2035
               1002986335                                          0          No PPP                        8/1/2035
               1002987646                                          2          6M20                          9/1/2035
               1002987655                                          2          6M20                          9/1/2035
               1002989644                                          2          5PBAL                         9/1/2035
               1002990589                                          0          No PPP                       10/1/2035
               1002991597                                          1          6M20                          9/1/2035
               1002995922                                          0          No PPP                        9/1/2035
               1003000335                                          3          6M20                          9/1/2035
               1003010128                                          0          No PPP                        8/1/2035
               1003011092                                          3          1POR                          9/1/2035
               1003011804                                          0          No PPP                        9/1/2020
               1003016220                                          3          6M20                          8/1/2020
               1003018843                                          2          6M20                          8/1/2035
               1003020402                                          0          No PPP                       10/1/2035
               1003029074                                          0          No PPP                        9/1/2035
               1003038064                                          0          No PPP                        9/1/2035
               1003038260                                          1          6M20                          9/1/2035
               1003038670                                          0          No PPP                        9/1/2035
               1003040113                                          2          202REF                        9/1/2035
               1003041835                                          3          6M20                          9/1/2035
               1003044486                                          3          6M20                          9/1/2035
               1003044609                                          0          No PPP                        9/1/2035
               1003048124                                          3          6M20                          9/1/2035
               1003050520                                          0          No PPP                        9/1/2035
               1003052840                                          3          MISS                          9/1/2035
               1003053821                                          3          6M20                          9/1/2035
               1003057471                                          2          6M20                          9/1/2035
               1003057578                                          2          1POR                          9/1/2035
               1003059317                                          3          6M20                          9/1/2035
               1003064542                                          0          No PPP                        9/1/2035
               1003064917                                          3          6M20                          9/1/2035
               1003066274                                          0          No PPP                        9/1/2035
               1003069832                                          3          6M20                          9/1/2035
               1003071687                                          2          6M20                          9/1/2035
               1003078537                                          3          6M20                          9/1/2035
               1003078573                                          0          No PPP                        9/1/2035
               1003081444                                          0          No PPP                        9/1/2035
               1003083157                                          0          No PPP                        9/1/2035
               1003083647                                          2          202REF                        9/1/2035
               1003086895                                          1          2PBAL                         9/1/2035
               1003089348                                          0          No PPP                        9/1/2035
               1003090489                                          3          1PBAL                         9/1/2035
               1003091754                                          1          6M20                          9/1/2035
               1003093903                                          0          No PPP                        9/1/2035
               1003095830                                          3          6M20                          9/1/2035
               1003097847                                          1          6M20                          9/1/2035
               1003097945                                          1          6M20                          9/1/2035
               1003098597                                          3          6M20                          9/1/2035
               1003098757                                          3          6M20                          9/1/2035
               1003101734                                          3          6M20                          9/1/2035
               1003102261                                          1          6M20                          9/1/2035
               1003102564                                          0          No PPP                        9/1/2035
               1003104615                                          0          No PPP                        9/1/2035
               1003104795                                          3          6M20                          9/1/2035
               1003105446                                          0          No PPP                        9/1/2035
               1003105678                                          0          No PPP                        9/1/2035
               1003106196                                          0          No PPP                        9/1/2035
               1003106515                                          3          6M20                          9/1/2035
               1003108032                                          0          No PPP                        9/1/2035
               1003108782                                          3          6M20                          9/1/2035
               1003109629                                          0          No PPP                        9/1/2035
               1003113482                                          1          6M20                         10/1/2035
               1003119093                                          0          No PPP                        9/1/2035
               1003119912                                          0          No PPP                        9/1/2035
               1003120303                                          3          6M20                          9/1/2035
               1003121115                                          3          2PBAL                         9/1/2035
               1003123113                                          3          6M20                          9/1/2035
               1003125932                                          0          No PPP                        9/1/2035
               1003126600                                          3          6M20                          9/1/2035
               1003126628                                          3          6M20                          9/1/2035
               1003129000                                          0          No PPP                        9/1/2035
               1003131122                                          3          6M20                         10/1/2035
               1003133086                                          2          6M20                          9/1/2035
               1003135128                                          0          No PPP                        9/1/2035
               1003135351                                          0          No PPP                        9/1/2035
               1003135636                                          0          No PPP                        9/1/2035
               1003136537                                          0          No PPP                        9/1/2035
               1003138107                                          0          No PPP                        9/1/2035
               1003138517                                          2          6M20                          9/1/2035
               1003138928                                          2          6M20                          9/1/2035
               1003138946                                          0          No PPP                        9/1/2020
               1003139106                                          0          No PPP                        9/1/2035
               1003141148                                          1          6M20                          9/1/2035
               1003145377                                          0          No PPP                        9/1/2035
               1003146562                                          3          6M20                          9/1/2035
               1003146580                                          2          6M20                          9/1/2035
               1003147534                                          1          6M20                          9/1/2035
               1003147605                                          0          No PPP                        9/1/2035
               1003147847                                          2          6M20                          9/1/2035
               1003148631                                          2          6M20                         10/1/2035
               1003149426                                          3          6M20                          9/1/2035
               1003150388                                          2          202REF                        9/1/2035
               1003150716                                          3          6M20                          9/1/2035
               1003154384                                          3          202REF                        9/1/2035
               1003155169                                          3          6M20                          9/1/2035
               1003155454                                          3          6M20                          9/1/2035
               1003156872                                          0          No PPP                       10/1/2035
               1003157014                                          2          6M20                         10/1/2035
               1003158273                                          0          No PPP                        9/1/2035
               1003159021                                          0          No PPP                        9/1/2035
               1003159049                                          0          No PPP                        9/1/2035
               1003161517                                          1          6M20                          9/1/2035
               1003162124                                          3          1POR                          9/1/2035
               1003162437                                          0          No PPP                        9/1/2035
               1003165247                                          3          6M20                          9/1/2035
               1003168191                                          0          No PPP                        9/1/2035
               1003168770                                          0          No PPP                        9/1/2035
               1003169779                                          3          6M20                          9/1/2035
               1003174157                                          0          No PPP                        9/1/2035
               1003175600                                          2          6M20                          9/1/2035
               1003178073                                          2          6M20                         10/1/2035
               1003178322                                          3          6M20                          9/1/2035
               1003178769                                          3          6M20                          9/1/2035
               1003179385                                          0          No PPP                        9/1/2035
               1003179553                                          2          6M20                          9/1/2035
               1003181498                                          0          No PPP                       10/1/2035
               1003181719                                          3          2PBAL                         9/1/2035
               1003181915                                          0          No PPP                        9/1/2035
               1003181988                                          0          No PPP                       10/1/2035
               1003182576                                          3          1POR                          9/1/2035
               1003182969                                          2          1POR                          9/1/2035
               1003183682                                          0          No PPP                        9/1/2035
               1003183995                                          0          No PPP                        9/1/2035
               1003190978                                          2          6M20                          9/1/2035
               1003194331                                          3          6M20                          9/1/2035
               1003195081                                          2          6M20                          9/1/2035
               1003196400                                          3          6M20                         10/1/2035
               1003197043                                          0          No PPP                       10/1/2025
               1003199425                                          3          6M20                          9/1/2035
               1003201680                                          0          No PPP                        9/1/2035
               1003202199                                          0          No PPP                        9/1/2030
               1003203269                                          2          6M20                         10/1/2035
               1003205043                                          3          6M20                          9/1/2035
               1003205908                                          3          6M20                          9/1/2035
               1003207363                                          0          No PPP                        9/1/2035
               1003209272                                          0          No PPP                       10/1/2035
               1003210812                                          0          No PPP                        9/1/2035
               1003211571                                          3          6M20                          9/1/2035
               1003212044                                          3          6M20                         10/1/2035
               1003212614                                          2          6M20                         10/1/2035
               1003213748                                          2          6M20                          9/1/2035
               1003214248                                          3          6M20                          9/1/2035
               1003215639                                          3          6M20                          9/1/2035
               1003216727                                          2          6M20                          9/1/2035
               1003218761                                          0          No PPP                        9/1/2035
               1003219289                                          3          MISS                          9/1/2035
               1003222621                                          3          6M20                          9/1/2035
               1003222916                                          2          2PBAL                         9/1/2035
               1003224040                                          2          6M20                          9/1/2035
               1003226985                                          0          No PPP                        9/1/2035
               1003228171                                          2          6M20                          9/1/2035
               1003228420                                          3          6M20                          9/1/2035
               1003230417                                          3          6M20                          9/1/2035
               1003231577                                          0          No PPP                        9/1/2035
               1003233575                                          0          No PPP                        9/1/2035
               1003233995                                          0          No PPP                        9/1/2035
               1003235154                                          2          6M20                          9/1/2035
               1003238428                                          2          6M20                          9/1/2035
               1003239686                                          0          No PPP                        9/1/2035
               1003241968                                          3          6M20                          9/1/2035
               1003242495                                          3          6M20                          9/1/2035
               1003246188                                          3          6M20                          9/1/2035
               1003249531                                          3          6M20                         11/1/2035
               1003252893                                          0          No PPP                        9/1/2035
               1003254622                                          1          MISS                          9/1/2035
               1003263532                                          2          6M20                          9/1/2035
               1003268172                                          3          1POR                          9/1/2035
               1003269590                                          0          No PPP                       10/1/2035
               1003275912                                          0          No PPP                        9/1/2035
               1003282977                                          2          6M20                          9/1/2035
               1003285607                                          0          No PPP                        9/1/2035
               1003287776                                          3          2PBAL                         9/1/2035
               1003288454                                          2          1POR                          9/1/2035
               1003288533                                          0          No PPP                        9/1/2035
               1003291191                                          3          6M20                         10/1/2035
               1003291869                                          3          2PBAL                         9/1/2035
               1003293224                                          3          1PBAL                         9/1/2035
               1003294740                                          2          6M20                         10/1/2035
               1003300957                                          2          6M20                          9/1/2035
               1003301368                                          0          No PPP                        9/1/2035
               1003301484                                          0          No PPP                        9/1/2035
               1003303044                                          0          No PPP                        9/1/2035
               1003303570                                          2          6M20                         10/1/2035
               1003304230                                          2          2PBAL                         9/1/2035
               1003304329                                          0          No PPP                        9/1/2035
               1003306265                                          2          1PBAL                         9/1/2035
               1003306988                                          0          No PPP                        9/1/2035
               1003308245                                          0          No PPP                        9/1/2035
               1003311008                                          1          6M20                          9/1/2035
               1003315488                                          0          No PPP                       10/1/2035
               1003315512                                          3          1PBAL                         9/1/2035
               1003321248                                          2          6M20                          9/1/2035
               1003323852                                          0          No PPP                        9/1/2035
               1003323870                                          3          6M20                         11/1/2035
               1003332174                                          1          6M20                          9/1/2035
               1003334350                                          0          No PPP                        9/1/2035
               1003337366                                          0          No PPP                       12/1/2035
               1003338739                                          0          No PPP                        9/1/2035
               1003340726                                          0          No PPP                        9/1/2035
               1003341262                                          3          1PBAL                         9/1/2035
               1003342760                                          2          6M20                          9/1/2035
               1003343377                                          0          No PPP                        9/1/2035
               1003344303                                          3          6M20                          9/1/2035
               1003348808                                          3          6M20                          9/1/2035
               1003350135                                          0          No PPP                        9/1/2035
               1003350992                                          0          No PPP                        9/1/2035
               1003351900                                          3          6M20                          9/1/2035
               1003352516                                          0          No PPP                        9/1/2035
               1003359314                                          0          No PPP                        9/1/2035
               1003364004                                          0          No PPP                        9/1/2035
               1003365067                                          3          6M20                          9/1/2035
               1003367289                                          2          1POR                          9/1/2035
               1003378437                                          1          6M20                          9/1/2035
               1003381227                                          3          6M20                          9/1/2035
               1003386909                                          3          6M20                          9/1/2035
               1003389853                                          2          6M20                          9/1/2035
               1003393660                                          3          6M20                         10/1/2035
               1003395178                                          3          6M20                          9/1/2035
               1003395748                                          3          1PBAL                         9/1/2035
               1003399753                                          2          6M20                         11/1/2035
               1003400288                                          0          No PPP                        9/1/2035
               1003403436                                          1          6M20                          9/1/2035
               1003404186                                          3          6M20                         10/1/2035
               1003406996                                          1          6M20                         10/1/2035
               1003407183                                          0          No PPP                       10/1/2035
               1003408592                                          0          No PPP                        9/1/2035
               1003409154                                          0          No PPP                        9/1/2035
               1003409911                                          0          No PPP                       10/1/2035
               1003410384                                          0          No PPP                       10/1/2035
               1003412024                                          3          MISS                          9/1/2035
               1003413979                                          0          No PPP                       10/1/2035
               1003415129                                          0          No PPP                       10/1/2035
               1003417225                                          3          6M20                          9/1/2035
               1003421087                                          3          1POR                          9/1/2035
               1003423959                                          3          6M20                          9/1/2035
               1003426313                                          0          No PPP                        7/1/2025
               1003428650                                          2          6M20                          9/1/2035
               1003443278                                          0          No PPP                        9/1/2035
               1003449502                                          0          No PPP                       10/1/2035
               1003450517                                          0          No PPP                        9/1/2035
               1003451437                                          0          No PPP                        9/1/2035
               1003452631                                          3          6M20                          9/1/2035
               1003452935                                          0          No PPP                        9/1/2035
               1003453827                                          2          6M20                          9/1/2035
               1003455781                                          0          No PPP                        9/1/2025
               1003459698                                          0          No PPP                        9/1/2035
               1003468946                                          0          No PPP                       10/1/2035
               1003470880                                          3          6M20                         10/1/2035
               1003473495                                          2          6M20                         10/1/2035
               1003479239                                          0          No PPP                       10/1/2035
               1003491581                                          0          No PPP                        9/1/2035
               1003491741                                          0          No PPP                       10/1/2035
               1003497353                                          0          No PPP                        9/1/2035
               1003499155                                          3          6M20                          9/1/2035
               1003502748                                          0          No PPP                        9/1/2025
               1003506888                                          2          1PBAL                         9/1/2035
               1003515645                                          0          No PPP                        9/1/2035
               1003516190                                          0          No PPP                       11/1/2035
               1003517331                                          2          6M20                         11/1/2035
               1003519179                                          2          2PBAL                        10/1/2035
               1003528221                                          0          No PPP                        9/1/2035
               1003531930                                          3          2PBAL                        10/1/2035
               1003541536                                          2          6M20                         11/1/2035
               1003542045                                          3          6M20                          9/1/2035
               1003544748                                          2          6M20                         10/1/2035
               1003547745                                          2          6M20                         10/1/2035
               1003557699                                          2          5PBAL                        10/1/2035
               1003564226                                          3          6M20                          9/1/2035
               1003565911                                          2          6M20                         10/1/2035
               1003567330                                          2          6M20                         11/1/2035
               1003570601                                          2          202REF                       10/1/2035
               1003577007                                          2          6M20                         11/1/2035
               1003592721                                          2          6M20                         10/1/2035
               1003593800                                          0          No PPP                       10/1/2035
               1003600400                                          0          No PPP                       10/1/2035
               1003600785                                          3          6M20                         10/1/2035
               1003600829                                          1          6M20                         11/1/2035
               1003603354                                          3          6M20                         10/1/2035
               1003623118                                          0          No PPP                       11/1/2035
               1003629791                                          2          6M20                         10/1/2035
               1003632448                                          0          No PPP                       10/1/2035
               1003638861                                          0          No PPP                       10/1/2035
               1003644514                                          0          No PPP                       12/1/2035
               1003644809                                          2          MASS                         10/1/2035
               1003656966                                          3          6M20                         10/1/2035
               1003658848                                          2          6M20                         10/1/2035
               1003659124                                          0          No PPP                       11/1/2035
               1003660531                                          2          1POR                         11/1/2035
               1003662735                                          0          No PPP                       10/1/2035
               1003668007                                          0          No PPP                       11/1/2035
               1003668784                                          3          6M20                         10/1/2035
               1003670245                                          2          1PBAL                        11/1/2035
               1003670263                                          0          No PPP                       10/1/2035
               1003671743                                          0          No PPP                       10/1/2035
               1003682429                                          0          No PPP                       11/1/2035
               1003682991                                          0          No PPP                       10/1/2035
               1003684365                                          0          No PPP                       10/1/2035
               1003693220                                          3          6M20                         10/1/2035
               1003703344                                          0          No PPP                       10/1/2035
               1003703371                                          0          No PPP                       10/1/2035
               1003711264                                          3          6M20                         10/1/2035
               1003713841                                          2          6M20                         10/1/2035
               1003726962                                          3          6M20                         10/1/2035
               1003730500                                          2          6M20                         11/1/2035
               1003740189                                          3          6M20                         10/1/2035
               1003743836                                          2          1PBAL                        11/1/2035
               1003752095                                          2          6M20                         10/1/2035
               1003752362                                          0          No PPP                       10/1/2035
               1003753156                                          2          6M20                         10/1/2035
               1003756082                                          0          No PPP                       12/1/2035
               1003756938                                          2          6M20                         11/1/2035
               1003765143                                          0          No PPP                       10/1/2035
               1003772509                                          0          No PPP                       10/1/2035
               1003774366                                          2          6M20                         11/1/2035
               1003777032                                          0          No PPP                       10/1/2035
               1003777381                                          2          6M20                         11/1/2035
               1003777988                                          2          6M20                         10/1/2035
               1003780741                                          2          6M20                         12/1/2035
               1003782632                                          2          1PBAL                        11/1/2035
               1003786442                                          0          No PPP                       10/1/2035
               1003787478                                          1          2PBAL                        11/1/2035
               1003790767                                          0          No PPP                       11/1/2035
               1003790829                                          0          No PPP                       11/1/2035
               1003793434                                          2          6M20                         10/1/2035
               1003817436                                          0          No PPP                       11/1/2035
               1003820155                                          0          No PPP                       11/1/2035
               1003830830                                          2          1POR                         10/1/2035
               1003832543                                          2          6M20                         10/1/2035
               1003833551                                          3          6M20                         10/1/2035
               1003833766                                          0          No PPP                       10/1/2035
               1003846262                                          0          No PPP                       10/1/2035
               1003848144                                          0          No PPP                       10/1/2035
               1003852904                                          0          No PPP                       11/1/2035
               1003853208                                          0          No PPP                       10/1/2035
               1003862029                                          3          1PBAL                        11/1/2035
               1003862207                                          3          6M20                         11/1/2035
               1003862797                                          0          No PPP                       12/1/2035
               1003864205                                          2          6M20                         10/1/2035
               1003867925                                          2          1POR                         11/1/2035
               1003875131                                          2          6M20                         11/1/2035
               1003876005                                          0          No PPP                       11/1/2035
               1003877120                                          0          No PPP                       12/1/2035
               1003878450                                          2          6M20                         11/1/2035
               1003884023                                          3          6M20                         10/1/2035
               1003885451                                          2          6M20                         11/1/2035
               1003887333                                          2          6M20                         12/1/2035
               1003891140                                          2          6M20                         11/1/2035
               1003894655                                          2          1POR                         11/1/2035
               1003895280                                          0          No PPP                       11/1/2035
               1003902888                                          3          6M20                         11/1/2035
               1003910450                                          0          No PPP                       11/1/2035
               1003915062                                          2          6M20                         10/1/2035
               1003929155                                          0          No PPP                       10/1/2035
               1003933382                                          0          No PPP                       11/1/2035
               1003939527                                          0          No PPP                       11/1/2035
               1003946760                                          0          No PPP                       11/1/2035
               1003952262                                          2          6M20                         11/1/2035
               1003956286                                          3          6M20                         11/1/2035
               1003956302                                          2          6M20                         12/1/2035
               1003965891                                          0          No PPP                       12/1/2035
               1003981016                                          0          No PPP                       11/1/2035
               1003982060                                          0          No PPP                       12/1/2035
               1003985879                                          2          6M20                         11/1/2035
               1003987948                                          0          No PPP                       11/1/2035
               1003988634                                          2          6M20                         11/1/2035
               1003990621                                          2          6M20                         11/1/2035
               1003991176                                          0          No PPP                       12/1/2035
               1003992843                                          0          No PPP                       12/1/2035
               1003996073                                          2          202REF                       10/1/2035
               1004001065                                          0          No PPP                       11/1/2035
               1004001779                                          0          No PPP                       12/1/2035
               1004002046                                          0          No PPP                       11/1/2035
               1004003642                                          0          No PPP                       11/1/2035
               1004006006                                          2          6M20                         10/1/2035
               1004006658                                          0          No PPP                       11/1/2035
               1004007185                                          2          6M20                         11/1/2035
               1004008086                                          0          No PPP                       11/1/2035
               1004009085                                          2          6M20                         11/1/2035
               1004009450                                          0          No PPP                       11/1/2035
               1004009557                                          2          6M20                         11/1/2035
               1004009682                                          0          No PPP                       11/1/2035
               1004012678                                          0          No PPP                       12/1/2035
               1004014408                                          3          MISS                         11/1/2035
               1004014881                                          2          6M20                         10/1/2035
               1004021123                                          2          6M20                         11/1/2035
               1004022015                                          0          No PPP                       12/1/2035
               1004024102                                          0          No PPP                       11/1/2035
               1004025414                                          0          No PPP                       11/1/2035
               1004026681                                          2          2PBAL                        11/1/2035
               1004030621                                          0          No PPP                       11/1/2035
               1004030872                                          1          6M20                         11/1/2035
               1004033174                                          3          6M20                         11/1/2035
               1004033236                                          2          1PBAL                        11/1/2035
               1004037394                                          2          6M20                         11/1/2035
               1004039196                                          0          No PPP                       12/1/2035
               1004040950                                          0          No PPP                       12/1/2035
               1004041361                                          3          6M20                         11/1/2035
               1004043421                                          0          No PPP                       12/1/2035
               1004043877                                          2          6M20                         12/1/2035
               1004044297                                          0          No PPP                       11/1/2035
               1004048694                                          2          6M20                         12/1/2035
               1004049381                                          2          6M20                         12/1/2035
               1004049559                                          0          No PPP                       11/1/2035
               1004050528                                          0          No PPP                       11/1/2035
               1004063765                                          2          6M20                         11/1/2035
               1004067912                                          0          No PPP                       11/1/2035
               1004068573                                          0          No PPP                       12/1/2035
               1004070105                                          2          6M20                         11/1/2035
               1004070276                                          2          1PBAL                        11/1/2035
               1004085420                                          0          No PPP                       12/1/2035
               1004089033                                          3          6M20                         12/1/2035
               1004090851                                          2          MISS                         11/1/2035
               1004090888                                          2          6M20                         11/1/2035
               1004091020                                          0          No PPP                       12/1/2035
               1004092109                                          1          6M20                         11/1/2035
               1004098942                                          2          202REF                       11/1/2035
               1004100216                                          0          No PPP                       11/1/2035
               1004103320                                          0          No PPP                       11/1/2035
               1004106700                                          2          6M20                         11/1/2035
               1004106906                                          0          No PPP                       11/1/2035
               1004112392                                          0          No PPP                       11/1/2035
               1004113827                                          1          6M20                         11/1/2035
               1004115898                                          2          2PBAL                        12/1/2035
               1004117155                                          0          No PPP                       12/1/2035
               1004121300                                          2          MISS                         11/1/2035
               1004122194                                          2          MISS                         11/1/2035
               1004122540                                          2          6M20                         11/1/2035
               1004124469                                          0          No PPP                       11/1/2035
               1004124815                                          3          6M20                         12/1/2035
               1004128027                                          3          202REF                       11/1/2035
               1004131255                                          0          No PPP                       12/1/2035
               1004134975                                          0          No PPP                       11/1/2035
               1004142207                                          0          No PPP                       12/1/2035
               1004144241                                          0          No PPP                       11/1/2035
               1004148336                                          1          6M20                         11/1/2035
               1004153846                                          2          2PBAL                        12/1/2035
               1004155238                                          2          6M20                         12/1/2035
               1004157218                                          0          No PPP                       12/1/2035
               1004157307                                          0          No PPP                       11/1/2035
               1004157995                                          0          No PPP                       11/1/2035
               1004162989                                          0          No PPP                       11/1/2035
               1004163648                                          3          6M20                         11/1/2035
               1004174379                                          0          No PPP                       12/1/2035
               1004174440                                          3          6M20                         11/1/2035
               1004175261                                          2          6M20                         11/1/2035
               1004176206                                          0          No PPP                       12/1/2035
               1004176625                                          0          No PPP                       12/1/2035
               1004177152                                          0          No PPP                       12/1/2035
               1004178909                                          2          6M20                         12/1/2035
               1004179098                                          0          No PPP                       11/1/2035
               1004179800                                          2          6M20                         11/1/2035
               1004184938                                          0          No PPP                       11/1/2035
               1004186856                                          0          No PPP                       12/1/2035
               1004187953                                          2          6M20                         11/1/2035
               1004190672                                          0          No PPP                       11/1/2035
               1004192126                                          2          6M20                         12/1/2035
               1004194044                                          3          6M20                         12/1/2035
               1004196131                                          0          No PPP                       11/1/2035
               1004196248                                          0          No PPP                       11/1/2035
               1004205531                                          2          MISS                         11/1/2035
               1004205764                                          3          2M33                         12/1/2035
               1004206692                                          0          No PPP                       12/1/2035
               1004214576                                          3          6M20                         12/1/2035
               1004215904                                          3          6M20                         11/1/2035
               1004220177                                          0          No PPP                       11/1/2035
               1004220872                                          0          No PPP                       11/1/2035
               1004226064                                          0          No PPP                       11/1/2035
               1004226625                                          2          6M20                         11/1/2035
               1004233662                                          2          6M20                         12/1/2035
               1004234199                                          0          No PPP                       11/1/2035
               1004234705                                          0          No PPP                       11/1/2035
               1004235866                                          0          No PPP                       11/1/2035
               1004236375                                          0          No PPP                       11/1/2035
               1004238177                                          3          6M20                         11/1/2035
               1004240084                                          0          No PPP                       12/1/2035
               1004241403                                          0          No PPP                       11/1/2035
               1004244446                                          2          6M20                         11/1/2035
               1004244687                                          3          5PBAL                        11/1/2035
               1004250358                                          3          1PBAL                        11/1/2035
               1004251419                                          0          No PPP                       11/1/2035
               1004252971                                          0          No PPP                       11/1/2035
               1004254229                                          2          6M20                         11/1/2035
               1004259974                                          2          6M20                         12/1/2035
               1004262452                                          2          6M20                         11/1/2035
               1004264129                                          1          6M20                         12/1/2035
               1004264370                                          0          No PPP                       12/1/2035
               1004277035                                          3          6M20                         11/1/2035
               1004278089                                          0          No PPP                       11/1/2035
               1004278819                                          0          No PPP                       11/1/2035
               1004280094                                          0          No PPP                       11/1/2035
               1004281752                                          3          6M20                         12/1/2035
               1004283965                                          2          6M20                         12/1/2035
               1004284090                                          0          No PPP                       11/1/2035
               1004286329                                          2          6M20                         11/1/2035
               1004289567                                          2          MISS                         12/1/2035
               1004295676                                          0          No PPP                       12/1/2035
               1004296899                                          0          No PPP                       12/1/2035
               1004297745                                          3          1POR                         11/1/2035
               1004298370                                          0          No PPP                       11/1/2035
               1004298637                                          3          1POR                         11/1/2035
               1004298959                                          0          No PPP                       11/1/2035
               1004299048                                          3          1POR                         12/1/2035
               1004299351                                          1          6M20                         11/1/2035
               1004300125                                          0          No PPP                       11/1/2035
               1004305861                                          2          MISS                         11/1/2035
               1004309803                                          2          6M20                         12/1/2035
               1004309965                                          0          No PPP                       11/1/2035
               1004314548                                          0          No PPP                       12/1/2035
               1004316519                                          3          6M20                         12/1/2035
               1004316742                                          3          2PBAL                        12/1/2035
               1004319071                                          3          6M20                         11/1/2035
               1004319213                                          3          202REF                       12/1/2035
               1004328702                                          0          No PPP                       11/1/2035
               1004329462                                          2          1POR                         11/1/2035
               1004334198                                          0          No PPP                       12/1/2035
               1004334303                                          0          No PPP                       12/1/2035
               1004336490                                          0          No PPP                       11/1/2035
               1004336515                                          2          6M20                         11/1/2035
               1004342508                                          3          1PBAL                        12/1/2035
               1004342768                                          1          6M20                         12/1/2035
               1004343482                                          0          No PPP                       12/1/2035
               1004343650                                          2          6M20                         12/1/2035
               1004344329                                          3          6M20                         11/1/2035
               1004344418                                          0          No PPP                       12/1/2035
               1004347950                                          0          No PPP                       11/1/2035
               1004348744                                          2          6M20                         11/1/2035
               1004353568                                          0          No PPP                       12/1/2035
               1004354399                                          0          No PPP                       12/1/2035
               1004354843                                          3          6M20                         12/1/2035
               1004354923                                          2          6M20                         12/1/2035
               1004355094                                          3          6M20                         12/1/2035
               1004356388                                          0          No PPP                       11/1/2035
               1004356468                                          0          No PPP                       12/1/2035
               1004356725                                          0          No PPP                       12/1/2035
               1004357001                                          0          No PPP                       12/1/2035
               1004357074                                          0          No PPP                       12/1/2035
               1004360587                                          0          No PPP                       12/1/2035
               1004360612                                          0          No PPP                       11/1/2035
               1004360649                                          0          No PPP                       11/1/2035
               1004362264                                          2          6M20                         11/1/2035
               1004366778                                          0          No PPP                       12/1/2035
               1004367615                                          0          No PPP                       11/1/2035
               1004368785                                          2          6M20                         12/1/2035
               1004368829                                          2          6M20                         12/1/2035
               1004372324                                          0          No PPP                       12/1/2035
               1004373001                                          1          6M20                         12/1/2035
               1004373671                                          2          6M20                         12/1/2035
               1004373868                                          2          6M20                         12/1/2035
               1004377739                                          2          6M20                         11/1/2035
               1004380814                                          3          6M20                         12/1/2035
               1004380994                                          0          No PPP                       12/1/2035
               1004382812                                          3          6M20                         11/1/2035
               1004383321                                          0          No PPP                       12/1/2035
               1004384357                                          0          No PPP                       12/1/2035
               1004384678                                          2          6M20                         12/1/2035
               1004386532                                          0          No PPP                       12/1/2035
               1004387103                                          2          6M20                         11/1/2035
               1004388987                                          3          6M20                         11/1/2035
               1004389245                                          0          No PPP                       12/1/2035
               1004389799                                          0          No PPP                       11/1/2035
               1004390439                                          0          No PPP                       11/1/2035
               1004390705                                          2          6M20                         11/1/2035
               1004391287                                          2          6M20                         11/1/2035
               1004391312                                          2          6M20                         12/1/2035
               1004391599                                          0          No PPP                       11/1/2035
               1004391624                                          0          No PPP                       12/1/2035
               1004393392                                          0          No PPP                       12/1/2035
               1004393891                                          2          1POR                         12/1/2035
               1004394550                                          0          No PPP                       12/1/2035
               1004396415                                          3          1PBAL                        12/1/2035
               1004397824                                          2          MISS                         12/1/2035
               1004398048                                          0          No PPP                       11/1/2035
               1004398306                                          2          1POR                         11/1/2035
               1004399243                                          3          6M20                         12/1/2035
               1004399957                                          0          No PPP                       12/1/2035
               1004399993                                          2          6M20                         12/1/2035
               1004402612                                          2          6M20                         11/1/2035
               1004402818                                          3          2PBAL                        12/1/2035
               1004403167                                          0          No PPP                       12/1/2035
               1004403345                                          1          6M20                         12/1/2035
               1004404451                                          2          MISS                         11/1/2035
               1004405110                                          2          6M20                         11/1/2035
               1004406299                                          0          No PPP                       12/1/2035
               1004407243                                          2          6M20                         12/1/2035
               1004407305                                          0          No PPP                       11/1/2035
               1004412344                                          0          No PPP                       12/1/2035
               1004412567                                          0          No PPP                       12/1/2035
               1004414182                                          0          No PPP                       11/1/2035
               1004414271                                          2          6M20                         12/1/2035
               1004414556                                          0          No PPP                       12/1/2035
               1004415341                                          2          2PBAL                        12/1/2035
               1004415804                                          3          2PBAL                        12/1/2035
               1004416714                                          0          No PPP                       11/1/2035
               1004419766                                          2          6M20                         12/1/2035
               1004419882                                          0          No PPP                       11/1/2035
               1004421897                                          2          6M20                         12/1/2035
               1004427203                                          2          6M20                         12/1/2035
               1004430413                                          0          No PPP                       12/1/2035
               1004439628                                          0          No PPP                       12/1/2035
               1004442464                                          3          6M20                         11/1/2035
               1004442785                                          2          6M20                         12/1/2035
               1004447833                                          3          6M20                         12/1/2035
               1004448690                                          2          MISS                         11/1/2035
               1004450212                                          2          6M20                         12/1/2035
               1004451756                                          2          6M20                         12/1/2035
               1004453460                                          0          No PPP                       12/1/2035
               1004453665                                          3          1PBAL                        12/1/2035
               1004455280                                          2          1POR                         11/1/2035
               1004455529                                          0          No PPP                       12/1/2035
               1004462744                                          3          1PBAL                        12/1/2035
               1004462842                                          2          6M20                         12/1/2035
               1004463798                                          2          6M20                         12/1/2035
               1004465812                                          0          No PPP                       11/1/2035
               1004470129                                          0          No PPP                       12/1/2035
               1004470799                                          3          6M20                         11/1/2035
               1004471958                                          0          No PPP                       12/1/2035
               1004472154                                          0          No PPP                       11/1/2035
               1004473019                                          0          No PPP                       12/1/2035
               1004474937                                          0          No PPP                       11/1/2035
               1004475320                                          0          No PPP                       12/1/2035
               1004475339                                          3          6M20                         12/1/2035
               1004475892                                          0          No PPP                       12/1/2035
               1004478014                                          2          6M20                         12/1/2035
               1004484971                                          2          6M20                         12/1/2035
               1004485603                                          2          6M20                         12/1/2035
               1004488101                                          0          No PPP                       11/1/2035
               1004489048                                          2          6M20                         11/1/2035
               1004490456                                          0          No PPP                       12/1/2035
               1004490802                                          2          6M20                         11/1/2035
               1004491366                                          3          1PBAL                        12/1/2035
               1004492329                                          0          No PPP                       12/1/2030
               1004496673                                          2          MISS                         12/1/2035
               1004503362                                          1          6M20                         12/1/2035
               1004504673                                          0          No PPP                       12/1/2035
               1004505271                                          3          6M20                         12/1/2035
               1004505538                                          0          No PPP                       12/1/2035
               1004507019                                          0          No PPP                       12/1/2035
               1004508009                                          0          No PPP                       12/1/2035
               1004509222                                          2          6M20                         12/1/2035
               1004510611                                          2          6M20                         12/1/2035
               1004510700                                          0          No PPP                       12/1/2035
               1004515572                                          0          No PPP                       12/1/2035
               1004515812                                          0          No PPP                       12/1/2035
               1004518436                                          0          No PPP                       12/1/2035
               1004518766                                          0          No PPP                       12/1/2035
               1004519337                                          0          No PPP                       12/1/2035
               1004519514                                          2          6M20                         11/1/2035
               1004520655                                          2          1POR                         12/1/2035
               1004521397                                          0          No PPP                       12/1/2035
               1004521459                                          2          6M20                         12/1/2035
               1004522984                                          2          6M20                         12/1/2035
               1004524009                                          2          6M20                         12/1/2035
               1004531812                                          0          No PPP                       12/1/2035
               1004533918                                          3          MASS                         12/1/2035
               1004534677                                          0          No PPP                       12/1/2035
               1004538227                                          1          6M20                         12/1/2035
               1004541188                                          2          6M20                         12/1/2035
               1004542711                                          0          No PPP                       12/1/2035
               1004543140                                          0          No PPP                       12/1/2035
               1004543355                                          3          6M20                         12/1/2035
               1004546708                                          2          1POR                         11/1/2035
               1004547066                                          2          MISS                         11/1/2035
               1004547280                                          0          No PPP                       12/1/2035
               1004549028                                          0          No PPP                       12/1/2035
               1004549527                                          0          No PPP                       12/1/2035
               1004549992                                          2          6M20                         12/1/2035
               1004550854                                          0          No PPP                       12/1/2035
               1004551078                                          2          6M20                         11/1/2035
               1004553227                                          0          No PPP                       11/1/2035
               1004553691                                          2          6M20                         11/1/2035
               1004560488                                          3          6M20                         12/1/2035
               1004561398                                          0          No PPP                       12/1/2035
               1004562645                                          2          6M20                         12/1/2035
               1004562994                                          0          No PPP                       12/1/2035
               1004563305                                          3          5PBAL                        12/1/2035
               1004564019                                          0          No PPP                       12/1/2035
               1004565063                                          0          No PPP                       12/1/2035
               1004565090                                          3          6M20                         12/1/2035
               1004565580                                          0          No PPP                       12/1/2035
               1004570930                                          2          6M20                         12/1/2035
               1004573161                                          2          1PBAL                        12/1/2035
               1004573205                                          0          No PPP                       12/1/2035
               1004574197                                          3          MISS                         12/1/2035
               1004574286                                          0          No PPP                       12/1/2035
               1004575711                                          3          MISS                         12/1/2035
               1004576300                                          0          No PPP                       12/1/2035
               1004576569                                          2          6M20                         12/1/2035
               1004579147                                          0          No PPP                       12/1/2035
               1004579192                                          0          No PPP                       12/1/2035
               1004579441                                          0          No PPP                       12/1/2035
               1004579655                                          2          1POR                         12/1/2035
               1004587012                                          3          6M20                         12/1/2035
               1004587236                                          2          MISS                         11/1/2035
               1004589323                                          2          6M20                         12/1/2035
               1004589564                                          0          No PPP                       12/1/2035
               1004589644                                          3          6M20                         12/1/2035
               1004590053                                          0          No PPP                       12/1/2035
               1004590133                                          2          6M20                         12/1/2035
               1004591597                                          2          6M20                         12/1/2035
               1004593559                                          0          No PPP                       12/1/2035
               1004594148                                          1          6M20                         12/1/2035
               1004596574                                          2          6M20                         12/1/2035
               1004597742                                          0          No PPP                       12/1/2035
               1004600881                                          0          No PPP                       12/1/2035
               1004601924                                          3          6M20                         12/1/2035
               1004602013                                          2          6M20                         12/1/2035
               1004603557                                          2          6M20                         12/1/2035
               1004604565                                          3          2PBAL                        12/1/2035
               1004605653                                          2          2PBAL                        12/1/2035
               1004607161                                          3          202REF                       12/1/2035
               1004608071                                          2          6M20                         12/1/2035
               1004609043                                          0          No PPP                       12/1/2035
               1004609356                                          2          2M33                         12/1/2035
               1004611799                                          2          6M20                         12/1/2035
               1004611897                                          0          No PPP                       12/1/2035
               1004617089                                          2          MASS                         11/1/2035
               1004617463                                          0          No PPP                       12/1/2035
               1004617882                                          0          No PPP                       12/1/2035
               1004618809                                          0          No PPP                       12/1/2035
               1004622493                                          0          No PPP                       12/1/2035
               1004623312                                          3          2PBAL                        12/1/2035
               1004624026                                          2          6M20                         12/1/2035
               1004624080                                          0          No PPP                       12/1/2035
               1004624142                                          2          6M20                         12/1/2035
               1004624286                                          0          No PPP                       11/1/2035
               1004625150                                          3          MISS                         12/1/2035
               1004629762                                          3          6M20                         12/1/2035
               1004631526                                          2          6M20                         12/1/2035
               1004635675                                          3          6M20                         12/1/2035
               1004636111                                          2          6M20                         12/1/2035
               1004639528                                          2          6M20                         12/1/2035
               1004640446                                          3          2PBAL                        12/1/2035
               1004641454                                          0          No PPP                       12/1/2035
               1004641463                                          0          No PPP                       12/1/2035
               1004642177                                          0          No PPP                       12/1/2035
               1004644111                                          0          No PPP                       12/1/2035
               1004644647                                          0          No PPP                       12/1/2035
               1004645245                                          0          No PPP                       12/1/2035
               1004645673                                          3          2PBAL                        12/1/2035
               1004646020                                          3          6M20                         12/1/2035
               1004649599                                          2          6M20                         12/1/2035
               1004652496                                          3          6M20                         12/1/2035
               1004652913                                          2          6M20                         12/1/2035
               1004655778                                          0          No PPP                       12/1/2035
               1004655830                                          3          6M20                         12/1/2035
               1004656722                                          2          6M20                         12/1/2035
               1004659774                                          3          202REF                       12/1/2035
               1004662644                                          0          No PPP                       12/1/2035
               1004664624                                          3          2PBAL                        12/1/2035
               1004667550                                          0          No PPP                       12/1/2035
               1004668540                                          0          No PPP                       12/1/2035
               1004669111                                          2          6M20                         12/1/2035
               1004669237                                          3          2PBAL                        12/1/2035
               1004669914                                          0          No PPP                       12/1/2035
               1004672660                                          2          6M20                         12/1/2035
               1004673357                                          0          No PPP                       12/1/2035
               1004674891                                          2          MISS                         12/1/2035
               1004677077                                          2          6M20                         12/1/2035
               1004678325                                          0          No PPP                       12/1/2035
               1004679627                                          0          No PPP                       12/1/2035
               1004680170                                          1          2PBAL                        12/1/2035
               1004680198                                          3          MISS                         12/1/2035
               1004680893                                          0          No PPP                       12/1/2035
               1004684452                                          3          6M20                         12/1/2035
               1004685969                                          0          No PPP                       12/1/2035
               1004686094                                          0          No PPP                       12/1/2035
               1004688001                                          2          6M20                         12/1/2035
               1004688993                                          2          6M20                         12/1/2035
               1004690178                                          0          No PPP                       12/1/2035
               1004690748                                          2          6M20                         12/1/2035
               1004693022                                          2          202REF                       12/1/2035
               1004694290                                          3          6M20                         12/1/2035
               1004695869                                          3          6M20                         12/1/2035
               1004695930                                          2          6M20                         12/1/2035
               1004696485                                          3          1PBAL                        12/1/2035
               1004698063                                          0          No PPP                       12/1/2035
               1004700960                                          3          6M20                         12/1/2035
               1004701424                                          2          2PBAL                        12/1/2035
               1004702860                                          2          6M20                         12/1/2035
               1004703039                                          0          No PPP                       12/1/2035
               1004703869                                          0          No PPP                       12/1/2035
               1004705037                                          0          No PPP                       12/1/2035
               1004711431                                          2          6M20                         12/1/2035
               1004712788                                          2          2PBAL                        12/1/2035
               1004712822                                          2          6M20                         12/1/2035
               1004714606                                          2          2PBAL                        12/1/2035
               1004714919                                          2          202REF                       12/1/2035
               1004715552                                          0          No PPP                       12/1/2035
               1004715614                                          2          6M20                         12/1/2035
               1004718817                                          2          6M20                         12/1/2035
               1004722287                                          3          6M20                         12/1/2035
               1004722349                                          3          6M20                         12/1/2035
               1004723204                                          3          6M20                         12/1/2035
               1004724276                                          3          MASS                         12/1/2035
               1004724506                                          3          1POR                         12/1/2035
               1004724640                                          1          2PBAL                        12/1/2035
               1004725042                                          0          No PPP                       12/1/2035
               1004727905                                          2          6M20                         12/1/2035
               1004728058                                          1          6M20                         12/1/2035
               1004728897                                          1          6M20                         12/1/2035
               1004729440                                          2          6M20                         12/1/2035
               1004735442                                          3          6M20                         12/1/2035
               1004737342                                          2          6M20                         12/1/2035
               1004738966                                          0          No PPP                       12/1/2035
               1004739536                                          2          6M20                         12/1/2035
               1004740089                                          2          6M20                         12/1/2035
               1004740551                                          2          6M20                         12/1/2035
               1004741024                                          2          6M20                         12/1/2035
               1004741783                                          2          6M20                         12/1/2035
               1004742005                                          3          6M20                         12/1/2035
               1004743264                                          3          6M20                         12/1/2035
               1004744058                                          0          No PPP                       12/1/2035
               1004745128                                          2          6M20                         12/1/2035
               1004746886                                          2          6M20                         12/1/2035
               1004749213                                          2          6M20                         12/1/2035
               1004751183                                          0          No PPP                       12/1/2035
               1004752501                                          0          No PPP                       12/1/2035
               1004752672                                          2          1POR                         12/1/2035
               1004753065                                          0          No PPP                       12/1/2035
               1004754894                                          2          6M20                         12/1/2035
               1004756197                                          2          6M20                         12/1/2035
               1004756883                                          0          No PPP                       12/1/2035
               1004759247                                          0          No PPP                       12/1/2035
               1004759363                                          2          6M20                         12/1/2035
               1004759755                                          1          6M20                         12/1/2035
               1004760477                                          0          No PPP                       12/1/2035
               1004761742                                          0          No PPP                       12/1/2035
               1004761779                                          2          6M20                         12/1/2035
               1004762180                                          2          6M20                         12/1/2035
               1004762304                                          3          2PBAL                        12/1/2035
               1004764829                                          0          No PPP                       12/1/2035
               1004765132                                          0          No PPP                       12/1/2035
               1004766890                                          3          6M20                         12/1/2035
               1004768978                                          2          6M20                         12/1/2035
               1004769067                                          2          6M20                         12/1/2035
               1004770457                                          2          202REF                       12/1/2035
               1004770616                                          2          6M20                         12/1/2035
               1004771713                                          3          2PBAL                        12/1/2035
               1004771866                                          2          MISS                         12/1/2035
               1004772062                                          0          No PPP                       12/1/2035
               1004774426                                          0          No PPP                       12/1/2035
               1004779653                                          2          1PBAL                        12/1/2035
               1004782587                                          2          MASS                         12/1/2035
               1004784246                                          0          No PPP                       12/1/2035
               1004784683                                          2          6M20                         12/1/2035
               1004785218                                          2          1POR                         12/1/2035
               1004785799                                          2          6M20                         12/1/2035
               1004786440                                          0          No PPP                       12/1/2035
               1004787190                                          0          No PPP                       12/1/2035
               1004790097                                          0          No PPP                       12/1/2035
               1004792004                                          0          No PPP                       12/1/2035
               1004793110                                          0          No PPP                       12/1/2035
               1004793735                                          2          2PBAL                        12/1/2035
               1004794397                                          2          6M20                         12/1/2035
               1004795403                                          0          No PPP                       12/1/2035
               1004798393                                          2          202REF                       12/1/2035
               1004798437                                          0          No PPP                       12/1/2035
               1004798874                                          2          6M20                         12/1/2035
               1004801726                                          3          6M20                         12/1/2035
               1004803314                                          2          6M20                         12/1/2035
               1004803350                                          2          MISS                         12/1/2035
               1004806810                                          0          No PPP                       12/1/2035
               1004810235                                          2          1PBAL                        12/1/2035
               1004811519                                          2          6M20                         12/1/2035
               1004814936                                          1          6M20                         12/1/2035
               1004816783                                          2          MISS                         12/1/2035
               1004817158                                          2          6M20                         12/1/2035
               1004818754                                          2          6M20                         12/1/2035
               1004821580                                          0          No PPP                       12/1/2035
               1004824300                                          3          6M20                         12/1/2035
               1004824854                                          0          No PPP                       12/1/2035
               1004828075                                          0          No PPP                       12/1/2035
               1004828565                                          0          No PPP                       12/1/2035
               1004828823                                          0          No PPP                       12/1/2035
               1004829270                                          2          6M20                         12/1/2035
               1004834567                                          3          202REF                       12/1/2035
               1004841087                                          2          MISS                         12/1/2035
               1004842086                                          2          6M20                         12/1/2035
               1004846475                                          0          No PPP                       12/1/2035
               1004846484                                          2          6M20                         12/1/2035
               1004847606                                          0          No PPP                       12/1/2035
               1004849908                                          0          No PPP                       12/1/2035
               1004850067                                          3          6M20                         12/1/2035
               1004852733                                          2          6M20                         12/1/2035
               1004854465                                          2          6M20                         12/1/2035
               1004856025                                          2          202REF                       12/1/2035
               1004856347                                          2          2M33                         12/1/2035
               1004858096                                          3          6M20                         12/1/2035
               1004862241                                          2          202REF                       12/1/2035
               1004864445                                          0          No PPP                       12/1/2035
               1004874773                                          0          No PPP                       12/1/2035
               1004876370                                          2          6M20                         12/1/2035
               1004876806                                          0          No PPP                       12/1/2035
               1004885832                                          2          1POR                         12/1/2035
               1004888410                                          3          MASS                         12/1/2035
               1004892012                                          2          6M20                         12/1/2035
               1004893574                                          2          1PBAL                        12/1/2035
               1004895947                                          2          6M20                         12/1/2035
               1004896161                                          2          6M20                         12/1/2035
               1004899275                                          2          6M20                         10/1/2035
               1004906524                                          2          6M20                         12/1/2035
               1004907541                                          0          No PPP                       12/1/2035
               1004908336                                          3          1POR                         12/1/2035
               1004908942                                          0          No PPP                       12/1/2035
               1004912919                                          2          6M20                         12/1/2035
               1004913222                                          2          6M20                         12/1/2035
               1004916103                                          2          MISS                         12/1/2035
               1004919075                                          3          6M20                         12/1/2035
               1004920429                                          0          No PPP                       12/1/2035
               1004922285                                          0          No PPP                       12/1/2035
               1004923685                                          2          6M20                         12/1/2035
               1004925068                                          2          2PBAL                        12/1/2035
               1004926049                                          0          No PPP                       12/1/2035
               1004929108                                          0          No PPP                       12/1/2035
               1004932416                                          2          MASS                         12/1/2035
               1004934156                                          2          202REF                       12/1/2035
               1004934272                                          2          6M20                         12/1/2035
               1004936083                                          0          No PPP                       12/1/2035
               1004936895                                          1          6M20                         12/1/2035
               1004939035                                          1          6M20                         12/1/2035
               1004939516                                          0          No PPP                       12/1/2035
               1004939758                                          3          6M20                         12/1/2035
               1004940194                                          2          6M20                         12/1/2035
               1004940835                                          2          6M20                         12/1/2035
               1004940988                                          2          6M20                         12/1/2035
               1004943743                                          2          6M20                         12/1/2035
               1004943752                                          2          202REF                       12/1/2035
               1004944617                                          2          6M20                         12/1/2035
               1004944902                                          0          No PPP                       12/1/2035
               1004945288                                          3          6M20                         12/1/2035
               1004958530                                          2          2PBAL                        12/1/2035
               1004958692                                          0          No PPP                       12/1/2035
               1004959370                                          2          6M20                         12/1/2035
               1004960723                                          2          6M20                         12/1/2035
               1004968388                                          2          6M20                         12/1/2035
               1004970124                                          1          6M20                         12/1/2035
               1004970927                                          2          6M20                         12/1/2035
               1004971150                                          0          No PPP                       12/1/2035
               1004973256                                          0          No PPP                       12/1/2035
               1004973522                                          0          No PPP                       12/1/2035
               1004975520                                          0          No PPP                       12/1/2035
               1004988687                                          2          1POR                         12/1/2035
               1004989061                                          2          2PBAL                        12/1/2035
               1004990987                                          3          1PBAL                        12/1/2035
               1004994180                                          2          6M20                         12/1/2035
               1004994983                                          3          6M20                         12/1/2035
               1004995198                                          2          202REF                       12/1/2035
               1004996311                                          0          No PPP                       12/1/2035
               1004998809                                          0          No PPP                       12/1/2035
               1005003024                                          3          202REF                       12/1/2035
               1005006502                                          1          6M20                         12/1/2035
               1005011024                                          2          6M20                         12/1/2035
               1005019151                                          3          6M20                         12/1/2035
               1005019687                                          0          No PPP                       12/1/2035
               1005021941                                          2          6M20                         12/1/2035
               1005026660                                          2          2M33                         12/1/2035
               1005032029                                          2          6M20                         12/1/2035
               1005035268                                          0          No PPP                       12/1/2030
               1005036971                                          2          6M20                         12/1/2035
               1005049191                                          2          1PBAL                        12/1/2035
               1005060774                                          2          6M20                         12/1/2035
               1005081724                                          0          No PPP                       12/1/2035
               1005083465                                          0          No PPP                       12/1/2035
               1005091768                                          2          6M20                         12/1/2035
               1005096031                                          2          6M20                         12/1/2035
               1005105986                                          2          6M20                         12/1/2035
               1005106128                                          0          No PPP                       12/1/2035
               1005110293                                          2          6M20                         12/1/2035
               1005111078                                          2          6M20                         12/1/2035
                  2091341                                          0          No PPP                        9/1/2035
                  2147151                                          0          No PPP                        9/1/2025
                  2152581                                          3          6M20                          9/1/2035
                  2159842                                          0          No PPP                        9/1/2020
                  2165161                                          3          6M20                          9/1/2035
                  2166652                                          0          No PPP                        9/1/2035
                  2173873                                          3          6M20                          9/1/2035
                  2177549                                          0          No PPP                        9/1/2035
                  2177633                                          3          6M20                          9/1/2035
                  2178433                                          0          No PPP                        9/1/2035
                  2182302                                          3          6M20                          9/1/2035
                  2183731                                          0          No PPP                        9/1/2035
                  2183812                                          3          1PBAL                         9/1/2035
                  2184269                                          0          No PPP                        9/1/2035
                  2184408                                          0          No PPP                        9/1/2035
                  2186102                                          0          No PPP                        9/1/2035
                  2186243                                          3          1PBAL                         9/1/2035
                  2186313                                          0          No PPP                        9/1/2035
                  2187167                                          3          6M20                          9/1/2035
                  2187733                                          3          6M20                          9/1/2035
                  2187840                                          0          No PPP                        9/1/2035
                  2187940                                          3          6M20                          9/1/2020
                  2188736                                          0          No PPP                        9/1/2035
                  2188904                                          3          6M20                          9/1/2020
                  2188919                                          3          6M20                          9/1/2035
                  2189383                                          3          1POR                          9/1/2035
                  2189611                                          0          No PPP                        8/1/2035
                  2190370                                          0          No PPP                        9/1/2035
                  2190699                                          3          1PBAL                         9/1/2035
                  2190986                                          0          No PPP                        9/1/2035
                  2191402                                          3          6M20                          9/1/2035
                  2191629                                          3          6M20                          9/1/2035
                  2192592                                          3          6M20                          9/1/2035
                  2192729                                          2          MISS                          9/1/2035
                  2192854                                          3          6M20                          9/1/2035
                  2192906                                          0          No PPP                        9/1/2035
                  2193159                                          3          202REF                        9/1/2035
                  2193470                                          3          6M20                          9/1/2035
                  2193547                                          3          6M20                          9/1/2035
                  2193940                                          0          No PPP                        9/1/2035
                  2193978                                          0          No PPP                        9/1/2035
                  2194493                                          3          6M20                          9/1/2035
                  2194803                                          3          6M20                          9/1/2035
                  2195138                                          3          6M20                          9/1/2035
                  2196336                                          3          1PBAL                         9/1/2035
                  2196624                                          3          6M20                          9/1/2035
                  2196627                                          0          No PPP                        9/1/2035
                  2197918                                          0          No PPP                        9/1/2030
                  2198262                                          0          No PPP                        9/1/2025
                  2198417                                          0          No PPP                        9/1/2025
                  2198509                                          3          2M33                          9/1/2035
                  2198853                                          0          No PPP                        9/1/2035
                  2198918                                          3          1POR                          9/1/2035
                  2199258                                          0          No PPP                        9/1/2035
                  2199396                                          0          No PPP                        9/1/2035
                  2199538                                          3          6M20                          9/1/2035
                  2199621                                          0          No PPP                        9/1/2020
                  2199905                                          3          1POR                          9/1/2025
                  2200218                                          2          1PBAL                        10/1/2035
                  2200230                                          3          6M20                          9/1/2035
                  2200662                                          3          6M20                          9/1/2035
                  2200726                                          3          6M20                          9/1/2035
                  2200840                                          0          No PPP                        9/1/2035
                  2201024                                          0          No PPP                        9/1/2035
                  2201518                                          0          No PPP                        9/1/2035
                  2201703                                          0          No PPP                        9/1/2035
                  2201893                                          0          No PPP                        9/1/2035
                  2202036                                          1          6M20                         11/1/2035
                  2202047                                          0          No PPP                        9/1/2035
                  2202245                                          3          6M20                          9/1/2035
                  2202613                                          0          No PPP                       11/1/2025
                  2202666                                          0          No PPP                        9/1/2035
                  2202966                                          3          6M20                          9/1/2035
                  2203258                                          3          2PBAL                         9/1/2035
                  2203377                                          3          6M20                          9/1/2035
                  2203576                                          2          6M20                          9/1/2035
                  2203583                                          0          No PPP                        9/1/2035
                  2203630                                          0          No PPP                        9/1/2035
                  2203653                                          3          2M33                          9/1/2035
                  2203679                                          3          6M20                          9/1/2035
                  2203733                                          2          6M20                          9/1/2035
                  2203754                                          3          6M20                          9/1/2035
                  2203767                                          3          6M20                          9/1/2035
                  2203863                                          3          6M20                          9/1/2035
                  2203927                                          3          2PBAL                         9/1/2035
                  2203961                                          0          No PPP                        9/1/2035
                  2204122                                          3          1POR                          9/1/2035
                  2204286                                          3          2PBAL                         9/1/2035
                  2204580                                          0          No PPP                        9/1/2035
                  2204596                                          3          6M20                          9/1/2035
                  2204863                                          3          6M20                          9/1/2035
                  2205316                                          3          6M20                          9/1/2035
                  2205334                                          3          6M20                          9/1/2035
                  2205342                                          0          No PPP                        9/1/2035
                  2205521                                          0          No PPP                        9/1/2035
                  2205550                                          0          No PPP                        9/1/2035
                  2205800                                          0          No PPP                        9/1/2020
                  2205858                                          3          6M20                          9/1/2035
                  2205936                                          3          6M20                          9/1/2035
                  2206263                                          0          No PPP                        9/1/2025
                  2206307                                          3          1POR                          9/1/2035
                  2206586                                          3          202REF                        9/1/2035
                  2206640                                          0          No PPP                       10/1/2035
                  2206726                                          0          No PPP                       10/1/2035
                  2206761                                          0          No PPP                        9/1/2035
                  2206885                                          2          6M20                         12/1/2035
                  2207536                                          0          No PPP                       10/1/2025
                  2208988                                          0          No PPP                        9/1/2035
                  2210346                                          3          6M20                          9/1/2035
                  2210659                                          3          6M20                          9/1/2035
                  2210744                                          3          6M20                          9/1/2035
                  2211044                                          0          No PPP                       10/1/2030
                  2211861                                          0          No PPP                       10/1/2035
                  2212062                                          3          6M20                          9/1/2035
                  2212334                                          3          2M33                          9/1/2035
                  2212697                                          3          6M20                          9/1/2020
                  2212980                                          0          No PPP                        9/1/2020
                  2213722                                          0          No PPP                        9/1/2035
                  2214198                                          3          6M20                          9/1/2035
                  2214384                                          3          6M20                          9/1/2035
                  2215442                                          0          No PPP                       10/1/2035
                  2216269                                          0          No PPP                       10/1/2035
                  2216358                                          0          No PPP                       10/1/2035
                  2216588                                          1          6M20                         10/1/2035
                  2216953                                          3          202REF                        9/1/2035
                  2217024                                          0          No PPP                       10/1/2035
                  2217662                                          0          No PPP                       11/1/2035
                  2217992                                          0          No PPP                        9/1/2035
                  2218132                                          2          6M20                          9/1/2035
                  2219044                                          0          No PPP                        9/1/2035
                  2221088                                          0          No PPP                       10/1/2035
                  2221122                                          0          No PPP                       11/1/2035
                  2221572                                          0          No PPP                       10/1/2035
                  2222241                                          0          No PPP                       10/1/2035
                  2222547                                          0          No PPP                       10/1/2035
                  2224523                                          0          No PPP                       10/1/2035
                  2225194                                          0          No PPP                       11/1/2035
                  2225864                                          3          6M20                         10/1/2035
                  2226308                                          0          No PPP                       10/1/2035
                  2226395                                          0          No PPP                       10/1/2035
                  2226973                                          2          6M20                         10/1/2035
                  2227265                                          0          No PPP                       10/1/2035
                  2229921                                          0          No PPP                       11/1/2035
                  2232121                                          3          6M20                         11/1/2035
                  2232580                                          0          No PPP                       11/1/2035
                  2233686                                          0          No PPP                       10/1/2025
                  2234880                                          0          No PPP                       10/1/2035
                  2235075                                          0          No PPP                       11/1/2035
                  2242364                                          0          No PPP                       11/1/2015
                  2242629                                          2          6M20                         10/1/2035
                  2243433                                          0          No PPP                       12/1/2035
                  2243580                                          3          6M20                         12/1/2035
                  2244446                                          3          6M20                         12/1/2035
                  2244770                                          2          2PBAL                        12/1/2035
                  2246819                                          3          1POR                         11/1/2035
                  2248016                                          0          No PPP                       12/1/2035
                  2249871                                          0          No PPP                       11/1/2035
                  2250074                                          0          No PPP                       11/1/2035
                  2251334                                          0          No PPP                       12/1/2035
                  2251385                                          0          No PPP                       12/1/2035
               1001767635                                          2          MISS                          5/1/2035
               1001920292                                          2          6M20                          9/1/2035
               1002038299                                          0          No PPP                        7/1/2035
               1002052263                                          0          No PPP                        8/1/2035
               1002217504                                          0          No PPP                        8/1/2030
               1002277146                                          3          6M20                          9/1/2035
               1002278234                                          2          6M20                          9/1/2035
               1002336154                                          0          No PPP                        7/1/2035
               1002532147                                          0          No PPP                        9/1/2035
               1002534822                                          0          No PPP                        8/1/2035
               1002556852                                          1          6M20                          8/1/2035
               1002610080                                          0          No PPP                        8/1/2035
               1002614282                                          3          6M20                          8/1/2035
               1002620373                                          0          No PPP                        9/1/2035
               1002625813                                          2          6M20                          9/1/2035
               1002661060                                          1          6M20                          8/1/2035
               1002680502                                          0          No PPP                        8/1/2035
               1002684615                                          0          No PPP                        8/1/2035
               1002686472                                          3          6M20                          9/1/2035
               1002702089                                          3          6M20                          8/1/2035
               1002708573                                          0          No PPP                        8/1/2035
               1002712960                                          2          1PBAL                         8/1/2035
               1002714478                                          3          6M20                          9/1/2035
               1002724412                                          3          6M20                          8/1/2035
               1002728677                                          3          6M20                          9/1/2035
               1002729042                                          2          6M20                          8/1/2035
               1002729122                                          0          No PPP                        8/1/2035
               1002737195                                          0          No PPP                        8/1/2035
               1002741750                                          0          No PPP                        8/1/2035
               1002745266                                          2          6M20                          8/1/2035
               1002748423                                          0          No PPP                        8/1/2035
               1002753871                                          3          1POR                          9/1/2035
               1002764752                                          3          6M20                          8/1/2035
               1002768204                                          0          No PPP                        9/1/2035
               1002772315                                          2          202REF                        8/1/2035
               1002778015                                          0          No PPP                        8/1/2035
               1002779791                                          0          No PPP                        8/1/2035
               1002784954                                          0          No PPP                        8/1/2035
               1002792507                                          0          No PPP                        9/1/2035
               1002796004                                          3          6M20                          9/1/2035
               1002801301                                          0          No PPP                        9/1/2035
               1002804184                                          0          No PPP                        9/1/2035
               1002811960                                          0          No PPP                        8/1/2035
               1002812790                                          3          6M20                          9/1/2035
               1002814556                                          0          No PPP                        8/1/2035
               1002815038                                          0          No PPP                        8/1/2035
               1002816821                                          3          6M20                          9/1/2035
               1002818543                                          3          6M20                          9/1/2035
               1002820754                                          0          No PPP                       10/1/2035
               1002824411                                          0          No PPP                        9/1/2035
               1002824867                                          0          No PPP                        9/1/2035
               1002836480                                          0          No PPP                        8/1/2035
               1002838898                                          0          No PPP                        8/1/2035
               1002851907                                          0          No PPP                        8/1/2035
               1002852103                                          0          No PPP                        9/1/2035
               1002852951                                          3          202REF                        9/1/2035
               1002852988                                          3          6M20                          9/1/2035
               1002856001                                          3          6M20                          8/1/2035
               1002859213                                          0          No PPP                        9/1/2035
               1002860041                                          3          1POR                          9/1/2035
               1002861451                                          0          No PPP                        8/1/2035
               1002861843                                          0          No PPP                        9/1/2035
               1002863592                                          0          No PPP                        9/1/2035
               1002864252                                          1          6M20                          9/1/2035
               1002869783                                          0          No PPP                        9/1/2035
               1002872653                                          3          6M20                          9/1/2035
               1002872993                                          3          6M20                          8/1/2035
               1002883071                                          0          No PPP                        9/1/2035
               1002884294                                          3          202REF                        8/1/2035
               1002885239                                          0          No PPP                        9/1/2035
               1002886586                                          0          No PPP                        9/1/2035
               1002886602                                          2          6M20                          8/1/2035
               1002886746                                          0          No PPP                        8/1/2035
               1002888584                                          3          6M20                          8/1/2035
               1002888637                                          3          6M20                          9/1/2035
               1002889798                                          0          No PPP                        9/1/2035
               1002890606                                          3          6M20                          9/1/2035
               1002890839                                          0          No PPP                        9/1/2035
               1002890964                                          3          6M20                          9/1/2035
               1002894229                                          0          No PPP                        9/1/2035
               1002897039                                          2          2PBAL                         9/1/2035
               1002898644                                          2          MISS                          9/1/2035
               1002900800                                          0          No PPP                        9/1/2035
               1002900908                                          2          6M20                          8/1/2035
               1002901275                                          1          2PBAL                         9/1/2035
               1002902443                                          0          No PPP                        9/1/2035
               1002903647                                          3          6M20                          9/1/2035
               1002904824                                          3          6M20                          9/1/2035
               1002905217                                          3          1POR                          9/1/2035
               1002907741                                          0          No PPP                        8/1/2035
               1002907965                                          0          No PPP                        9/1/2035
               1002915849                                          3          6M20                          8/1/2035
               1002922216                                          3          6M20                          9/1/2035
               1002925874                                          0          No PPP                        9/1/2035
               1002927471                                          0          No PPP                        8/1/2035
               1002927667                                          0          No PPP                        9/1/2035
               1002929629                                          2          6M20                          9/1/2035
               1002934347                                          0          No PPP                        9/1/2035
               1002936274                                          0          No PPP                        8/1/2035
               1002936773                                          0          No PPP                        9/1/2035
               1002939075                                          3          6M20                          9/1/2035
               1002939654                                          0          No PPP                        8/1/2035
               1002940223                                          0          No PPP                        9/1/2035
               1002942178                                          0          No PPP                        9/1/2035
               1002942926                                          3          2PBAL                         8/1/2035
               1002944979                                          3          6M20                          9/1/2035
               1002947645                                          3          1POR                          9/1/2035
               1002947912                                          0          No PPP                        9/1/2035
               1002950630                                          0          No PPP                        9/1/2035
               1002951942                                          0          No PPP                        9/1/2035
               1002955555                                          0          No PPP                        9/1/2035
               1002962486                                          0          No PPP                        9/1/2035
               1002963467                                          3          1PBAL                         8/1/2035
               1002964153                                          3          6M20                          9/1/2035
               1002966062                                          0          No PPP                        9/1/2035
               1002966375                                          3          2M33                          9/1/2035
               1002967329                                          3          6M20                          9/1/2035
               1002968621                                          0          No PPP                        9/1/2035
               1002970244                                          0          No PPP                        9/1/2035
               1002971975                                          3          6M20                          8/1/2035
               1002971984                                          0          No PPP                        9/1/2035
               1002972518                                          0          No PPP                        9/1/2035
               1002972689                                          0          No PPP                        9/1/2035
               1002974106                                          0          No PPP                        9/1/2035
               1002974419                                          0          No PPP                        9/1/2035
               1002974801                                          0          No PPP                        9/1/2035
               1002977639                                          0          No PPP                        9/1/2035
               1002979575                                          2          6M20                          9/1/2035
               1002980616                                          0          No PPP                        8/1/2035
               1002982758                                          2          6M20                          9/1/2035
               1002982972                                          3          6M20                          9/1/2035
               1002984818                                          3          6M20                          9/1/2035
               1002989270                                          3          6M20                          9/1/2025
               1002991472                                          0          No PPP                        9/1/2035
               1002992220                                          1          6M20                          9/1/2035
               1002993032                                          0          No PPP                        8/1/2035
               1002993425                                          0          No PPP                        9/1/2035
               1002993666                                          0          No PPP                        9/1/2035
               1002994068                                          0          No PPP                        9/1/2035
               1002997911                                          0          No PPP                        9/1/2020
               1003000497                                          0          No PPP                        8/1/2035
               1003000601                                          3          1POR                          9/1/2035
               1003003582                                          2          6M20                          8/1/2035
               1003004162                                          2          202REF                        8/1/2035
               1003005642                                          2          6M20                          9/1/2035
               1003009746                                          0          No PPP                        9/1/2035
               1003014794                                          0          No PPP                        9/1/2035
               1003015196                                          3          6M20                          9/1/2035
               1003015230                                          3          1POR                          9/1/2035
               1003015542                                          3          6M20                          9/1/2035
               1003019557                                          3          6M20                          8/1/2035
               1003022106                                          0          No PPP                        9/1/2035
               1003023837                                          3          6M20                          9/1/2035
               1003026004                                          0          No PPP                        9/1/2035
               1003027012                                          2          6M20                          9/1/2035
               1003027432                                          3          6M20                          9/1/2035
               1003028084                                          3          1PBAL                         9/1/2035
               1003029323                                          0          No PPP                        9/1/2030
               1003029840                                          3          1PBAL                         8/1/2035
               1003032587                                          3          1PBAL                         9/1/2035
               1003033791                                          3          6M20                          9/1/2035
               1003034512                                          0          No PPP                        9/1/2035
               1003035156                                          3          1POR                          9/1/2035
               1003038171                                          1          6M20                          9/1/2035
               1003038536                                          0          No PPP                        9/1/2035
               1003042086                                          3          6M20                          9/1/2035
               1003044770                                          0          No PPP                        9/1/2035
               1003046885                                          2          2PBAL                         9/1/2035
               1003047508                                          0          No PPP                        8/1/2035
               1003048446                                          3          6M20                          9/1/2035
               1003049392                                          0          No PPP                        9/1/2035
               1003049775                                          0          No PPP                        8/1/2035
               1003050664                                          2          6M20                          8/1/2035
               1003050762                                          3          6M20                          9/1/2035
               1003053288                                          3          6M20                          9/1/2035
               1003053297                                          2          6M20                          8/1/2035
               1003054928                                          1          6M20                          9/1/2035
               1003055026                                          3          6M20                          9/1/2035
               1003055703                                          3          6M20                          9/1/2035
               1003056481                                          3          6M20                          9/1/2035
               1003056524                                          3          6M20                          9/1/2035
               1003057097                                          0          No PPP                        9/1/2020
               1003057113                                          0          No PPP                        9/1/2035
               1003057355                                          3          1POR                          9/1/2035
               1003058470                                          0          No PPP                        9/1/2035
               1003058862                                          3          6M20                          9/1/2035
               1003059193                                          3          6M20                          9/1/2035
               1003061901                                          3          MISS                          9/1/2035
               1003062170                                          3          6M20                          9/1/2035
               1003063909                                          3          6M20                          9/1/2035
               1003065006                                          0          No PPP                        9/1/2035
               1003067166                                          0          No PPP                        9/1/2035
               1003070321                                          3          6M20                          9/1/2035
               1003070553                                          3          6M20                          9/1/2035
               1003070615                                          1          6M20                          9/1/2035
               1003070937                                          3          6M20                          9/1/2035
               1003071311                                          1          6M20                          9/1/2035
               1003073818                                          3          6M20                          9/1/2035
               1003074407                                          3          1POR                          9/1/2035
               1003075424                                          1          6M20                          9/1/2035
               1003076664                                          3          6M20                          9/1/2035
               1003077529                                          0          No PPP                        9/1/2035
               1003080702                                          2          6M20                          9/1/2035
               1003081015                                          2          6M20                          9/1/2035
               1003081587                                          0          No PPP                        9/1/2035
               1003082121                                          3          6M20                          9/1/2035
               1003082210                                          0          No PPP                       10/1/2035
               1003084566                                          3          6M20                          9/1/2035
               1003084842                                          3          6M20                          9/1/2035
               1003085716                                          0          No PPP                        9/1/2035
               1003085985                                          0          No PPP                        9/1/2035
               1003087055                                          0          No PPP                        9/1/2035
               1003087723                                          1          6M20                          8/1/2035
               1003088580                                          0          No PPP                        9/1/2035
               1003089197                                          3          6M20                          9/1/2035
               1003092913                                          0          No PPP                        9/1/2035
               1003092959                                          0          No PPP                        9/1/2035
               1003093743                                          3          6M20                          9/1/2035
               1003094190                                          0          No PPP                        9/1/2035
               1003095386                                          3          6M20                          9/1/2035
               1003097909                                          0          No PPP                        9/1/2035
               1003098392                                          0          No PPP                        9/1/2035
               1003099907                                          1          6M20                          9/1/2035
               1003100245                                          0          No PPP                        9/1/2035
               1003100502                                          3          6M20                          9/1/2035
               1003101681                                          0          No PPP                        9/1/2035
               1003103670                                          3          2PBAL                         8/1/2035
               1003103787                                          2          6M20                          9/1/2035
               1003104553                                          3          6M20                          9/1/2035
               1003105017                                          0          No PPP                        9/1/2035
               1003106178                                          3          6M20                          9/1/2035
               1003106374                                          3          2PBAL                         9/1/2035
               1003107603                                          0          No PPP                        9/1/2035
               1003108149                                          3          6M20                          9/1/2035
               1003109380                                          3          6M20                          9/1/2035
               1003110010                                          0          No PPP                        9/1/2035
               1003111778                                          0          No PPP                        9/1/2035
               1003111787                                          3          2PBAL                         9/1/2035
               1003112090                                          3          6M20                          9/1/2035
               1003112937                                          0          No PPP                        9/1/2035
               1003113008                                          3          1POR                          9/1/2035
               1003114025                                          3          2M33                          9/1/2035
               1003114338                                          0          No PPP                        9/1/2035
               1003116363                                          2          6M20                          9/1/2035
               1003117406                                          1          6M20                         10/1/2035
               1003119299                                          3          1PBAL                         9/1/2035
               1003119306                                          3          6M20                          9/1/2035
               1003119538                                          3          6M20                          9/1/2035
               1003120633                                          0          No PPP                        9/1/2035
               1003121507                                          0          No PPP                       10/1/2035
               1003122061                                          0          No PPP                       10/1/2035
               1003122436                                          0          No PPP                        9/1/2035
               1003122454                                          3          6M20                          9/1/2035
               1003124602                                          0          No PPP                        9/1/2035
               1003124746                                          3          6M20                          9/1/2035
               1003126316                                          3          6M20                          9/1/2035
               1003126487                                          0          No PPP                        9/1/2035
               1003126664                                          0          No PPP                        9/1/2035
               1003127084                                          3          2PBAL                         9/1/2035
               1003127743                                          3          202REF                        9/1/2035
               1003129527                                          3          2PBAL                         9/1/2035
               1003129607                                          2          6M20                          9/1/2035
               1003131346                                          3          6M20                          9/1/2035
               1003132283                                          0          No PPP                       10/1/2035
               1003132489                                          3          2M33                          9/1/2035
               1003132728                                          1          6M20                          9/1/2035
               1003133120                                          0          No PPP                        9/1/2035
               1003133987                                          2          6M20                          9/1/2035
               1003134959                                          0          No PPP                        9/1/2035
               1003134968                                          2          2PBAL                         9/1/2035
               1003135495                                          0          No PPP                        9/1/2035
               1003135583                                          0          No PPP                        9/1/2035
               1003135805                                          0          No PPP                        9/1/2035
               1003136234                                          0          No PPP                        9/1/2035
               1003137000                                          0          No PPP                       10/1/2035
               1003137652                                          3          5PBAL                         9/1/2035
               1003137670                                          0          No PPP                        9/1/2035
               1003138214                                          0          No PPP                        9/1/2035
               1003138296                                          3          1PBAL                        10/1/2035
               1003139124                                          0          No PPP                        9/1/2035
               1003139507                                          0          No PPP                        9/1/2035
               1003139516                                          3          6M20                          9/1/2035
               1003139874                                          0          No PPP                        9/1/2025
               1003139945                                          0          No PPP                        9/1/2035
               1003140755                                          3          6M20                          9/1/2035
               1003141004                                          0          No PPP                        9/1/2035
               1003141120                                          0          No PPP                        9/1/2035
               1003142502                                          3          6M20                          9/1/2035
               1003143333                                          3          6M20                          9/1/2035
               1003143609                                          2          6M20                         10/1/2035
               1003144127                                          2          6M20                          9/1/2035
               1003145000                                          0          No PPP                        9/1/2035
               1003146768                                          3          6M20                          9/1/2035
               1003147687                                          0          No PPP                        9/1/2035
               1003148463                                          0          No PPP                        9/1/2035
               1003149783                                          0          No PPP                        9/1/2035
               1003150477                                          3          6M20                          9/1/2035
               1003152493                                          2          6M20                          9/1/2035
               1003152830                                          3          6M20                          9/1/2035
               1003154482                                          3          1PBAL                         9/1/2035
               1003154721                                          3          6M20                          9/1/2035
               1003157372                                          0          No PPP                        9/1/2035
               1003158255                                          3          6M20                          9/1/2035
               1003158399                                          3          1POR                          9/1/2035
               1003160091                                          3          6M20                          9/1/2035
               1003160439                                          0          No PPP                        9/1/2035
               1003160466                                          0          No PPP                        9/1/2035
               1003160821                                          3          6M20                          9/1/2035
               1003160983                                          0          No PPP                        9/1/2035
               1003161401                                          0          No PPP                        9/1/2035
               1003163891                                          0          No PPP                        9/1/2035
               1003164284                                          3          6M20                          9/1/2035
               1003164417                                          0          No PPP                        9/1/2035
               1003165586                                          3          6M20                          9/1/2035
               1003166326                                          0          No PPP                        9/1/2035
               1003169243                                          0          No PPP                       10/1/2025
               1003170384                                          3          6M20                          9/1/2035
               1003170400                                          3          6M20                          9/1/2035
               1003170570                                          0          No PPP                        9/1/2035
               1003171677                                          3          6M20                          9/1/2035
               1003172042                                          0          No PPP                        9/1/2035
               1003172685                                          3          1POR                          9/1/2035
               1003174040                                          0          No PPP                       10/1/2035
               1003174941                                          0          No PPP                       11/1/2035
               1003176155                                          0          No PPP                        9/1/2035
               1003176459                                          2          202REF                        9/1/2035
               1003177092                                          0          No PPP                        9/1/2035
               1003177261                                          2          6M20                          9/1/2035
               1003177626                                          3          6M20                          9/1/2035
               1003177742                                          3          6M20                         10/1/2035
               1003177902                                          3          6M20                          9/1/2035
               1003180211                                          3          6M20                          9/1/2035
               1003180462                                          3          6M20                          9/1/2035
               1003180792                                          2          6M20                         10/1/2035
               1003181595                                          0          No PPP                        9/1/2035
               1003181684                                          3          2PBAL                         9/1/2035
               1003182040                                          2          5PBAL                         9/1/2035
               1003182077                                          0          No PPP                        9/1/2035
               1003182870                                          0          No PPP                        9/1/2035
               1003183254                                          3          6M20                          9/1/2035
               1003183423                                          0          No PPP                       10/1/2035
               1003183968                                          0          No PPP                        9/1/2035
               1003184510                                          0          No PPP                        9/1/2035
               1003184654                                          3          6M20                          9/1/2035
               1003185074                                          2          2PBAL                         9/1/2035
               1003185662                                          3          2M33                          9/1/2035
               1003186448                                          0          No PPP                        9/1/2035
               1003186527                                          0          No PPP                        9/1/2035
               1003188035                                          0          No PPP                        9/1/2035
               1003188785                                          0          No PPP                        9/1/2035
               1003188990                                          3          6M20                          9/1/2035
               1003190326                                          0          No PPP                        9/1/2035
               1003191833                                          0          No PPP                        9/1/2035
               1003191940                                          0          No PPP                       10/1/2035
               1003192191                                          3          6M20                          9/1/2035
               1003192538                                          0          No PPP                        9/1/2035
               1003192707                                          2          1POR                         10/1/2035
               1003194956                                          2          6M20                         10/1/2035
               1003195562                                          0          No PPP                        9/1/2035
               1003195688                                          3          6M20                          9/1/2035
               1003197702                                          3          6M20                          9/1/2035
               1003198104                                          3          6M20                          9/1/2035
               1003198177                                          0          No PPP                        9/1/2035
               1003198658                                          0          No PPP                       10/1/2035
               1003200280                                          3          6M20                          9/1/2035
               1003201332                                          3          6M20                          9/1/2035
               1003201779                                          2          6M20                         10/1/2035
               1003202064                                          0          No PPP                        9/1/2035
               1003202518                                          0          No PPP                        9/1/2035
               1003205409                                          0          No PPP                        9/1/2035
               1003206417                                          0          No PPP                        9/1/2035
               1003206587                                          1          6M20                          9/1/2035
               1003206729                                          0          No PPP                        9/1/2035
               1003207728                                          3          6M20                          9/1/2035
               1003208308                                          0          No PPP                        9/1/2035
               1003208745                                          0          No PPP                        9/1/2035
               1003210082                                          2          6M20                          9/1/2035
               1003210313                                          0          No PPP                        9/1/2035
               1003210670                                          0          No PPP                        9/1/2035
               1003213864                                          2          6M20                          9/1/2035
               1003214015                                          0          No PPP                        9/1/2035
               1003215620                                          2          6M20                          9/1/2035
               1003215648                                          3          6M20                          9/1/2035
               1003215942                                          2          6M20                          9/1/2035
               1003216497                                          0          No PPP                        9/1/2035
               1003216843                                          3          6M20                          9/1/2035
               1003218011                                          2          6M20                         10/1/2035
               1003222195                                          0          No PPP                        9/1/2035
               1003224335                                          2          6M20                         10/1/2035
               1003225021                                          0          No PPP                        9/1/2035
               1003225664                                          0          No PPP                        9/1/2035
               1003228938                                          0          No PPP                       10/1/2035
               1003229759                                          3          1POR                          9/1/2035
               1003230364                                          3          6M20                          9/1/2035
               1003230685                                          3          6M20                          9/1/2035
               1003231522                                          2          6M20                         10/1/2035
               1003231915                                          3          6M20                          9/1/2035
               1003234654                                          2          1PBAL                         9/1/2035
               1003237036                                          0          No PPP                        9/1/2035
               1003238151                                          3          1POR                          9/1/2035
               1003238240                                          3          1POR                          9/1/2035
               1003239383                                          1          6M20                          9/1/2035
               1003239454                                          3          6M20                          9/1/2035
               1003242592                                          3          6M20                         10/1/2035
               1003244019                                          3          6M20                          9/1/2035
               1003248113                                          2          6M20                         10/1/2035
               1003248952                                          0          No PPP                        9/1/2035
               1003253188                                          2          1POR                          9/1/2035
               1003254034                                          3          2PBAL                         9/1/2035
               1003254506                                          0          No PPP                        9/1/2035
               1003254560                                          0          No PPP                        9/1/2035
               1003254695                                          2          6M20                          9/1/2035
               1003255408                                          2          6M20                          9/1/2035
               1003256283                                          2          MISS                          9/1/2035
               1003256728                                          0          No PPP                        9/1/2035
               1003257237                                          3          MISS                          9/1/2035
               1003257415                                          0          No PPP                        9/1/2035
               1003258021                                          0          No PPP                        9/1/2035
               1003259039                                          3          6M20                          9/1/2035
               1003259547                                          3          6M20                          9/1/2035
               1003259930                                          3          6M20                          9/1/2035
               1003260553                                          3          1POR                          9/1/2035
               1003262472                                          2          6M20                          9/1/2035
               1003262944                                          3          MISS                          9/1/2035
               1003265978                                          2          1PBAL                         9/1/2035
               1003267459                                          3          6M20                          9/1/2035
               1003268582                                          2          6M20                          9/1/2035
               1003268699                                          3          6M20                          9/1/2035
               1003269082                                          1          6M20                          9/1/2035
               1003271364                                          3          6M20                          9/1/2035
               1003271667                                          0          No PPP                        9/1/2035
               1003272773                                          2          MISS                         10/1/2035
               1003273291                                          3          MISS                         10/1/2035
               1003274192                                          3          6M20                         10/1/2035
               1003274664                                          3          6M20                          9/1/2035
               1003274851                                          0          No PPP                        9/1/2035
               1003275752                                          2          6M20                         10/1/2035
               1003277359                                          2          6M20                         10/1/2035
               1003277821                                          3          6M20                          9/1/2035
               1003279525                                          2          6M20                         10/1/2035
               1003280149                                          0          No PPP                        9/1/2035
               1003286214                                          3          6M20                          9/1/2035
               1003286358                                          2          6M20                         10/1/2035
               1003287945                                          3          6M20                          9/1/2035
               1003293135                                          2          6M20                         10/1/2035
               1003293705                                          3          6M20                          9/1/2035
               1003294358                                          3          6M20                          9/1/2035
               1003294526                                          3          6M20                          9/1/2035
               1003294884                                          3          6M20                          9/1/2035
               1003295053                                          2          6M20                          9/1/2035
               1003295062                                          3          6M20                         10/1/2035
               1003295507                                          2          202REF                        9/1/2035
               1003296392                                          2          6M20                         10/1/2035
               1003297729                                          2          6M20                          9/1/2035
               1003298381                                          2          6M20                          9/1/2035
               1003298915                                          3          2PBAL                         9/1/2035
               1003298933                                          3          6M20                          9/1/2035
               1003299077                                          0          No PPP                       10/1/2035
               1003300573                                          0          No PPP                        9/1/2035
               1003302045                                          2          6M20                         10/1/2035
               1003303400                                          0          No PPP                        9/1/2035
               1003304506                                          2          6M20                         10/1/2035
               1003305621                                          0          No PPP                        9/1/2035
               1003307852                                          2          6M20                         10/1/2035
               1003312490                                          0          No PPP                       10/1/2035
               1003317011                                          3          202REF                        9/1/2035
               1003318591                                          2          6M20                          9/1/2035
               1003319402                                          3          6M20                          9/1/2035
               1003322817                                          0          No PPP                       10/1/2035
               1003324744                                          0          No PPP                        9/1/2035
               1003327787                                          3          6M20                          9/1/2035
               1003332058                                          2          2PBAL                         9/1/2035
               1003334403                                          0          No PPP                        9/1/2035
               1003336321                                          3          6M20                          9/1/2035
               1003339408                                          2          6M20                         10/1/2035
               1003343331                                          3          1PBAL                         9/1/2035
               1003348238                                          0          No PPP                       10/1/2035
               1003349086                                          3          6M20                          9/1/2035
               1003353436                                          0          No PPP                        9/1/2035
               1003354284                                          0          No PPP                        9/1/2035
               1003355014                                          0          No PPP                       11/1/2035
               1003355531                                          2          6M20                          9/1/2035
               1003355844                                          0          No PPP                        9/1/2035
               1003358084                                          2          6M20                          9/1/2020
               1003358155                                          0          No PPP                       10/1/2035
               1003363693                                          0          No PPP                        9/1/2035
               1003363924                                          3          6M20                          9/1/2035
               1003366477                                          0          No PPP                       10/1/2035
               1003366556                                          3          6M20                          9/1/2035
               1003366994                                          0          No PPP                        9/1/2035
               1003370042                                          3          6M20                          9/1/2035
               1003370293                                          3          6M20                          9/1/2035
               1003370505                                          0          No PPP                        9/1/2035
               1003374752                                          3          6M20                          9/1/2035
               1003379855                                          0          No PPP                        9/1/2035
               1003379944                                          2          6M20                         12/1/2035
               1003382226                                          3          6M20                          9/1/2035
               1003383083                                          0          No PPP                        9/1/2035
               1003393740                                          3          6M20                          9/1/2035
               1003393777                                          3          202REF                        9/1/2035
               1003394936                                          3          6M20                          9/1/2035
               1003395711                                          3          6M20                          9/1/2035
               1003396550                                          3          6M20                          9/1/2025
               1003398004                                          3          6M20                          9/1/2035
               1003398120                                          3          6M20                          9/1/2035
               1003399129                                          0          No PPP                       10/1/2035
               1003399441                                          3          6M20                          9/1/2035
               1003403980                                          0          No PPP                        9/1/2035
               1003404131                                          0          No PPP                        9/1/2035
               1003404827                                          3          6M20                          9/1/2035
               1003408128                                          3          6M20                          9/1/2035
               1003408155                                          3          6M20                         10/1/2035
               1003408912                                          0          No PPP                        9/1/2035
               1003409877                                          0          No PPP                        9/1/2035
               1003412872                                          3          6M20                          9/1/2035
               1003416306                                          3          6M20                          9/1/2035
               1003416770                                          3          6M20                         10/1/2035
               1003418876                                          0          No PPP                        9/1/2020
               1003420612                                          0          No PPP                       12/1/2035
               1003423245                                          3          6M20                          9/1/2035
               1003423405                                          3          2PBAL                         9/1/2035
               1003426091                                          2          6M20                         11/1/2035
               1003427072                                          0          No PPP                        9/1/2025
               1003430754                                          0          No PPP                        9/1/2035
               1003436543                                          3          6M20                          9/1/2035
               1003436936                                          2          MISS                          9/1/2035
               1003437132                                          3          6M20                          9/1/2035
               1003440958                                          0          No PPP                       10/1/2035
               1003443205                                          0          No PPP                       10/1/2035
               1003445739                                          2          MISS                          9/1/2035
               1003447434                                          3          6M20                         10/1/2035
               1003448433                                          2          MISS                          9/1/2035
               1003448709                                          0          No PPP                       10/1/2035
               1003456637                                          0          No PPP                        9/1/2035
               1003459876                                          2          6M20                         10/1/2035
               1003460356                                          1          2PBAL                         9/1/2035
               1003465324                                          3          1PBAL                         9/1/2035
               1003467536                                          0          No PPP                       10/1/2025
               1003469197                                          3          6M20                          9/1/2035
               1003469678                                          3          6M20                          9/1/2035
               1003471488                                          0          No PPP                        9/1/2035
               1003472879                                          0          No PPP                       10/1/2035
               1003474190                                          0          No PPP                        9/1/2035
               1003475858                                          0          No PPP                       10/1/2035
               1003479738                                          0          No PPP                       10/1/2035
               1003481707                                          2          2PBAL                        10/1/2035
               1003482305                                          2          6M20                         10/1/2035
               1003485099                                          0          No PPP                        9/1/2035
               1003485259                                          3          6M20                         11/1/2035
               1003486061                                          2          6M20                         10/1/2035
               1003486739                                          0          No PPP                       10/1/2035
               1003488675                                          2          1POR                         10/1/2035
               1003489068                                          0          No PPP                       10/1/2035
               1003489763                                          0          No PPP                       10/1/2035
               1003492116                                          0          No PPP                       10/1/2035
               1003493945                                          3          MISS                         10/1/2035
               1003498012                                          0          No PPP                       10/1/2035
               1003500465                                          2          6M20                         10/1/2035
               1003500606                                          3          6M20                         10/1/2035
               1003507431                                          3          6M20                         10/1/2035
               1003507869                                          3          6M20                          9/1/2035
               1003508706                                          2          202REF                       10/1/2035
               1003508957                                          3          6M20                         10/1/2035
               1003509705                                          0          No PPP                        9/1/2035
               1003511426                                          3          6M20                         10/1/2035
               1003512602                                          3          6M20                         10/1/2035
               1003513344                                          1          6M20                          9/1/2035
               1003514085                                          3          6M20                          9/1/2035
               1003514575                                          0          No PPP                       10/1/2035
               1003514673                                          3          1PBAL                        10/1/2035
               1003516109                                          3          6M20                         10/1/2035
               1003516163                                          0          No PPP                       10/1/2035
               1003520265                                          0          No PPP                       10/1/2035
               1003525135                                          3          6M20                         10/1/2035
               1003527240                                          0          No PPP                        9/1/2035
               1003530192                                          3          6M20                          9/1/2035
               1003534198                                          0          No PPP                        9/1/2035
               1003535035                                          3          6M20                          9/1/2035
               1003540083                                          3          6M20                         10/1/2035
               1003540163                                          0          No PPP                       10/1/2035
               1003544329                                          0          No PPP                       10/1/2035
               1003547059                                          0          No PPP                       10/1/2035
               1003547451                                          3          6M20                         10/1/2035
               1003548003                                          3          1POR                         10/1/2035
               1003551123                                          0          No PPP                        9/1/2035
               1003554362                                          3          MISS                         10/1/2035
               1003556048                                          0          No PPP                        9/1/2035
               1003556565                                          0          No PPP                       10/1/2035
               1003556930                                          3          1POR                         10/1/2020
               1003558297                                          0          No PPP                        9/1/2035
               1003558313                                          2          202REF                        9/1/2035
               1003558377                                          0          No PPP                       10/1/2035
               1003558536                                          3          6M20                         10/1/2020
               1003558732                                          0          No PPP                        9/1/2035
               1003560612                                          0          No PPP                       10/1/2035
               1003561041                                          0          No PPP                        9/1/2035
               1003572556                                          0          No PPP                       10/1/2035
               1003575330                                          3          6M20                         10/1/2035
               1003581136                                          3          1PBAL                        10/1/2035
               1003586346                                          0          No PPP                       10/1/2035
               1003589398                                          0          No PPP                       11/1/2035
               1003590304                                          2          1PBAL                        10/1/2035
               1003595915                                          3          6M20                          9/1/2035
               1003598921                                          2          6M20                          9/1/2035
               1003600561                                          0          No PPP                       10/1/2030
               1003602541                                          2          6M20                         10/1/2035
               1003603336                                          0          No PPP                       10/1/2035
               1003607181                                          0          No PPP                       10/1/2035
               1003607724                                          2          MISS                         10/1/2035
               1003612219                                          3          6M20                         10/1/2035
               1003612576                                          2          1POR                         10/1/2035
               1003618883                                          0          No PPP                       10/1/2035
               1003622379                                          2          6M20                         10/1/2035
               1003626400                                          3          6M20                         10/1/2035
               1003630244                                          2          6M20                         11/1/2035
               1003632108                                          0          No PPP                       10/1/2035
               1003647539                                          2          6M20                         10/1/2035
               1003651300                                          0          No PPP                       10/1/2020
               1003659801                                          3          6M20                         10/1/2035
               1003659829                                          0          No PPP                       10/1/2035
               1003660586                                          0          No PPP                       10/1/2035
               1003661638                                          2          6M20                         10/1/2035
               1003662432                                          0          No PPP                       10/1/2035
               1003665938                                          3          6M20                         10/1/2035
               1003675516                                          3          6M20                         10/1/2035
               1003681019                                          0          No PPP                       12/1/2035
               1003682508                                          1          6M20                         10/1/2035
               1003682893                                          0          No PPP                       10/1/2035
               1003683703                                          0          No PPP                       10/1/2035
               1003690152                                          2          MISS                         10/1/2035
               1003696110                                          0          No PPP                       11/1/2035
               1003706537                                          3          6M20                         10/1/2035
               1003709712                                          0          No PPP                       11/1/2035
               1003716492                                          2          6M20                         11/1/2035
               1003718668                                          0          No PPP                       10/1/2035
               1003721501                                          0          No PPP                       12/1/2035
               1003724544                                          0          No PPP                       11/1/2035
               1003731475                                          0          No PPP                       11/1/2035
               1003737594                                          2          MISS                         10/1/2035
               1003740651                                          3          6M20                         11/1/2035
               1003745674                                          2          1PBAL                        10/1/2035
               1003752656                                          0          No PPP                       10/1/2035
               1003767864                                          0          No PPP                       10/1/2035
               1003773857                                          0          No PPP                       11/1/2035
               1003775837                                          2          6M20                         10/1/2035
               1003796636                                          0          No PPP                       10/1/2035
               1003804547                                          2          6M20                         12/1/2035
               1003811744                                          3          1PBAL                        10/1/2035
               1003813706                                          3          6M20                         10/1/2035
               1003815624                                          2          6M20                         10/1/2035
               1003821350                                          1          2PBAL                        10/1/2035
               1003821458                                          2          6M20                         11/1/2035
               1003826293                                          0          No PPP                       10/1/2035
               1003826774                                          0          No PPP                       10/1/2035
               1003837744                                          2          1POR                         10/1/2035
               1003848689                                          2          6M20                         12/1/2035
               1003872054                                          3          6M20                         11/1/2035
               1003872170                                          2          6M20                         10/1/2035
               1003875550                                          2          1POR                         10/1/2035
               1003876176                                          0          No PPP                       11/1/2035
               1003885022                                          2          6M20                         10/1/2035
               1003891514                                          2          6M20                         10/1/2035
               1003911486                                          2          6M20                         12/1/2035
               1003914768                                          3          6M20                         11/1/2035
               1003917480                                          0          No PPP                       11/1/2035
               1003920225                                          0          No PPP                       11/1/2035
               1003943763                                          0          No PPP                       11/1/2035
               1003957579                                          2          6M20                         10/1/2035
               1003967292                                          2          6M20                         10/1/2035
               1003978949                                          2          2PBAL                        11/1/2035
               1003983988                                          0          No PPP                       10/1/2035
               1003984264                                          0          No PPP                       10/1/2035
               1003993192                                          0          No PPP                       11/1/2035
               1003996910                                          3          6M20                         12/1/2035
               1004004838                                          0          No PPP                       11/1/2035
               1004005855                                          3          6M20                         11/1/2035
               1004021613                                          3          2PBAL                        12/1/2035
               1004024308                                          2          6M20                         11/1/2035
               1004040610                                          2          6M20                         11/1/2035
               1004044518                                          0          No PPP                       12/1/2035
               1004044705                                          0          No PPP                       12/1/2035
               1004049906                                          2          1POR                         12/1/2035
               1004053302                                          0          No PPP                       12/1/2035
               1004062310                                          0          No PPP                       12/1/2035
               1004073219                                          2          6M20                         11/1/2035
               1004074469                                          2          6M20                         11/1/2035
               1004101215                                          2          1POR                         11/1/2035
               1004116209                                          0          No PPP                       11/1/2035
               1004126047                                          2          6M20                         12/1/2035
               1004129339                                          0          No PPP                       12/1/2035
               1004139612                                          2          6M20                         12/1/2035
               1004159751                                          0          No PPP                       12/1/2035
               1004162373                                          0          No PPP                       11/1/2035
               1004167074                                          0          No PPP                       11/1/2035
               1004169394                                          0          No PPP                       12/1/2035
               1004170211                                          2          6M20                         11/1/2035
               1004171247                                          2          6M20                         12/1/2035
               1004215806                                          2          6M20                         12/1/2035
               1004219740                                          2          6M20                         12/1/2035
               1004230629                                          2          6M20                         11/1/2035
               1004232547                                          0          No PPP                       11/1/2035
               1004240510                                          2          6M20                         12/1/2035
               1004242340                                          3          1PBAL                        12/1/2035
               1004248665                                          2          1PBAL                        11/1/2035
               1004251393                                          2          2PBAL                        11/1/2035
               1004254194                                          2          6M20                         12/1/2035
               1004255807                                          3          6M20                         12/1/2035
               1004257440                                          2          1PBAL                        11/1/2035
               1004275956                                          3          2PBAL                        12/1/2035
               1004279578                                          2          6M20                         12/1/2035
               1004286819                                          0          No PPP                       12/1/2035
               1004287658                                          0          No PPP                       11/1/2035
               1004290118                                          0          No PPP                       12/1/2035
               1004290822                                          0          No PPP                       12/1/2035
               1004299182                                          3          6M20                         12/1/2035
               1004302686                                          0          No PPP                       12/1/2035
               1004310472                                          2          6M20                         12/1/2035
               1004311097                                          0          No PPP                       11/1/2035
               1004315164                                          0          No PPP                       12/1/2035
               1004330744                                          0          No PPP                       12/1/2035
               1004331459                                          2          6M20                         11/1/2035
               1004338041                                          2          6M20                         12/1/2035
               1004352257                                          2          6M20                         12/1/2035
               1004354558                                          0          No PPP                       12/1/2035
               1004356645                                          2          6M20                         11/1/2035
               1004363593                                          3          6M20                         12/1/2035
               1004373957                                          0          No PPP                       12/1/2035
               1004386319                                          0          No PPP                       12/1/2035
               1004395577                                          2          6M20                         12/1/2035
               1004400936                                          2          6M20                         11/1/2035
               1004402649                                          3          6M20                         12/1/2035
               1004408894                                          2          6M20                         11/1/2035
               1004413735                                          2          6M20                         12/1/2035
               1004416518                                          2          6M20                         12/1/2035
               1004417928                                          2          MISS                         12/1/2035
               1004421664                                          0          No PPP                       11/1/2035
               1004424304                                          2          6M20                         12/1/2035
               1004425170                                          2          6M20                         12/1/2035
               1004425982                                          0          No PPP                       12/1/2035
               1004426507                                          3          6M20                         12/1/2035
               1004429988                                          3          1POR                         12/1/2035
               1004434213                                          2          6M20                         12/1/2035
               1004438031                                          3          6M20                         12/1/2035
               1004440910                                          3          6M20                         12/1/2035
               1004442035                                          2          6M20                         11/1/2035
               1004443310                                          0          No PPP                       12/1/2035
               1004455752                                          0          No PPP                       12/1/2035
               1004457340                                          0          No PPP                       12/1/2035
               1004460835                                          3          6M20                         12/1/2035
               1004461647                                          3          6M20                         12/1/2035
               1004462539                                          2          6M20                         11/1/2035
               1004466740                                          0          No PPP                       12/1/2035
               1004475874                                          2          MISS                         12/1/2035
               1004485220                                          2          6M20                         11/1/2035
               1004493872                                          2          MISS                         12/1/2035
               1004500506                                          0          No PPP                       12/1/2035
               1004500891                                          0          No PPP                       12/1/2035
               1004503068                                          0          No PPP                       12/1/2035
               1004511139                                          2          6M20                         12/1/2035
               1004511282                                          0          No PPP                       12/1/2035
               1004517883                                          0          No PPP                       12/1/2035
               1004520067                                          0          No PPP                       12/1/2035
               1004521814                                          2          6M20                         12/1/2035
               1004523304                                          3          1PBAL                        11/1/2035
               1004529709                                          0          No PPP                       12/1/2035
               1004533099                                          3          1POR                         12/1/2035
               1004543541                                          2          6M20                         12/1/2035
               1004545200                                          2          6M20                         12/1/2035
               1004547716                                          0          No PPP                       12/1/2035
               1004553085                                          0          No PPP                       12/1/2035
               1004555895                                          3          6M20                         12/1/2035
               1004561888                                          0          No PPP                       12/1/2035
               1004561897                                          0          No PPP                       12/1/2035
               1004562093                                          0          No PPP                       12/1/2035
               1004565928                                          0          No PPP                       12/1/2035
               1004567016                                          1          6M20                         11/1/2035
               1004571715                                          2          6M20                         12/1/2035
               1004578344                                          2          6M20                         12/1/2035
               1004583793                                          2          6M20                         12/1/2035
               1004587762                                          2          MISS                         12/1/2035
               1004592916                                          0          No PPP                       12/1/2035
               1004593005                                          2          6M20                         12/1/2035
               1004594362                                          1          6M20                         12/1/2035
               1004595450                                          2          6M20                         12/1/2035
               1004595744                                          0          No PPP                       12/1/2035
               1004596379                                          0          No PPP                       12/1/2035
               1004603968                                          0          No PPP                       12/1/2035
               1004609409                                          0          No PPP                       12/1/2035
               1004609819                                          0          No PPP                       12/1/2035
               1004616589                                          2          6M20                         12/1/2035
               1004617579                                          0          No PPP                       12/1/2035
               1004618015                                          0          No PPP                       12/1/2035
               1004623349                                          2          6M20                         12/1/2035
               1004627504                                          0          No PPP                       12/1/2035
               1004636727                                          3          6M20                         12/1/2035
               1004639984                                          3          6M20                         12/1/2035
               1004640838                                          0          No PPP                       12/1/2035
               1004640954                                          0          No PPP                       12/1/2035
               1004641631                                          0          No PPP                       12/1/2035
               1004642827                                          0          No PPP                       12/1/2035
               1004646066                                          0          No PPP                       12/1/2035
               1004646814                                          2          6M20                         12/1/2035
               1004646832                                          1          6M20                         12/1/2035
               1004648000                                          3          2PBAL                        12/1/2035
               1004648625                                          0          No PPP                       12/1/2035
               1004652628                                          0          No PPP                       12/1/2035
               1004653404                                          3          MISS                         12/1/2035
               1004654341                                          2          202REF                       12/1/2035
               1004661654                                          0          No PPP                       12/1/2035
               1004662243                                          3          6M20                         12/1/2035
               1004668489                                          3          6M20                         12/1/2035
               1004668611                                          2          6M20                         12/1/2035
               1004671983                                          2          6M20                         12/1/2035
               1004675989                                          3          1POR                         12/1/2035
               1004679743                                          3          6M20                         12/1/2035
               1004681384                                          0          No PPP                       12/1/2035
               1004684372                                          3          6M20                         12/1/2035
               1004688270                                          2          MISS                         12/1/2035
               1004688289                                          2          6M20                         12/1/2035
               1004692586                                          0          No PPP                       12/1/2035
               1004702343                                          3          6M20                         12/1/2035
               1004705395                                          0          No PPP                       12/1/2035
               1004706009                                          0          No PPP                       12/1/2035
               1004725293                                          0          No PPP                       12/1/2035
               1004735219                                          0          No PPP                       12/1/2035
               1004745146                                          2          6M20                         12/1/2035
               1004748474                                          0          No PPP                       12/1/2035
               1004774177                                          2          6M20                         12/1/2035
               1004774916                                          2          6M20                         12/1/2035
               1004785977                                          3          1POR                         12/1/2035
               1004792184                                          2          1POR                         12/1/2035
               1004808140                                          2          6M20                         12/1/2035
               1004818086                                          2          6M20                         12/1/2035
               1004820518                                          2          MISS                         12/1/2035
               1004821839                                          2          6M20                         12/1/2035
               1004832925                                          3          6M20                         12/1/2035
               1004881220                                          0          No PPP                       12/1/2035
               1004893501                                          2          6M20                         12/1/2035
               1004897286                                          2          6M20                         12/1/2035
               1004901011                                          2          6M20                         12/1/2035
               1004902957                                          2          6M20                         12/1/2035
               1004907346                                          2          6M20                         12/1/2035
               1004913375                                          2          6M20                         12/1/2035
               1004913678                                          2          6M20                         12/1/2035
               1004920740                                          2          6M20                         12/1/2035
               1004933399                                          2          1PBAL                        12/1/2035
               1004948356                                          3          6M20                         12/1/2035
               1004961250                                          2          1PBAL                        12/1/2035
               1004981657                                          2          6M20                         12/1/2035
               1005010463                                          2          6M20                         12/1/2035
               1005022156                                          0          No PPP                       12/1/2035
               1005043115                                          2          6M20                         12/1/2035
               1005105414                                          2          6M20                         12/1/2035
               1005121398                                          2          6M20                         12/1/2035
                  2178343                                          3          6M20                          9/1/2035
                  2186425                                          3          MISS                          9/1/2035
                  2187140                                          3          6M20                          9/1/2035
                  2188065                                          3          1PBAL                         9/1/2035
                  2189429                                          0          No PPP                        9/1/2035
                  2190702                                          3          6M20                          9/1/2035
                  2193634                                          0          No PPP                        9/1/2030
                  2195565                                          0          No PPP                       10/1/2020
                  2196704                                          2          1PBAL                         9/1/2035
                  2197682                                          0          No PPP                        9/1/2035
                  2199702                                          3          2M33                          9/1/2035
                  2199917                                          0          No PPP                       10/1/2035
                  2199923                                          3          6M20                          9/1/2035
                  2201765                                          0          No PPP                       10/1/2035
                  2202009                                          3          6M20                          9/1/2035
                  2204124                                          0          No PPP                       10/1/2035
                  2204549                                          0          No PPP                        9/1/2035
                  2204859                                          0          No PPP                       10/1/2025
                  2205545                                          0          No PPP                        9/1/2025
                  2206018                                          3          6M20                          9/1/2035
                  2206699                                          3          6M20                          9/1/2035
                  2207398                                          0          No PPP                        9/1/2035
                  2207755                                          0          No PPP                        9/1/2035
                  2208979                                          0          No PPP                        9/1/2020
                  2213829                                          0          No PPP                        9/1/2035
                  2217130                                          0          No PPP                        9/1/2035
                  2217450                                          0          No PPP                       10/1/2035
                  2218092                                          3          6M20                         10/1/2035
                  2218603                                          3          6M20                         10/1/2035
                  2218815                                          3          6M20                         10/1/2035
                  2220320                                          3          6M20                          9/1/2035
                  2221365                                          0          No PPP                        9/1/2035
                  2221917                                          0          No PPP                       10/1/2020
                  2222089                                          0          No PPP                       10/1/2035
                  2222140                                          3          6M20                         10/1/2035
                  2223430                                          0          No PPP                       10/1/2025
                  2225084                                          3          6M20                         10/1/2035
                  2226844                                          0          No PPP                       10/1/2035
                  2227994                                          0          No PPP                       10/1/2035
                  2228476                                          3          1PBAL                        10/1/2035
                  2238333                                          3          6M20                         10/1/2035
                  2241817                                          0          No PPP                       10/1/2035
               1002289981                                          0          No PPP                        7/1/2035
               1002340657                                          2          6M20                          7/1/2035
               1002473004                                          2          6M20                          8/1/2035
               1002519563                                          2          6M20                          9/1/2035
               1002617118                                          2          MISS                          8/1/2035
               1002649012                                          2          2PBAL                         8/1/2035
               1002690172                                          0          No PPP                        8/1/2030
               1002718875                                          0          No PPP                        9/1/2035
               1002733965                                          3          6M20                          8/1/2035
               1002765458                                          0          No PPP                        9/1/2035
               1002775768                                          2          6M20                          9/1/2035
               1002783526                                          1          6M20                          9/1/2035
               1002812898                                          3          6M20                         10/1/2035
               1002835926                                          2          1PBAL                         8/1/2035
               1002845121                                          2          6M20                          8/1/2035
               1002854236                                          0          No PPP                        8/1/2035
               1002890679                                          2          6M20                          8/1/2035
               1002893140                                          2          MISS                          8/1/2035
               1002900668                                          0          No PPP                        8/1/2035
               1002919293                                          2          MISS                          8/1/2035
               1002963252                                          2          6M20                          9/1/2035
               1002973893                                          0          No PPP                        9/1/2035
               1002979691                                          0          No PPP                        9/1/2035
               1002983579                                          0          No PPP                        9/1/2035
               1002984685                                          0          No PPP                        9/1/2035
               1002992863                                          0          No PPP                        9/1/2035
               1003014115                                          0          No PPP                        9/1/2035
               1003019003                                          0          No PPP                        8/1/2035
               1003019076                                          3          2PBAL                        11/1/2035
               1003029939                                          3          1PBAL                         9/1/2035
               1003037485                                          2          6M20                          9/1/2035
               1003042807                                          1          6M20                          9/1/2035
               1003044547                                          2          6M20                          9/1/2035
               1003047358                                          3          6M20                          9/1/2035
               1003049132                                          0          No PPP                        9/1/2035
               1003055419                                          0          No PPP                       10/1/2035
               1003059380                                          3          6M20                          9/1/2035
               1003083451                                          0          No PPP                        8/1/2035
               1003099916                                          3          6M20                          9/1/2035
               1003101075                                          1          6M20                          9/1/2035
               1003108531                                          3          6M20                          9/1/2035
               1003109781                                          0          No PPP                        9/1/2035
               1003114891                                          3          6M20                          9/1/2020
               1003139151                                          0          No PPP                       10/1/2035
               1003140194                                          2          6M20                          9/1/2035
               1003141175                                          0          No PPP                        9/1/2035
               1003145206                                          0          No PPP                        9/1/2035
               1003148579                                          1          6M20                          9/1/2035
               1003149792                                          3          6M20                          9/1/2035
               1003149989                                          0          No PPP                       10/1/2035
               1003163178                                          2          6M20                          9/1/2035
               1003166433                                          3          202REF                        9/1/2035
               1003173728                                          0          No PPP                       10/1/2035
               1003174754                                          0          No PPP                       10/1/2035
               1003176832                                          2          6M20                          9/1/2035
               1003180140                                          1          6M20                          9/1/2035
               1003186386                                          2          2PBAL                         9/1/2035
               1003187740                                          3          6M20                          9/1/2035
               1003190157                                          0          No PPP                        9/1/2025
               1003199470                                          2          6M20                          9/1/2035
               1003209860                                          2          6M20                         10/1/2035
               1003210830                                          0          No PPP                        9/1/2035
               1003213944                                          0          No PPP                        9/1/2035
               1003226404                                          2          6M20                          9/1/2035
               1003226903                                          0          No PPP                       10/1/2035
               1003227591                                          2          6M20                          9/1/2035
               1003230710                                          0          No PPP                        9/1/2035
               1003232683                                          3          6M20                          9/1/2035
               1003236965                                          2          6M20                          9/1/2035
               1003239784                                          0          No PPP                        9/1/2035
               1003241673                                          1          6M20                         10/1/2035
               1003245768                                          0          No PPP                       10/1/2035
               1003246446                                          2          6M20                          9/1/2035
               1003249915                                          2          6M20                          9/1/2035
               1003254374                                          3          6M20                          9/1/2035
               1003255603                                          0          No PPP                        9/1/2035
               1003272906                                          1          6M20                          9/1/2035
               1003272933                                          0          No PPP                        9/1/2035
               1003273362                                          3          6M20                          9/1/2035
               1003286875                                          3          6M20                          9/1/2035
               1003287357                                          2          6M20                         10/1/2035
               1003288365                                          3          6M20                          9/1/2035
               1003290511                                          2          6M20                          9/1/2035
               1003294189                                          3          6M20                          9/1/2035
               1003294330                                          2          6M20                          9/1/2035
               1003294839                                          0          No PPP                        9/1/2035
               1003299433                                          0          No PPP                        9/1/2035
               1003299521                                          3          2PBAL                         9/1/2035
               1003300975                                          1          6M20                         10/1/2035
               1003322880                                          3          6M20                         10/1/2035
               1003323594                                          0          No PPP                        9/1/2035
               1003342680                                          0          No PPP                        9/1/2035
               1003352589                                          0          No PPP                        9/1/2035
               1003357236                                          3          6M20                          9/1/2035
               1003361855                                          3          MASS                          9/1/2035
               1003380406                                          0          No PPP                        9/1/2035
               1003392411                                          3          MISS                         12/1/2035
               1003394286                                          2          6M20                          9/1/2035
               1003394320                                          0          No PPP                       10/1/2035
               1003394794                                          0          No PPP                       10/1/2035
               1003397862                                          0          No PPP                        9/1/2035
               1003403150                                          3          6M20                         10/1/2025
               1003405611                                          0          No PPP                        9/1/2035
               1003407833                                          3          6M20                          9/1/2035
               1003410749                                          0          No PPP                        9/1/2035
               1003414086                                          2          MISS                          9/1/2035
               1003433136                                          2          6M20                          9/1/2035
               1003434581                                          0          No PPP                        9/1/2035
               1003447425                                          0          No PPP                        9/1/2035
               1003463102                                          0          No PPP                       10/1/2035
               1003469552                                          3          6M20                         10/1/2035
               1003482840                                          0          No PPP                        9/1/2035
               1003489638                                          0          No PPP                       10/1/2035
               1003489941                                          3          5PBAL                         9/1/2035
               1003490430                                          3          1POR                          9/1/2035
               1003513317                                          3          6M20                         10/1/2035
               1003513674                                          0          No PPP                       10/1/2035
               1003515574                                          3          6M20                          9/1/2035
               1003541288                                          0          No PPP                        9/1/2035
               1003546988                                          3          2PBAL                        11/1/2035
               1003550767                                          3          6M20                         10/1/2035
               1003553425                                          3          6M20                         10/1/2035
               1003554656                                          3          6M20                         10/1/2035
               1003554923                                          0          No PPP                       10/1/2035
               1003554978                                          0          No PPP                       10/1/2035
               1003556280                                          2          1PBAL                        10/1/2035
               1003573074                                          3          6M20                         10/1/2035
               1003583884                                          3          6M20                         10/1/2035
               1003594603                                          2          MISS                         10/1/2035
               1003606574                                          3          6M20                         10/1/2035
               1003623056                                          0          No PPP                       10/1/2035
               1003623225                                          3          2PBAL                        10/1/2035
               1003624714                                          0          No PPP                       10/1/2035
               1003638790                                          3          6M20                         10/1/2035
               1003645112                                          3          1PBAL                        10/1/2035
               1003653503                                          2          6M20                         10/1/2035
               1003654940                                          3          6M20                         10/1/2035
               1003657545                                          0          No PPP                       10/1/2035
               1003658919                                          3          6M20                         10/1/2035
               1003663967                                          0          No PPP                       10/1/2035
               1003668123                                          0          No PPP                       10/1/2035
               1003675491                                          3          6M20                         10/1/2025
               1003682642                                          1          6M20                         10/1/2035
               1003692187                                          3          6M20                         10/1/2035
               1003693710                                          0          No PPP                       11/1/2035
               1003707322                                          0          No PPP                       10/1/2035
               1003725801                                          0          No PPP                       10/1/2035
               1003727060                                          3          6M20                         10/1/2035
               1003731368                                          3          6M20                         10/1/2035
               1003732134                                          0          No PPP                       10/1/2035
               1003738478                                          3          6M20                         10/1/2035
               1003744498                                          2          6M20                         10/1/2035
               1003752157                                          2          6M20                         10/1/2035
               1003765429                                          0          No PPP                       10/1/2035
               1003767169                                          2          6M20                         10/1/2025
               1003771216                                          0          No PPP                       10/1/2035
               1003780858                                          2          6M20                         10/1/2035
               1003819979                                          0          No PPP                       10/1/2035
               1003821902                                          3          1PBAL                        10/1/2035
               1003832160                                          2          6M20                         10/1/2035
               1003832829                                          3          6M20                         10/1/2035
               1003834211                                          3          6M20                         10/1/2035
               1003845851                                          0          No PPP                       10/1/2035
               1003850746                                          0          No PPP                       10/1/2035
               1003851781                                          2          1POR                         10/1/2035
               1003851932                                          3          6M20                         10/1/2035
               1003855037                                          0          No PPP                       11/1/2035
               1003856189                                          2          6M20                         11/1/2035
               1003857437                                          1          2PBAL                        10/1/2035
               1003858953                                          3          6M20                         10/1/2035
               1003861048                                          3          6M20                         10/1/2035
               1003862305                                          0          No PPP                       10/1/2035
               1003864795                                          3          6M20                         10/1/2035
               1003877344                                          0          No PPP                       10/1/2035
               1003880606                                          0          No PPP                       10/1/2035
               1003882061                                          3          6M20                         10/1/2035
               1003884764                                          3          6M20                         10/1/2035
               1003885889                                          3          6M20                         10/1/2035
               1003899623                                          2          1POR                         10/1/2035
               1003906312                                          2          6M20                         11/1/2035
               1003924141                                          0          No PPP                       10/1/2035
               1003932579                                          1          6M20                         10/1/2035
               1003937146                                          0          No PPP                       10/1/2035
               1003940310                                          2          6M20                         10/1/2035
               1003965427                                          3          2PBAL                        11/1/2035
               1003982685                                          0          No PPP                       10/1/2035
               1004002466                                          0          No PPP                       10/1/2035
               1004003376                                          0          No PPP                       10/1/2035
               1004028581                                          3          2M33                         11/1/2035
               1004029964                                          0          No PPP                       11/1/2035
               1004031773                                          0          No PPP                       11/1/2035
               1004037768                                          0          No PPP                       11/1/2035
               1004039418                                          3          6M20                         11/1/2035
               1004041717                                          0          No PPP                       11/1/2035
               1004042538                                          0          No PPP                       11/1/2035
               1004045474                                          2          6M20                         12/1/2035
               1004083592                                          0          No PPP                       11/1/2035
               1004100403                                          3          6M20                         11/1/2035
               1004121364                                          3          6M20                         11/1/2035
               1004126957                                          2          MISS                         11/1/2035
               1004129384                                          0          No PPP                       11/1/2035
               1004131763                                          0          No PPP                       12/1/2035
               1004144027                                          0          No PPP                       11/1/2035
               1004145197                                          0          No PPP                       11/1/2035
               1004172317                                          2          6M20                         12/1/2035
               1004189274                                          0          No PPP                       11/1/2035
               1004200563                                          2          6M20                         11/1/2035
               1004209289                                          0          No PPP                       11/1/2035
               1004223584                                          0          No PPP                       11/1/2035
               1004240798                                          0          No PPP                       12/1/2035
               1004251320                                          2          6M20                         11/1/2035
               1004268321                                          2          6M20                         12/1/2035
               1004274671                                          0          No PPP                       12/1/2035
               1004275876                                          2          6M20                         11/1/2035
               1004311596                                          0          No PPP                       11/1/2035
               1004322343                                          3          2PBAL                        12/1/2035
               1004323093                                          2          6M20                         12/1/2035
               1004334606                                          0          No PPP                       11/1/2035
               1004337195                                          2          6M20                         11/1/2035
               1004346684                                          2          6M20                         11/1/2035
               1004352006                                          0          No PPP                       11/1/2035
               1004359045                                          3          6M20                         11/1/2035
               1004360435                                          0          No PPP                       11/1/2035
               1004365163                                          0          No PPP                       11/1/2035
               1004365939                                          2          6M20                         11/1/2035
               1004367223                                          0          No PPP                       12/1/2035
               1004369347                                          0          No PPP                       11/1/2035
               1004370736                                          0          No PPP                       12/1/2035
               1004384044                                          2          6M20                         11/1/2035
               1004386202                                          0          No PPP                       12/1/2035
               1004394471                                          0          No PPP                       11/1/2035
               1004396451                                          0          No PPP                       12/1/2035
               1004413352                                          0          No PPP                       11/1/2035
               1004416670                                          0          No PPP                       11/1/2035
               1004435935                                          2          6M20                         11/1/2035
               1004436211                                          0          No PPP                       11/1/2035
               1004436514                                          0          No PPP                       12/1/2035
               1004437853                                          0          No PPP                       11/1/2035
               1004438335                                          2          6M20                         11/1/2035
               1004439423                                          0          No PPP                       11/1/2035
               1004444293                                          2          6M20                         12/1/2035
               1004459614                                          0          No PPP                       11/1/2035
               1004471299                                          2          6M20                         12/1/2035
               1004486023                                          3          6M20                         11/1/2035
               1004497002                                          2          6M20                         12/1/2035
               1004502041                                          2          6M20                         12/1/2035
               1004516802                                          0          No PPP                       12/1/2035
               1004531242                                          0          No PPP                       12/1/2035
               1004550024                                          3          6M20                         11/1/2035
               1004561557                                          0          No PPP                       12/1/2035
               1004589314                                          3          6M20                         11/1/2035
               1004643096                                          3          6M20                         12/1/2035
               1004656571                                          3          6M20                         12/1/2035
               1004665099                                          0          No PPP                       12/1/2035
               1004670715                                          2          6M20                         12/1/2035
               1004684960                                          2          6M20                         12/1/2035
               1004688216                                          2          6M20                         12/1/2035
               1004703182                                          2          6M20                         12/1/2035
               1004703716                                          0          No PPP                       12/1/2035
               1004703832                                          2          6M20                         12/1/2035
               1004704733                                          2          6M20                         12/1/2035
               1004710511                                          2          6M20                         12/1/2035
               1004714615                                          2          6M20                         12/1/2035
               1004719139                                          0          No PPP                       12/1/2035
               1004726611                                          2          6M20                         12/1/2035
               1004728049                                          0          No PPP                       12/1/2035
               1004730786                                          0          No PPP                       12/1/2035
               1004734755                                          2          MISS                         12/1/2035
               1004746984                                          0          No PPP                       12/1/2030
               1004759700                                          2          6M20                         12/1/2035
               1004781150                                          1          6M20                         12/1/2035
               1004786850                                          2          6M20                         12/1/2035
               1004790943                                          2          6M20                         12/1/2035
               1004796652                                          0          No PPP                       12/1/2035
               1004838661                                          2          6M20                         12/1/2035
               1004860467                                          2          6M20                         12/1/2035
               1004862937                                          3          6M20                         12/1/2035
               1004880702                                          2          6M20                         12/1/2035
               1004896278                                          2          1PBAL                        12/1/2035
               1004917013                                          2          6M20                         12/1/2035
               1004925558                                          2          2PBAL                        12/1/2035
               1004926423                                          2          6M20                         12/1/2035
               1004927994                                          2          6M20                         12/1/2035
               1004935397                                          2          6M20                         12/1/2035
               1004944065                                          0          No PPP                       12/1/2035
               1004964015                                          2          6M20                         12/1/2035
               1004968262                                          2          6M20                         12/1/2035
               1004975030                                          2          6M20                         12/1/2035
               1004994652                                          0          No PPP                       12/1/2035
               1005009135                                          2          6M20                         12/1/2035
               1005025616                                          2          6M20                         12/1/2035
               1005033876                                          2          6M20                         12/1/2035
               1005126106                                          2          6M20                         12/1/2035
               1005128060                                          2          6M20                         12/1/2035
               1005175419                                          0          No PPP                       12/1/2035
                  2239215                                          0          No PPP                       12/1/2035
                  2211104                                          2          2PBAL                         9/1/2035
                  2211108                                          2          6M20                          9/1/2035
                  2251699                                          0          No PPP                       11/1/2035
                  2251794                                          2          6M20                         12/1/2035
               1002543723                                          2          2PBAL                         8/1/2035
               1002843775                                          3          6M20                          9/1/2035
               1003032319                                          3          6M20                          9/1/2035
               1003122971                                          0          No PPP                        9/1/2035
               1003138063                                          0          No PPP                        9/1/2035
               1003179063                                          0          No PPP                        9/1/2035
               1003224692                                          2          6M20                         10/1/2035
               1003374182                                          0          No PPP                        9/1/2035
               1003471353                                          2          6M20                         10/1/2020
               1003473324                                          0          No PPP                        9/1/2035
               1003533572                                          2          6M20                          9/1/2035
               1003543883                                          3          6M20                         10/1/2035
               1003562772                                          0          No PPP                       10/1/2035
               1003626035                                          2          6M20                         10/1/2035
               1003677523                                          2          202REF                       10/1/2035
               1003684524                                          0          No PPP                       11/1/2035
               1003694782                                          0          No PPP                       10/1/2035
               1003713609                                          2          6M20                         10/1/2035
               1003740072                                          0          No PPP                       10/1/2035
               1003742230                                          2          6M20                         11/1/2035
               1003754146                                          3          6M20                         11/1/2035
               1003754477                                          3          MISS                         10/1/2035
               1003762850                                          0          No PPP                       10/1/2035
               1003780233                                          0          No PPP                       10/1/2035
               1003783980                                          3          6M20                         10/1/2035
               1003792667                                          3          6M20                         10/1/2035
               1003802816                                          3          6M20                         10/1/2035
               1003811619                                          2          6M20                         11/1/2035
               1003815321                                          0          No PPP                       10/1/2035
               1003824259                                          2          MISS                         10/1/2035
               1003824428                                          3          6M20                         10/1/2035
               1003844479                                          0          No PPP                       11/1/2035
               1003851237                                          0          No PPP                       11/1/2035
               1003875952                                          0          No PPP                       11/1/2035
               1003902049                                          3          6M20                         10/1/2035
               1003950488                                          0          No PPP                       10/1/2035
               1003979877                                          1          6M20                         10/1/2035
               1004010420                                          2          6M20                         11/1/2035
               1004024656                                          2          6M20                         11/1/2035
               1004036493                                          3          6M20                         11/1/2035
               1004089328                                          3          6M20                         11/1/2035
               1004103160                                          0          No PPP                       11/1/2035
               1004139097                                          0          No PPP                       11/1/2035
               1004147319                                          0          No PPP                       11/1/2035
               1004163595                                          0          No PPP                       11/1/2035
               1004165110                                          2          6M20                         11/1/2035
               1004212382                                          0          No PPP                       11/1/2035
               1004223174                                          0          No PPP                       12/1/2035
               1004274804                                          0          No PPP                       11/1/2035
               1004298691                                          2          6M20                         12/1/2035
               1004308261                                          3          6M20                         12/1/2035
               1004313530                                          3          6M20                         12/1/2035
               1004339139                                          2          6M20                         12/1/2035
               1004341144                                          2          6M20                         12/1/2035
               1004346005                                          1          6M20                         12/1/2035
               1004384883                                          2          6M20                         12/1/2035
               1004387648                                          2          6M20                         12/1/2035
               1004402578                                          2          6M20                         12/1/2035
               1004404380                                          2          6M20                         11/1/2035
               1004420497                                          2          6M20                         11/1/2035
               1004449939                                          3          6M20                         12/1/2035
               1004464092                                          0          No PPP                       12/1/2035
               1004471976                                          2          6M20                         12/1/2035
               1004473876                                          2          MISS                         12/1/2035
               1004484123                                          2          6M20                         12/1/2035
               1004485015                                          2          6M20                         12/1/2035
               1004522449                                          0          No PPP                       12/1/2035
               1004523625                                          0          No PPP                       12/1/2035
               1004550195                                          3          6M20                         12/1/2035
               1004590428                                          0          No PPP                       12/1/2035
               1004591999                                          3          6M20                         12/1/2035
               1004595156                                          2          6M20                         12/1/2035
               1004603209                                          2          6M20                         12/1/2035
               1004627924                                          0          No PPP                       12/1/2035
               1004634649                                          2          6M20                         12/1/2035
               1004635504                                          3          6M20                         12/1/2035
               1004645780                                          0          No PPP                       12/1/2035
               1004647216                                          0          No PPP                       12/1/2035
               1004647957                                          3          6M20                         12/1/2035
               1004654519                                          1          6M20                         12/1/2035
               1004674999                                          3          6M20                         12/1/2035
               1004680946                                          3          6M20                         12/1/2035
               1004689885                                          2          6M20                         12/1/2035
               1004691952                                          0          No PPP                       12/1/2035
               1004706697                                          1          6M20                         12/1/2035
               1004715080                                          3          2PBAL                        12/1/2035
               1004720742                                          2          6M20                         12/1/2035
               1004721876                                          0          No PPP                       12/1/2035
               1004748269                                          3          MISS                         12/1/2035
               1004763410                                          1          6M20                         12/1/2035
               1004779742                                          3          2PBAL                        12/1/2035
               1004781427                                          2          6M20                         12/1/2035
               1004789269                                          0          No PPP                       12/1/2035
               1004814650                                          3          5PBAL                        12/1/2035
               1004823025                                          2          2M33                         12/1/2035
               1004833513                                          0          No PPP                       12/1/2035
               1004833620                                          2          6M20                         12/1/2035
               1004842442                                          1          6M20                         12/1/2035
               1004901510                                          2          6M20                         12/1/2035
               1004905570                                          0          No PPP                       12/1/2035
               1004921400                                          2          6M20                         12/1/2035
               1004933852                                          0          No PPP                       12/1/2035
               1004941736                                          2          6M20                         12/1/2035
               1004964872                                          1          6M20                         12/1/2035
               1004972140                                          0          No PPP                       12/1/2035
               1004980239                                          3          6M20                         12/1/2035
               1004993537                                          1          6M20                         12/1/2035
               1004998765                                          3          6M20                         12/1/2035
               1005001071                                          0          No PPP                       12/1/2030
               1005003202                                          2          6M20                         12/1/2035
               1005020363                                          2          6M20                         12/1/2035
               1005021898                                          2          6M20                         12/1/2035
               1005091205                                          3          6M20                         12/1/2035
                  2192241                                          0          No PPP                       10/1/2035
                  2211453                                          2          6M20                         12/1/2035
                  2251718                                          0          No PPP                       12/1/2035
                  2251775                                          3          6M20                         12/1/2035
               1002394787                                          2          6M20                         11/1/2035
               1002865947                                          0          No PPP                       10/1/2035
               1003414629                                          3          6M20                         12/1/2035
               1003486301                                          2          6M20                         10/1/2035
               1003603979                                          0          No PPP                       10/1/2035
               1003811888                                          2          6M20                         12/1/2035
               1003815367                                          2          6M20                         12/1/2035
               1003962082                                          2          6M20                         11/1/2035
               1003976120                                          2          6M20                         12/1/2035
               1004007265                                          2          6M20                         12/1/2035
               1004009138                                          0          No PPP                       11/1/2035
               1004053776                                          2          6M20                         12/1/2035
               1004063854                                          2          2M33                         11/1/2035
               1004077242                                          2          6M20                         12/1/2035
               1004092341                                          0          No PPP                       12/1/2035
               1004105596                                          2          6M20                         12/1/2035
               1004117636                                          2          MISS                         11/1/2035
               1004126065                                          2          6M20                         11/1/2035
               1004144580                                          1          6M20                         11/1/2035
               1004165174                                          2          MISS                         11/1/2035
               1004174618                                          3          6M20                         11/1/2035
               1004191733                                          3          6M20                         12/1/2035
               1004202222                                          3          MISS                         11/1/2035
               1004225145                                          2          6M20                         12/1/2035
               1004239158                                          2          6M20                         12/1/2035
               1004241074                                          2          6M20                         12/1/2035
               1004243731                                          2          6M20                         12/1/2035
               1004260739                                          0          No PPP                       11/1/2035
               1004276189                                          2          6M20                         12/1/2035
               1004276474                                          2          6M20                         12/1/2035
               1004302739                                          0          No PPP                       12/1/2035
               1004307128                                          0          No PPP                       12/1/2035
               1004308323                                          2          6M20                         11/1/2035
               1004314174                                          2          6M20                         11/1/2035
               1004326045                                          2          6M20                         12/1/2035
               1004335829                                          0          No PPP                       12/1/2035
               1004341448                                          2          6M20                         12/1/2035
               1004353933                                          2          6M20                         12/1/2035
               1004355174                                          0          No PPP                       12/1/2035
               1004358689                                          0          No PPP                       12/1/2035
               1004360319                                          2          6M20                         12/1/2035
               1004360408                                          2          6M20                         12/1/2035
               1004361639                                          2          6M20                         12/1/2035
               1004362692                                          0          No PPP                       12/1/2035
               1004363110                                          0          No PPP                       11/1/2035
               1004363272                                          0          No PPP                       12/1/2035
               1004363842                                          0          No PPP                       12/1/2035
               1004368053                                          2          6M20                         12/1/2035
               1004369702                                          0          No PPP                       11/1/2035
               1004371771                                          2          1POR                         12/1/2035
               1004373680                                          2          6M20                         11/1/2035
               1004381252                                          0          No PPP                       12/1/2035
               1004391492                                          3          1PBAL                        12/1/2035
               1004391660                                          2          6M20                         12/1/2035
               1004392883                                          2          6M20                         12/1/2035
               1004393819                                          2          6M20                         11/1/2035
               1004396237                                          0          No PPP                       12/1/2035
               1004396745                                          2          6M20                         11/1/2035
               1004408750                                          3          6M20                         12/1/2035
               1004411096                                          2          6M20                         12/1/2035
               1004411586                                          3          6M20                         12/1/2035
               1004412193                                          2          6M20                         11/1/2035
               1004419150                                          0          No PPP                       12/1/2035
               1004429602                                          0          No PPP                       12/1/2035
               1004430422                                          2          6M20                         12/1/2035
               1004431485                                          0          No PPP                       12/1/2035
               1004434348                                          0          No PPP                       12/1/2035
               1004436453                                          0          No PPP                       12/1/2035
               1004437103                                          2          6M20                         12/1/2035
               1004437167                                          2          MASS                         12/1/2035
               1004437568                                          0          No PPP                       12/1/2035
               1004437586                                          3          1PBAL                        12/1/2035
               1004442874                                          3          1PBAL                        12/1/2035
               1004455351                                          3          1POR                         12/1/2035
               1004455896                                          2          1PBAL                        12/1/2035
               1004464895                                          3          6M20                         12/1/2035
               1004467017                                          2          6M20                         12/1/2035
               1004473723                                          2          6M20                         12/1/2035
               1004478087                                          2          6M20                         12/1/2035
               1004483053                                          2          MISS                         12/1/2035
               1004488619                                          0          No PPP                       12/1/2035
               1004490544                                          0          No PPP                       12/1/2035
               1004510283                                          0          No PPP                       12/1/2035
               1004512922                                          0          No PPP                       12/1/2035
               1004514546                                          2          6M20                         11/1/2035
               1004515643                                          0          No PPP                       12/1/2035
               1004517311                                          2          6M20                         12/1/2035
               1004520450                                          0          No PPP                       12/1/2035
               1004529335                                          2          6M20                         12/1/2035
               1004531466                                          3          5PBAL                        12/1/2035
               1004532009                                          0          No PPP                       12/1/2035
               1004539413                                          2          6M20                         12/1/2035
               1004539592                                          3          6M20                         12/1/2035
               1004540205                                          2          MISS                         12/1/2035
               1004545102                                          0          No PPP                       12/1/2035
               1004552193                                          0          No PPP                       12/1/2035
               1004554244                                          0          No PPP                       12/1/2035
               1004555378                                          2          1POR                         12/1/2035
               1004559285                                          0          No PPP                       12/1/2035
               1004559962                                          3          6M20                         12/1/2035
               1004561432                                          0          No PPP                       12/1/2035
               1004562020                                          0          No PPP                       12/1/2035
               1004563760                                          3          1PBAL                        12/1/2035
               1004566115                                          2          MISS                         12/1/2035
               1004572322                                          0          No PPP                       12/1/2035
               1004572448                                          2          6M20                         12/1/2035
               1004575230                                          2          6M20                         12/1/2035
               1004585489                                          2          6M20                         12/1/2035
               1004587147                                          2          6M20                         12/1/2035
               1004587254                                          2          6M20                         12/1/2035
               1004593648                                          2          6M20                         12/1/2035
               1004595094                                          2          6M20                         12/1/2035
               1004595511                                          2          6M20                         12/1/2035
               1004601960                                          2          6M20                         12/1/2035
               1004608277                                          2          6M20                         12/1/2035
               1004609873                                          3          6M20                         12/1/2035
               1004619443                                          3          2PBAL                        12/1/2035
               1004620645                                          3          6M20                         12/1/2035
               1004624883                                          2          MISS                         12/1/2035
               1004625196                                          2          1PBAL                        12/1/2035
               1004625864                                          2          6M20                         12/1/2035
               1004627595                                          2          6M20                         12/1/2035
               1004633891                                          2          6M20                         12/1/2035
               1004634970                                          3          6M20                         12/1/2035
               1004638565                                          0          No PPP                       12/1/2035
               1004639626                                          2          6M20                         12/1/2035
               1004646351                                          2          6M20                         12/1/2035
               1004650755                                          2          6M20                         12/1/2035
               1004651905                                          3          6M20                         12/1/2035
               1004652904                                          3          6M20                         12/1/2035
               1004656312                                          0          No PPP                       12/1/2035
               1004659328                                          2          6M20                         12/1/2035
               1004662298                                          0          No PPP                       12/1/2035
               1004662458                                          0          No PPP                       12/1/2035
               1004662831                                          3          2PBAL                        12/1/2035
               1004663938                                          3          6M20                         12/1/2035
               1004664651                                          2          2PBAL                        12/1/2035
               1004666882                                          2          6M20                         12/1/2035
               1004667890                                          2          6M20                         12/1/2035
               1004667925                                          2          6M20                         12/1/2035
               1004670369                                          2          6M20                         12/1/2035
               1004672269                                          2          6M20                         12/1/2035
               1004672535                                          2          6M20                         12/1/2035
               1004673035                                          2          6M20                         12/1/2035
               1004674873                                          0          No PPP                       12/1/2035
               1004675382                                          2          6M20                         12/1/2035
               1004677255                                          0          No PPP                       12/1/2035
               1004677380                                          2          6M20                         12/1/2035
               1004677843                                          2          6M20                         12/1/2035
               1004680740                                          1          6M20                         12/1/2035
               1004681124                                          2          6M20                         12/1/2035
               1004681525                                          1          6M20                         12/1/2035
               1004683710                                          3          MISS                         12/1/2035
               1004686441                                          2          6M20                         12/1/2035
               1004688957                                          1          MISS                         12/1/2035
               1004690454                                          2          6M20                         12/1/2035
               1004691701                                          0          No PPP                       12/1/2035
               1004693353                                          3          MISS                         12/1/2035
               1004693898                                          2          1POR                         12/1/2035
               1004694085                                          2          6M20                         12/1/2035
               1004695351                                          2          6M20                         12/1/2035
               1004695921                                          2          6M20                         12/1/2035
               1004700719                                          2          6M20                         12/1/2035
               1004703342                                          2          MISS                         12/1/2035
               1004706198                                          2          6M20                         12/1/2035
               1004706483                                          2          6M20                         12/1/2035
               1004706937                                          1          2PBAL                        12/1/2035
               1004708971                                          0          No PPP                       12/1/2035
               1004709168                                          2          6M20                         12/1/2035
               1004709658                                          2          1POR                         12/1/2035
               1004709756                                          1          6M20                         12/1/2035
               1004716409                                          2          6M20                         12/1/2035
               1004718942                                          2          6M20                         12/1/2035
               1004725033                                          1          2PBAL                        12/1/2035
               1004729002                                          2          6M20                         12/1/2035
               1004734620                                          2          6M20                         12/1/2035
               1004740917                                          1          6M20                         12/1/2035
               1004742513                                          3          6M20                         12/1/2035
               1004743022                                          2          6M20                         12/1/2035
               1004745306                                          2          6M20                         12/1/2035
               1004745609                                          2          6M20                         12/1/2035
               1004759078                                          2          6M20                         12/1/2035
               1004760440                                          2          MISS                         12/1/2035
               1004760896                                          0          No PPP                       12/1/2035
               1004766435                                          2          6M20                         12/1/2035
               1004767700                                          0          No PPP                       12/1/2035
               1004783997                                          3          202REF                       12/1/2035
               1004790202                                          2          6M20                         12/1/2035
               1004795074                                          0          No PPP                       12/1/2035
               1004799267                                          2          6M20                         12/1/2035
               1004800273                                          2          6M20                         12/1/2035
               1004802191                                          2          2PBAL                        12/1/2035
               1004802262                                          3          6M20                         12/1/2035
               1004810896                                          0          No PPP                       12/1/2035
               1004820297                                          0          No PPP                       12/1/2035
               1004824621                                          0          No PPP                       12/1/2035
               1004828299                                          0          No PPP                       12/1/2035
               1004829886                                          2          6M20                         12/1/2035
               1004831588                                          2          6M20                         12/1/2035
               1004833274                                          2          6M20                         12/1/2035
               1004843593                                          2          6M20                         12/1/2035
               1004846527                                          2          6M20                         12/1/2035
               1004853554                                          2          6M20                         12/1/2035
               1004866817                                          2          6M20                         12/1/2035
               1004872926                                          0          No PPP                       12/1/2035
               1004875200                                          1          6M20                         12/1/2035
               1004877226                                          3          6M20                         12/1/2035
               1004885075                                          0          No PPP                       12/1/2035
               1004896606                                          3          6M20                         12/1/2035
               1004905776                                          0          No PPP                       12/1/2035
               1004910412                                          2          6M20                         12/1/2035
               1004920241                                          2          6M20                         12/1/2035
               1004933273                                          2          6M20                         12/1/2035
               1004945901                                          2          6M20                         12/1/2035
               1004960858                                          2          6M20                         12/1/2035
               1005008957                                          2          6M20                         12/1/2035
               1005009082                                          2          6M20                         12/1/2035
               1005049538                                          2          6M20                         12/1/2035
               1005053951                                          2          6M20                         12/1/2035
               1005098547                                          1          MISS                         12/1/2035
               1005110186                                          3          6M20                         12/1/2035
               1005111755                                          0          No PPP                       12/1/2035
               1005121058                                          2          MISS                         12/1/2035
               1005178666                                          2          6M20                         12/1/2035
               1005186808                                          0          No PPP                       12/1/2035
                  2129705                                          3          6M20                          9/1/2035
                  2130402                                          3          202REF                        8/1/2035
                  2154061                                          3          MISS                          9/1/2035
                  2163111                                          1          6M20                          9/1/2035
                  2164201                                          3          1PBAL                         9/1/2035
                  2165670                                          3          6M20                          8/1/2035
                  2168027                                          0          No PPP                        9/1/2035
                  2171088                                          2          6M20                          8/1/2035
                  2171616                                          2          6M20                          8/1/2035
                  2173108                                          0          No PPP                        8/1/2035
                  2173191                                          3          6M20                          9/1/2035
                  2175060                                          3          6M20                          9/1/2035
                  2175645                                          1          6M20                          8/1/2035
                  2178681                                          0          No PPP                        9/1/2035
                  2179275                                          0          No PPP                        8/1/2035
                  2180151                                          0          No PPP                        9/1/2025
                  2180994                                          3          1POR                          9/1/2035
                  2181987                                          0          No PPP                       11/1/2025
                  2182027                                          0          No PPP                        9/1/2035
                  2182401                                          2          MISS                          8/1/2035
                  2182521                                          1          2PBAL                         9/1/2035
                  2183575                                          3          6M20                          8/1/2035
                  2183764                                          0          No PPP                        9/1/2035
                  2184090                                          3          6M20                          9/1/2035
                  2185176                                          3          6M20                          9/1/2035
                  2185448                                          3          6M20                          8/1/2035
                  2186012                                          3          6M20                          9/1/2035
                  2186483                                          3          6M20                          8/1/2035
                  2188025                                          3          6M20                          9/1/2035
                  2188560                                          3          MISS                          9/1/2035
                  2188997                                          0          No PPP                        9/1/2035
                  2189042                                          3          1POR                          9/1/2035
                  2189461                                          0          No PPP                        9/1/2035
                  2190307                                          3          2PBAL                         9/1/2035
                  2190446                                          3          202REF                        9/1/2035
                  2190749                                          3          6M20                          9/1/2035
                  2190821                                          2          6M20                          9/1/2035
                  2191270                                          0          No PPP                        9/1/2035
                  2191366                                          3          6M20                          9/1/2035
                  2191905                                          3          6M20                          9/1/2035
                  2192612                                          3          1PBAL                         9/1/2035
                  2192627                                          0          No PPP                       11/1/2035
                  2192711                                          0          No PPP                        9/1/2035
                  2193486                                          0          No PPP                       10/1/2015
                  2194133                                          3          6M20                          9/1/2035
                  2194637                                          3          1PBAL                         9/1/2035
                  2195463                                          3          MISS                          9/1/2035
                  2195627                                          3          6M20                          9/1/2035
                  2195971                                          0          No PPP                       10/1/2035
                  2195972                                          3          2M33                          9/1/2035
                  2196030                                          3          2PBAL                         9/1/2035
                  2196784                                          3          6M20                          9/1/2035
                  2198759                                          0          No PPP                        9/1/2020
                  2199228                                          3          MISS                          9/1/2035
                  2199290                                          0          No PPP                        9/1/2035
                  2199398                                          0          No PPP                       10/1/2035
                  2199726                                          3          6M20                          9/1/2035
                  2199790                                          3          6M20                          9/1/2035
                  2200004                                          0          No PPP                       10/1/2035
                  2200093                                          3          1POR                          9/1/2035
                  2200744                                          0          No PPP                       10/1/2035
                  2200842                                          3          1POR                          9/1/2035
                  2201052                                          0          No PPP                        9/1/2035
                  2201336                                          3          6M20                          9/1/2035
                  2201712                                          3          6M20                          9/1/2035
                  2201888                                          3          6M20                          9/1/2035
                  2201985                                          0          No PPP                        9/1/2035
                  2202094                                          0          No PPP                        9/1/2035
                  2202552                                          3          6M20                          9/1/2035
                  2202614                                          3          6M20                          9/1/2020
                  2202874                                          3          6M20                          9/1/2035
                  2203309                                          3          6M20                          9/1/2035
                  2203401                                          3          6M20                          9/1/2035
                  2203655                                          3          1PBAL                         9/1/2035
                  2203864                                          0          No PPP                        9/1/2035
                  2204452                                          0          No PPP                        9/1/2035
                  2204616                                          0          No PPP                        9/1/2035
                  2204803                                          3          1POR                          9/1/2035
                  2204996                                          3          6M20                          9/1/2035
                  2205293                                          0          No PPP                       11/1/2035
                  2205580                                          0          No PPP                        9/1/2035
                  2206000                                          3          6M20                          9/1/2020
                  2206195                                          0          No PPP                       10/1/2035
                  2206315                                          1          6M20                         10/1/2035
                  2206453                                          0          No PPP                        9/1/2035
                  2206531                                          0          No PPP                       10/1/2030
                  2206593                                          0          No PPP                        9/1/2035
                  2206941                                          0          No PPP                        9/1/2035
                  2207065                                          0          No PPP                        9/1/2035
                  2207075                                          3          6M20                          9/1/2035
                  2207239                                          0          No PPP                        9/1/2035
                  2208906                                          3          6M20                         10/1/2035
                  2209085                                          3          MISS                          9/1/2035
                  2209610                                          0          No PPP                        9/1/2035
                  2209871                                          3          202REF                        9/1/2035
                  2210327                                          3          6M20                          9/1/2035
                  2211411                                          0          No PPP                        9/1/2035
                  2213197                                          0          No PPP                        9/1/2035
                  2213639                                          2          2PBAL                        10/1/2035
                  2213819                                          0          No PPP                        9/1/2035
                  2214342                                          0          No PPP                        9/1/2035
                  2215117                                          0          No PPP                       10/1/2035
                  2215566                                          0          No PPP                        9/1/2035
                  2215647                                          0          No PPP                        9/1/2035
                  2215724                                          0          No PPP                       10/1/2035
                  2216110                                          0          No PPP                       10/1/2035
                  2216142                                          0          No PPP                       10/1/2035
                  2216300                                          0          No PPP                       10/1/2035
                  2216308                                          3          6M20                         10/1/2035
                  2217118                                          0          No PPP                       10/1/2035
                  2217518                                          0          No PPP                       10/1/2035
                  2217704                                          3          6M20                          9/1/2035
                  2217744                                          2          6M20                          9/1/2035
                  2219095                                          3          1PBAL                         9/1/2035
                  2219670                                          3          6M20                          9/1/2035
                  2219734                                          3          1PBAL                         9/1/2035
                  2220318                                          0          No PPP                       10/1/2035
                  2220368                                          0          No PPP                       10/1/2035
                  2220493                                          0          No PPP                        9/1/2035
                  2220531                                          0          No PPP                       10/1/2035
                  2220723                                          3          6M20                         10/1/2035
                  2220786                                          0          No PPP                       10/1/2035
                  2221210                                          0          No PPP                       10/1/2035
                  2221588                                          3          2M33                         10/1/2035
                  2221832                                          0          No PPP                       10/1/2035
                  2221908                                          3          1PBAL                        10/1/2035
                  2222278                                          2          2PBAL                         9/1/2035
                  2222360                                          0          No PPP                       10/1/2035
                  2222569                                          3          6M20                         10/1/2035
                  2222654                                          0          No PPP                       10/1/2025
                  2222931                                          0          No PPP                       10/1/2035
                  2223073                                          0          No PPP                       10/1/2020
                  2223093                                          0          No PPP                       10/1/2035
                  2223969                                          0          No PPP                       11/1/2035
                  2224017                                          0          No PPP                       10/1/2025
                  2224249                                          0          No PPP                       10/1/2035
                  2224580                                          3          6M20                         10/1/2035
                  2224792                                          0          No PPP                       10/1/2035
                  2224925                                          2          1POR                         10/1/2035
                  2225024                                          3          6M20                         10/1/2020
                  2225145                                          3          6M20                         10/1/2035
                  2225312                                          0          No PPP                       10/1/2035
                  2225458                                          0          No PPP                       10/1/2035
                  2225801                                          3          6M20                         10/1/2035
                  2226024                                          3          6M20                         10/1/2035
                  2226493                                          0          No PPP                       10/1/2035
                  2226567                                          0          No PPP                       10/1/2020
                  2226641                                          0          No PPP                       11/1/2035
                  2226780                                          3          2M33                         10/1/2035
                  2227328                                          0          No PPP                       10/1/2035
                  2227734                                          1          6M20                         10/1/2035
                  2228682                                          0          No PPP                       10/1/2035
                  2229029                                          3          6M20                         11/1/2035
                  2229116                                          3          6M20                         11/1/2035
                  2230036                                          0          No PPP                       10/1/2035
                  2230160                                          0          No PPP                       12/1/2035
                  2230170                                          0          No PPP                       11/1/2035
                  2230894                                          0          No PPP                       10/1/2020
                  2231852                                          0          No PPP                       10/1/2035
                  2231940                                          0          No PPP                       10/1/2035
                  2232253                                          0          No PPP                       10/1/2035
                  2232618                                          0          No PPP                       12/1/2035
                  2233063                                          0          No PPP                       11/1/2035
                  2233067                                          2          6M20                         11/1/2035
                  2233445                                          3          6M20                         10/1/2035
                  2233620                                          0          No PPP                       10/1/2035
                  2233637                                          0          No PPP                       11/1/2035
                  2234718                                          0          No PPP                       11/1/2035
                  2235761                                          3          6M20                         10/1/2035
                  2235845                                          3          6M20                         10/1/2035
                  2236255                                          0          No PPP                       10/1/2035
                  2236499                                          1          6M20                         11/1/2035
                  2236814                                          0          No PPP                       11/1/2020
                  2237303                                          0          No PPP                       11/1/2020
                  2238221                                          2          6M20                         11/1/2035
                  2238269                                          3          1PBAL                        10/1/2035
                  2239288                                          0          No PPP                       10/1/2035
                  2239635                                          0          No PPP                       10/1/2035
                  2239765                                          0          No PPP                       11/1/2030
                  2239800                                          0          No PPP                       10/1/2035
                  2239912                                          0          No PPP                       11/1/2025
                  2240012                                          3          6M20                         12/1/2035
                  2240060                                          0          No PPP                       10/1/2035
                  2240456                                          0          No PPP                       10/1/2035
                  2241188                                          0          No PPP                       11/1/2035
                  2244462                                          0          No PPP                       11/1/2035
                  2244468                                          0          No PPP                       10/1/2035
                  2245235                                          3          6M20                         11/1/2035
                  2245433                                          0          No PPP                       11/1/2035
                  2245814                                          0          No PPP                       11/1/2035
                  2245884                                          0          No PPP                       11/1/2035
                  2247088                                          0          No PPP                       11/1/2035
                  2247148                                          0          No PPP                       11/1/2035
                  2247170                                          0          No PPP                       11/1/2025
                  2247934                                          0          No PPP                       12/1/2035
                  2247966                                          0          No PPP                       11/1/2035
                  2248667                                          2          6M20                         12/1/2035
                  2249274                                          2          1PBAL                        11/1/2035
                  2249893                                          0          No PPP                       11/1/2020
                  2250266                                          2          6M20                         11/1/2035
                  2250523                                          0          No PPP                       11/1/2025
                  2250732                                          0          No PPP                       11/1/2035
                  2250901                                          3          MISS                         11/1/2035
                  2251675                                          3          2PBAL                        11/1/2035
               1001687491                                          0          No PPP                       11/1/2020
               1001904489                                          2          MISS                          8/1/2035
               1002142899                                          0          No PPP                        9/1/2035
               1002185931                                          3          6M20                          8/1/2035
               1002189982                                          2          1PBAL                         8/1/2035
               1002251654                                          3          6M20                         10/1/2020
               1002252742                                          0          No PPP                        9/1/2035
               1002255099                                          2          MISS                         10/1/2035
               1002323220                                          0          No PPP                        7/1/2035
               1002327529                                          2          6M20                          7/1/2035
               1002369207                                          2          6M20                          9/1/2035
               1002380738                                          0          No PPP                       10/1/2035
               1002385092                                          2          6M20                          8/1/2035
               1002392468                                          1          6M20                          9/1/2020
               1002414827                                          0          No PPP                        9/1/2035
               1002478009                                          2          6M20                          8/1/2035
               1002487981                                          0          No PPP                        9/1/2035
               1002523512                                          0          No PPP                        8/1/2035
               1002560188                                          2          MISS                          9/1/2035
               1002561588                                          2          6M20                          9/1/2035
               1002587659                                          2          6M20                         11/1/2035
               1002588514                                          0          No PPP                        8/1/2035
               1002593713                                          3          6M20                          8/1/2035
               1002595294                                          3          1PBAL                         8/1/2035
               1002596088                                          3          6M20                         10/1/2035
               1002615726                                          0          No PPP                        9/1/2035
               1002627713                                          0          No PPP                        9/1/2035
               1002631986                                          3          6M20                          7/1/2035
               1002636703                                          3          5PBAL                         8/1/2035
               1002638925                                          2          6M20                          9/1/2035
               1002656450                                          0          No PPP                        9/1/2035
               1002676189                                          0          No PPP                        9/1/2035
               1002681878                                          0          No PPP                        9/1/2035
               1002698156                                          0          No PPP                        9/1/2035
               1002709590                                          3          2PBAL                         8/1/2035
               1002711113                                          0          No PPP                        9/1/2035
               1002713852                                          0          No PPP                        9/1/2035
               1002714646                                          0          No PPP                        8/1/2035
               1002716216                                          0          No PPP                        9/1/2035
               1002718893                                          0          No PPP                        8/1/2030
               1002720461                                          0          No PPP                        9/1/2035
               1002727883                                          0          No PPP                        8/1/2035
               1002735552                                          2          MISS                          8/1/2035
               1002739727                                          0          No PPP                        8/1/2030
               1002751659                                          3          6M20                          8/1/2035
               1002753773                                          0          No PPP                        9/1/2035
               1002754362                                          0          No PPP                        9/1/2035
               1002765421                                          0          No PPP                        9/1/2035
               1002769329                                          2          6M20                          8/1/2035
               1002771414                                          2          6M20                          8/1/2035
               1002776543                                          0          No PPP                        8/1/2035
               1002781252                                          3          6M20                          8/1/2035
               1002791054                                          2          6M20                         12/1/2035
               1002791697                                          0          No PPP                        9/1/2035
               1002794765                                          0          No PPP                        9/1/2035
               1002795657                                          0          No PPP                        8/1/2035
               1002796745                                          3          2PBAL                         8/1/2035
               1002802854                                          0          No PPP                        9/1/2035
               1002802916                                          2          6M20                          9/1/2035
               1002805600                                          0          No PPP                        9/1/2035
               1002806707                                          2          6M20                          8/1/2035
               1002814752                                          3          6M20                          9/1/2035
               1002815350                                          3          6M20                          9/1/2035
               1002815555                                          0          No PPP                        9/1/2035
               1002822119                                          2          6M20                          9/1/2035
               1002824288                                          2          6M20                          8/1/2035
               1002826455                                          0          No PPP                        8/1/2035
               1002826614                                          3          202REF                        8/1/2035
               1002826981                                          3          6M20                          9/1/2035
               1002828532                                          3          6M20                          9/1/2035
               1002829443                                          0          No PPP                        9/1/2035
               1002830618                                          2          6M20                          8/1/2035
               1002833795                                          3          6M20                          8/1/2035
               1002834963                                          3          6M20                          9/1/2035
               1002837336                                          0          No PPP                        9/1/2035
               1002838736                                          1          6M20                          9/1/2035
               1002839049                                          3          6M20                          9/1/2035
               1002839548                                          2          MASS                         10/1/2035
               1002841848                                          2          6M20                          9/1/2035
               1002843622                                          2          6M20                          8/1/2035
               1002848128                                          0          No PPP                        9/1/2035
               1002848299                                          2          6M20                          8/1/2035
               1002849788                                          0          No PPP                        8/1/2035
               1002850436                                          2          6M20                         12/1/2035
               1002853200                                          3          2M33                          9/1/2035
               1002853870                                          0          No PPP                        8/1/2035
               1002853969                                          3          6M20                          9/1/2035
               1002856029                                          2          MISS                          9/1/2035
               1002858394                                          0          No PPP                        9/1/2035
               1002858465                                          3          6M20                          9/1/2035
               1002859017                                          1          6M20                          9/1/2035
               1002861807                                          0          No PPP                        8/1/2035
               1002861969                                          3          2M33                          9/1/2035
               1002869827                                          2          6M20                          8/1/2035
               1002873849                                          0          No PPP                        8/1/2035
               1002876882                                          0          No PPP                        9/1/2035
               1002878416                                          3          6M20                          9/1/2035
               1002879344                                          3          1POR                          9/1/2035
               1002882526                                          1          6M20                          9/1/2035
               1002882535                                          0          No PPP                        8/1/2035
               1002883829                                          0          No PPP                        9/1/2035
               1002884445                                          1          2PBAL                         9/1/2035
               1002885131                                          0          No PPP                        8/1/2035
               1002887718                                          3          6M20                          9/1/2035
               1002887807                                          0          No PPP                        9/1/2035
               1002888334                                          2          6M20                          8/1/2035
               1002888806                                          3          6M20                          8/1/2035
               1002890544                                          2          6M20                         10/1/2035
               1002890759                                          0          No PPP                        9/1/2035
               1002891133                                          3          6M20                         10/1/2035
               1002891302                                          0          No PPP                        9/1/2035
               1002891909                                          0          No PPP                        9/1/2035
               1002892123                                          0          No PPP                        9/1/2035
               1002894906                                          0          No PPP                        9/1/2035
               1002896209                                          0          No PPP                        9/1/2035
               1002896922                                          3          6M20                          9/1/2035
               1002897066                                          3          6M20                          9/1/2035
               1002903451                                          3          6M20                          9/1/2035
               1002903656                                          0          No PPP                        8/1/2035
               1002906163                                          0          No PPP                        9/1/2035
               1002912307                                          2          6M20                          9/1/2035
               1002917124                                          0          No PPP                        9/1/2035
               1002917525                                          0          No PPP                        9/1/2035
               1002918258                                          3          2M33                          8/1/2035
               1002919676                                          3          6M20                          9/1/2035
               1002925142                                          1          2PBAL                         8/1/2035
               1002929095                                          3          6M20                          9/1/2025
               1002929861                                          0          No PPP                        9/1/2035
               1002931812                                          0          No PPP                        9/1/2030
               1002936915                                          0          No PPP                        9/1/2035
               1002937273                                          1          6M20                          9/1/2035
               1002941035                                          3          6M20                          8/1/2035
               1002941865                                          3          6M20                         10/1/2035
               1002942052                                          0          No PPP                        9/1/2035
               1002943783                                          0          No PPP                        9/1/2035
               1002945111                                          3          MISS                          9/1/2035
               1002946655                                          0          No PPP                        9/1/2035
               1002946851                                          0          No PPP                        8/1/2035
               1002947930                                          0          No PPP                        9/1/2035
               1002948298                                          3          2PBAL                         9/1/2035
               1002948840                                          0          No PPP                        9/1/2035
               1002949625                                          0          No PPP                       10/1/2035
               1002949983                                          0          No PPP                        9/1/2035
               1002950328                                          0          No PPP                        8/1/2035
               1002950970                                          0          No PPP                        9/1/2030
               1002951292                                          3          MISS                          9/1/2035
               1002951434                                          3          6M20                          9/1/2035
               1002955172                                          0          No PPP                        9/1/2035
               1002957107                                          0          No PPP                        8/1/2035
               1002957312                                          0          No PPP                        8/1/2035
               1002957839                                          0          No PPP                        9/1/2020
               1002958641                                          0          No PPP                        9/1/2035
               1002958669                                          2          6M20                          9/1/2035
               1002960503                                          3          6M20                          9/1/2035
               1002961110                                          3          MISS                          9/1/2035
               1002961441                                          1          2PBAL                         9/1/2035
               1002961469                                          0          No PPP                        9/1/2035
               1002961833                                          0          No PPP                        8/1/2035
               1002962360                                          3          2M33                          8/1/2035
               1002964787                                          0          No PPP                       10/1/2035
               1002965704                                          3          6M20                          9/1/2035
               1002965777                                          0          No PPP                        9/1/2035
               1002966552                                          2          6M20                          9/1/2035
               1002967819                                          2          6M20                          9/1/2035
               1002968239                                          2          6M20                         11/1/2035
               1002968612                                          0          No PPP                        9/1/2035
               1002969112                                          3          6M20                          9/1/2035
               1002969292                                          0          No PPP                        9/1/2035
               1002970896                                          0          No PPP                        9/1/2035
               1002971083                                          3          1PBAL                         9/1/2035
               1002971136                                          2          1PBAL                         9/1/2035
               1002972732                                          3          2PBAL                         9/1/2035
               1002975123                                          2          6M20                          8/1/2035
               1002976612                                          0          No PPP                        8/1/2035
               1002982847                                          3          1POR                          9/1/2035
               1002983285                                          3          1POR                         10/1/2035
               1002984569                                          0          No PPP                        9/1/2035
               1002985719                                          3          6M20                          9/1/2035
               1002986380                                          3          6M20                          9/1/2035
               1002989378                                          0          No PPP                        8/1/2035
               1002989608                                          0          No PPP                        9/1/2035
               1002990302                                          3          MISS                          9/1/2035
               1002990945                                          0          No PPP                        9/1/2035
               1002991392                                          0          No PPP                        9/1/2035
               1002991659                                          0          No PPP                        9/1/2035
               1002993185                                          0          No PPP                        8/1/2035
               1002994380                                          0          No PPP                        9/1/2035
               1002996958                                          0          No PPP                        9/1/2035
               1002999241                                          2          6M20                          8/1/2035
               1003000442                                          0          No PPP                        9/1/2035
               1003001398                                          0          No PPP                        9/1/2035
               1003001995                                          3          6M20                          9/1/2035
               1003010253                                          0          No PPP                        8/1/2035
               1003010351                                          3          1POR                          8/1/2035
               1003011136                                          3          1PBAL                         8/1/2035
               1003011617                                          0          No PPP                        9/1/2035
               1003017540                                          3          6M20                          9/1/2035
               1003017906                                          0          No PPP                        9/1/2035
               1003018326                                          0          No PPP                        9/1/2035
               1003019717                                          3          6M20                          9/1/2035
               1003019922                                          3          1PBAL                         9/1/2035
               1003020670                                          3          MISS                          9/1/2035
               1003021857                                          0          No PPP                        8/1/2035
               1003023908                                          2          6M20                          9/1/2035
               1003027156                                          3          6M20                          9/1/2035
               1003027414                                          3          1PBAL                         9/1/2035
               1003032113                                          3          6M20                          9/1/2035
               1003033979                                          3          1POR                          8/1/2035
               1003035021                                          0          No PPP                        9/1/2035
               1003035780                                          3          1PBAL                         9/1/2035
               1003036878                                          0          No PPP                        9/1/2035
               1003036976                                          3          1POR                          9/1/2035
               1003042825                                          3          6M20                          9/1/2035
               1003043174                                          0          No PPP                        9/1/2035
               1003043888                                          2          6M20                          9/1/2035
               1003044100                                          3          6M20                          9/1/2035
               1003044173                                          3          6M20                          9/1/2035
               1003044477                                          0          No PPP                        9/1/2035
               1003045369                                          3          6M20                          9/1/2035
               1003046723                                          3          6M20                          9/1/2035
               1003047018                                          3          6M20                          9/1/2035
               1003047152                                          3          6M20                          9/1/2025
               1003048071                                          3          2PBAL                         9/1/2035
               1003048188                                          3          6M20                         11/1/2035
               1003048428                                          0          No PPP                        9/1/2035
               1003050129                                          0          No PPP                        9/1/2035
               1003050487                                          3          6M20                          9/1/2035
               1003051244                                          3          6M20                          9/1/2035
               1003051627                                          3          MISS                          9/1/2035
               1003052500                                          3          6M20                          9/1/2035
               1003054937                                          3          6M20                          9/1/2035
               1003055231                                          1          6M20                          9/1/2035
               1003055320                                          0          No PPP                        9/1/2035
               1003055507                                          1          6M20                          9/1/2035
               1003055678                                          3          6M20                          9/1/2035
               1003058041                                          3          2PBAL                         8/1/2035
               1003059512                                          0          No PPP                        9/1/2035
               1003060430                                          0          No PPP                        9/1/2035
               1003061590                                          3          2PBAL                         9/1/2035
               1003062072                                          1          6M20                          8/1/2035
               1003064864                                          0          No PPP                        9/1/2035
               1003064962                                          3          6M20                          9/1/2035
               1003065131                                          0          No PPP                        9/1/2035
               1003065694                                          3          6M20                          9/1/2035
               1003065818                                          3          6M20                          9/1/2035
               1003065863                                          3          1POR                          9/1/2035
               1003068307                                          0          No PPP                       10/1/2035
               1003069903                                          3          6M20                          9/1/2035
               1003070205                                          3          6M20                          9/1/2035
               1003070456                                          3          1POR                          9/1/2035
               1003071160                                          0          No PPP                        9/1/2035
               1003072542                                          2          6M20                         11/1/2035
               1003075987                                          3          2PBAL                         9/1/2035
               1003076156                                          3          6M20                          9/1/2035
               1003076833                                          0          No PPP                        9/1/2035
               1003077477                                          1          6M20                          9/1/2035
               1003079714                                          3          6M20                          9/1/2035
               1003081275                                          0          No PPP                        9/1/2035
               1003082087                                          3          6M20                          9/1/2035
               1003082194                                          3          6M20                          9/1/2035
               1003083745                                          0          No PPP                        9/1/2035
               1003083834                                          3          6M20                          9/1/2035
               1003084370                                          3          202REF                        9/1/2035
               1003086341                                          0          No PPP                        9/1/2035
               1003086369                                          0          No PPP                        9/1/2035
               1003087215                                          3          6M20                          9/1/2035
               1003087769                                          0          No PPP                        9/1/2035
               1003088438                                          2          6M20                          9/1/2035
               1003088893                                          0          No PPP                        9/1/2035
               1003089008                                          3          6M20                          9/1/2035
               1003089927                                          3          6M20                          9/1/2035
               1003090176                                          3          6M20                          9/1/2035
               1003090194                                          3          6M20                         11/1/2035
               1003090318                                          3          6M20                          9/1/2035
               1003090577                                          0          No PPP                        9/1/2035
               1003091095                                          3          202REF                        9/1/2035
               1003092584                                          3          2PBAL                         9/1/2035
               1003093672                                          0          No PPP                        9/1/2035
               1003094706                                          2          6M20                          9/1/2035
               1003096465                                          2          6M20                         10/1/2035
               1003097963                                          3          6M20                          9/1/2035
               1003099220                                          3          6M20                          9/1/2035
               1003099346                                          3          6M20                          9/1/2035
               1003100931                                          0          No PPP                        9/1/2035
               1003101477                                          0          No PPP                        9/1/2035
               1003102653                                          2          1POR                          9/1/2035
               1003104900                                          3          6M20                          9/1/2035
               1003104991                                          0          No PPP                        9/1/2035
               1003105115                                          0          No PPP                        9/1/2035
               1003105302                                          0          No PPP                        9/1/2035
               1003105749                                          3          6M20                          9/1/2035
               1003106800                                          3          6M20                          9/1/2035
               1003106935                                          3          6M20                          9/1/2035
               1003107168                                          1          2PBAL                         9/1/2035
               1003107462                                          3          6M20                          9/1/2035
               1003107998                                          0          No PPP                        9/1/2035
               1003108121                                          0          No PPP                       10/1/2035
               1003108675                                          2          6M20                          9/1/2035
               1003108906                                          0          No PPP                        9/1/2035
               1003108924                                          3          6M20                          9/1/2035
               1003109139                                          3          1PBAL                         9/1/2035
               1003109344                                          2          6M20                          9/1/2035
               1003110500                                          3          6M20                         10/1/2035
               1003111652                                          0          No PPP                        9/1/2035
               1003112198                                          0          No PPP                        9/1/2035
               1003113053                                          0          No PPP                        9/1/2035
               1003113589                                          0          No PPP                        9/1/2035
               1003113696                                          1          6M20                          9/1/2035
               1003115319                                          0          No PPP                        9/1/2035
               1003116149                                          3          6M20                          9/1/2035
               1003116292                                          0          No PPP                        9/1/2035
               1003116835                                          3          6M20                          9/1/2035
               1003116871                                          3          202REF                        9/1/2035
               1003117068                                          0          No PPP                        9/1/2035
               1003118076                                          0          No PPP                        9/1/2035
               1003118227                                          2          6M20                          9/1/2035
               1003118753                                          2          6M20                          9/1/2035
               1003118968                                          3          6M20                          9/1/2035
               1003119654                                          0          No PPP                        9/1/2035
               1003120526                                          3          1POR                          9/1/2035
               1003120713                                          0          No PPP                        9/1/2035
               1003121311                                          3          6M20                          9/1/2035
               1003121491                                          0          No PPP                        9/1/2035
               1003121632                                          1          2PBAL                        10/1/2035
               1003122481                                          3          6M20                          9/1/2035
               1003122542                                          0          No PPP                       10/1/2035
               1003123480                                          3          6M20                          9/1/2035
               1003124041                                          0          No PPP                        9/1/2035
               1003124078                                          3          1PBAL                        10/1/2035
               1003124470                                          3          6M20                          9/1/2035
               1003125772                                          0          No PPP                       10/1/2035
               1003126156                                          0          No PPP                        9/1/2035
               1003126290                                          3          6M20                          9/1/2035
               1003126959                                          3          6M20                          9/1/2035
               1003127627                                          3          6M20                          9/1/2035
               1003128653                                          3          2M33                          9/1/2035
               1003129625                                          1          6M20                          9/1/2035
               1003130089                                          0          No PPP                       10/1/2035
               1003130775                                          0          No PPP                        9/1/2035
               1003133380                                          0          No PPP                        9/1/2020
               1003135725                                          0          No PPP                        9/1/2035
               1003136458                                          0          No PPP                        9/1/2035
               1003137331                                          0          No PPP                        9/1/2035
               1003137616                                          1          6M20                          9/1/2035
               1003137705                                          0          No PPP                        9/1/2035
               1003137901                                          3          6M20                          9/1/2035
               1003139062                                          0          No PPP                        9/1/2035
               1003139598                                          1          2PBAL                         9/1/2035
               1003139856                                          3          6M20                          9/1/2025
               1003139909                                          3          6M20                          9/1/2025
               1003140808                                          3          MISS                          9/1/2035
               1003141344                                          2          6M20                          9/1/2035
               1003142021                                          0          No PPP                        9/1/2035
               1003142290                                          0          No PPP                        9/1/2035
               1003142833                                          2          6M20                         10/1/2035
               1003143510                                          2          6M20                          9/1/2035
               1003143985                                          3          6M20                          9/1/2035
               1003144332                                          2          6M20                          9/1/2035
               1003144537                                          3          6M20                          9/1/2035
               1003145144                                          2          6M20                         10/1/2035
               1003145153                                          0          No PPP                        9/1/2035
               1003147865                                          3          6M20                          9/1/2035
               1003148695                                          3          1PBAL                         9/1/2035
               1003149612                                          0          No PPP                        9/1/2035
               1003150743                                          0          No PPP                        9/1/2035
               1003150994                                          0          No PPP                        9/1/2035
               1003152616                                          2          6M20                          9/1/2035
               1003154393                                          0          No PPP                        9/1/2035
               1003154491                                          0          No PPP                        9/1/2035
               1003155837                                          3          1PBAL                         9/1/2035
               1003156159                                          2          MISS                          9/1/2035
               1003156300                                          3          6M20                          9/1/2035
               1003159496                                          0          No PPP                        9/1/2035
               1003160037                                          3          2M33                          9/1/2035
               1003160457                                          0          No PPP                        9/1/2035
               1003160634                                          0          No PPP                        9/1/2035
               1003160849                                          0          No PPP                        9/1/2035
               1003160965                                          1          6M20                          9/1/2035
               1003161544                                          2          6M20                         10/1/2035
               1003162400                                          3          1PBAL                         9/1/2035
               1003162561                                          3          6M20                          9/1/2035
               1003162598                                          3          6M20                          9/1/2035
               1003163150                                          3          6M20                          9/1/2035
               1003163971                                          0          No PPP                        9/1/2035
               1003164505                                          0          No PPP                        9/1/2035
               1003164952                                          3          6M20                          9/1/2035
               1003165201                                          3          202REF                        9/1/2035
               1003165210                                          0          No PPP                       10/1/2035
               1003166406                                          2          2PBAL                         9/1/2035
               1003166601                                          1          6M20                          9/1/2035
               1003168057                                          1          6M20                          9/1/2035
               1003168789                                          3          6M20                          9/1/2035
               1003170035                                          3          6M20                          9/1/2035
               1003170428                                          2          6M20                          9/1/2035
               1003171481                                          2          6M20                         10/1/2035
               1003171757                                          0          No PPP                       10/1/2035
               1003172621                                          0          No PPP                       10/1/2035
               1003173443                                          3          1PBAL                         9/1/2035
               1003174022                                          0          No PPP                       10/1/2035
               1003174246                                          3          1PBAL                         9/1/2035
               1003175021                                          3          6M20                          9/1/2035
               1003175343                                          3          6M20                          9/1/2035
               1003176921                                          2          6M20                          9/1/2035
               1003177779                                          2          6M20                         10/1/2035
               1003178206                                          2          6M20                          9/1/2035
               1003178448                                          2          6M20                          9/1/2035
               1003178947                                          2          6M20                          9/1/2035
               1003179811                                          0          No PPP                       10/1/2035
               1003180499                                          2          6M20                          9/1/2035
               1003180532                                          3          6M20                         11/1/2035
               1003180596                                          2          MISS                          9/1/2035
               1003181283                                          0          No PPP                       10/1/2035
               1003181666                                          3          1POR                          9/1/2035
               1003183218                                          0          No PPP                        9/1/2035
               1003183860                                          3          2PBAL                         9/1/2035
               1003184137                                          1          6M20                          9/1/2035
               1003184342                                          3          6M20                          9/1/2035
               1003184805                                          3          1POR                          9/1/2035
               1003184903                                          3          6M20                          9/1/2035
               1003184958                                          3          6M20                          9/1/2035
               1003185056                                          0          No PPP                       10/1/2035
               1003185369                                          0          No PPP                        9/1/2035
               1003185626                                          2          6M20                         10/1/2020
               1003185840                                          0          No PPP                       10/1/2035
               1003186037                                          2          6M20                          9/1/2035
               1003186411                                          0          No PPP                        9/1/2035
               1003187081                                          0          No PPP                        9/1/2035
               1003187615                                          0          No PPP                        9/1/2035
               1003187651                                          2          2PBAL                         9/1/2035
               1003188026                                          0          No PPP                        9/1/2035
               1003188419                                          3          6M20                          9/1/2035
               1003188669                                          3          6M20                          9/1/2035
               1003189016                                          1          6M20                          9/1/2035
               1003189640                                          0          No PPP                        9/1/2035
               1003189775                                          2          6M20                          9/1/2035
               1003189908                                          1          6M20                         10/1/2035
               1003190647                                          2          1PBAL                         9/1/2035
               1003190772                                          0          No PPP                        9/1/2035
               1003191245                                          0          No PPP                        9/1/2035
               1003192075                                          2          202REF                       10/1/2035
               1003193207                                          0          No PPP                        9/1/2030
               1003193626                                          2          MISS                          9/1/2035
               1003194527                                          2          6M20                          9/1/2035
               1003195768                                          3          202REF                       10/1/2035
               1003196302                                          3          2PBAL                         9/1/2035
               1003196687                                          0          No PPP                       10/1/2035
               1003196810                                          0          No PPP                       10/1/2035
               1003198890                                          3          6M20                          9/1/2035
               1003199559                                          2          6M20                         10/1/2035
               1003201804                                          2          6M20                          9/1/2035
               1003203321                                          3          6M20                         10/1/2035
               1003203474                                          2          6M20                         10/1/2035
               1003203722                                          3          MISS                          9/1/2035
               1003203919                                          3          6M20                          9/1/2035
               1003205061                                          1          6M20                         10/1/2035
               1003206042                                          0          No PPP                        9/1/2035
               1003207032                                          3          6M20                          9/1/2035
               1003207050                                          0          No PPP                       10/1/2035
               1003208503                                          0          No PPP                        9/1/2035
               1003210377                                          3          6M20                         10/1/2035
               1003210929                                          2          6M20                         10/1/2035
               1003211483                                          0          No PPP                       11/1/2035
               1003211973                                          2          6M20                          9/1/2035
               1003213579                                          3          6M20                          9/1/2035
               1003213588                                          3          6M20                          9/1/2035
               1003214211                                          3          6M20                          9/1/2035
               1003214462                                          2          6M20                         10/1/2035
               1003214925                                          3          6M20                          9/1/2035
               1003216004                                          0          No PPP                        9/1/2035
               1003216807                                          2          2PBAL                         9/1/2020
               1003217691                                          3          1POR                          9/1/2035
               1003218217                                          3          2PBAL                         9/1/2035
               1003218244                                          3          6M20                         10/1/2035
               1003218618                                          0          No PPP                        9/1/2035
               1003218716                                          2          6M20                         10/1/2035
               1003218841                                          3          1POR                          9/1/2035
               1003219127                                          3          6M20                          9/1/2035
               1003219635                                          0          No PPP                        9/1/2035
               1003219886                                          3          202REF                        9/1/2035
               1003220393                                          0          No PPP                        9/1/2035
               1003220776                                          1          6M20                          9/1/2035
               1003221052                                          0          No PPP                        9/1/2035
               1003223498                                          0          No PPP                       10/1/2035
               1003223755                                          3          6M20                          9/1/2035
               1003223835                                          2          6M20                         10/1/2035
               1003225968                                          2          6M20                          9/1/2035
               1003226501                                          3          6M20                         10/1/2035
               1003226529                                          3          6M20                         10/1/2035
               1003226716                                          2          2PBAL                         9/1/2035
               1003226823                                          3          6M20                          9/1/2035
               1003227644                                          2          6M20                         10/1/2035
               1003227895                                          2          MISS                         10/1/2035
               1003228723                                          3          6M20                         10/1/2035
               1003228778                                          2          6M20                         10/1/2035
               1003228956                                          0          No PPP                       10/1/2035
               1003231470                                          3          1PBAL                         9/1/2035
               1003232433                                          0          No PPP                        9/1/2035
               1003232914                                          3          2PBAL                         9/1/2035
               1003233833                                          0          No PPP                        9/1/2035
               1003234342                                          2          6M20                         10/1/2035
               1003234627                                          0          No PPP                       10/1/2035
               1003235617                                          0          No PPP                       10/1/2035
               1003235840                                          0          No PPP                       10/1/2035
               1003237125                                          0          No PPP                        9/1/2035
               1003237580                                          3          2PBAL                         9/1/2035
               1003239873                                          3          MISS                          9/1/2035
               1003241520                                          2          6M20                         10/1/2035
               1003242002                                          3          6M20                          9/1/2035
               1003243172                                          2          6M20                          9/1/2035
               1003246400                                          3          6M20                          9/1/2035
               1003246428                                          0          No PPP                       10/1/2035
               1003250305                                          0          No PPP                        9/1/2035
               1003250403                                          3          6M20                          9/1/2035
               1003252269                                          2          6M20                          9/1/2035
               1003253829                                          2          6M20                          9/1/2035
               1003253838                                          0          No PPP                        9/1/2035
               1003255159                                          0          No PPP                       10/1/2035
               1003255774                                          0          No PPP                        9/1/2035
               1003256407                                          1          6M20                          9/1/2035
               1003256531                                          0          No PPP                        9/1/2035
               1003258520                                          3          6M20                         10/1/2035
               1003258959                                          2          6M20                         10/1/2035
               1003259422                                          1          6M20                          9/1/2035
               1003260474                                          0          No PPP                        9/1/2035
               1003261972                                          0          No PPP                        9/1/2020
               1003262739                                          2          6M20                         10/1/2035
               1003265530                                          3          6M20                          9/1/2035
               1003266469                                          3          6M20                          9/1/2025
               1003267896                                          2          6M20                         10/1/2035
               1003269643                                          0          No PPP                        9/1/2035
               1003270203                                          0          No PPP                        9/1/2035
               1003270908                                          3          1PBAL                         9/1/2035
               1003271916                                          0          No PPP                       10/1/2035
               1003271952                                          3          6M20                         10/1/2035
               1003273399                                          2          6M20                          9/1/2035
               1003275119                                          0          No PPP                        9/1/2035
               1003275636                                          0          No PPP                       10/1/2035
               1003276742                                          3          6M20                         10/1/2035
               1003277563                                          3          6M20                         10/1/2035
               1003280363                                          0          No PPP                       10/1/2035
               1003281503                                          3          6M20                          9/1/2035
               1003284154                                          0          No PPP                       10/1/2035
               1003284485                                          3          6M20                         10/1/2035
               1003286982                                          0          No PPP                        9/1/2035
               1003287080                                          1          6M20                         10/1/2035
               1003287482                                          0          No PPP                       10/1/2035
               1003288025                                          3          2PBAL                         9/1/2025
               1003291075                                          2          6M20                         10/1/2020
               1003291173                                          2          6M20                         10/1/2035
               1003293117                                          0          No PPP                       10/1/2025
               1003293493                                          1          6M20                         10/1/2035
               1003293652                                          0          No PPP                        9/1/2035
               1003293787                                          2          6M20                         10/1/2035
               1003296436                                          2          6M20                         10/1/2035
               1003297881                                          1          6M20                         10/1/2035
               1003298979                                          3          1POR                          9/1/2035
               1003299674                                          3          6M20                         10/1/2035
               1003300163                                          0          No PPP                       10/1/2035
               1003302679                                          2          6M20                         11/1/2035
               1003302964                                          0          No PPP                        9/1/2035
               1003303838                                          0          No PPP                       10/1/2035
               1003307068                                          3          6M20                          9/1/2035
               1003307576                                          3          6M20                          9/1/2035
               1003307656                                          2          1PBAL                        10/1/2035
               1003308281                                          0          No PPP                       10/1/2035
               1003309618                                          0          No PPP                        9/1/2035
               1003309949                                          2          6M20                          9/1/2035
               1003314620                                          3          MISS                          9/1/2035
               1003316496                                          3          6M20                          9/1/2035
               1003319787                                          3          1POR                          9/1/2035
               1003322416                                          2          6M20                          9/1/2035
               1003325388                                          0          No PPP                        9/1/2025
               1003326010                                          0          No PPP                       10/1/2035
               1003326181                                          0          No PPP                       10/1/2035
               1003326190                                          0          No PPP                       10/1/2035
               1003326350                                          2          6M20                          9/1/2035
               1003327572                                          3          6M20                          9/1/2035
               1003328367                                          2          6M20                          9/1/2035
               1003330265                                          3          6M20                          9/1/2035
               1003330782                                          0          No PPP                        9/1/2035
               1003331157                                          0          No PPP                       10/1/2035
               1003331754                                          3          6M20                         10/1/2035
               1003331781                                          0          No PPP                        9/1/2035
               1003334010                                          1          2PBAL                         9/1/2035
               1003337482                                          0          No PPP                        9/1/2035
               1003346800                                          1          6M20                          9/1/2035
               1003348513                                          3          6M20                          9/1/2035
               1003348791                                          0          No PPP                        9/1/2035
               1003350545                                          0          No PPP                        9/1/2035
               1003351535                                          0          No PPP                        9/1/2035
               1003352883                                          0          No PPP                        9/1/2035
               1003353230                                          2          6M20                          9/1/2035
               1003357094                                          0          No PPP                        9/1/2035
               1003359109                                          3          6M20                          9/1/2035
               1003359234                                          1          6M20                          9/1/2035
               1003359966                                          2          6M20                          9/1/2035
               1003361711                                          3          6M20                          9/1/2035
               1003368821                                          0          No PPP                        9/1/2035
               1003369072                                          2          6M20                          9/1/2035
               1003372406                                          3          6M20                          9/1/2035
               1003372709                                          0          No PPP                       10/1/2035
               1003375635                                          0          No PPP                        9/1/2035
               1003376260                                          3          6M20                          9/1/2035
               1003377660                                          3          6M20                         10/1/2035
               1003378491                                          3          1POR                         10/1/2035
               1003379301                                          0          No PPP                       10/1/2035
               1003380282                                          0          No PPP                        9/1/2035
               1003384082                                          0          No PPP                        9/1/2035
               1003386133                                          3          6M20                         10/1/2035
               1003387908                                          0          No PPP                       10/1/2035
               1003388211                                          3          1POR                          9/1/2035
               1003389112                                          0          No PPP                       10/1/2025
               1003391332                                          0          No PPP                       12/1/2035
               1003394151                                          3          6M20                         11/1/2035
               1003397755                                          2          6M20                          9/1/2035
               1003398380                                          0          No PPP                       10/1/2035
               1003400983                                          2          6M20                         10/1/2035
               1003403294                                          3          6M20                          9/1/2035
               1003403962                                          0          No PPP                        9/1/2035
               1003404792                                          0          No PPP                       11/1/2035
               1003406040                                          3          6M20                          9/1/2035
               1003407405                                          0          No PPP                        9/1/2035
               1003408164                                          3          6M20                         10/1/2035
               1003408707                                          0          No PPP                        9/1/2035
               1003408823                                          2          6M20                         10/1/2035
               1003409608                                          2          6M20                         10/1/2035
               1003410865                                          0          No PPP                       10/1/2035
               1003410892                                          3          1POR                          9/1/2035
               1003412300                                          2          6M20                         10/1/2035
               1003415520                                          0          No PPP                        9/1/2035
               1003416556                                          2          6M20                         10/1/2035
               1003419027                                          1          6M20                          9/1/2035
               1003424440                                          2          6M20                          9/1/2035
               1003425706                                          0          No PPP                        9/1/2035
               1003429463                                          0          No PPP                       10/1/2035
               1003431165                                          3          6M20                         11/1/2035
               1003431423                                          0          No PPP                        9/1/2035
               1003433546                                          0          No PPP                        9/1/2035
               1003434901                                          3          MISS                          9/1/2035
               1003436464                                          2          6M20                         10/1/2035
               1003436954                                          3          6M20                          9/1/2035
               1003437837                                          2          6M20                          9/1/2035
               1003438382                                          3          MISS                          9/1/2035
               1003441939                                          3          6M20                          9/1/2035
               1003443633                                          2          1POR                         10/1/2035
               1003444393                                          0          No PPP                       10/1/2035
               1003444473                                          2          1POR                         10/1/2035
               1003445052                                          0          No PPP                       10/1/2035
               1003445800                                          0          No PPP                        9/1/2035
               1003450214                                          2          6M20                         10/1/2035
               1003451446                                          0          No PPP                       10/1/2035
               1003452855                                          2          6M20                          9/1/2035
               1003455353                                          2          6M20                         10/1/2035
               1003455870                                          2          6M20                         10/1/2035
               1003458109                                          0          No PPP                       10/1/2035
               1003458886                                          0          No PPP                       10/1/2035
               1003462522                                          3          5PBAL                         9/1/2035
               1003462648                                          0          No PPP                       10/1/2035
               1003464487                                          1          6M20                         10/1/2035
               1003465146                                          0          No PPP                       10/1/2035
               1003467572                                          0          No PPP                       11/1/2035
               1003469473                                          0          No PPP                       10/1/2035
               1003471772                                          0          No PPP                        9/1/2035
               1003477259                                          0          No PPP                       10/1/2035
               1003480922                                          3          6M20                         11/1/2035
               1003481020                                          0          No PPP                        9/1/2035
               1003483910                                          0          No PPP                       10/1/2035
               1003484438                                          0          No PPP                        9/1/2035
               1003485570                                          3          MISS                         10/1/2035
               1003487426                                          0          No PPP                        9/1/2035
               1003487435                                          0          No PPP                       10/1/2035
               1003489923                                          2          6M20                         10/1/2035
               1003492811                                          3          MISS                         10/1/2035
               1003497200                                          3          6M20                         10/1/2035
               1003499805                                          3          6M20                          9/1/2035
               1003500367                                          0          No PPP                       10/1/2035
               1003500517                                          0          No PPP                        9/1/2035
               1003500893                                          3          6M20                         10/1/2035
               1003501598                                          2          6M20                         10/1/2035
               1003502702                                          0          No PPP                        9/1/2035
               1003503186                                          0          No PPP                       10/1/2035
               1003504782                                          2          2PBAL                        10/1/2035
               1003505567                                          3          6M20                         12/1/2035
               1003505763                                          2          6M20                         10/1/2035
               1003507208                                          3          1PBAL                        11/1/2035
               1003508154                                          0          No PPP                       10/1/2035
               1003510089                                          2          202REF                       10/1/2035
               1003512835                                          0          No PPP                        9/1/2035
               1003513237                                          2          2PBAL                        10/1/2035
               1003516760                                          0          No PPP                       10/1/2035
               1003516993                                          0          No PPP                        9/1/2035
               1003518303                                          3          6M20                          9/1/2035
               1003519543                                          0          No PPP                       10/1/2035
               1003520531                                          3          6M20                         10/1/2035
               1003524715                                          3          6M20                          9/1/2035
               1003526795                                          2          6M20                          9/1/2035
               1003528739                                          0          No PPP                       10/1/2035
               1003529168                                          0          No PPP                        9/1/2035
               1003530110                                          0          No PPP                       10/1/2035
               1003530361                                          2          6M20                         10/1/2035
               1003531397                                          0          No PPP                       10/1/2035
               1003532476                                          1          6M20                         10/1/2035
               1003533803                                          3          6M20                         10/1/2035
               1003534081                                          2          6M20                          9/1/2035
               1003534615                                          0          No PPP                       10/1/2035
               1003535909                                          0          No PPP                       10/1/2035
               1003537738                                          2          6M20                          9/1/2035
               1003540289                                          3          MISS                          9/1/2035
               1003540369                                          0          No PPP                       10/1/2035
               1003540467                                          2          6M20                         10/1/2035
               1003544043                                          2          MISS                          9/1/2035
               1003544132                                          3          6M20                         10/1/2035
               1003544141                                          3          1POR                         10/1/2035
               1003545667                                          3          1POR                          9/1/2035
               1003546489                                          3          6M20                         11/1/2035
               1003547102                                          1          6M20                         10/1/2035
               1003548325                                          0          No PPP                       10/1/2035
               1003548959                                          3          6M20                         10/1/2035
               1003553247                                          3          6M20                         10/1/2035
               1003553274                                          2          6M20                         10/1/2035
               1003554157                                          3          6M20                         10/1/2035
               1003555557                                          0          No PPP                       10/1/2035
               1003556342                                          2          6M20                         11/1/2035
               1003556743                                          3          5PBAL                        10/1/2025
               1003559964                                          2          6M20                         10/1/2035
               1003560685                                          0          No PPP                        9/1/2035
               1003560961                                          2          6M20                         10/1/2035
               1003563049                                          0          No PPP                       10/1/2025
               1003564128                                          2          6M20                         10/1/2035
               1003564459                                          2          2PBAL                        10/1/2035
               1003565430                                          2          6M20                         11/1/2035
               1003569070                                          3          2PBAL                        10/1/2035
               1003570488                                          3          2PBAL                        10/1/2035
               1003570941                                          1          6M20                         10/1/2035
               1003575517                                          0          No PPP                       10/1/2035
               1003577098                                          3          6M20                         10/1/2035
               1003577249                                          3          1POR                          9/1/2035
               1003579746                                          3          6M20                         10/1/2035
               1003581181                                          2          6M20                         10/1/2035
               1003581564                                          0          No PPP                       10/1/2035
               1003582652                                          3          6M20                         10/1/2035
               1003584197                                          3          6M20                         10/1/2035
               1003584847                                          3          1POR                         10/1/2035
               1003585640                                          0          No PPP                       10/1/2035
               1003586435                                          2          6M20                         10/1/2035
               1003587309                                          3          6M20                         11/1/2035
               1003587595                                          2          6M20                         10/1/2035
               1003587915                                          2          2PBAL                        10/1/2035
               1003589370                                          0          No PPP                       10/1/2035
               1003589664                                          1          6M20                         10/1/2035
               1003590395                                          2          6M20                          9/1/2035
               1003590732                                          0          No PPP                       10/1/2035
               1003591410                                          2          6M20                         12/1/2035
               1003592730                                          2          6M20                         10/1/2035
               1003594300                                          1          6M20                         11/1/2035
               1003595577                                          0          No PPP                       10/1/2035
               1003597799                                          2          6M20                         10/1/2035
               1003598716                                          3          6M20                         10/1/2035
               1003599029                                          2          6M20                         10/1/2035
               1003599083                                          0          No PPP                       11/1/2035
               1003599190                                          3          1PBAL                        10/1/2035
               1003600151                                          3          6M20                         10/1/2035
               1003604335                                          3          2PBAL                        10/1/2035
               1003604861                                          3          6M20                         10/1/2035
               1003606789                                          0          No PPP                       10/1/2035
               1003607519                                          3          6M20                         10/1/2035
               1003607895                                          3          6M20                         11/1/2035
               1003608199                                          0          No PPP                       10/1/2035
               1003608527                                          0          No PPP                       10/1/2020
               1003612371                                          2          6M20                         10/1/2035
               1003612629                                          0          No PPP                       10/1/2035
               1003615699                                          0          No PPP                       10/1/2035
               1003617303                                          0          No PPP                       10/1/2035
               1003617385                                          0          No PPP                       10/1/2035
               1003618026                                          2          1PBAL                        10/1/2035
               1003620200                                          0          No PPP                       11/1/2035
               1003624796                                          2          MISS                         10/1/2035
               1003625526                                          3          6M20                         11/1/2035
               1003625964                                          0          No PPP                       10/1/2035
               1003627016                                          0          No PPP                       10/1/2035
               1003627070                                          2          2PBAL                        10/1/2035
               1003627695                                          1          6M20                         10/1/2035
               1003633795                                          2          2PBAL                        10/1/2035
               1003635383                                          3          1PBAL                        10/1/2035
               1003637844                                          0          No PPP                       11/1/2035
               1003638950                                          0          No PPP                       10/1/2035
               1003640769                                          0          No PPP                       10/1/2035
               1003640858                                          3          1PBAL                        10/1/2035
               1003641170                                          2          2PBAL                        11/1/2035
               1003642669                                          3          6M20                         10/1/2035
               1003645096                                          2          MISS                         10/1/2035
               1003645381                                          2          6M20                         10/1/2035
               1003646451                                          3          6M20                         10/1/2035
               1003646558                                          2          6M20                         10/1/2035
               1003647192                                          3          6M20                         10/1/2035
               1003648431                                          0          No PPP                       10/1/2035
               1003650114                                          0          No PPP                       10/1/2035
               1003650187                                          0          No PPP                       10/1/2035
               1003651220                                          3          MISS                         10/1/2035
               1003651943                                          2          1PBAL                        10/1/2035
               1003653950                                          0          No PPP                       10/1/2035
               1003655903                                          2          6M20                         10/1/2035
               1003658241                                          0          No PPP                       10/1/2035
               1003658483                                          3          6M20                         10/1/2035
               1003658811                                          3          6M20                         10/1/2035
               1003660078                                          0          No PPP                       10/1/2035
               1003665215                                          2          6M20                         10/1/2035
               1003666875                                          0          No PPP                       10/1/2035
               1003667669                                          2          6M20                         10/1/2035
               1003668249                                          0          No PPP                       10/1/2035
               1003668524                                          2          1POR                         10/1/2035
               1003670762                                          0          No PPP                       10/1/2035
               1003671253                                          3          6M20                         10/1/2035
               1003671547                                          0          No PPP                       10/1/2035
               1003671949                                          0          No PPP                       12/1/2035
               1003672181                                          3          2PBAL                        11/1/2035
               1003672859                                          3          2PBAL                        10/1/2035
               1003673233                                          2          6M20                         10/1/2035
               1003673796                                          0          No PPP                       10/1/2035
               1003673812                                          2          6M20                         10/1/2035
               1003675222                                          3          6M20                         10/1/2035
               1003675721                                          3          6M20                         10/1/2035
               1003676604                                          2          1PBAL                        10/1/2035
               1003677284                                          3          6M20                         10/1/2035
               1003677603                                          0          No PPP                       10/1/2030
               1003678283                                          3          6M20                         10/1/2035
               1003679754                                          2          6M20                         10/1/2035
               1003680573                                          0          No PPP                       10/1/2035
               1003682009                                          0          No PPP                       10/1/2035
               1003683035                                          0          No PPP                       10/1/2035
               1003684089                                          3          6M20                         10/1/2035
               1003684686                                          0          No PPP                       10/1/2035
               1003685211                                          0          No PPP                       10/1/2035
               1003685676                                          0          No PPP                       10/1/2035
               1003686602                                          3          6M20                         10/1/2035
               1003687344                                          0          No PPP                       10/1/2035
               1003687709                                          0          No PPP                       10/1/2020
               1003688281                                          3          6M20                         10/1/2025
               1003690875                                          0          No PPP                       10/1/2035
               1003692052                                          3          6M20                         11/1/2035
               1003693612                                          2          6M20                         11/1/2035
               1003696352                                          0          No PPP                       10/1/2035
               1003697636                                          3          6M20                         10/1/2035
               1003698555                                          3          2PBAL                        10/1/2035
               1003699000                                          1          MISS                         11/1/2035
               1003699126                                          2          6M20                         10/1/2035
               1003699331                                          0          No PPP                       10/1/2035
               1003699518                                          3          6M20                         10/1/2035
               1003699536                                          3          6M20                         10/1/2035
               1003699732                                          3          6M20                         11/1/2035
               1003702381                                          2          202REF                       10/1/2035
               1003703647                                          2          6M20                         10/1/2035
               1003704879                                          2          6M20                         10/1/2035
               1003706378                                          0          No PPP                       10/1/2035
               1003706948                                          3          1PBAL                        11/1/2035
               1003707153                                          3          6M20                         10/1/2035
               1003708027                                          2          6M20                         10/1/2035
               1003712637                                          2          6M20                         10/1/2035
               1003714412                                          3          6M20                         10/1/2035
               1003714653                                          3          6M20                         10/1/2035
               1003714779                                          0          No PPP                       11/1/2035
               1003715563                                          3          6M20                         10/1/2035
               1003715769                                          3          6M20                         11/1/2020
               1003715876                                          3          6M20                         10/1/2035
               1003718356                                          2          6M20                         12/1/2035
               1003718454                                          3          6M20                         10/1/2035
               1003719854                                          0          No PPP                       10/1/2035
               1003721128                                          2          6M20                         10/1/2035
               1003721208                                          3          6M20                         12/1/2035
               1003722010                                          3          6M20                         10/1/2035
               1003722582                                          3          6M20                         10/1/2035
               1003723527                                          3          1PBAL                        10/1/2035
               1003723867                                          0          No PPP                       10/1/2035
               1003724492                                          0          No PPP                       10/1/2035
               1003724900                                          2          6M20                         10/1/2035
               1003725160                                          3          2PBAL                        10/1/2035
               1003725428                                          0          No PPP                       10/1/2035
               1003726383                                          0          No PPP                       11/1/2035
               1003726579                                          3          6M20                         10/1/2035
               1003726748                                          0          No PPP                       10/1/2035
               1003729488                                          0          No PPP                       10/1/2035
               1003730831                                          0          No PPP                       11/1/2035
               1003731313                                          3          2PBAL                        10/1/2035
               1003731536                                          0          No PPP                       10/1/2035
               1003732303                                          0          No PPP                       11/1/2035
               1003733437                                          0          No PPP                       10/1/2035
               1003738744                                          0          No PPP                       11/1/2035
               1003738762                                          3          202REF                       10/1/2035
               1003739850                                          2          6M20                         10/1/2035
               1003739896                                          0          No PPP                       11/1/2035
               1003739958                                          2          6M20                         10/1/2035
               1003740045                                          0          No PPP                       10/1/2035
               1003740205                                          2          6M20                         10/1/2035
               1003742409                                          0          No PPP                       10/1/2035
               1003744791                                          0          No PPP                       10/1/2035
               1003745950                                          3          6M20                         11/1/2035
               1003747137                                          2          1POR                         10/1/2035
               1003747903                                          0          No PPP                       10/1/2035
               1003748500                                          2          1POR                         10/1/2035
               1003748760                                          2          MISS                         10/1/2035
               1003749901                                          3          1POR                         10/1/2035
               1003751862                                          3          2PBAL                        10/1/2035
               1003752754                                          2          202REF                       10/1/2035
               1003752898                                          2          MISS                         10/1/2035
               1003754084                                          0          No PPP                       10/1/2035
               1003754486                                          2          6M20                         12/1/2035
               1003755706                                          0          No PPP                       10/1/2035
               1003757410                                          1          2PBAL                        11/1/2035
               1003757857                                          0          No PPP                       10/1/2035
               1003760166                                          0          No PPP                       10/1/2035
               1003760362                                          3          6M20                         10/1/2035
               1003760610                                          0          No PPP                       10/1/2035
               1003760647                                          2          6M20                         10/1/2035
               1003762191                                          0          No PPP                       11/1/2035
               1003762930                                          3          6M20                         11/1/2035
               1003763467                                          3          6M20                         10/1/2025
               1003763537                                          3          6M20                         10/1/2025
               1003767301                                          0          No PPP                       10/1/2035
               1003767702                                          0          No PPP                       10/1/2035
               1003768453                                          0          No PPP                       10/1/2035
               1003768701                                          3          6M20                         10/1/2035
               1003768989                                          0          No PPP                       10/1/2035
               1003769327                                          3          6M20                         10/1/2035
               1003769595                                          2          6M20                         11/1/2035
               1003772082                                          0          No PPP                       11/1/2035
               1003772144                                          2          6M20                         10/1/2035
               1003772885                                          3          1PBAL                        10/1/2035
               1003773090                                          3          6M20                         10/1/2035
               1003773740                                          2          6M20                         10/1/2020
               1003775169                                          0          No PPP                       10/1/2035
               1003775392                                          3          1POR                         10/1/2035
               1003776328                                          2          6M20                         11/1/2035
               1003778219                                          2          6M20                         10/1/2035
               1003779557                                          2          1PBAL                        10/1/2035
               1003780527                                          3          6M20                         10/1/2035
               1003781740                                          2          6M20                         10/1/2035
               1003781937                                          3          1PBAL                        10/1/2035
               1003783436                                          3          6M20                         10/1/2035
               1003783551                                          2          6M20                         10/1/2035
               1003784024                                          2          202REF                       10/1/2035
               1003785345                                          2          6M20                         10/1/2035
               1003790240                                          0          No PPP                       11/1/2035
               1003790473                                          3          6M20                         11/1/2020
               1003794237                                          3          1PBAL                        10/1/2035
               1003795824                                          2          MISS                         10/1/2035
               1003796066                                          3          6M20                         10/1/2035
               1003796538                                          0          No PPP                       10/1/2035
               1003796985                                          2          6M20                         10/1/2035
               1003799508                                          0          No PPP                       10/1/2035
               1003800435                                          0          No PPP                       10/1/2035
               1003800872                                          2          1POR                         11/1/2035
               1003800952                                          2          6M20                         11/1/2035
               1003801639                                          0          No PPP                       10/1/2035
               1003802031                                          3          6M20                         11/1/2035
               1003802692                                          1          6M20                         11/1/2035
               1003802718                                          0          No PPP                       10/1/2035
               1003803502                                          0          No PPP                       10/1/2035
               1003803968                                          0          No PPP                       10/1/2035
               1003804066                                          3          6M20                         11/1/2035
               1003804841                                          0          No PPP                       10/1/2035
               1003808320                                          0          No PPP                       10/1/2035
               1003809864                                          3          6M20                         11/1/2035
               1003810157                                          2          1PBAL                        11/1/2035
               1003810996                                          0          No PPP                       10/1/2035
               1003813038                                          3          6M20                         11/1/2035
               1003813485                                          2          6M20                         10/1/2025
               1003813617                                          2          6M20                         11/1/2035
               1003813680                                          0          No PPP                       10/1/2035
               1003817267                                          3          6M20                         10/1/2035
               1003817711                                          0          No PPP                       11/1/2035
               1003818952                                          3          6M20                         11/1/2035
               1003820716                                          2          6M20                         10/1/2035
               1003822581                                          0          No PPP                       11/1/2035
               1003822643                                          2          6M20                         11/1/2035
               1003823759                                          3          6M20                         11/1/2035
               1003823946                                          2          MISS                         10/1/2035
               1003824936                                          2          6M20                         10/1/2035
               1003826845                                          2          6M20                         10/1/2035
               1003827078                                          2          6M20                         10/1/2035
               1003827531                                          2          6M20                         10/1/2035
               1003828692                                          3          6M20                         10/1/2035
               1003830849                                          2          6M20                         10/1/2035
               1003831330                                          0          No PPP                       10/1/2035
               1003831571                                          2          6M20                         11/1/2035
               1003834925                                          0          No PPP                       10/1/2035
               1003835158                                          3          6M20                         10/1/2035
               1003837423                                          2          1POR                         10/1/2035
               1003837977                                          2          6M20                         11/1/2035
               1003839056                                          3          MISS                         11/1/2035
               1003839145                                          0          No PPP                       11/1/2035
               1003840507                                          0          No PPP                       10/1/2035
               1003840650                                          0          No PPP                       10/1/2035
               1003841230                                          0          No PPP                       10/1/2035
               1003841766                                          2          1PBAL                        11/1/2035
               1003842168                                          3          6M20                         11/1/2035
               1003842532                                          2          6M20                         10/1/2035
               1003843265                                          0          No PPP                       10/1/2035
               1003843489                                          0          No PPP                       10/1/2035
               1003845094                                          2          6M20                         11/1/2035
               1003846761                                          0          No PPP                       10/1/2035
               1003846770                                          1          6M20                         10/1/2035
               1003848910                                          2          6M20                         10/1/2035
               1003849018                                          2          6M20                         11/1/2035
               1003850817                                          0          No PPP                       10/1/2035
               1003851111                                          0          No PPP                       10/1/2035
               1003853627                                          0          No PPP                       11/1/2035
               1003854136                                          3          6M20                         10/1/2035
               1003856278                                          2          6M20                         11/1/2035
               1003857188                                          0          No PPP                       11/1/2035
               1003857534                                          2          MISS                         11/1/2035
               1003857614                                          1          2PBAL                        11/1/2035
               1003858560                                          0          No PPP                       10/1/2035
               1003859104                                          3          6M20                         10/1/2035
               1003859907                                          0          No PPP                       10/1/2035
               1003860469                                          0          No PPP                       12/1/2035
               1003860539                                          0          No PPP                       11/1/2035
               1003860977                                          2          6M20                         11/1/2035
               1003862127                                          3          2PBAL                        10/1/2035
               1003862163                                          0          No PPP                       10/1/2035
               1003862298                                          0          No PPP                       11/1/2035
               1003862715                                          3          6M20                         11/1/2035
               1003865286                                          2          202REF                       11/1/2035
               1003866711                                          2          6M20                         11/1/2035
               1003868318                                          2          1POR                         10/1/2035
               1003870421                                          2          6M20                         10/1/2035
               1003870485                                          2          6M20                         11/1/2035
               1003871386                                          0          No PPP                       11/1/2035
               1003872189                                          3          6M20                         11/1/2035
               1003874383                                          0          No PPP                       10/1/2035
               1003874604                                          1          6M20                         11/1/2035
               1003875024                                          0          No PPP                       10/1/2035
               1003875195                                          0          No PPP                       11/1/2035
               1003875202                                          3          6M20                         11/1/2035
               1003876336                                          0          No PPP                       11/1/2035
               1003876639                                          0          No PPP                       11/1/2035
               1003877674                                          2          1POR                         10/1/2035
               1003877941                                          2          6M20                         11/1/2035
               1003880143                                          0          No PPP                       11/1/2035
               1003881712                                          0          No PPP                       11/1/2035
               1003882230                                          2          2M33                         11/1/2035
               1003884522                                          2          6M20                         11/1/2035
               1003884835                                          2          202REF                       11/1/2035
               1003885736                                          3          6M20                         11/1/2035
               1003886548                                          3          5PBAL                        11/1/2035
               1003886815                                          2          6M20                         10/1/2035
               1003888975                                          2          MISS                         11/1/2035
               1003889732                                          0          No PPP                       11/1/2035
               1003893727                                          2          6M20                         11/1/2035
               1003893790                                          0          No PPP                       10/1/2035
               1003895618                                          3          6M20                         11/1/2035
               1003895707                                          0          No PPP                       11/1/2035
               1003897215                                          0          No PPP                       12/1/2035
               1003899721                                          2          1POR                         11/1/2035
               1003901353                                          3          6M20                         12/1/2035
               1003903397                                          0          No PPP                       10/1/2035
               1003905992                                          3          6M20                         10/1/2035
               1003906036                                          0          No PPP                       11/1/2035
               1003906125                                          0          No PPP                       11/1/2035
               1003907927                                          3          2PBAL                        10/1/2035
               1003910012                                          2          6M20                         11/1/2035
               1003912234                                          2          6M20                         10/1/2035
               1003914161                                          2          1POR                         12/1/2035
               1003916187                                          2          6M20                         10/1/2035
               1003917319                                          0          No PPP                       10/1/2035
               1003917756                                          2          1PBAL                        11/1/2035
               1003919371                                          0          No PPP                       10/1/2035
               1003919479                                          2          1PBAL                        11/1/2035
               1003920680                                          3          6M20                         11/1/2035
               1003922054                                          2          6M20                         11/1/2035
               1003927950                                          3          6M20                         11/1/2035
               1003932230                                          2          6M20                         11/1/2035
               1003932506                                          2          6M20                         11/1/2035
               1003935013                                          3          6M20                         10/1/2035
               1003935433                                          0          No PPP                       11/1/2035
               1003936334                                          2          1PBAL                        11/1/2035
               1003936414                                          2          1POR                         10/1/2035
               1003936441                                          1          2PBAL                        11/1/2035
               1003938500                                          3          6M20                         10/1/2035
               1003940846                                          2          6M20                         11/1/2035
               1003941140                                          2          6M20                         10/1/2035
               1003942103                                          0          No PPP                       11/1/2035
               1003942345                                          2          6M20                         11/1/2035
               1003943558                                          2          6M20                         12/1/2035
               1003944254                                          3          6M20                         12/1/2035
               1003951003                                          2          6M20                         10/1/2035
               1003953494                                          0          No PPP                       11/1/2035
               1003954386                                          2          6M20                         11/1/2035
               1003955250                                          3          1PBAL                        11/1/2035
               1003958346                                          3          6M20                         11/1/2035
               1003962572                                          3          6M20                         12/1/2035
               1003963900                                          0          No PPP                       11/1/2035
               1003964847                                          0          No PPP                       10/1/2035
               1003965178                                          2          1PBAL                        11/1/2035
               1003967381                                          0          No PPP                       12/1/2035
               1003967620                                          2          6M20                         10/1/2035
               1003970288                                          2          1PBAL                        11/1/2035
               1003970313                                          0          No PPP                       11/1/2035
               1003971517                                          3          6M20                         11/1/2035
               1003971606                                          0          No PPP                       11/1/2035
               1003972678                                          2          6M20                         10/1/2035
               1003974328                                          2          6M20                         11/1/2035
               1003975363                                          0          No PPP                       12/1/2035
               1003976585                                          2          6M20                         11/1/2035
               1003976709                                          0          No PPP                       11/1/2035
               1003977815                                          3          6M20                         11/1/2035
               1003979733                                          2          MISS                         11/1/2035
               1003981622                                          2          2M33                         10/1/2035
               1003983611                                          0          No PPP                       11/1/2035
               1003985067                                          0          No PPP                       12/1/2035
               1003989054                                          2          6M20                         11/1/2035
               1003991531                                          0          No PPP                       11/1/2035
               1003993156                                          3          6M20                         11/1/2035
               1003994360                                          2          6M20                         12/1/2035
               1003994422                                          1          6M20                         11/1/2035
               1003995485                                          0          No PPP                       11/1/2035
               1003995626                                          0          No PPP                       11/1/2035
               1003995975                                          0          No PPP                       11/1/2035
               1003997526                                          3          6M20                         11/1/2035
               1004000574                                          3          1PBAL                        12/1/2035
               1004001430                                          2          6M20                         11/1/2035
               1004002395                                          0          No PPP                       11/1/2035
               1004002803                                          3          6M20                         11/1/2035
               1004003937                                          0          No PPP                       11/1/2035
               1004004687                                          3          6M20                         11/1/2035
               1004004776                                          0          No PPP                       11/1/2035
               1004005374                                          2          6M20                         11/1/2035
               1004005613                                          0          No PPP                       11/1/2035
               1004006756                                          0          No PPP                       11/1/2035
               1004007078                                          1          MISS                         11/1/2035
               1004007666                                          0          No PPP                       11/1/2035
               1004008273                                          0          No PPP                       12/1/2035
               1004011205                                          2          1POR                         11/1/2035
               1004016825                                          3          6M20                         11/1/2035
               1004017085                                          0          No PPP                       11/1/2035
               1004018592                                          2          6M20                         11/1/2035
               1004019314                                          3          6M20                         11/1/2035
               1004019467                                          0          No PPP                       11/1/2035
               1004019494                                          0          No PPP                       11/1/2035
               1004020026                                          0          No PPP                       11/1/2035
               1004021427                                          2          6M20                         11/1/2035
               1004021490                                          3          6M20                         11/1/2035
               1004021775                                          2          1PBAL                        11/1/2035
               1004021800                                          0          No PPP                       11/1/2035
               1004022337                                          0          No PPP                       11/1/2035
               1004022774                                          2          6M20                         11/1/2035
               1004024843                                          2          6M20                         11/1/2035
               1004025860                                          3          6M20                         11/1/2035
               1004026459                                          0          No PPP                       12/1/2035
               1004026468                                          0          No PPP                       11/1/2035
               1004026789                                          0          No PPP                       11/1/2035
               1004028395                                          3          6M20                         11/1/2035
               1004029198                                          0          No PPP                       11/1/2035
               1004030140                                          2          MISS                         11/1/2035
               1004030774                                          0          No PPP                       12/1/2035
               1004030925                                          0          No PPP                       12/1/2035
               1004031023                                          2          6M20                         11/1/2035
               1004031639                                          2          6M20                         11/1/2035
               1004031899                                          0          No PPP                       11/1/2035
               1004032291                                          2          6M20                         11/1/2035
               1004033263                                          0          No PPP                       11/1/2035
               1004033637                                          0          No PPP                       11/1/2035
               1004033646                                          0          No PPP                       11/1/2035
               1004033735                                          2          6M20                         12/1/2035
               1004035181                                          0          No PPP                       11/1/2035
               1004035430                                          2          6M20                         11/1/2035
               1004036554                                          2          6M20                         11/1/2035
               1004036830                                          0          No PPP                       11/1/2035
               1004036938                                          3          6M20                         11/1/2035
               1004038160                                          3          6M20                         11/1/2035
               1004038302                                          2          2PBAL                        11/1/2035
               1004039711                                          3          5PBAL                        11/1/2035
               1004040503                                          2          6M20                         11/1/2035
               1004041851                                          0          No PPP                       11/1/2035
               1004042556                                          0          No PPP                       11/1/2035
               1004043779                                          2          6M20                         12/1/2035
               1004044616                                          0          No PPP                       11/1/2035
               1004045410                                          0          No PPP                       11/1/2035
               1004046552                                          3          6M20                         11/1/2035
               1004047221                                          3          6M20                         11/1/2035
               1004048630                                          0          No PPP                       11/1/2035
               1004049461                                          0          No PPP                       11/1/2035
               1004049899                                          2          1POR                         11/1/2035
               1004050065                                          2          6M20                         11/1/2035
               1004050261                                          0          No PPP                       11/1/2035
               1004051545                                          2          6M20                         11/1/2035
               1004051714                                          2          6M20                         11/1/2035
               1004053320                                          2          6M20                         12/1/2035
               1004054258                                          1          6M20                         11/1/2035
               1004054640                                          2          1POR                         12/1/2035
               1004054702                                          0          No PPP                       11/1/2020
               1004056924                                          2          6M20                         12/1/2035
               1004057068                                          0          No PPP                       11/1/2035
               1004057488                                          3          6M20                         11/1/2035
               1004058370                                          2          6M20                         11/1/2035
               1004059547                                          2          6M20                         11/1/2035
               1004059798                                          2          6M20                         11/1/2035
               1004060232                                          0          No PPP                       11/1/2035
               1004060330                                          3          MISS                         11/1/2035
               1004061366                                          0          No PPP                       11/1/2035
               1004061936                                          2          6M20                         11/1/2035
               1004062677                                          2          6M20                         11/1/2035
               1004064265                                          0          No PPP                       11/1/2035
               1004064915                                          2          6M20                         12/1/2035
               1004065594                                          0          No PPP                       11/1/2035
               1004067048                                          3          1PBAL                        12/1/2035
               1004068261                                          0          No PPP                       11/1/2035
               1004068494                                          0          No PPP                       12/1/2035
               1004074414                                          3          6M20                         11/1/2035
               1004075805                                          2          6M20                         11/1/2035
               1004079035                                          2          6M20                         11/1/2035
               1004081727                                          2          6M20                         11/1/2035
               1004083333                                          2          6M20                         11/1/2035
               1004085849                                          2          6M20                         11/1/2035
               1004088294                                          2          6M20                         11/1/2035
               1004089462                                          0          No PPP                       11/1/2035
               1004090931                                          2          MISS                         11/1/2035
               1004093108                                          0          No PPP                       11/1/2035
               1004094232                                          2          6M20                         11/1/2035
               1004095712                                          2          6M20                         12/1/2035
               1004096276                                          0          No PPP                       11/1/2035
               1004096374                                          0          No PPP                       11/1/2035
               1004097284                                          0          No PPP                       11/1/2035
               1004097701                                          0          No PPP                       11/1/2025
               1004098238                                          3          6M20                         11/1/2035
               1004099371                                          0          No PPP                       11/1/2035
               1004099772                                          2          202REF                       11/1/2035
               1004099889                                          2          6M20                         11/1/2035
               1004100289                                          0          No PPP                       11/1/2035
               1004100546                                          3          6M20                         11/1/2035
               1004101509                                          1          6M20                         11/1/2035
               1004101821                                          0          No PPP                       11/1/2035
               1004102839                                          2          6M20                         11/1/2035
               1004103703                                          0          No PPP                       11/1/2035
               1004104506                                          2          6M20                         11/1/2035
               1004105603                                          0          No PPP                       11/1/2035
               1004105649                                          2          6M20                         11/1/2035
               1004105925                                          0          No PPP                       11/1/2035
               1004106372                                          2          6M20                         11/1/2035
               1004110250                                          0          No PPP                       11/1/2035
               1004110884                                          1          6M20                         11/1/2035
               1004111954                                          0          No PPP                       11/1/2035
               1004114568                                          0          No PPP                       11/1/2035
               1004115433                                          0          No PPP                       12/1/2035
               1004118626                                          2          6M20                         11/1/2035
               1004119616                                          0          No PPP                       11/1/2035
               1004120221                                          0          No PPP                       11/1/2035
               1004123264                                          2          6M20                         11/1/2035
               1004124165                                          0          No PPP                       11/1/2035
               1004125182                                          2          MISS                         11/1/2035
               1004130693                                          3          6M20                         11/1/2035
               1004131950                                          2          6M20                         11/1/2035
               1004133663                                          0          No PPP                       11/1/2025
               1004140076                                          0          No PPP                       11/1/2035
               1004142671                                          0          No PPP                       11/1/2035
               1004143368                                          2          6M20                         11/1/2035
               1004145428                                          2          6M20                         11/1/2035
               1004148988                                          3          1PBAL                        11/1/2035
               1004154364                                          0          No PPP                       11/1/2035
               1004155808                                          2          6M20                         11/1/2035
               1004157272                                          2          6M20                         11/1/2035
               1004159136                                          2          6M20                         11/1/2035
               1004159886                                          0          No PPP                       11/1/2035
               1004161374                                          2          6M20                         11/1/2035
               1004161800                                          2          6M20                         11/1/2035
               1004163130                                          2          6M20                         11/1/2035
               1004164022                                          1          6M20                         11/1/2035
               1004164594                                          2          6M20                         11/1/2035
               1004165101                                          3          6M20                         11/1/2035
               1004165352                                          2          6M20                         11/1/2035
               1004169447                                          2          6M20                         12/1/2035
               1004169802                                          3          6M20                         11/1/2035
               1004170694                                          0          No PPP                       11/1/2035
               1004170998                                          3          MISS                         11/1/2035
               1004174869                                          0          No PPP                       11/1/2035
               1004176705                                          0          No PPP                       12/1/2035
               1004176938                                          0          No PPP                       12/1/2035
               1004177483                                          2          6M20                         11/1/2035
               1004177937                                          0          No PPP                       11/1/2035
               1004178151                                          3          6M20                         11/1/2035
               1004181414                                          3          6M20                         11/1/2035
               1004182896                                          2          6M20                         11/1/2035
               1004184901                                          2          6M20                         11/1/2035
               1004186286                                          2          6M20                         11/1/2035
               1004186776                                          2          6M20                         11/1/2035
               1004188033                                          3          1POR                         11/1/2035
               1004189327                                          3          6M20                         11/1/2035
               1004189522                                          0          No PPP                       11/1/2035
               1004190306                                          2          6M20                         11/1/2035
               1004190814                                          0          No PPP                       11/1/2035
               1004190887                                          0          No PPP                       11/1/2035
               1004191617                                          1          6M20                         11/1/2035
               1004192821                                          0          No PPP                       11/1/2035
               1004192992                                          0          No PPP                       11/1/2035
               1004195230                                          0          No PPP                       11/1/2035
               1004195748                                          0          No PPP                       12/1/2035
               1004205229                                          3          1POR                         11/1/2035
               1004208761                                          2          6M20                         11/1/2020
               1004209181                                          0          No PPP                       12/1/2035
               1004209724                                          3          MISS                         11/1/2035
               1004210623                                          0          No PPP                       11/1/2035
               1004210801                                          3          6M20                         11/1/2035
               1004211301                                          3          6M20                         11/1/2035
               1004211659                                          0          No PPP                       11/1/2035
               1004211882                                          1          6M20                         12/1/2035
               1004212863                                          0          No PPP                       11/1/2035
               1004213498                                          0          No PPP                       11/1/2035
               1004213844                                          0          No PPP                       11/1/2035
               1004214638                                          3          1POR                         11/1/2035
               1004215682                                          0          No PPP                       11/1/2035
               1004216486                                          3          MISS                         11/1/2035
               1004217065                                          3          2M33                         11/1/2035
               1004217831                                          3          6M20                         11/1/2035
               1004218386                                          3          6M20                         11/1/2035
               1004220417                                          0          No PPP                       11/1/2035
               1004221194                                          0          No PPP                       11/1/2035
               1004222059                                          0          No PPP                       11/1/2035
               1004222638                                          2          2M33                         11/1/2035
               1004224057                                          2          6M20                         11/1/2035
               1004225154                                          0          No PPP                       11/1/2035
               1004226484                                          0          No PPP                       11/1/2035
               1004226974                                          2          1PBAL                        11/1/2035
               1004227394                                          0          No PPP                       11/1/2035
               1004228366                                          0          No PPP                       11/1/2035
               1004229034                                          3          202REF                       11/1/2035
               1004230068                                          2          6M20                         11/1/2035
               1004233626                                          0          No PPP                       11/1/2035
               1004233877                                          0          No PPP                       12/1/2035
               1004234082                                          3          1PBAL                        11/1/2035
               1004234484                                          0          No PPP                       12/1/2035
               1004235232                                          0          No PPP                       11/1/2035
               1004236179                                          0          No PPP                       11/1/2035
               1004236204                                          0          No PPP                       12/1/2035
               1004236473                                          0          No PPP                       11/1/2035
               1004237720                                          2          6M20                         11/1/2035
               1004239817                                          3          MISS                         11/1/2035
               1004240422                                          0          No PPP                       11/1/2035
               1004241653                                          0          No PPP                       11/1/2035
               1004243802                                          2          6M20                         11/1/2035
               1004243973                                          0          No PPP                       11/1/2035
               1004244767                                          2          5PBAL                        11/1/2035
               1004245935                                          2          6M20                         11/1/2035
               1004253015                                          0          No PPP                       11/1/2035
               1004253195                                          2          6M20                         12/1/2035
               1004253710                                          0          No PPP                       11/1/2035
               1004255031                                          2          6M20                         11/1/2035
               1004255139                                          2          2PBAL                        11/1/2035
               1004257217                                          0          No PPP                       11/1/2035
               1004260579                                          2          MISS                         11/1/2035
               1004266163                                          0          No PPP                       12/1/2035
               1004271086                                          0          No PPP                       11/1/2035
               1004271905                                          2          6M20                         11/1/2035
               1004273226                                          2          6M20                         11/1/2035
               1004275073                                          2          6M20                         11/1/2035
               1004275251                                          2          6M20                         12/1/2035
               1004276116                                          0          No PPP                       11/1/2035
               1004276385                                          0          No PPP                       11/1/2035
               1004276465                                          2          6M20                         11/1/2035
               1004276991                                          2          6M20                         12/1/2035
               1004278935                                          2          6M20                         11/1/2035
               1004280478                                          2          6M20                         11/1/2035
               1004280655                                          2          6M20                         11/1/2035
               1004280673                                          3          1POR                         11/1/2035
               1004280913                                          3          MISS                         11/1/2035
               1004281271                                          2          6M20                         11/1/2035
               1004282323                                          2          6M20                         11/1/2035
               1004282644                                          0          No PPP                       11/1/2035
               1004282939                                          0          No PPP                       11/1/2035
               1004283206                                          2          6M20                         11/1/2035
               1004283304                                          0          No PPP                       11/1/2035
               1004284223                                          0          No PPP                       12/1/2035
               1004284893                                          0          No PPP                       11/1/2035
               1004284928                                          2          202REF                       11/1/2035
               1004289914                                          0          No PPP                       11/1/2035
               1004290564                                          3          6M20                         11/1/2035
               1004291082                                          2          6M20                         11/1/2035
               1004293268                                          2          6M20                         11/1/2035
               1004294043                                          2          6M20                         11/1/2035
               1004294445                                          2          6M20                         11/1/2035
               1004295364                                          2          6M20                         11/1/2035
               1004296005                                          0          No PPP                       11/1/2035
               1004296194                                          1          6M20                         12/1/2035
               1004296201                                          2          6M20                         12/1/2035
               1004297601                                          0          No PPP                       11/1/2035
               1004298655                                          0          No PPP                       11/1/2035
               1004299404                                          0          No PPP                       12/1/2035
               1004301142                                          0          No PPP                       11/1/2035
               1004301295                                          0          No PPP                       11/1/2035
               1004301339                                          0          No PPP                       11/1/2035
               1004302276                                          2          6M20                         11/1/2035
               1004302873                                          2          6M20                         11/1/2035
               1004303079                                          0          No PPP                       12/1/2035
               1004304826                                          2          6M20                         11/1/2035
               1004305781                                          2          6M20                         11/1/2035
               1004308699                                          2          6M20                         11/1/2035
               1004308724                                          0          No PPP                       11/1/2035
               1004310285                                          3          6M20                         11/1/2035
               1004311916                                          2          6M20                         11/1/2035
               1004314192                                          2          6M20                         11/1/2035
               1004315761                                          2          6M20                         11/1/2035
               1004317420                                          2          6M20                         11/1/2035
               1004318857                                          0          No PPP                       11/1/2035
               1004319259                                          0          No PPP                       11/1/2020
               1004321816                                          0          No PPP                       11/1/2035
               1004327990                                          0          No PPP                       11/1/2035
               1004329444                                          2          6M20                         12/1/2035
               1004331823                                          2          6M20                         11/1/2035
               1004334946                                          2          6M20                         11/1/2035
               1004335302                                          2          6M20                         11/1/2035
               1004339709                                          2          6M20                         11/1/2035
               1004340742                                          2          6M20                         11/1/2035
               1004340859                                          2          MISS                         11/1/2035
               1004341849                                          2          6M20                         11/1/2035
               1004342027                                          2          1POR                         12/1/2035
               1004343936                                          2          MISS                         12/1/2035
               1004344141                                          3          6M20                         11/1/2035
               1004346158                                          0          No PPP                       11/1/2035
               1004346292                                          0          No PPP                       12/1/2035
               1004355655                                          3          6M20                         12/1/2035
               1004355833                                          2          6M20                         12/1/2035
               1004356315                                          2          6M20                         11/1/2035
               1004356547                                          0          No PPP                       12/1/2035
               1004357733                                          1          6M20                         11/1/2035
               1004357975                                          2          6M20                         12/1/2035
               1004360122                                          3          202REF                       11/1/2035
               1004360621                                          2          202REF                       12/1/2035
               1004362059                                          2          6M20                         11/1/2035
               1004362120                                          3          6M20                         11/1/2035
               1004362825                                          0          No PPP                       11/1/2035
               1004363076                                          3          6M20                         11/1/2035
               1004366714                                          3          6M20                         11/1/2035
               1004366750                                          2          6M20                         11/1/2035
               1004369169                                          3          6M20                         12/1/2035
               1004369285                                          2          6M20                         11/1/2035
               1004370086                                          3          6M20                         11/1/2035
               1004370148                                          2          MISS                         12/1/2035
               1004370665                                          0          No PPP                       12/1/2035
               1004370861                                          0          No PPP                       12/1/2035
               1004371021                                          0          No PPP                       12/1/2035
               1004371343                                          0          No PPP                       11/1/2035
               1004372413                                          0          No PPP                       11/1/2035
               1004372761                                          2          6M20                         12/1/2035
               1004375866                                          2          MISS                         12/1/2035
               1004376892                                          2          6M20                         11/1/2035
               1004377267                                          0          No PPP                       12/1/2030
               1004377285                                          0          No PPP                       11/1/2035
               1004377828                                          2          6M20                         11/1/2035
               1004377999                                          3          6M20                         11/1/2035
               1004382180                                          0          No PPP                       12/1/2035
               1004385123                                          3          202REF                       11/1/2035
               1004385891                                          3          6M20                         11/1/2035
               1004386373                                          2          6M20                         11/1/2035
               1004387657                                          2          6M20                         11/1/2035
               1004388549                                          2          6M20                         11/1/2035
               1004388665                                          2          6M20                         11/1/2035
               1004388692                                          2          6M20                         12/1/2035
               1004390821                                          2          6M20                         11/1/2035
               1004391642                                          2          6M20                         12/1/2035
               1004393230                                          0          No PPP                       11/1/2035
               1004395755                                          2          6M20                         11/1/2035
               1004400767                                          2          6M20                         12/1/2035
               1004401258                                          0          No PPP                       11/1/2035
               1004402257                                          0          No PPP                       11/1/2035
               1004402417                                          2          6M20                         11/1/2035
               1004402872                                          1          6M20                         11/1/2035
               1004403176                                          0          No PPP                       11/1/2035
               1004403755                                          0          No PPP                       11/1/2035
               1004403844                                          2          6M20                         12/1/2035
               1004404193                                          2          6M20                         11/1/2035
               1004406217                                          2          MISS                         11/1/2035
               1004408260                                          2          6M20                         11/1/2035
               1004409287                                          0          No PPP                       11/1/2035
               1004411808                                          3          6M20                         11/1/2035
               1004411979                                          2          6M20                         12/1/2035
               1004412629                                          0          No PPP                       12/1/2035
               1004414583                                          0          No PPP                       11/1/2035
               1004415476                                          2          6M20                         11/1/2035
               1004417697                                          2          6M20                         11/1/2035
               1004418295                                          2          6M20                         12/1/2035
               1004418455                                          2          6M20                         11/1/2035
               1004418561                                          2          6M20                         11/1/2035
               1004419025                                          1          6M20                         11/1/2035
               1004419089                                          2          6M20                         11/1/2035
               1004419935                                          2          6M20                         11/1/2035
               1004420371                                          2          2M33                         12/1/2035
               1004420674                                          3          6M20                         11/1/2035
               1004422191                                          0          No PPP                       11/1/2035
               1004423145                                          2          6M20                         11/1/2035
               1004425296                                          2          2PBAL                        11/1/2035
               1004425599                                          2          6M20                         12/1/2035
               1004427329                                          3          2PBAL                        11/1/2035
               1004428211                                          0          No PPP                       11/1/2035
               1004430690                                          2          6M20                         11/1/2035
               1004432536                                          0          No PPP                       11/1/2035
               1004433759                                          0          No PPP                       12/1/2035
               1004434044                                          3          6M20                         11/1/2035
               1004437951                                          0          No PPP                       11/1/2035
               1004439851                                          0          No PPP                       11/1/2035
               1004439995                                          0          No PPP                       11/1/2035
               1004440929                                          3          6M20                         11/1/2035
               1004441189                                          0          No PPP                       11/1/2035
               1004442963                                          2          6M20                         11/1/2035
               1004445292                                          3          6M20                         11/1/2035
               1004448253                                          0          No PPP                       12/1/2035
               1004449010                                          0          No PPP                       11/1/2035
               1004450588                                          1          6M20                         11/1/2035
               1004454236                                          0          No PPP                       11/1/2035
               1004456341                                          0          No PPP                       11/1/2035
               1004457206                                          0          No PPP                       11/1/2035
               1004458170                                          0          No PPP                       11/1/2035
               1004459473                                          3          6M20                         11/1/2035
               1004460176                                          2          6M20                         12/1/2035
               1004463583                                          0          No PPP                       12/1/2035
               1004463690                                          2          6M20                         12/1/2035
               1004467204                                          0          No PPP                       11/1/2035
               1004467632                                          0          No PPP                       12/1/2035
               1004468524                                          2          6M20                         11/1/2035
               1004470414                                          0          No PPP                       11/1/2035
               1004471707                                          0          No PPP                       12/1/2035
               1004472216                                          0          No PPP                       12/1/2035
               1004472350                                          2          6M20                         12/1/2035
               1004473484                                          2          1POR                         12/1/2035
               1004473983                                          0          No PPP                       12/1/2035
               1004475240                                          2          MISS                         12/1/2035
               1004475758                                          3          6M20                         11/1/2035
               1004476766                                          2          2PBAL                        11/1/2035
               1004478899                                          2          6M20                         12/1/2035
               1004479610                                          2          6M20                         11/1/2035
               1004482535                                          2          MISS                         11/1/2035
               1004485140                                          0          No PPP                       11/1/2035
               1004487692                                          2          6M20                         12/1/2035
               1004488986                                          2          6M20                         11/1/2035
               1004489146                                          0          No PPP                       11/1/2035
               1004489654                                          2          6M20                         12/1/2035
               1004492409                                          2          6M20                         12/1/2035
               1004492800                                          2          1PBAL                        12/1/2035
               1004493195                                          2          202REF                       11/1/2035
               1004495479                                          0          No PPP                       11/1/2035
               1004495914                                          0          No PPP                       11/1/2035
               1004499091                                          3          6M20                         11/1/2035
               1004499910                                          0          No PPP                       11/1/2035
               1004500757                                          3          202REF                       12/1/2035
               1004502087                                          2          6M20                         12/1/2035
               1004503031                                          0          No PPP                       11/1/2035
               1004503102                                          1          6M20                         12/1/2035
               1004503120                                          0          No PPP                       11/1/2035
               1004503601                                          0          No PPP                       11/1/2035
               1004504110                                          0          No PPP                       12/1/2035
               1004506029                                          0          No PPP                       11/1/2035
               1004506350                                          3          6M20                         11/1/2035
               1004506412                                          3          1POR                         11/1/2035
               1004507475                                          1          6M20                         12/1/2035
               1004507652                                          3          6M20                         11/1/2035
               1004508241                                          1          6M20                         12/1/2035
               1004508697                                          0          No PPP                       12/1/2035
               1004508937                                          3          6M20                         12/1/2035
               1004509071                                          2          6M20                         11/1/2035
               1004513422                                          3          6M20                         11/1/2035
               1004515242                                          2          6M20                         12/1/2035
               1004519499                                          3          5PBAL                        12/1/2035
               1004520272                                          2          6M20                         11/1/2035
               1004521752                                          0          No PPP                       11/1/2035
               1004523741                                          2          6M20                         12/1/2035
               1004531377                                          0          No PPP                       12/1/2035
               1004531643                                          2          6M20                         11/1/2035
               1004533071                                          2          6M20                         11/1/2035
               1004533767                                          3          1PBAL                        12/1/2035
               1004534748                                          3          6M20                         11/1/2035
               1004537656                                          2          6M20                         12/1/2035
               1004538218                                          0          No PPP                       11/1/2035
               1004538735                                          2          6M20                         11/1/2035
               1004539440                                          2          6M20                         12/1/2035
               1004539716                                          3          6M20                         12/1/2035
               1004540090                                          2          6M20                         12/1/2035
               1004541133                                          0          No PPP                       11/1/2035
               1004541543                                          2          MASS                         12/1/2035
               1004542588                                          2          MISS                         11/1/2035
               1004544461                                          2          6M20                         12/1/2035
               1004544782                                          2          6M20                         11/1/2035
               1004547100                                          2          1PBAL                        11/1/2035
               1004547468                                          2          6M20                         12/1/2035
               1004548582                                          2          6M20                         12/1/2035
               1004549126                                          2          6M20                         12/1/2035
               1004550088                                          0          No PPP                       11/1/2035
               1004553067                                          3          6M20                         12/1/2035
               1004556723                                          3          6M20                         12/1/2035
               1004557991                                          1          6M20                         12/1/2035
               1004559365                                          0          No PPP                       12/1/2035
               1004559926                                          0          No PPP                       12/1/2035
               1004561904                                          0          No PPP                       12/1/2035
               1004562253                                          3          6M20                         12/1/2035
               1004562495                                          0          No PPP                       12/1/2035
               1004563074                                          0          No PPP                       12/1/2035
               1004564661                                          0          No PPP                       12/1/2035
               1004565107                                          2          6M20                         11/1/2035
               1004565474                                          0          No PPP                       11/1/2035
               1004567944                                          2          6M20                         12/1/2035
               1004568836                                          2          6M20                         12/1/2035
               1004570976                                          0          No PPP                       11/1/2035
               1004572153                                          0          No PPP                       12/1/2035
               1004572224                                          0          No PPP                       12/1/2035
               1004572554                                          0          No PPP                       11/1/2035
               1004572894                                          2          6M20                         12/1/2035
               1004573633                                          2          6M20                         12/1/2035
               1004575123                                          2          6M20                         12/1/2035
               1004575436                                          2          6M20                         12/1/2035
               1004578665                                          1          6M20                         12/1/2035
               1004580484                                          2          6M20                         12/1/2035
               1004583864                                          2          6M20                         12/1/2035
               1004588609                                          3          6M20                         12/1/2035
               1004589172                                          0          No PPP                       12/1/2035
               1004591613                                          0          No PPP                       12/1/2035
               1004593256                                          1          6M20                         11/1/2035
               1004601078                                          0          No PPP                       12/1/2035
               1004604315                                          2          6M20                         12/1/2035
               1004605323                                          2          6M20                         12/1/2035
               1004605699                                          3          6M20                         12/1/2035
               1004606019                                          2          6M20                         12/1/2035
               1004607900                                          2          6M20                         12/1/2035
               1004608320                                          2          2PBAL                        12/1/2035
               1004609329                                          2          6M20                         12/1/2035
               1004609506                                          2          MISS                         12/1/2035
               1004610013                                          2          6M20                         12/1/2035
               1004610424                                          2          MISS                         12/1/2035
               1004611539                                          2          6M20                         12/1/2035
               1004613047                                          2          6M20                         12/1/2035
               1004619675                                          3          6M20                         12/1/2035
               1004620912                                          2          6M20                         12/1/2035
               1004621733                                          0          No PPP                       12/1/2035
               1004626541                                          0          No PPP                       12/1/2035
               1004627041                                          1          2PBAL                        12/1/2035
               1004628193                                          1          6M20                         12/1/2035
               1004628371                                          2          6M20                         12/1/2035
               1004630288                                          1          6M20                         12/1/2035
               1004634337                                          2          6M20                         12/1/2035
               1004639038                                          2          2M33                         12/1/2035
               1004639341                                          2          6M20                         12/1/2035
               1004640918                                          0          No PPP                       12/1/2035
               1004645682                                          1          6M20                         12/1/2035
               1004651834                                          2          6M20                         12/1/2035
               1004652487                                          2          6M20                         12/1/2035
               1004654724                                          2          6M20                         12/1/2035
               1004655135                                          2          6M20                         12/1/2035
               1004658515                                          0          No PPP                       12/1/2035
               1004662797                                          2          6M20                         12/1/2035
               1004663028                                          0          No PPP                       12/1/2035
               1004667060                                          3          6M20                         12/1/2035
               1004667514                                          0          No PPP                       12/1/2035
               1004669406                                          0          No PPP                       12/1/2035
               1004670314                                          3          6M20                         12/1/2035
               1004676390                                          3          6M20                         12/1/2035
               1004677013                                          2          6M20                         12/1/2035
               1004678655                                          0          No PPP                       12/1/2035
               1004681776                                          2          6M20                         12/1/2035
               1004684158                                          0          No PPP                       12/1/2035
               1004688984                                          2          6M20                         12/1/2035
               1004694584                                          0          No PPP                       12/1/2035
               1004694851                                          0          No PPP                       12/1/2035
               1004696243                                          3          6M20                         12/1/2035
               1004698018                                          2          6M20                         12/1/2035
               1004699008                                          2          6M20                         12/1/2035
               1004700602                                          1          6M20                         12/1/2035
               1004700782                                          0          No PPP                       12/1/2035
               1004704635                                          0          No PPP                       12/1/2035
               1004705224                                          0          No PPP                       12/1/2035
               1004716025                                          2          MISS                         12/1/2035
               1004721741                                          3          6M20                         12/1/2035
               1004721965                                          1          2PBAL                        12/1/2035
               1004722697                                          3          2M33                         12/1/2035
               1004723295                                          0          No PPP                       12/1/2035
               1004728511                                          1          6M20                         12/1/2035
               1004734121                                          2          5PBAL                        12/1/2035
               1004740043                                          2          6M20                         12/1/2035
               1004740891                                          2          6M20                         12/1/2035
               1004741890                                          1          6M20                         12/1/2035
               1004741925                                          2          MISS                         12/1/2035
               1004749106                                          3          6M20                         12/1/2035
               1004771697                                          2          6M20                         12/1/2035
               1004777496                                          0          No PPP                       12/1/2035
               1004783808                                          0          No PPP                       12/1/2035
               1004785110                                          2          2PBAL                        12/1/2035
               1004785316                                          2          MISS                         12/1/2035
               1004786020                                          0          No PPP                       12/1/2035
               1004787154                                          0          No PPP                       12/1/2035
               1004794556                                          2          6M20                         12/1/2035
               1004800558                                          1          6M20                         12/1/2035
               1004802663                                          0          No PPP                       12/1/2035
               1004805152                                          2          6M20                         12/1/2035
               1004807150                                          1          6M20                         12/1/2035
               1004826585                                          2          6M20                         12/1/2035
               1004827441                                          3          6M20                         12/1/2035
               1004828510                                          2          6M20                         12/1/2035
               1004832505                                          2          6M20                         12/1/2035
               1004834530                                          2          6M20                         12/1/2035
               1004839278                                          1          6M20                         12/1/2035
               1004840417                                          2          6M20                         12/1/2035
               1004848543                                          2          6M20                         12/1/2035
               1004854660                                          2          6M20                         12/1/2035
               1004856793                                          2          6M20                         12/1/2035
               1004857578                                          2          2PBAL                        12/1/2035
               1004859308                                          0          No PPP                       12/1/2035
               1004861572                                          2          6M20                         12/1/2035
               1004873827                                          3          2PBAL                        12/1/2035
               1004874069                                          0          No PPP                       12/1/2035
               1004880294                                          2          6M20                         12/1/2035
               1004885477                                          2          6M20                         12/1/2035
               1004888036                                          2          6M20                         12/1/2035
               1004889026                                          0          No PPP                       12/1/2035
               1004890372                                          2          5PBAL                        12/1/2035
               1004906114                                          0          No PPP                       12/1/2035
               1004907818                                          0          No PPP                       12/1/2035
               1004915890                                          1          6M20                         12/1/2035
               1004922196                                          2          6M20                         12/1/2035
               1004923033                                          2          6M20                         12/1/2035
               1004926487                                          2          6M20                         12/1/2035
               1004934076                                          2          6M20                         12/1/2035
               1004934986                                          3          2PBAL                        12/1/2035
               1004936519                                          2          1PBAL                        12/1/2035
               1004936779                                          0          No PPP                       12/1/2035
               1004944234                                          2          6M20                         12/1/2035
               1004947464                                          0          No PPP                       12/1/2035
               1004950672                                          2          6M20                         12/1/2035
               1004958424                                          0          No PPP                       12/1/2035
               1004960894                                          1          6M20                         12/1/2035
               1004961349                                          2          6M20                         12/1/2035
               1004963212                                          2          6M20                         12/1/2035
               1004965764                                          1          2PBAL                        12/1/2035
               1004971016                                          2          6M20                         12/1/2035
               1004973416                                          2          6M20                         12/1/2035
               1004980435                                          2          6M20                         12/1/2035
               1004995768                                          1          6M20                         12/1/2035
               1005019703                                          2          2PBAL                        12/1/2035
               1005048450                                          2          6M20                         12/1/2035
                  2235144                                          3          MISS                         11/1/2035
                  2249044                                          3          6M20                         11/1/2035
                  2251787                                          2          6M20                         12/1/2035
               1003113767                                          0          No PPP                       11/1/2035
               1003452374                                          2          6M20                         11/1/2035
               1003457690                                          0          No PPP                       11/1/2035
               1003751693                                          0          No PPP                       12/1/2035
               1003836772                                          2          6M20                         12/1/2035
               1003873874                                          1          6M20                         12/1/2035
               1003908212                                          2          MISS                         11/1/2035
               1004049791                                          2          6M20                         12/1/2035
               1004052474                                          3          6M20                         12/1/2035
               1004062908                                          2          6M20                         12/1/2035
               1004065237                                          0          No PPP                       12/1/2035
               1004076715                                          3          6M20                         12/1/2035
               1004086848                                          2          MISS                         11/1/2035
               1004089765                                          3          MISS                         11/1/2035
               1004096962                                          2          6M20                         12/1/2035
               1004107282                                          2          MISS                         12/1/2035
               1004107683                                          3          6M20                         12/1/2035
               1004108058                                          2          6M20                         12/1/2035
               1004110900                                          0          No PPP                       12/1/2035
               1004112212                                          3          6M20                         11/1/2035
               1004112515                                          0          No PPP                       11/1/2035
               1004112819                                          2          6M20                         11/1/2035
               1004117315                                          2          6M20                         11/1/2035
               1004117556                                          0          No PPP                       11/1/2035
               1004124012                                          2          1PBAL                        11/1/2035
               1004127242                                          2          202REF                       11/1/2035
               1004127732                                          2          1PBAL                        11/1/2035
               1004127983                                          2          6M20                         11/1/2035
               1004128884                                          2          6M20                         11/1/2035
               1004129721                                          0          No PPP                       12/1/2035
               1004129883                                          3          202REF                       12/1/2035
               1004129927                                          2          6M20                         12/1/2035
               1004131638                                          2          6M20                         11/1/2035
               1004132931                                          3          6M20                         12/1/2035
               1004134314                                          0          No PPP                       11/1/2035
               1004135670                                          2          6M20                         11/1/2035
               1004135938                                          0          No PPP                       11/1/2035
               1004136125                                          2          6M20                         11/1/2035
               1004136232                                          2          6M20                         11/1/2035
               1004136349                                          2          6M20                         11/1/2035
               1004139523                                          2          6M20                         12/1/2035
               1004139756                                          2          6M20                         11/1/2035
               1004141921                                          0          No PPP                       12/1/2035
               1004143144                                          3          6M20                         11/1/2035
               1004144875                                          0          No PPP                       12/1/2035
               1004146141                                          2          6M20                         12/1/2035
               1004146365                                          0          No PPP                       12/1/2035
               1004148372                                          3          202REF                       12/1/2035
               1004149932                                          0          No PPP                       11/1/2035
               1004150420                                          2          6M20                         11/1/2035
               1004152865                                          0          No PPP                       11/1/2035
               1004157548                                          0          No PPP                       11/1/2035
               1004158360                                          0          No PPP                       11/1/2035
               1004159859                                          2          6M20                         11/1/2035
               1004161098                                          0          No PPP                       12/1/2035
               1004163005                                          0          No PPP                       11/1/2035
               1004167001                                          3          6M20                         12/1/2035
               1004167065                                          2          6M20                         12/1/2035
               1004168992                                          0          No PPP                       11/1/2035
               1004170220                                          2          6M20                         11/1/2035
               1004171844                                          2          6M20                         11/1/2035
               1004176652                                          0          No PPP                       11/1/2035
               1004178749                                          2          1POR                         11/1/2035
               1004180139                                          3          6M20                         12/1/2035
               1004182645                                          0          No PPP                       12/1/2035
               1004183163                                          0          No PPP                       11/1/2035
               1004183859                                          2          6M20                         12/1/2035
               1004188934                                          3          6M20                         12/1/2035
               1004194026                                          3          1PBAL                        11/1/2035
               1004194614                                          3          1POR                         11/1/2035
               1004196453                                          1          2PBAL                        11/1/2035
               1004198282                                          2          6M20                         11/1/2035
               1004200493                                          3          6M20                         11/1/2035
               1004202829                                          2          6M20                         12/1/2035
               1004204998                                          2          6M20                         11/1/2035
               1004209109                                          0          No PPP                       11/1/2035
               1004214371                                          3          1PBAL                        12/1/2035
               1004216182                                          2          6M20                         11/1/2035
               1004216468                                          0          No PPP                       11/1/2035
               1004219483                                          0          No PPP                       12/1/2035
               1004219535                                          0          No PPP                       11/1/2035
               1004219795                                          2          1PBAL                        11/1/2035
               1004221078                                          0          No PPP                       12/1/2035
               1004221309                                          2          2PBAL                        11/1/2035
               1004225387                                          0          No PPP                       11/1/2035
               1004226732                                          2          MISS                         12/1/2035
               1004227465                                          3          202REF                       11/1/2035
               1004233163                                          1          6M20                         12/1/2035
               1004234536                                          0          No PPP                       11/1/2035
               1004235143                                          0          No PPP                       11/1/2035
               1004236026                                          1          2PBAL                        11/1/2035
               1004236516                                          0          No PPP                       11/1/2035
               1004247933                                          2          6M20                         11/1/2035
               1004251160                                          3          6M20                         12/1/2035
               1004251437                                          0          No PPP                       12/1/2035
               1004253827                                          1          6M20                         12/1/2035
               1004258902                                          0          No PPP                       11/1/2035
               1004260409                                          0          No PPP                       12/1/2035
               1004262899                                          0          No PPP                       12/1/2035
               1004263184                                          2          6M20                         11/1/2035
               1004264986                                          0          No PPP                       11/1/2035
               1004265976                                          3          6M20                         11/1/2035
               1004268731                                          3          6M20                         12/1/2035
               1004271567                                          0          No PPP                       11/1/2035
               1004272272                                          0          No PPP                       11/1/2035
               1004275714                                          1          6M20                         11/1/2035
               1004277099                                          2          6M20                         12/1/2035
               1004283572                                          0          No PPP                       12/1/2035
               1004284027                                          0          No PPP                       11/1/2035
               1004287426                                          0          No PPP                       12/1/2035
               1004288201                                          0          No PPP                       12/1/2035
               1004288318                                          3          202REF                       11/1/2035
               1004289576                                          0          No PPP                       11/1/2035
               1004289638                                          3          6M20                         11/1/2035
               1004291625                                          2          MISS                         12/1/2035
               1004292394                                          2          6M20                         11/1/2035
               1004297861                                          3          6M20                         12/1/2035
               1004301393                                          0          No PPP                       11/1/2035
               1004301561                                          3          6M20                         11/1/2035
               1004304728                                          2          6M20                         11/1/2035
               1004305264                                          2          2PBAL                        11/1/2035
               1004306067                                          0          No PPP                       12/1/2035
               1004307761                                          3          1POR                         12/1/2035
               1004308788                                          2          2M33                         12/1/2035
               1004312336                                          0          No PPP                       12/1/2035
               1004313451                                          0          No PPP                       11/1/2035
               1004314398                                          2          6M20                         11/1/2035
               1004317162                                          2          6M20                         11/1/2035
               1004317867                                          0          No PPP                       12/1/2035
               1004321362                                          2          6M20                         11/1/2035
               1004323878                                          0          No PPP                       11/1/2035
               1004328908                                          2          2PBAL                        11/1/2035
               1004332733                                          0          No PPP                       12/1/2035
               1004334054                                          2          MISS                         11/1/2035
               1004339264                                          0          No PPP                       11/1/2035
               1004342125                                          0          No PPP                       12/1/2035
               1004343491                                          2          6M20                         12/1/2035
               1004345523                                          3          2PBAL                        12/1/2035
               1004346416                                          2          6M20                         12/1/2035
               1004347594                                          0          No PPP                       11/1/2035
               1004350062                                          0          No PPP                       11/1/2035
               1004350641                                          3          2M33                         11/1/2035
               1004353684                                          1          6M20                         12/1/2035
               1004354594                                          2          MISS                         12/1/2035
               1004357813                                          3          6M20                         11/1/2035
               1004358475                                          0          No PPP                       11/1/2035
               1004358698                                          0          No PPP                       12/1/2035
               1004359036                                          2          2PBAL                        11/1/2035
               1004360667                                          0          No PPP                       12/1/2035
               1004361425                                          2          6M20                         12/1/2035
               1004364495                                          0          No PPP                       12/1/2035
               1004368945                                          0          No PPP                       12/1/2035
               1004369695                                          0          No PPP                       12/1/2035
               1004371405                                          0          No PPP                       11/1/2035
               1004372743                                          0          No PPP                       11/1/2035
               1004374251                                          0          No PPP                       11/1/2035
               1004375839                                          0          No PPP                       12/1/2035
               1004379363                                          2          6M20                         12/1/2035
               1004379764                                          2          6M20                         12/1/2035
               1004380805                                          3          6M20                         12/1/2035
               1004382670                                          0          No PPP                       11/1/2035
               1004383820                                          0          No PPP                       11/1/2035
               1004387844                                          3          6M20                         11/1/2035
               1004388727                                          3          2PBAL                        12/1/2035
               1004390395                                          2          2M33                         11/1/2035
               1004390616                                          3          6M20                         11/1/2035
               1004391553                                          3          MISS                         12/1/2035
               1004393025                                          2          6M20                         12/1/2035
               1004394364                                          0          No PPP                       12/1/2035
               1004394836                                          3          6M20                         12/1/2035
               1004394970                                          0          No PPP                       12/1/2035
               1004395540                                          0          No PPP                       11/1/2035
               1004395862                                          2          6M20                         11/1/2035
               1004397879                                          2          1POR                         11/1/2035
               1004397959                                          0          No PPP                       12/1/2035
               1004398627                                          0          No PPP                       12/1/2035
               1004400151                                          3          6M20                         12/1/2035
               1004401418                                          0          No PPP                       11/1/2035
               1004401472                                          0          No PPP                       12/1/2035
               1004402328                                          2          2PBAL                        12/1/2035
               1004403185                                          2          6M20                         12/1/2035
               1004403728                                          0          No PPP                       12/1/2035
               1004404326                                          1          2PBAL                        11/1/2035
               1004406976                                          2          6M20                         12/1/2035
               1004406985                                          3          6M20                         11/1/2035
               1004408705                                          0          No PPP                       12/1/2035
               1004409900                                          0          No PPP                       11/1/2035
               1004409919                                          3          2PBAL                        12/1/2035
               1004410569                                          2          MISS                         11/1/2035
               1004412291                                          0          No PPP                       11/1/2035
               1004413566                                          0          No PPP                       12/1/2035
               1004414324                                          2          6M20                         12/1/2035
               1004415010                                          0          No PPP                       11/1/2035
               1004415225                                          0          No PPP                       11/1/2035
               1004416910                                          0          No PPP                       12/1/2035
               1004418106                                          0          No PPP                       12/1/2035
               1004418810                                          2          6M20                         11/1/2035
               1004420610                                          2          6M20                         12/1/2035
               1004421183                                          2          6M20                         12/1/2035
               1004423163                                          2          6M20                         11/1/2035
               1004425704                                          3          6M20                         11/1/2035
               1004427702                                          3          6M20                         12/1/2035
               1004430137                                          0          No PPP                       12/1/2035
               1004430306                                          0          No PPP                       12/1/2035
               1004430431                                          0          No PPP                       11/1/2035
               1004430501                                          3          1PBAL                        12/1/2035
               1004431920                                          3          6M20                         11/1/2035
               1004432670                                          2          6M20                         11/1/2035
               1004432947                                          0          No PPP                       12/1/2035
               1004433544                                          2          6M20                         12/1/2035
               1004433624                                          3          MISS                         12/1/2035
               1004434641                                          0          No PPP                       12/1/2035
               1004435025                                          0          No PPP                       12/1/2035
               1004435463                                          2          2M33                         12/1/2035
               1004436293                                          2          6M20                         12/1/2035
               1004437407                                          0          No PPP                       12/1/2035
               1004441125                                          0          No PPP                       12/1/2035
               1004442133                                          3          6M20                         12/1/2035
               1004442320                                          0          No PPP                       11/1/2035
               1004445568                                          2          6M20                         12/1/2035
               1004445639                                          3          2PBAL                        12/1/2035
               1004449476                                          1          6M20                         12/1/2035
               1004451462                                          3          6M20                         12/1/2035
               1004452121                                          0          No PPP                       12/1/2035
               1004455057                                          2          6M20                         12/1/2035
               1004457643                                          2          6M20                         12/1/2035
               1004457714                                          0          No PPP                       11/1/2035
               1004458269                                          2          6M20                         12/1/2035
               1004458571                                          0          No PPP                       12/1/2035
               1004463360                                          2          6M20                         12/1/2035
               1004464056                                          2          6M20                         12/1/2035
               1004465466                                          2          6M20                         12/1/2035
               1004467151                                          3          202REF                       12/1/2035
               1004468098                                          2          6M20                         12/1/2035
               1004471093                                          1          6M20                         12/1/2035
               1004471404                                          0          No PPP                       12/1/2035
               1004471495                                          0          No PPP                       11/1/2035
               1004471574                                          3          6M20                         12/1/2035
               1004471887                                          3          6M20                         12/1/2035
               1004473581                                          2          6M20                         12/1/2035
               1004474287                                          2          6M20                         12/1/2035
               1004474296                                          0          No PPP                       11/1/2035
               1004475035                                          2          2PBAL                        12/1/2035
               1004475589                                          3          6M20                         11/1/2035
               1004475598                                          0          No PPP                       12/1/2035
               1004477480                                          3          6M20                         12/1/2035
               1004478817                                          0          No PPP                       12/1/2035
               1004479549                                          0          No PPP                       11/1/2035
               1004480813                                          0          No PPP                       12/1/2035
               1004481689                                          3          6M20                         12/1/2035
               1004483179                                          0          No PPP                       12/1/2035
               1004483892                                          2          6M20                         11/1/2035
               1004485168                                          2          2M33                         11/1/2035
               1004486728                                          3          6M20                         12/1/2035
               1004487530                                          3          6M20                         12/1/2035
               1004489351                                          0          No PPP                       12/1/2035
               1004492588                                          2          1POR                         12/1/2035
               1004493364                                          3          6M20                         12/1/2035
               1004495843                                          3          1POR                         12/1/2035
               1004495870                                          2          6M20                         12/1/2035
               1004496094                                          0          No PPP                       11/1/2035
               1004496762                                          2          2M33                         11/1/2035
               1004501532                                          2          6M20                         12/1/2035
               1004501943                                          2          6M20                         12/1/2035
               1004504156                                          0          No PPP                       11/1/2035
               1004504218                                          1          6M20                         12/1/2035
               1004504842                                          2          6M20                         12/1/2035
               1004504860                                          0          No PPP                       12/1/2035
               1004505191                                          1          6M20                         12/1/2035
               1004508223                                          0          No PPP                       12/1/2035
               1004511068                                          3          6M20                         12/1/2035
               1004511825                                          3          6M20                         12/1/2035
               1004517179                                          0          No PPP                       12/1/2035
               1004518793                                          0          No PPP                       12/1/2035
               1004519970                                          0          No PPP                       12/1/2035
               1004520003                                          1          6M20                         12/1/2035
               1004520931                                          2          6M20                         12/1/2035
               1004522038                                          3          202REF                       12/1/2035
               1004523368                                          3          1PBAL                        11/1/2035
               1004523590                                          0          No PPP                       12/1/2035
               1004523778                                          0          No PPP                       12/1/2035
               1004524688                                          0          No PPP                       12/1/2035
               1004524946                                          2          6M20                         12/1/2035
               1004525348                                          2          6M20                         12/1/2035
               1004527177                                          0          No PPP                       12/1/2035
               1004527863                                          0          No PPP                       12/1/2035
               1004529317                                          2          6M20                         12/1/2035
               1004531064                                          0          No PPP                       12/1/2035
               1004531368                                          3          6M20                         12/1/2035
               1004532606                                          3          1POR                         12/1/2035
               1004534150                                          0          No PPP                       11/1/2035
               1004535079                                          3          6M20                         12/1/2035
               1004535284                                          0          No PPP                       12/1/2035
               1004536871                                          0          No PPP                       11/1/2035
               1004537549                                          0          No PPP                       12/1/2035
               1004538165                                          3          6M20                         11/1/2035
               1004538245                                          0          No PPP                       12/1/2035
               1004538664                                          2          6M20                         12/1/2035
               1004539752                                          2          6M20                         12/1/2035
               1004540116                                          1          6M20                         12/1/2035
               1004540777                                          0          No PPP                       12/1/2035
               1004541909                                          2          6M20                         12/1/2035
               1004543051                                          0          No PPP                       12/1/2035
               1004544372                                          2          MISS                         12/1/2035
               1004544568                                          2          6M20                         12/1/2035
               1004544979                                          3          6M20                         12/1/2035
               1004547299                                          2          6M20                         12/1/2035
               1004547976                                          2          2PBAL                        11/1/2035
               1004548895                                          0          No PPP                       12/1/2035
               1004549518                                          2          6M20                         12/1/2035
               1004549670                                          0          No PPP                       12/1/2035
               1004550587                                          1          6M20                         12/1/2035
               1004553398                                          0          No PPP                       11/1/2035
               1004553619                                          2          6M20                         12/1/2035
               1004554422                                          0          No PPP                       12/1/2035
               1004554431                                          3          6M20                         12/1/2035
               1004554510                                          2          6M20                         12/1/2035
               1004554949                                          2          1PBAL                        12/1/2035
               1004555617                                          0          No PPP                       12/1/2035
               1004555877                                          2          6M20                         12/1/2035
               1004558231                                          2          1PBAL                        12/1/2035
               1004558927                                          2          6M20                         12/1/2035
               1004560825                                          2          6M20                         12/1/2035
               1004561405                                          0          No PPP                       12/1/2035
               1004561691                                          0          No PPP                       12/1/2035
               1004561833                                          1          6M20                         12/1/2035
               1004563476                                          3          6M20                         12/1/2035
               1004564162                                          2          6M20                         12/1/2035
               1004565330                                          3          MISS                         12/1/2035
               1004565385                                          0          No PPP                       12/1/2035
               1004565857                                          0          No PPP                       12/1/2035
               1004566142                                          0          No PPP                       11/1/2035
               1004567025                                          2          1PBAL                        11/1/2035
               1004567766                                          3          6M20                         12/1/2035
               1004568159                                          2          6M20                         12/1/2035
               1004568845                                          2          6M20                         12/1/2035
               1004568863                                          3          2M33                         12/1/2035
               1004569452                                          0          No PPP                       12/1/2035
               1004569764                                          2          6M20                         12/1/2035
               1004570404                                          0          No PPP                       12/1/2035
               1004571608                                          2          6M20                         12/1/2035
               1004572518                                          2          MISS                         12/1/2035
               1004572787                                          0          No PPP                       12/1/2035
               1004572812                                          2          6M20                         11/1/2035
               1004573456                                          3          6M20                         12/1/2035
               1004574516                                          1          6M20                         12/1/2035
               1004576293                                          3          6M20                         12/1/2035
               1004577050                                          3          5PBAL                        12/1/2035
               1004578497                                          0          No PPP                       12/1/2035
               1004578656                                          2          6M20                         12/1/2035
               1004579986                                          3          6M20                         12/1/2035
               1004580643                                          3          6M20                         12/1/2035
               1004581214                                          2          202REF                       12/1/2035
               1004582160                                          0          No PPP                       12/1/2035
               1004583999                                          2          1PBAL                        12/1/2035
               1004584104                                          2          6M20                         12/1/2035
               1004585461                                          1          6M20                         12/1/2035
               1004586521                                          0          No PPP                       12/1/2035
               1004589485                                          2          6M20                         12/1/2035
               1004590339                                          0          No PPP                       12/1/2035
               1004593041                                          3          6M20                         12/1/2035
               1004593513                                          0          No PPP                       12/1/2035
               1004594530                                          0          No PPP                       12/1/2035
               1004595174                                          2          6M20                         12/1/2035
               1004596636                                          2          6M20                         12/1/2035
               1004596887                                          2          6M20                         12/1/2035
               1004597047                                          0          No PPP                       11/1/2035
               1004598554                                          2          6M20                         12/1/2035
               1004599214                                          2          6M20                         12/1/2035
               1004599367                                          2          6M20                         12/1/2035
               1004600435                                          0          No PPP                       12/1/2035
               1004600863                                          2          6M20                         12/1/2035
               1004601185                                          2          6M20                         12/1/2035
               1004602521                                          2          6M20                         12/1/2035
               1004602996                                          3          6M20                         12/1/2035
               1004604217                                          2          6M20                         12/1/2035
               1004604672                                          2          6M20                         12/1/2035
               1004605298                                          2          6M20                         12/1/2035
               1004606206                                          2          6M20                         12/1/2035
               1004607839                                          0          No PPP                       12/1/2035
               1004608437                                          0          No PPP                       12/1/2035
               1004608794                                          0          No PPP                       12/1/2035
               1004609481                                          1          6M20                         12/1/2035
               1004609659                                          3          1POR                         12/1/2035
               1004610807                                          3          6M20                         12/1/2035
               1004611049                                          2          MISS                         12/1/2035
               1004611174                                          2          6M20                         12/1/2035
               1004611245                                          2          6M20                         12/1/2035
               1004611995                                          3          202REF                       12/1/2035
               1004614019                                          2          6M20                         12/1/2035
               1004614466                                          1          6M20                         12/1/2035
               1004615884                                          0          No PPP                       12/1/2035
               1004615955                                          3          2PBAL                        11/1/2035
               1004616062                                          0          No PPP                       12/1/2035
               1004617953                                          2          2PBAL                        12/1/2035
               1004618257                                          2          6M20                         12/1/2035
               1004618970                                          3          202REF                       12/1/2035
               1004619648                                          2          2PBAL                        12/1/2035
               1004620048                                          1          2PBAL                        12/1/2035
               1004620574                                          0          No PPP                       12/1/2035
               1004621804                                          2          6M20                         12/1/2035
               1004622457                                          3          1POR                         12/1/2035
               1004622956                                          0          No PPP                       12/1/2035
               1004623982                                          2          6M20                         12/1/2035
               1004624482                                          3          6M20                         12/1/2035
               1004625301                                          2          6M20                         12/1/2035
               1004625347                                          2          MISS                         12/1/2035
               1004626346                                          1          2PBAL                        12/1/2035
               1004627345                                          2          6M20                         12/1/2035
               1004627648                                          0          No PPP                       12/1/2035
               1004627906                                          2          5PBAL                        12/1/2035
               1004630652                                          2          1PBAL                        12/1/2035
               1004630723                                          0          No PPP                       12/1/2035
               1004632785                                          3          6M20                         12/1/2035
               1004632954                                          2          1POR                         12/1/2035
               1004632972                                          0          No PPP                       12/1/2035
               1004633999                                          1          6M20                         12/1/2035
               1004634220                                          2          202REF                       12/1/2035
               1004637619                                          3          2PBAL                        12/1/2035
               1004637833                                          2          2PBAL                        12/1/2035
               1004637995                                          2          6M20                         12/1/2035
               1004638538                                          2          6M20                         12/1/2035
               1004639065                                          2          6M20                         12/1/2035
               1004640650                                          0          No PPP                       12/1/2035
               1004640669                                          0          No PPP                       12/1/2035
               1004641793                                          0          No PPP                       12/1/2035
               1004641828                                          2          6M20                         12/1/2035
               1004641935                                          3          6M20                         12/1/2035
               1004642391                                          2          6M20                         12/1/2035
               1004642765                                          2          202REF                       12/1/2035
               1004643194                                          2          1PBAL                        12/1/2035
               1004643210                                          0          No PPP                       12/1/2035
               1004643657                                          2          6M20                         12/1/2035
               1004643853                                          0          No PPP                       12/1/2035
               1004644362                                          0          No PPP                       12/1/2035
               1004644692                                          2          6M20                         12/1/2035
               1004645076                                          0          No PPP                       12/1/2035
               1004645156                                          0          No PPP                       12/1/2035
               1004645183                                          0          No PPP                       12/1/2035
               1004645888                                          0          No PPP                       12/1/2035
               1004646084                                          3          2PBAL                        12/1/2035
               1004646805                                          0          No PPP                       12/1/2035
               1004647252                                          1          6M20                         12/1/2035
               1004647305                                          2          6M20                         12/1/2035
               1004648313                                          2          6M20                         12/1/2035
               1004649321                                          2          6M20                         12/1/2035
               1004650363                                          2          6M20                         12/1/2035
               1004651317                                          0          No PPP                       12/1/2035
               1004652539                                          0          No PPP                       12/1/2035
               1004653333                                          2          6M20                         12/1/2035
               1004653342                                          3          6M20                         12/1/2035
               1004654467                                          1          2M33                         12/1/2035
               1004654626                                          2          202REF                       12/1/2035
               1004655144                                          3          6M20                         12/1/2035
               1004655769                                          2          6M20                         12/1/2035
               1004656278                                          2          MISS                         12/1/2035
               1004659391                                          3          1PBAL                        12/1/2035
               1004659694                                          3          1PBAL                        12/1/2035
               1004659916                                          3          1PBAL                        12/1/2035
               1004660021                                          0          No PPP                       12/1/2035
               1004660986                                          2          6M20                         12/1/2035
               1004661100                                          2          MISS                         12/1/2035
               1004661958                                          3          1PBAL                        12/1/2035
               1004662047                                          2          6M20                         12/1/2035
               1004662261                                          0          No PPP                       12/1/2035
               1004662911                                          2          6M20                         12/1/2035
               1004663439                                          0          No PPP                       12/1/2035
               1004663527                                          0          No PPP                       12/1/2035
               1004664009                                          0          No PPP                       12/1/2035
               1004664330                                          1          2PBAL                        12/1/2035
               1004664973                                          0          No PPP                       12/1/2035
               1004665268                                          0          No PPP                       12/1/2035
               1004665482                                          2          1POR                         12/1/2035
               1004665703                                          2          6M20                         12/1/2035
               1004666007                                          0          No PPP                       12/1/2035
               1004667131                                          3          1PBAL                        12/1/2035
               1004667168                                          2          MISS                         12/1/2035
               1004667177                                          2          2PBAL                        12/1/2035
               1004667239                                          2          MISS                         12/1/2035
               1004667275                                          2          6M20                         12/1/2035
               1004667300                                          2          6M20                         12/1/2035
               1004667765                                          2          6M20                         12/1/2035
               1004669905                                          2          202REF                       12/1/2035
               1004670252                                          2          6M20                         12/1/2035
               1004671411                                          0          No PPP                       12/1/2035
               1004671652                                          2          6M20                         12/1/2035
               1004672358                                          2          6M20                         12/1/2035
               1004673008                                          2          6M20                         12/1/2035
               1004673151                                          2          6M20                         12/1/2035
               1004673561                                          2          6M20                         12/1/2035
               1004674034                                          2          6M20                         12/1/2035
               1004674196                                          2          6M20                         12/1/2035
               1004674579                                          2          MISS                         12/1/2035
               1004674757                                          2          6M20                         12/1/2035
               1004675195                                          2          6M20                         12/1/2035
               1004676595                                          2          6M20                         12/1/2035
               1004677200                                          1          2PBAL                        12/1/2035
               1004677692                                          2          6M20                         12/1/2035
               1004678441                                          2          MISS                         12/1/2035
               1004679789                                          2          6M20                         12/1/2035
               1004679798                                          2          MISS                         12/1/2035
               1004679878                                          2          6M20                         12/1/2035
               1004680072                                          2          6M20                         12/1/2035
               1004680526                                          0          No PPP                       12/1/2035
               1004680982                                          2          6M20                         12/1/2035
               1004681035                                          2          6M20                         12/1/2035
               1004681197                                          3          6M20                         12/1/2035
               1004681918                                          1          6M20                         12/1/2035
               1004682123                                          2          MISS                         12/1/2035
               1004682258                                          3          MISS                         12/1/2035
               1004682267                                          0          No PPP                       12/1/2035
               1004683015                                          0          No PPP                       12/1/2035
               1004683300                                          0          No PPP                       12/1/2035
               1004683970                                          3          6M20                         12/1/2035
               1004684032                                          0          No PPP                       12/1/2035
               1004685282                                          3          6M20                         12/1/2035
               1004685291                                          2          6M20                         12/1/2035
               1004685488                                          3          6M20                         12/1/2035
               1004686708                                          2          6M20                         12/1/2035
               1004687306                                          1          6M20                         12/1/2035
               1004687388                                          2          6M20                         12/1/2035
               1004687431                                          3          6M20                         12/1/2035
               1004688181                                          2          6M20                         12/1/2035
               1004688323                                          2          6M20                         12/1/2035
               1004689359                                          0          No PPP                       12/1/2035
               1004689849                                          3          6M20                         12/1/2035
               1004689894                                          2          6M20                         12/1/2035
               1004691587                                          2          6M20                         12/1/2035
               1004692283                                          3          MISS                         12/1/2035
               1004692407                                          2          6M20                         12/1/2035
               1004692746                                          0          No PPP                       12/1/2035
               1004692862                                          2          6M20                         12/1/2035
               1004693095                                          0          No PPP                       12/1/2035
               1004694094                                          0          No PPP                       12/1/2035
               1004695663                                          2          6M20                         12/1/2035
               1004696804                                          0          No PPP                       12/1/2035
               1004697938                                          0          No PPP                       12/1/2035
               1004698633                                          2          6M20                         12/1/2035
               1004698697                                          0          No PPP                       12/1/2035
               1004699357                                          2          6M20                         12/1/2035
               1004699687                                          0          No PPP                       12/1/2035
               1004700210                                          3          6M20                         12/1/2035
               1004700238                                          3          6M20                         12/1/2035
               1004700425                                          2          6M20                         12/1/2035
               1004700693                                          3          202REF                       12/1/2035
               1004700700                                          3          6M20                         12/1/2035
               1004701031                                          2          1PBAL                        12/1/2035
               1004702708                                          3          1POR                         12/1/2035
               1004702735                                          2          6M20                         12/1/2035
               1004703057                                          0          No PPP                       12/1/2035
               1004703244                                          0          No PPP                       12/1/2035
               1004703734                                          2          6M20                         12/1/2035
               1004704047                                          2          6M20                         12/1/2035
               1004704305                                          2          6M20                         12/1/2035
               1004704412                                          2          6M20                         12/1/2035
               1004704939                                          3          6M20                         12/1/2035
               1004705359                                          2          6M20                         12/1/2035
               1004705876                                          2          6M20                         12/1/2035
               1004706036                                          3          MISS                         12/1/2035
               1004706376                                          3          2PBAL                        12/1/2035
               1004707133                                          2          6M20                         12/1/2035
               1004707650                                          0          No PPP                       12/1/2035
               1004707874                                          2          6M20                         12/1/2035
               1004708212                                          2          6M20                         12/1/2035
               1004708739                                          2          6M20                         12/1/2035
               1004708935                                          2          6M20                         12/1/2035
               1004709453                                          0          No PPP                       12/1/2035
               1004709827                                          1          6M20                         12/1/2035
               1004711002                                          0          No PPP                       12/1/2035
               1004711280                                          2          6M20                         12/1/2035
               1004712145                                          2          6M20                         12/1/2035
               1004713830                                          0          No PPP                       12/1/2035
               1004714679                                          0          No PPP                       12/1/2035
               1004714802                                          2          6M20                         12/1/2035
               1004715954                                          2          6M20                         12/1/2035
               1004715963                                          0          No PPP                       12/1/2035
               1004717195                                          0          No PPP                       12/1/2035
               1004717364                                          2          6M20                         12/1/2035
               1004721475                                          2          6M20                         12/1/2035
               1004721554                                          2          6M20                         12/1/2035
               1004722884                                          2          6M20                         12/1/2035
               1004723428                                          3          202REF                       12/1/2035
               1004723446                                          2          2PBAL                        12/1/2035
               1004724356                                          3          2M33                         12/1/2035
               1004724720                                          0          No PPP                       12/1/2035
               1004725051                                          0          No PPP                       12/1/2035
               1004728548                                          2          MISS                         12/1/2035
               1004729752                                          2          MISS                         12/1/2035
               1004730198                                          2          6M20                         12/1/2035
               1004730214                                          2          6M20                         12/1/2035
               1004730296                                          2          6M20                         12/1/2035
               1004731295                                          0          No PPP                       12/1/2035
               1004732301                                          0          No PPP                       12/1/2035
               1004732882                                          2          1POR                         12/1/2035
               1004733694                                          2          6M20                         12/1/2035
               1004735344                                          0          No PPP                       12/1/2035
               1004735567                                          1          6M20                         12/1/2035
               1004736021                                          0          No PPP                       12/1/2035
               1004736174                                          2          6M20                         12/1/2035
               1004736502                                          3          6M20                         12/1/2035
               1004736600                                          2          6M20                         12/1/2035
               1004738154                                          2          6M20                         12/1/2035
               1004740105                                          1          6M20                         12/1/2035
               1004740212                                          0          No PPP                       12/1/2035
               1004740800                                          2          6M20                         12/1/2035
               1004740980                                          3          202REF                       12/1/2035
               1004743576                                          2          6M20                         12/1/2035
               1004744511                                          0          No PPP                       12/1/2035
               1004744888                                          0          No PPP                       12/1/2035
               1004745299                                          2          6M20                         12/1/2035
               1004747108                                          3          6M20                         12/1/2035
               1004747750                                          2          6M20                         12/1/2035
               1004748900                                          3          6M20                         12/1/2035
               1004749721                                          2          6M20                         12/1/2035
               1004749758                                          2          2M33                         12/1/2035
               1004750273                                          3          6M20                         12/1/2035
               1004752360                                          2          6M20                         12/1/2035
               1004752547                                          3          1POR                         12/1/2035
               1004753305                                          3          2M33                         12/1/2035
               1004753573                                          2          6M20                         12/1/2035
               1004753911                                          2          2PBAL                        12/1/2035
               1004754199                                          0          No PPP                       12/1/2035
               1004754313                                          0          No PPP                       12/1/2035
               1004754723                                          2          6M20                         12/1/2035
               1004756160                                          3          6M20                         12/1/2035
               1004757141                                          3          6M20                         12/1/2035
               1004757212                                          0          No PPP                       12/1/2035
               1004757276                                          1          2PBAL                        12/1/2035
               1004758284                                          2          6M20                         12/1/2035
               1004758694                                          0          No PPP                       12/1/2035
               1004758845                                          2          6M20                         12/1/2035
               1004759229                                          0          No PPP                       12/1/2035
               1004759354                                          2          6M20                         12/1/2035
               1004760832                                          0          No PPP                       12/1/2035
               1004760887                                          3          MISS                         12/1/2035
               1004760903                                          2          6M20                         12/1/2035
               1004761555                                          3          6M20                         12/1/2035
               1004762340                                          3          1PBAL                        12/1/2035
               1004762714                                          0          No PPP                       12/1/2035
               1004762769                                          0          No PPP                       12/1/2035
               1004763296                                          3          1POR                         12/1/2035
               1004763349                                          2          6M20                         12/1/2035
               1004763401                                          3          6M20                         12/1/2035
               1004763688                                          2          6M20                         12/1/2035
               1004763777                                          0          No PPP                       12/1/2035
               1004763811                                          1          6M20                         12/1/2035
               1004763820                                          2          MISS                         12/1/2035
               1004764231                                          1          6M20                         12/1/2035
               1004764534                                          3          6M20                         12/1/2035
               1004764767                                          2          6M20                         12/1/2035
               1004765506                                          2          6M20                         12/1/2035
               1004766104                                          2          6M20                         12/1/2035
               1004766444                                          2          6M20                         12/1/2035
               1004767158                                          0          No PPP                       12/1/2035
               1004767265                                          1          2PBAL                        12/1/2035
               1004768503                                          2          6M20                         12/1/2035
               1004770340                                          2          6M20                         12/1/2035
               1004770812                                          2          6M20                         12/1/2035
               1004770849                                          2          6M20                         12/1/2035
               1004770894                                          3          6M20                         12/1/2035
               1004771018                                          2          6M20                         12/1/2035
               1004772614                                          0          No PPP                       12/1/2035
               1004773310                                          1          6M20                         12/1/2035
               1004774113                                          2          6M20                         12/1/2035
               1004774257                                          3          2PBAL                        12/1/2035
               1004774569                                          2          6M20                         12/1/2035
               1004778155                                          2          5PBAL                        12/1/2035
               1004779494                                          0          No PPP                       12/1/2035
               1004781481                                          0          No PPP                       12/1/2035
               1004781515                                          1          6M20                         12/1/2035
               1004781711                                          0          No PPP                       12/1/2035
               1004781720                                          3          6M20                         12/1/2035
               1004783069                                          3          1PBAL                        12/1/2035
               1004783853                                          2          6M20                         12/1/2035
               1004786262                                          2          6M20                         12/1/2035
               1004786315                                          0          No PPP                       12/1/2035
               1004786752                                          0          No PPP                       12/1/2035
               1004786789                                          2          1PBAL                        12/1/2035
               1004787234                                          2          6M20                         12/1/2035
               1004789072                                          2          6M20                         12/1/2035
               1004790300                                          2          6M20                         12/1/2035
               1004790319                                          2          6M20                         12/1/2035
               1004791489                                          2          6M20                         12/1/2035
               1004791531                                          2          6M20                         12/1/2035
               1004791746                                          0          No PPP                       12/1/2035
               1004792674                                          3          6M20                         12/1/2035
               1004794770                                          2          1PBAL                        12/1/2035
               1004794912                                          0          No PPP                       12/1/2035
               1004795056                                          2          6M20                         12/1/2035
               1004795458                                          0          No PPP                       12/1/2035
               1004796064                                          0          No PPP                       12/1/2035
               1004796224                                          0          No PPP                       12/1/2035
               1004797143                                          2          2M33                         12/1/2035
               1004797919                                          2          2PBAL                        12/1/2035
               1004797955                                          2          6M20                         12/1/2035
               1004798017                                          0          No PPP                       12/1/2035
               1004798204                                          3          1PBAL                        12/1/2035
               1004798703                                          3          6M20                         12/1/2035
               1004799052                                          2          6M20                         12/1/2035
               1004799427                                          2          6M20                         12/1/2035
               1004799622                                          2          6M20                         12/1/2035
               1004799926                                          2          6M20                         12/1/2035
               1004800086                                          2          6M20                         12/1/2035
               1004800111                                          2          6M20                         12/1/2035
               1004800219                                          2          6M20                         12/1/2035
               1004802146                                          2          6M20                         12/1/2035
               1004803065                                          0          No PPP                       12/1/2035
               1004803760                                          3          MISS                         12/1/2035
               1004803840                                          2          1PBAL                        12/1/2035
               1004804279                                          2          6M20                         12/1/2035
               1004804698                                          3          202REF                       12/1/2035
               1004804938                                          3          1POR                         12/1/2035
               1004805278                                          2          6M20                         12/1/2035
               1004805447                                          3          202REF                       12/1/2035
               1004805599                                          3          6M20                         12/1/2035
               1004806437                                          2          6M20                         12/1/2035
               1004806534                                          3          6M20                         12/1/2035
               1004807025                                          2          6M20                         12/1/2035
               1004811074                                          0          No PPP                       12/1/2035
               1004811699                                          3          6M20                         12/1/2035
               1004811724                                          2          1POR                         12/1/2035
               1004812821                                          2          MISS                         12/1/2035
               1004812929                                          0          No PPP                       12/1/2035
               1004813269                                          2          6M20                         12/1/2035
               1004813571                                          3          6M20                         12/1/2035
               1004813982                                          2          6M20                         12/1/2035
               1004814339                                          3          6M20                         12/1/2035
               1004814623                                          0          No PPP                       12/1/2035
               1004815034                                          2          6M20                         12/1/2035
               1004816284                                          2          6M20                         12/1/2035
               1004816596                                          2          6M20                         12/1/2035
               1004816925                                          1          6M20                         12/1/2035
               1004817238                                          2          6M20                         12/1/2035
               1004817416                                          3          1PBAL                        12/1/2035
               1004817817                                          3          6M20                         12/1/2035
               1004818683                                          2          6M20                         12/1/2035
               1004819851                                          0          No PPP                       12/1/2035
               1004820741                                          2          6M20                         12/1/2035
               1004821296                                          2          6M20                         12/1/2035
               1004821492                                          0          No PPP                       12/1/2035
               1004823436                                          0          No PPP                       12/1/2035
               1004823560                                          2          6M20                         12/1/2035
               1004824836                                          2          MISS                         12/1/2035
               1004825461                                          2          6M20                         12/1/2035
               1004825620                                          2          6M20                         12/1/2035
               1004826004                                          0          No PPP                       12/1/2035
               1004826736                                          0          No PPP                       12/1/2035
               1004826941                                          3          6M20                         12/1/2035
               1004827496                                          0          No PPP                       12/1/2035
               1004827575                                          2          6M20                         12/1/2035
               1004828413                                          3          6M20                         12/1/2035
               1004829190                                          2          MISS                         12/1/2035
               1004830044                                          0          No PPP                       12/1/2035
               1004830963                                          0          No PPP                       12/1/2035
               1004831490                                          0          No PPP                       12/1/2035
               1004831668                                          2          6M20                         12/1/2035
               1004832364                                          0          No PPP                       12/1/2035
               1004832444                                          3          MISS                         12/1/2035
               1004832667                                          0          No PPP                       12/1/2035
               1004832890                                          2          MISS                         12/1/2035
               1004833014                                          2          6M20                         12/1/2035
               1004833586                                          2          6M20                         12/1/2035
               1004835183                                          2          6M20                         12/1/2035
               1004835815                                          2          6M20                         12/1/2035
               1004836501                                          2          6M20                         12/1/2035
               1004837001                                          2          6M20                         12/1/2035
               1004839287                                          2          6M20                         12/1/2035
               1004841835                                          2          2PBAL                        12/1/2035
               1004842200                                          2          1POR                         12/1/2035
               1004842255                                          2          2PBAL                        12/1/2035
               1004842736                                          1          6M20                         12/1/2035
               1004842861                                          0          No PPP                       12/1/2035
               1004842923                                          1          6M20                         12/1/2035
               1004843085                                          0          No PPP                       12/1/2035
               1004843502                                          2          2PBAL                        12/1/2035
               1004843691                                          2          6M20                         12/1/2035
               1004844128                                          1          6M20                         12/1/2035
               1004844351                                          2          6M20                         12/1/2035
               1004845528                                          0          No PPP                       12/1/2035
               1004845886                                          0          No PPP                       12/1/2035
               1004846885                                          2          6M20                         12/1/2035
               1004847045                                          3          6M20                         12/1/2035
               1004847447                                          2          6M20                         12/1/2035
               1004847624                                          2          6M20                         12/1/2035
               1004847973                                          2          6M20                         12/1/2035
               1004848838                                          2          6M20                         12/1/2035
               1004850209                                          3          6M20                         12/1/2035
               1004850343                                          2          6M20                         12/1/2035
               1004850593                                          2          MISS                         12/1/2035
               1004850664                                          3          1PBAL                        12/1/2035
               1004850806                                          2          6M20                         12/1/2035
               1004851798                                          2          6M20                         12/1/2035
               1004851832                                          2          MISS                         12/1/2035
               1004852270                                          2          6M20                         12/1/2035
               1004852341                                          2          6M20                         12/1/2035
               1004852644                                          3          MISS                         12/1/2035
               1004852751                                          2          6M20                         12/1/2035
               1004853386                                          2          6M20                         12/1/2035
               1004855231                                          2          6M20                         12/1/2035
               1004855240                                          2          6M20                         12/1/2035
               1004856720                                          2          6M20                         12/1/2035
               1004858005                                          2          MISS                         12/1/2035
               1004859781                                          2          1POR                         12/1/2035
               1004860902                                          0          No PPP                       12/1/2035
               1004864524                                          2          6M20                         12/1/2035
               1004865060                                          2          6M20                         12/1/2035
               1004865685                                          2          6M20                         12/1/2035
               1004865792                                          0          No PPP                       12/1/2035
               1004867674                                          2          6M20                         12/1/2035
               1004867807                                          3          6M20                         12/1/2035
               1004871712                                          0          No PPP                       12/1/2035
               1004873220                                          1          6M20                         12/1/2035
               1004873765                                          2          6M20                         12/1/2035
               1004873774                                          2          6M20                         12/1/2035
               1004873961                                          3          6M20                         12/1/2035
               1004874112                                          2          1PBAL                        12/1/2035
               1004874728                                          2          1POR                         12/1/2035
               1004875727                                          0          No PPP                       12/1/2035
               1004876254                                          0          No PPP                       12/1/2035
               1004876628                                          0          No PPP                       12/1/2035
               1004877921                                          3          1POR                         12/1/2035
               1004878216                                          0          No PPP                       12/1/2035
               1004878270                                          2          MISS                         12/1/2035
               1004879117                                          0          No PPP                       12/1/2035
               1004879251                                          1          6M20                         12/1/2035
               1004879778                                          0          No PPP                       12/1/2035
               1004882906                                          2          6M20                         12/1/2035
               1004883415                                          2          6M20                         12/1/2035
               1004883790                                          2          5PBAL                        12/1/2035
               1004885182                                          0          No PPP                       12/1/2035
               1004885609                                          2          6M20                         12/1/2035
               1004885798                                          0          No PPP                       12/1/2035
               1004886145                                          2          6M20                         12/1/2035
               1004886154                                          2          2PBAL                        12/1/2035
               1004886573                                          2          6M20                         12/1/2035
               1004886635                                          0          No PPP                       12/1/2035
               1004887518                                          2          6M20                         12/1/2035
               1004887625                                          2          6M20                         12/1/2035
               1004887643                                          2          6M20                         12/1/2035
               1004888820                                          2          6M20                         12/1/2035
               1004888937                                          2          6M20                         12/1/2035
               1004889213                                          0          No PPP                       12/1/2035
               1004889384                                          2          6M20                         12/1/2035
               1004890489                                          0          No PPP                       12/1/2035
               1004890522                                          2          6M20                         12/1/2035
               1004891111                                          2          6M20                         12/1/2035
               1004891442                                          2          2M33                         12/1/2035
               1004892959                                          2          1POR                         12/1/2035
               1004893324                                          2          6M20                         12/1/2035
               1004894582                                          2          1PBAL                        12/1/2035
               1004895732                                          2          6M20                         12/1/2035
               1004895778                                          3          6M20                         12/1/2035
               1004896651                                          2          6M20                         12/1/2035
               1004896713                                          0          No PPP                       12/1/2035
               1004896802                                          2          2PBAL                        12/1/2035
               1004897026                                          2          6M20                         12/1/2035
               1004898034                                          2          6M20                         12/1/2035
               1004898230                                          2          6M20                         12/1/2035
               1004898338                                          2          6M20                         12/1/2035
               1004898427                                          2          6M20                         12/1/2035
               1004899710                                          0          No PPP                       12/1/2035
               1004900236                                          2          6M20                         12/1/2035
               1004901752                                          2          6M20                         12/1/2035
               1004904811                                          0          No PPP                       12/1/2035
               1004905160                                          2          2PBAL                        12/1/2035
               1004906061                                          2          6M20                         12/1/2035
               1004906221                                          2          1POR                         12/1/2035
               1004907042                                          0          No PPP                       12/1/2035
               1004907373                                          2          6M20                         12/1/2035
               1004908577                                          2          1PBAL                        12/1/2035
               1004908611                                          2          6M20                         12/1/2035
               1004908782                                          2          1PBAL                        12/1/2035
               1004909362                                          2          MISS                         12/1/2035
               1004909754                                          0          No PPP                       12/1/2035
               1004909852                                          2          6M20                         12/1/2035
               1004910804                                          0          No PPP                       12/1/2035
               1004911242                                          2          6M20                         12/1/2035
               1004911634                                          2          6M20                         12/1/2035
               1004911661                                          2          6M20                         12/1/2035
               1004911876                                          2          6M20                         12/1/2035
               1004911885                                          0          No PPP                       12/1/2035
               1004913482                                          2          MISS                         12/1/2035
               1004914980                                          2          6M20                         12/1/2035
               1004915168                                          2          6M20                         12/1/2035
               1004915284                                          3          5PBAL                        12/1/2035
               1004915578                                          0          No PPP                       12/1/2035
               1004916381                                          2          6M20                         12/1/2035
               1004916531                                          0          No PPP                       12/1/2035
               1004916782                                          0          No PPP                       12/1/2035
               1004916951                                          2          6M20                         12/1/2035
               1004917415                                          2          6M20                         12/1/2035
               1004917521                                          0          No PPP                       12/1/2035
               1004917763                                          0          No PPP                       12/1/2035
               1004918094                                          2          6M20                         12/1/2035
               1004918487                                          2          2PBAL                        12/1/2035
               1004918575                                          1          6M20                         12/1/2035
               1004918904                                          1          2PBAL                        12/1/2035
               1004919770                                          2          MISS                         12/1/2035
               1004921115                                          2          6M20                         12/1/2035
               1004922677                                          0          No PPP                       12/1/2035
               1004923104                                          1          2PBAL                        12/1/2035
               1004924489                                          2          6M20                         12/1/2035
               1004930203                                          2          6M20                         12/1/2035
               1004930533                                          2          6M20                         12/1/2035
               1004932611                                          1          6M20                         12/1/2035
               1004933040                                          2          6M20                         12/1/2035
               1004933317                                          0          No PPP                       12/1/2035
               1004933610                                          2          6M20                         12/1/2035
               1004934405                                          2          6M20                         12/1/2035
               1004934575                                          0          No PPP                       12/1/2035
               1004934593                                          0          No PPP                       12/1/2035
               1004935565                                          0          No PPP                       12/1/2035
               1004936323                                          2          6M20                         12/1/2035
               1004937340                                          3          1PBAL                        12/1/2035
               1004937518                                          0          No PPP                       12/1/2035
               1004938410                                          3          6M20                         12/1/2035
               1004938456                                          1          2PBAL                        12/1/2035
               1004938474                                          3          1PBAL                        12/1/2035
               1004938553                                          2          6M20                         12/1/2035
               1004938884                                          3          6M20                         12/1/2035
               1004938973                                          2          2PBAL                        12/1/2035
               1004939062                                          2          6M20                         12/1/2035
               1004939142                                          0          No PPP                       12/1/2035
               1004939286                                          2          6M20                         12/1/2035
               1004939428                                          2          6M20                         12/1/2035
               1004940602                                          2          6M20                         12/1/2035
               1004942165                                          0          No PPP                       12/1/2035
               1004942879                                          0          No PPP                       12/1/2035
               1004944181                                          2          6M20                         12/1/2035
               1004945215                                          2          6M20                         12/1/2035
               1004946081                                          0          No PPP                       12/1/2035
               1004946982                                          2          6M20                         12/1/2035
               1004947080                                          2          6M20                         12/1/2035
               1004947204                                          0          No PPP                       12/1/2035
               1004948123                                          2          6M20                         12/1/2035
               1004948579                                          2          6M20                         12/1/2035
               1004948640                                          2          6M20                         12/1/2035
               1004948711                                          2          MISS                         12/1/2035
               1004949408                                          1          6M20                         12/1/2035
               1004951056                                          2          6M20                         12/1/2035
               1004951225                                          0          No PPP                       12/1/2035
               1004951877                                          2          1PBAL                        12/1/2035
               1004951920                                          2          6M20                         12/1/2035
               1004953312                                          2          2PBAL                        12/1/2035
               1004955123                                          0          No PPP                       12/1/2035
               1004956097                                          2          MISS                         12/1/2035
               1004958521                                          2          6M20                         12/1/2035
               1004959691                                          2          202REF                       12/1/2035
               1004960368                                          0          No PPP                       12/1/2035
               1004960876                                          2          6M20                         12/1/2035
               1004961535                                          1          6M20                         12/1/2035
               1004962375                                          0          No PPP                       12/1/2035
               1004962507                                          2          6M20                         12/1/2035
               1004965176                                          2          2PBAL                        12/1/2035
               1004967156                                          3          MISS                         12/1/2035
               1004967174                                          2          MISS                         12/1/2035
               1004968119                                          2          6M20                         12/1/2035
               1004968235                                          3          2PBAL                        12/1/2035
               1004968903                                          2          6M20                         12/1/2035
               1004969145                                          2          1POR                         12/1/2035
               1004969261                                          2          6M20                         12/1/2035
               1004969920                                          0          No PPP                       12/1/2035
               1004970400                                          2          6M20                         12/1/2035
               1004972836                                          2          6M20                         12/1/2035
               1004976146                                          3          202REF                       12/1/2035
               1004976431                                          2          6M20                         12/1/2035
               1004977421                                          3          1PBAL                        12/1/2035
               1004982308                                          2          6M20                         12/1/2035
               1004985485                                          2          6M20                         12/1/2035
               1004988053                                          0          No PPP                       12/1/2035
               1004988222                                          1          6M20                         12/1/2035
               1004989579                                          2          6M20                         12/1/2035
               1004991110                                          2          6M20                         12/1/2035
               1004991389                                          3          6M20                         12/1/2035
               1004991682                                          0          No PPP                       12/1/2035
               1004992761                                          2          6M20                         12/1/2035
               1004994313                                          3          2PBAL                        12/1/2035
               1004995633                                          0          No PPP                       12/1/2035
               1004995928                                          3          6M20                         12/1/2035
               1004995964                                          3          6M20                         12/1/2035
               1004996008                                          2          6M20                         12/1/2035
               1004997365                                          2          MISS                         12/1/2035
               1005000241                                          2          6M20                         12/1/2035
               1005001749                                          2          2PBAL                        12/1/2035
               1005002285                                          2          2PBAL                        12/1/2035
               1005004513                                          2          2PBAL                        12/1/2035
               1005005317                                          2          5PBAL                        12/1/2035
               1005005816                                          2          6M20                         12/1/2035
               1005006156                                          2          6M20                         12/1/2035
               1005007994                                          0          No PPP                       12/1/2035
               1005009224                                          2          6M20                         12/1/2035
               1005010007                                          2          6M20                         12/1/2035
               1005011916                                          0          No PPP                       12/1/2035
               1005018116                                          2          5PBAL                        12/1/2035
               1005018358                                          0          No PPP                       12/1/2035
               1005019188                                          2          6M20                         12/1/2035
               1005019918                                          2          2PBAL                        12/1/2035
               1005021530                                          2          6M20                         12/1/2035
               1005022904                                          0          No PPP                       12/1/2035
               1005023235                                          1          6M20                         12/1/2035
               1005024387                                          2          6M20                         12/1/2035
               1005026759                                          2          6M20                         12/1/2035
               1005026875                                          2          6M20                         12/1/2035
               1005027160                                          2          2PBAL                        12/1/2035
               1005031002                                          0          No PPP                       12/1/2035
               1005031477                                          0          No PPP                       12/1/2035
               1005032911                                          2          6M20                         12/1/2035
               1005033769                                          0          No PPP                       12/1/2035
               1005036310                                          2          6M20                         12/1/2035
               1005036748                                          2          6M20                         12/1/2035
               1005037079                                          2          6M20                         12/1/2035
               1005038283                                          0          No PPP                       12/1/2035
               1005039175                                          2          6M20                         12/1/2035
               1005040403                                          2          6M20                         12/1/2035
               1005042697                                          2          6M20                         12/1/2035
               1005044542                                          2          202REF                       12/1/2035
               1005047736                                          2          6M20                         12/1/2035
               1005052426                                          0          No PPP                       12/1/2035
               1005052783                                          2          1PBAL                        12/1/2035
               1005054683                                          2          6M20                         12/1/2035
               1005056020                                          2          6M20                         12/1/2035
               1005059125                                          2          6M20                         12/1/2035
               1005059232                                          2          6M20                         12/1/2035
               1005061309                                          2          6M20                         12/1/2035
               1005063423                                          0          No PPP                       12/1/2035
               1005064486                                          2          6M20                         12/1/2035
               1005065270                                          1          6M20                         12/1/2035
               1005065626                                          2          6M20                         12/1/2035
               1005065751                                          2          6M20                         12/1/2035
               1005066563                                          2          6M20                         12/1/2035
               1005071352                                          2          6M20                         12/1/2035
               1005079915                                          2          202REF                       12/1/2035
               1005080333                                          2          1POR                         12/1/2035
               1005084810                                          0          No PPP                       12/1/2035
               1005091394                                          2          6M20                         12/1/2035
               1005091429                                          2          6M20                         12/1/2035
               1005091633                                          0          No PPP                       12/1/2035
               1005091964                                          2          6M20                         12/1/2035
               1005094774                                          2          6M20                         12/1/2035
               1005095791                                          2          6M20                         12/1/2035
               1005098903                                          0          No PPP                       12/1/2035
               1005101043                                          2          6M20                         12/1/2035
               1005108778                                          2          6M20                         12/1/2035
               1005114743                                          2          6M20                         12/1/2035
               1005115984                                          2          MISS                         12/1/2035
               1005117161                                          2          6M20                         12/1/2035
               1005119579                                          0          No PPP                       12/1/2035
               1005122333                                          2          MISS                         12/1/2035
               1005124313                                          2          6M20                         12/1/2035
               1005143828                                          2          6M20                         12/1/2035
               1005144079                                          2          6M20                         12/1/2035
               1005152434                                          2          6M20                         12/1/2035
               1004352747                                          0          No PPP                       12/1/2035
                  2177024                                          3          6M20                          8/1/2035
                  2178639                                          3          6M20                          9/1/2035
                  2201068                                          0          No PPP                        9/1/2035
                  2213989                                          0          No PPP                       10/1/2035
                  2217991                                          0          No PPP                        9/1/2035
               1000660207                                          2          MISS                         10/1/2035
               1002293351                                          0          No PPP                        7/1/2035
               1002332041                                          0          No PPP                        9/1/2035
               1002557076                                          1          6M20                          9/1/2035
               1002687685                                          2          6M20                          7/1/2035
               1002688979                                          0          No PPP                       10/1/2035
               1002711649                                          3          6M20                          9/1/2035
               1002794747                                          0          No PPP                        8/1/2035
               1002803176                                          2          6M20                         10/1/2035
               1002834730                                          2          6M20                          8/1/2035
               1002849617                                          3          6M20                          8/1/2035
               1002887996                                          3          6M20                          9/1/2035
               1002900864                                          0          No PPP                        8/1/2035
               1002918418                                          2          6M20                          9/1/2035
               1002970413                                          2          6M20                          9/1/2035
               1002983980                                          3          6M20                          9/1/2035
               1003035254                                          0          No PPP                        9/1/2035
               1003063179                                          3          2PBAL                         9/1/2035
               1003105393                                          3          6M20                          9/1/2035
               1003108425                                          3          6M20                          9/1/2035
               1003117549                                          1          6M20                          9/1/2035
               1003161054                                          1          2PBAL                         9/1/2035
               1003162357                                          0          No PPP                        9/1/2035
               1003193975                                          3          6M20                          9/1/2035
               1003195571                                          3          6M20                          9/1/2035
               1003197846                                          1          6M20                          9/1/2035
               1003201635                                          3          6M20                          9/1/2035
               1003240479                                          0          No PPP                        9/1/2035
               1003253801                                          0          No PPP                        9/1/2035
               1003259440                                          2          1POR                          9/1/2035
               1003270070                                          2          6M20                          9/1/2035
               1003289328                                          0          No PPP                        9/1/2035
               1003313747                                          0          No PPP                        9/1/2035
               1003332753                                          3          6M20                          9/1/2035
               1003363577                                          2          6M20                         10/1/2035
               1003481075                                          0          No PPP                       10/1/2035
               1003482136                                          0          No PPP                       10/1/2035
               1003495783                                          3          6M20                          9/1/2035
               1003624910                                          2          6M20                         10/1/2035
               1003626188                                          2          6M20                         10/1/2035
               1003642954                                          0          No PPP                       10/1/2035
               1003663841                                          2          6M20                         10/1/2035
               1003788734                                          3          6M20                         10/1/2035
               1003789261                                          2          6M20                         10/1/2035
               1003882560                                          0          No PPP                       10/1/2035
               1004002073                                          2          6M20                         10/1/2035
               1004406592                                          0          No PPP                       12/1/2035
               1004632570                                          2          6M20                          9/1/2035
                  2220557                                          2          6M20                         12/1/2035
                  2227166                                          3          6M20                         11/1/2035
                  2233905                                          3          1PBAL                        12/1/2035
                  2234841                                          0          No PPP                       10/1/2035
                  2250688                                          3          202REF                       12/1/2035
               1002938931                                          0          No PPP                       10/1/2035
               1003377303                                          0          No PPP                       10/1/2020
               1003390887                                          2          6M20                         12/1/2035
               1003524751                                          3          6M20                         10/1/2035
               1003529612                                          0          No PPP                       10/1/2035
               1003615742                                          3          6M20                         10/1/2035
               1003725277                                          1          6M20                         12/1/2035
               1003736023                                          0          No PPP                       12/1/2035
               1003792596                                          2          6M20                         12/1/2035
               1003822536                                          2          6M20                         10/1/2035
               1003834364                                          0          No PPP                       10/1/2035
               1003865892                                          2          6M20                         11/1/2035
               1003871965                                          2          MISS                         11/1/2035
               1003872633                                          2          6M20                         10/1/2035
               1003881981                                          2          6M20                         10/1/2035
               1003885987                                          2          2PBAL                        12/1/2035
               1003951174                                          0          No PPP                       11/1/2035
               1003973953                                          2          2M33                         11/1/2035
               1003984610                                          0          No PPP                       11/1/2035
               1003986627                                          0          No PPP                       11/1/2035
               1004001760                                          2          6M20                         10/1/2035
               1004027485                                          2          1POR                         12/1/2035
               1004034636                                          2          6M20                         11/1/2035
               1004039720                                          2          6M20                         11/1/2035
               1004042057                                          2          6M20                         12/1/2035
               1004071373                                          0          No PPP                       11/1/2035
               1004087053                                          2          6M20                         11/1/2035
               1004106586                                          2          6M20                         11/1/2035
               1004119082                                          0          No PPP                       12/1/2035
               1004124548                                          0          No PPP                       11/1/2035
               1004133823                                          3          6M20                         11/1/2035
               1004137687                                          3          6M20                         12/1/2035
               1004138310                                          2          2M33                         11/1/2035
               1004139168                                          3          2M33                         12/1/2035
               1004155201                                          2          6M20                         12/1/2035
               1004159001                                          1          6M20                         12/1/2035
               1004160810                                          2          6M20                         12/1/2035
               1004170033                                          2          6M20                         12/1/2035
               1004182734                                          2          6M20                         12/1/2035
               1004193072                                          3          6M20                         12/1/2035
               1004194927                                          0          No PPP                       11/1/2035
               1004212248                                          2          6M20                         12/1/2035
               1004250492                                          2          6M20                         12/1/2035
               1004262416                                          2          1PBAL                        12/1/2035
               1004275411                                          3          6M20                         11/1/2035
               1004276027                                          2          6M20                         12/1/2035
               1004276955                                          0          No PPP                       12/1/2035
               1004282831                                          2          6M20                         12/1/2035
               1004300205                                          2          6M20                         12/1/2035
               1004308886                                          0          No PPP                       12/1/2035
               1004313166                                          0          No PPP                       12/1/2035
               1004318688                                          2          6M20                         12/1/2035
               1004331084                                          0          No PPP                       11/1/2035
               1004336855                                          0          No PPP                       12/1/2035
               1004337925                                          0          No PPP                       12/1/2035
               1004344301                                          0          No PPP                       11/1/2035
               1004345015                                          2          6M20                         12/1/2035
               1004362745                                          2          6M20                         12/1/2035
               1004366331                                          3          6M20                         11/1/2035
               1004368482                                          2          6M20                         12/1/2035
               1004369356                                          2          6M20                         12/1/2035
               1004379121                                          2          6M20                         12/1/2035
               1004380707                                          0          No PPP                       12/1/2035
               1004383152                                          0          No PPP                       12/1/2035
               1004390144                                          3          6M20                         12/1/2035
               1004390313                                          2          6M20                         12/1/2035
               1004390741                                          1          6M20                         12/1/2035
               1004398869                                          2          6M20                         12/1/2035
               1004399181                                          0          No PPP                       12/1/2035
               1004400892                                          2          6M20                         11/1/2035
               1004406789                                          2          6M20                         12/1/2035
               1004413389                                          0          No PPP                       12/1/2035
               1004413799                                          2          MISS                         12/1/2035
               1004419132                                          2          6M20                         12/1/2035
               1004429997                                          2          6M20                         12/1/2035
               1004431779                                          0          No PPP                       12/1/2035
               1004432108                                          2          6M20                         12/1/2035
               1004433241                                          2          6M20                         12/1/2035
               1004440849                                          2          6M20                         12/1/2035
               1004444239                                          2          6M20                         12/1/2035
               1004457634                                          0          No PPP                       12/1/2035
               1004461111                                          2          6M20                         12/1/2035
               1004463912                                          2          6M20                         12/1/2035
               1004464163                                          2          6M20                         12/1/2035
               1004487601                                          2          6M20                         12/1/2035
               1004489226                                          2          6M20                         12/1/2035
               1004492089                                          1          6M20                         12/1/2035
               1004493881                                          3          6M20                         12/1/2035
               1004498065                                          2          6M20                         12/1/2035
               1004500409                                          3          6M20                         12/1/2035
               1004507493                                          3          6M20                         12/1/2035
               1004511326                                          3          MISS                         12/1/2035
               1004511424                                          2          6M20                         12/1/2035
               1004514831                                          2          6M20                         12/1/2035
               1004519408                                          0          No PPP                       12/1/2035
               1004526178                                          2          6M20                         12/1/2035
               1004535453                                          3          6M20                         12/1/2035
               1004535701                                          2          6M20                         12/1/2035
               1004538673                                          3          6M20                         12/1/2035
               1004550872                                          2          6M20                         12/1/2035
               1004571305                                          0          No PPP                       12/1/2035
               1004572331                                          2          6M20                         12/1/2035
               1004572572                                          2          6M20                         12/1/2035
               1004576925                                          3          6M20                         12/1/2035
               1004578406                                          0          No PPP                       12/1/2035
               1004581713                                          2          6M20                         12/1/2035
               1004582400                                          2          MISS                         12/1/2035
               1004586326                                          1          2PBAL                        12/1/2035
               1004588182                                          2          6M20                         12/1/2035
               1004588556                                          2          6M20                         12/1/2035
               1004595361                                          3          6M20                         12/1/2035
               1004598251                                          2          6M20                         12/1/2035
               1004599189                                          3          6M20                         12/1/2035
               1004600444                                          0          No PPP                       12/1/2035
               1004600943                                          2          6M20                         12/1/2035
               1004603496                                          2          6M20                         12/1/2035
               1004607731                                          2          6M20                         12/1/2035
               1004610996                                          2          6M20                         12/1/2035
               1004613868                                          2          6M20                         12/1/2035
               1004617613                                          1          6M20                         12/1/2035
               1004618104                                          0          No PPP                       12/1/2035
               1004622572                                          2          MISS                         12/1/2035
               1004623161                                          0          No PPP                       12/1/2035
               1004625356                                          3          6M20                         12/1/2035
               1004625613                                          2          6M20                         12/1/2035
               1004626104                                          2          6M20                         12/1/2035
               1004626621                                          3          6M20                         12/1/2035
               1004626890                                          3          6M20                         12/1/2035
               1004627577                                          0          No PPP                       12/1/2035
               1004628736                                          2          6M20                         12/1/2035
               1004630769                                          2          6M20                         12/1/2035
               1004632703                                          3          6M20                         12/1/2035
               1004633579                                          2          6M20                         12/1/2035
               1004637334                                          0          No PPP                       12/1/2035
               1004643336                                          2          6M20                         12/1/2035
               1004646208                                          2          6M20                         12/1/2035
               1004646413                                          0          No PPP                       12/1/2035
               1004646994                                          1          6M20                         12/1/2035
               1004649116                                          0          No PPP                       12/1/2035
               1004650817                                          2          6M20                         12/1/2035
               1004651166                                          2          6M20                         12/1/2035
               1004652218                                          0          No PPP                       12/1/2035
               1004656884                                          2          6M20                         12/1/2035
               1004665892                                          2          6M20                         12/1/2035
               1004666025                                          2          6M20                         12/1/2035
               1004666560                                          2          6M20                         12/1/2035
               1004668210                                          0          No PPP                       12/1/2035
               1004671554                                          2          6M20                         12/1/2035
               1004673491                                          2          6M20                         12/1/2035
               1004674132                                          1          6M20                         12/1/2035
               1004676407                                          2          6M20                         12/1/2035
               1004676639                                          0          No PPP                       12/1/2035
               1004677004                                          3          6M20                         12/1/2035
               1004678227                                          2          6M20                         12/1/2035
               1004679379                                          2          6M20                         12/1/2035
               1004679422                                          3          6M20                         12/1/2035
               1004679841                                          1          2PBAL                        12/1/2035
               1004680009                                          1          2PBAL                        12/1/2035
               1004682098                                          2          1POR                         12/1/2035
               1004682187                                          2          6M20                         12/1/2035
               1004683792                                          2          6M20                         12/1/2035
               1004684238                                          2          6M20                         12/1/2035
               1004686423                                          3          6M20                         12/1/2035
               1004687128                                          2          6M20                         12/1/2035
               1004689689                                          2          6M20                         12/1/2035
               1004689858                                          0          No PPP                       12/1/2035
               1004692791                                          3          6M20                         12/1/2035
               1004696840                                          3          6M20                         12/1/2035
               1004697634                                          0          No PPP                       12/1/2035
               1004697741                                          2          6M20                         12/1/2035
               1004699099                                          0          No PPP                       12/1/2035
               1004702147                                          2          MISS                         12/1/2035
               1004703208                                          2          6M20                         12/1/2035
               1004703486                                          2          6M20                         12/1/2035
               1004706063                                          2          6M20                         12/1/2035
               1004706358                                          1          6M20                         12/1/2035
               1004707687                                          2          6M20                         12/1/2035
               1004711510                                          2          6M20                         12/1/2035
               1004712430                                          3          6M20                         12/1/2035
               1004713518                                          0          No PPP                       12/1/2035
               1004715516                                          3          6M20                         12/1/2035
               1004715632                                          0          No PPP                       12/1/2035
               1004716828                                          2          6M20                         12/1/2035
               1004718425                                          2          6M20                         12/1/2035
               1004718835                                          2          6M20                         12/1/2035
               1004719442                                          3          6M20                         12/1/2035
               1004719914                                          2          6M20                         12/1/2035
               1004723874                                          2          6M20                         12/1/2035
               1004724007                                          0          No PPP                       12/1/2035
               1004724150                                          2          6M20                         12/1/2035
               1004724613                                          2          6M20                         12/1/2035
               1004725266                                          0          No PPP                       12/1/2035
               1004726443                                          2          MISS                         12/1/2035
               1004731712                                          3          6M20                         12/1/2035
               1004733006                                          2          6M20                         12/1/2035
               1004733015                                          0          No PPP                       12/1/2035
               1004733827                                          2          6M20                         12/1/2035
               1004737137                                          2          6M20                         12/1/2035
               1004738261                                          2          6M20                         12/1/2035
               1004739108                                          1          6M20                         12/1/2035
               1004741444                                          3          1PBAL                        12/1/2035
               1004742041                                          2          1PBAL                        12/1/2035
               1004746154                                          2          6M20                         12/1/2035
               1004751520                                          0          No PPP                       12/1/2035
               1004752538                                          0          No PPP                       12/1/2035
               1004753671                                          2          6M20                         12/1/2035
               1004755009                                          0          No PPP                       12/1/2035
               1004755866                                          2          6M20                         12/1/2035
               1004758104                                          1          2PBAL                        12/1/2035
               1004758685                                          0          No PPP                       12/1/2035
               1004760574                                          0          No PPP                       12/1/2035
               1004760823                                          2          6M20                         12/1/2035
               1004761029                                          2          6M20                         12/1/2035
               1004762019                                          2          6M20                         12/1/2035
               1004762554                                          2          6M20                         12/1/2035
               1004762741                                          2          6M20                         12/1/2035
               1004763633                                          3          202REF                       12/1/2035
               1004763866                                          0          No PPP                       12/1/2035
               1004763991                                          0          No PPP                       12/1/2035
               1004765196                                          2          6M20                         12/1/2035
               1004766079                                          2          6M20                         12/1/2035
               1004766514                                          0          No PPP                       12/1/2035
               1004767470                                          2          6M20                         12/1/2035
               1004767979                                          3          6M20                         12/1/2035
               1004768488                                          0          No PPP                       12/1/2035
               1004769496                                          0          No PPP                       12/1/2035
               1004769600                                          2          MISS                         12/1/2035
               1004771198                                          3          6M20                         12/1/2035
               1004771642                                          0          No PPP                       12/1/2035
               1004771660                                          0          No PPP                       12/1/2035
               1004774685                                          0          No PPP                       12/1/2035
               1004775531                                          2          6M20                         12/1/2035
               1004783381                                          3          6M20                         12/1/2035
               1004784772                                          0          No PPP                       12/1/2035
               1004784941                                          0          No PPP                       12/1/2035
               1004786976                                          0          No PPP                       12/1/2035
               1004787369                                          2          MISS                         12/1/2035
               1004790042                                          2          6M20                         12/1/2035
               1004791069                                          0          No PPP                       12/1/2035
               1004791540                                          2          6M20                         12/1/2035
               1004792898                                          2          6M20                         12/1/2035
               1004793539                                          2          6M20                         12/1/2035
               1004796956                                          0          No PPP                       12/1/2035
               1004797358                                          2          2PBAL                        12/1/2035
               1004797544                                          2          MISS                         12/1/2035
               1004797759                                          2          6M20                         12/1/2035
               1004800200                                          2          6M20                         12/1/2035
               1004802976                                          0          No PPP                       12/1/2035
               1004803939                                          2          6M20                         12/1/2035
               1004804411                                          2          6M20                         12/1/2035
               1004805170                                          2          6M20                         12/1/2035
               1004805777                                          2          6M20                         12/1/2035
               1004812849                                          2          MISS                         12/1/2035
               1004812938                                          0          No PPP                       12/1/2035
               1004814071                                          0          No PPP                       12/1/2035
               1004814455                                          0          No PPP                       12/1/2035
               1004817103                                          2          MISS                         12/1/2035
               1004817461                                          2          6M20                         12/1/2035
               1004819771                                          2          6M20                         12/1/2035
               1004822142                                          2          6M20                         12/1/2035
               1004824827                                          0          No PPP                       12/1/2035
               1004826852                                          1          6M20                         12/1/2035
               1004828146                                          0          No PPP                       12/1/2035
               1004828333                                          3          6M20                         12/1/2035
               1004829458                                          2          6M20                         12/1/2035
               1004829519                                          0          No PPP                       12/1/2035
               1004829742                                          2          6M20                         12/1/2035
               1004831212                                          2          6M20                         12/1/2035
               1004831819                                          2          6M20                         12/1/2035
               1004832382                                          1          6M20                         12/1/2035
               1004834415                                          2          6M20                         12/1/2035
               1004835557                                          2          6M20                         12/1/2035
               1004836039                                          0          No PPP                       12/1/2035
               1004839660                                          2          2PBAL                        12/1/2035
               1004839884                                          2          6M20                         12/1/2035
               1004842941                                          0          No PPP                       12/1/2035
               1004844663                                          1          6M20                         12/1/2035
               1004846876                                          2          6M20                         12/1/2035
               1004848375                                          0          No PPP                       12/1/2035
               1004854731                                          2          6M20                         12/1/2035
               1004855589                                          0          No PPP                       12/1/2035
               1004863277                                          3          6M20                         12/1/2035
               1004863954                                          2          MISS                         12/1/2035
               1004866050                                          2          6M20                         12/1/2035
               1004867157                                          2          6M20                         12/1/2035
               1004868281                                          2          6M20                         12/1/2035
               1004869084                                          0          No PPP                       12/1/2035
               1004869315                                          0          No PPP                       12/1/2035
               1004873293                                          2          6M20                         12/1/2035
               1004879055                                          2          1PBAL                        12/1/2035
               1004881462                                          0          No PPP                       12/1/2035
               1004883139                                          2          6M20                         12/1/2035
               1004883816                                          0          No PPP                       12/1/2035
               1004884450                                          2          6M20                         12/1/2035
               1004884824                                          0          No PPP                       12/1/2035
               1004885967                                          2          MISS                         12/1/2035
               1004889455                                          2          2PBAL                        12/1/2035
               1004889552                                          0          No PPP                       12/1/2035
               1004889865                                          2          6M20                         12/1/2035
               1004894252                                          2          6M20                         12/1/2035
               1004894662                                          2          6M20                         12/1/2035
               1004894715                                          2          MISS                         12/1/2035
               1004899051                                          2          6M20                         12/1/2035
               1004907033                                          0          No PPP                       12/1/2035
               1004907122                                          2          2PBAL                        12/1/2035
               1004907239                                          2          6M20                         12/1/2035
               1004908470                                          2          6M20                         12/1/2035
               1004908979                                          2          6M20                         12/1/2035
               1004909219                                          3          2PBAL                        12/1/2035
               1004911395                                          2          6M20                         12/1/2035
               1004911821                                          0          No PPP                       12/1/2035
               1004914613                                          2          6M20                         12/1/2035
               1004915275                                          1          6M20                         12/1/2035
               1004917111                                          2          6M20                         12/1/2035
               1004917362                                          2          6M20                         12/1/2035
               1004920704                                          0          No PPP                       12/1/2035
               1004922230                                          2          6M20                         12/1/2035
               1004923266                                          0          No PPP                       12/1/2035
               1004926003                                          2          6M20                         12/1/2035
               1004926281                                          2          6M20                         12/1/2035
               1004926646                                          2          6M20                         12/1/2035
               1004931854                                          2          6M20                         12/1/2035
               1004933709                                          2          6M20                         12/1/2035
               1004933941                                          2          6M20                         12/1/2035
               1004935440                                          0          No PPP                       12/1/2035
               1004937046                                          0          No PPP                       12/1/2035
               1004937117                                          2          6M20                         12/1/2035
               1004938731                                          2          6M20                         12/1/2035
               1004939099                                          2          6M20                         12/1/2035
               1004939106                                          2          6M20                         12/1/2035
               1004943388                                          2          6M20                         12/1/2035
               1004945714                                          2          6M20                         12/1/2035
               1004949756                                          3          2PBAL                        12/1/2035
               1004950912                                          2          6M20                         12/1/2035
               1004958665                                          2          6M20                         12/1/2035
               1004958852                                          0          No PPP                       12/1/2035
               1004959094                                          2          6M20                         12/1/2035
               1004960661                                          2          6M20                         12/1/2035
               1004960821                                          2          6M20                         12/1/2035
               1004962053                                          2          6M20                         12/1/2035
               1004962213                                          3          6M20                         12/1/2035
               1004963089                                          2          6M20                         12/1/2035
               1004963418                                          2          6M20                         12/1/2035
               1004963944                                          2          6M20                         12/1/2035
               1004963962                                          2          6M20                         12/1/2035
               1004964916                                          3          6M20                         12/1/2035
               1004967496                                          3          MISS                         12/1/2035
               1004968093                                          0          No PPP                       12/1/2035
               1004970222                                          2          6M20                         12/1/2035
               1004972337                                          0          No PPP                       12/1/2035
               1004974148                                          2          MISS                         12/1/2035
               1004974451                                          2          6M20                         12/1/2035
               1004977225                                          2          6M20                         12/1/2035
               1004978206                                          2          MISS                         12/1/2035
               1004978876                                          0          No PPP                       12/1/2035
               1004979786                                          2          6M20                         12/1/2035
               1004982228                                          2          MISS                         12/1/2035
               1004987027                                          2          6M20                         12/1/2035
               1004991968                                          0          No PPP                       12/1/2035
               1004996687                                          0          No PPP                       12/1/2035
               1005003998                                          2          6M20                         12/1/2035
               1005005433                                          2          1PBAL                        12/1/2035
               1005006058                                          0          No PPP                       12/1/2035
               1005010418                                          2          MISS                         12/1/2035
               1005010926                                          2          6M20                         12/1/2035
               1005017091                                          2          6M20                         12/1/2035
               1005021825                                          2          6M20                         12/1/2035
               1005023672                                          2          6M20                         12/1/2035
               1005024868                                          2          MISS                         12/1/2035
               1005024911                                          2          1POR                         12/1/2035
               1005028347                                          2          6M20                         12/1/2035
               1005031413                                          2          6M20                         12/1/2035
               1005033849                                          2          6M20                         12/1/2035
               1005036454                                          2          6M20                         12/1/2035
               1005038791                                          2          6M20                         12/1/2035
               1005049761                                          2          MISS                         12/1/2035
               1005060444                                          2          MISS                         12/1/2035
               1005060738                                          2          6M20                         12/1/2035
               1005060881                                          2          6M20                         12/1/2035
               1005062647                                          2          MISS                         12/1/2035
               1005063637                                          2          6M20                         12/1/2035
               1005065234                                          2          MISS                         12/1/2035
               1005068035                                          2          6M20                         12/1/2035
               1005078916                                          1          6M20                         12/1/2035
               1005082180                                          2          6M20                         12/1/2035
               1005084892                                          0          No PPP                       12/1/2035
               1005086275                                          2          6M20                         12/1/2035
               1005090457                                          2          6M20                         12/1/2035
               1005091660                                          0          No PPP                       12/1/2035
               1005101793                                          2          6M20                         12/1/2035
               1005106805                                          2          6M20                         12/1/2035
               1005109278                                          2          6M20                         12/1/2035
               1005121067                                          0          No PPP                       12/1/2035
                  2173870                                          3          6M20                          9/1/2035
                  2191294                                          3          6M20                         10/1/2035
                  2191369                                          0          No PPP                        9/1/2035
                  2193243                                          3          6M20                          9/1/2035
                  2195348                                          3          1PBAL                         9/1/2035
                  2195363                                          3          6M20                          9/1/2035
                  2196205                                          0          No PPP                       11/1/2035
                  2198353                                          3          6M20                          9/1/2035
                  2200448                                          3          6M20                          9/1/2035
                  2200835                                          3          2PBAL                         9/1/2035
                  2201219                                          0          No PPP                        9/1/2035
                  2201723                                          3          6M20                          9/1/2035
                  2202059                                          3          6M20                         10/1/2035
                  2203670                                          0          No PPP                        9/1/2035
                  2206411                                          0          No PPP                        9/1/2035
                  2207135                                          0          No PPP                       10/1/2035
                  2207338                                          3          6M20                          9/1/2035
                  2207621                                          0          No PPP                       10/1/2035
                  2212169                                          3          6M20                          9/1/2035
                  2214110                                          0          No PPP                        9/1/2035
                  2216030                                          0          No PPP                       10/1/2035
                  2216083                                          0          No PPP                       10/1/2035
                  2216313                                          0          No PPP                       10/1/2035
                  2216544                                          0          No PPP                       10/1/2035
                  2217251                                          3          MISS                         10/1/2035
                  2218068                                          0          No PPP                        9/1/2035
                  2222981                                          0          No PPP                       10/1/2035
                  2225169                                          0          No PPP                       10/1/2035
                  2227174                                          0          No PPP                       11/1/2035
                  2229722                                          3          6M20                         11/1/2035
                  2232613                                          0          No PPP                       10/1/2035
                  2232755                                          0          No PPP                       10/1/2035
                  2235480                                          0          No PPP                       10/1/2035
                  2236887                                          0          No PPP                       10/1/2035
                  2238593                                          0          No PPP                       10/1/2035
               1002087734                                          0          No PPP                        8/1/2030
               1002272276                                          0          No PPP                       10/1/2035
               1002275013                                          0          No PPP                        8/1/2035
               1002325077                                          2          202REF                        7/1/2035
               1002414088                                          0          No PPP                        9/1/2035
               1002519279                                          3          6M20                         12/1/2035
               1002542706                                          3          6M20                          8/1/2035
               1002574921                                          1          6M20                          9/1/2035
               1002608734                                          0          No PPP                        8/1/2035
               1002612596                                          2          6M20                          8/1/2035
               1002627633                                          0          No PPP                        9/1/2035
               1002627679                                          2          6M20                          9/1/2035
               1002634199                                          0          No PPP                        8/1/2035
               1002638060                                          1          6M20                          9/1/2035
               1002638275                                          3          6M20                          8/1/2035
               1002646220                                          0          No PPP                        8/1/2035
               1002646916                                          2          6M20                          8/1/2035
               1002679701                                          3          6M20                          9/1/2035
               1002689585                                          0          No PPP                        8/1/2030
               1002691304                                          2          6M20                          8/1/2035
               1002699093                                          3          2PBAL                         8/1/2035
               1002716662                                          2          6M20                          8/1/2035
               1002758803                                          3          6M20                          9/1/2035
               1002786765                                          3          6M20                          9/1/2035
               1002801695                                          3          6M20                          8/1/2035
               1002830315                                          3          2PBAL                         8/1/2035
               1002833535                                          2          6M20                          9/1/2035
               1002840037                                          0          No PPP                        9/1/2035
               1002842151                                          2          6M20                          8/1/2035
               1002842801                                          2          6M20                          9/1/2035
               1002859008                                          0          No PPP                        9/1/2035
               1002861282                                          0          No PPP                        9/1/2035
               1002864644                                          3          6M20                          9/1/2035
               1002865867                                          0          No PPP                       10/1/2035
               1002885827                                          2          6M20                          9/1/2035
               1002889084                                          2          6M20                          8/1/2035
               1002896156                                          3          2PBAL                         9/1/2035
               1002901514                                          0          No PPP                        9/1/2035
               1002902684                                          2          6M20                          8/1/2035
               1002903861                                          3          6M20                          8/1/2035
               1002905413                                          0          No PPP                       10/1/2035
               1002920236                                          3          6M20                         10/1/2035
               1002924928                                          0          No PPP                        8/1/2035
               1002931322                                          3          1POR                          9/1/2035
               1002952549                                          1          6M20                          9/1/2035
               1002957401                                          3          6M20                          9/1/2035
               1002958062                                          3          6M20                          9/1/2035
               1002961931                                          0          No PPP                        9/1/2035
               1002968113                                          3          6M20                          9/1/2035
               1002972297                                          0          No PPP                        8/1/2035
               1002982874                                          2          6M20                          8/1/2035
               1002985078                                          0          No PPP                        9/1/2035
               1002985158                                          0          No PPP                        9/1/2035
               1003007659                                          0          No PPP                        9/1/2035
               1003022357                                          3          6M20                          9/1/2035
               1003030534                                          3          6M20                          9/1/2035
               1003031436                                          2          6M20                          9/1/2035
               1003033434                                          3          6M20                          9/1/2035
               1003040097                                          2          6M20                          9/1/2035
               1003041309                                          0          No PPP                       11/1/2035
               1003043085                                          0          No PPP                        9/1/2035
               1003049285                                          1          6M20                          9/1/2035
               1003053901                                          3          2M33                          9/1/2035
               1003055142                                          3          6M20                          9/1/2035
               1003055605                                          1          6M20                          9/1/2035
               1003058256                                          3          2M33                          9/1/2035
               1003064882                                          1          6M20                          9/1/2035
               1003067567                                          0          No PPP                        9/1/2035
               1003071598                                          3          2PBAL                         9/1/2035
               1003080855                                          0          No PPP                        9/1/2035
               1003086494                                          1          6M20                          9/1/2035
               1003094993                                          3          2M33                          9/1/2035
               1003095108                                          3          MASS                          9/1/2035
               1003095135                                          3          6M20                          9/1/2035
               1003096704                                          1          6M20                          9/1/2035
               1003099774                                          0          No PPP                        9/1/2035
               1003100469                                          3          6M20                          9/1/2035
               1003101967                                          0          No PPP                        9/1/2035
               1003101994                                          3          6M20                          9/1/2035
               1003104054                                          0          No PPP                        9/1/2035
               1003105687                                          0          No PPP                        9/1/2035
               1003113099                                          0          No PPP                        9/1/2035
               1003116522                                          0          No PPP                        9/1/2035
               1003121623                                          0          No PPP                        9/1/2035
               1003125371                                          0          No PPP                        9/1/2035
               1003127119                                          3          2M33                          9/1/2035
               1003127814                                          0          No PPP                        9/1/2035
               1003128270                                          0          No PPP                       10/1/2035
               1003129938                                          1          2PBAL                         9/1/2035
               1003130677                                          3          6M20                         10/1/2035
               1003131603                                          1          6M20                          9/1/2035
               1003137689                                          3          1POR                          9/1/2035
               1003139099                                          0          No PPP                        9/1/2035
               1003141139                                          3          6M20                          9/1/2035
               1003144751                                          1          6M20                          9/1/2035
               1003148524                                          0          No PPP                        9/1/2035
               1003165176                                          3          6M20                          9/1/2035
               1003173657                                          3          6M20                         10/1/2035
               1003174371                                          1          6M20                          9/1/2035
               1003177751                                          3          6M20                          9/1/2035
               1003183637                                          3          202REF                        9/1/2035
               1003190077                                          1          6M20                          9/1/2035
               1003196525                                          3          6M20                          9/1/2035
               1003210796                                          3          2PBAL                         9/1/2035
               1003220785                                          0          No PPP                       11/1/2035
               1003225799                                          2          6M20                         10/1/2035
               1003226547                                          3          6M20                          9/1/2035
               1003226949                                          3          6M20                          9/1/2035
               1003227252                                          0          No PPP                       10/1/2035
               1003228689                                          3          6M20                          9/1/2035
               1003236215                                          1          6M20                         10/1/2035
               1003239178                                          0          No PPP                       11/1/2035
               1003240077                                          3          6M20                          9/1/2035
               1003249096                                          0          No PPP                       10/1/2035
               1003260232                                          0          No PPP                        9/1/2035
               1003276065                                          0          No PPP                        9/1/2035
               1003276671                                          3          1POR                         10/1/2035
               1003285894                                          3          MISS                          9/1/2035
               1003286937                                          0          No PPP                       10/1/2035
               1003307424                                          3          6M20                          9/1/2035
               1003310287                                          2          6M20                         12/1/2035
               1003367797                                          3          6M20                         11/1/2035
               1003374093                                          3          6M20                          9/1/2035
               1003379329                                          0          No PPP                       10/1/2035
               1003381389                                          0          No PPP                        9/1/2035
               1003382538                                          3          2PBAL                         9/1/2035
               1003387579                                          0          No PPP                       10/1/2035
               1003388738                                          0          No PPP                       11/1/2035
               1003403711                                          0          No PPP                        9/1/2035
               1003414022                                          3          6M20                         10/1/2035
               1003424048                                          1          6M20                          9/1/2035
               1003427045                                          0          No PPP                        9/1/2035
               1003427143                                          3          6M20                          9/1/2035
               1003427269                                          0          No PPP                        9/1/2035
               1003431708                                          2          1POR                          9/1/2035
               1003436669                                          0          No PPP                       10/1/2035
               1003443170                                          0          No PPP                       10/1/2035
               1003455415                                          3          6M20                         10/1/2035
               1003464539                                          0          No PPP                       10/1/2035
               1003476713                                          0          No PPP                       11/1/2035
               1003486338                                          3          6M20                         10/1/2035
               1003488933                                          0          No PPP                        9/1/2035
               1003490902                                          2          1POR                          9/1/2035
               1003513406                                          3          2PBAL                         9/1/2035
               1003518759                                          2          6M20                         11/1/2035
               1003521353                                          0          No PPP                       10/1/2035
               1003521870                                          1          6M20                         10/1/2035
               1003525386                                          0          No PPP                       10/1/2035
               1003532083                                          3          6M20                         10/1/2035
               1003536294                                          0          No PPP                       10/1/2035
               1003551258                                          2          6M20                         10/1/2035
               1003552195                                          3          MISS                         10/1/2035
               1003555272                                          0          No PPP                       10/1/2035
               1003563815                                          3          2PBAL                        11/1/2035
               1003567517                                          3          1PBAL                         9/1/2035
               1003579103                                          0          No PPP                       10/1/2035
               1003581582                                          3          6M20                         10/1/2035
               1003586159                                          0          No PPP                       10/1/2035
               1003601855                                          2          6M20                         11/1/2035
               1003607145                                          2          6M20                         11/1/2035
               1003611096                                          3          6M20                         11/1/2035
               1003614351                                          3          6M20                         10/1/2035
               1003616625                                          0          No PPP                       11/1/2035
               1003617759                                          0          No PPP                       10/1/2035
               1003624117                                          0          No PPP                       10/1/2035
               1003638816                                          0          No PPP                       10/1/2035
               1003650089                                          3          6M20                         10/1/2035
               1003667632                                          3          6M20                         10/1/2035
               1003670664                                          0          No PPP                       10/1/2035
               1003679656                                          0          No PPP                       10/1/2035
               1003683197                                          0          No PPP                       10/1/2035
               1003687683                                          0          No PPP                       10/1/2035
               1003696637                                          0          No PPP                       10/1/2035
               1003699821                                          0          No PPP                       11/1/2035
               1003724198                                          0          No PPP                       10/1/2035
               1003733124                                          3          6M20                         10/1/2035
               1003735818                                          2          6M20                         11/1/2035
               1003740385                                          2          6M20                         11/1/2035
               1003756563                                          0          No PPP                       11/1/2035
               1003758188                                          2          6M20                         11/1/2035
               1003758482                                          3          6M20                         10/1/2035
               1003767089                                          2          6M20                         10/1/2035
               1003767481                                          0          No PPP                       10/1/2035
               1003775613                                          0          No PPP                       11/1/2035
               1003778148                                          0          No PPP                       11/1/2035
               1003785639                                          2          6M20                         10/1/2035
               1003794344                                          0          No PPP                       10/1/2035
               1003807394                                          0          No PPP                       11/1/2035
               1003811487                                          3          MISS                         10/1/2035
               1003819666                                          2          6M20                         11/1/2035
               1003829646                                          0          No PPP                       11/1/2035
               1003836978                                          0          No PPP                       10/1/2035
               1003843443                                          0          No PPP                       10/1/2035
               1003845940                                          0          No PPP                       10/1/2035
               1003852227                                          0          No PPP                       11/1/2035
               1003864009                                          0          No PPP                       10/1/2030
               1003870216                                          0          No PPP                       10/1/2035
               1003873044                                          3          6M20                         10/1/2035
               1003880349                                          0          No PPP                       10/1/2035
               1003901086                                          2          6M20                         11/1/2035
               1003924098                                          2          6M20                         11/1/2035
               1003925989                                          0          No PPP                       11/1/2035
               1003927193                                          0          No PPP                       11/1/2035
               1003931570                                          2          6M20                         12/1/2035
               1003935193                                          0          No PPP                       11/1/2035
               1003960645                                          1          6M20                         11/1/2035
               1003963009                                          3          6M20                         12/1/2035
               1003963483                                          2          6M20                         11/1/2035
               1003964268                                          0          No PPP                       11/1/2035
               1003969076                                          2          6M20                         11/1/2035
               1003969361                                          0          No PPP                       11/1/2035
               1003978994                                          3          6M20                         11/1/2035
               1003983522                                          0          No PPP                       11/1/2035
               1003997946                                          2          6M20                         11/1/2035
               1003999221                                          2          6M20                         11/1/2035
               1004000887                                          0          No PPP                       11/1/2035
               1004005276                                          2          6M20                         11/1/2035
               1004005926                                          0          No PPP                       11/1/2035
               1004008308                                          2          6M20                         11/1/2035
               1004016193                                          0          No PPP                       11/1/2035
               1004024031                                          2          6M20                         11/1/2035
               1004025717                                          2          6M20                         11/1/2035
               1004026128                                          0          No PPP                       11/1/2035
               1004028368                                          2          6M20                         11/1/2035
               1004031602                                          0          No PPP                       11/1/2035
               1004032576                                          2          6M20                         11/1/2035
               1004033511                                          2          6M20                         11/1/2035
               1004033913                                          2          6M20                         11/1/2035
               1004043813                                          3          6M20                         12/1/2035
               1004049194                                          0          No PPP                       11/1/2035
               1004050207                                          2          6M20                         11/1/2035
               1004050699                                          3          6M20                         11/1/2035
               1004051359                                          3          6M20                         11/1/2035
               1004059422                                          2          6M20                         11/1/2035
               1004062383                                          2          6M20                         11/1/2035
               1004068485                                          3          6M20                         11/1/2035
               1004070490                                          0          No PPP                       11/1/2035
               1004095525                                          2          6M20                         11/1/2035
               1004106675                                          2          6M20                         12/1/2035
               1004118387                                          0          No PPP                       11/1/2035
               1004121952                                          2          6M20                         11/1/2035
               1004126216                                          0          No PPP                       11/1/2035
               1004133636                                          2          6M20                         11/1/2035
               1004135411                                          3          6M20                         11/1/2035
               1004141164                                          2          6M20                         11/1/2035
               1004174529                                          2          6M20                         12/1/2035
               1004193152                                          2          6M20                         11/1/2035
               1004198807                                          2          6M20                         11/1/2035
               1004216869                                          2          6M20                         11/1/2035
               1004227946                                          2          6M20                         11/1/2035
               1004237061                                          1          6M20                         11/1/2035
               1004238104                                          2          6M20                         11/1/2035
               1004244437                                          3          6M20                         11/1/2035
               1004246792                                          2          6M20                         11/1/2035
               1004248040                                          2          6M20                         11/1/2035
               1004248905                                          0          No PPP                       11/1/2035
               1004251678                                          2          6M20                         11/1/2035
               1004261603                                          2          6M20                         11/1/2035
               1004276456                                          2          6M20                         12/1/2035
               1004289558                                          2          6M20                         12/1/2035
               1004330904                                          2          6M20                         11/1/2035
               1004358554                                          0          No PPP                       12/1/2035
               1004359928                                          2          6M20                         11/1/2035
               1004373895                                          0          No PPP                       12/1/2035
               1004391107                                          2          6M20                         12/1/2035
               1004394729                                          0          No PPP                       11/1/2035
               1004399804                                          2          6M20                         11/1/2035
               1004406306                                          3          6M20                         11/1/2035
               1004411602                                          2          6M20                         12/1/2035
               1004419873                                          2          6M20                         12/1/2035
               1004444337                                          2          6M20                         12/1/2035
               1004491419                                          2          6M20                         12/1/2035
               1004491687                                          2          6M20                         12/1/2035
               1004519676                                          2          6M20                         12/1/2035
               1004522957                                          2          6M20                         12/1/2035
               1004525213                                          2          6M20                         12/1/2035
               1004528087                                          2          6M20                         12/1/2035
               1004529479                                          2          6M20                         12/1/2035
               1004538325                                          2          6M20                         12/1/2035
               1004545978                                          2          6M20                         12/1/2035
               1004546316                                          0          No PPP                       12/1/2035
               1004557312                                          2          6M20                         12/1/2035
               1004563706                                          0          No PPP                       12/1/2035
               1004574106                                          1          6M20                         12/1/2035
               1004575917                                          2          6M20                         12/1/2035
               1004600195                                          2          6M20                         12/1/2035
               1004614457                                          2          6M20                         12/1/2035
               1004620253                                          2          6M20                         12/1/2035
               1004625258                                          2          6M20                         12/1/2035
               1004626961                                          2          6M20                         12/1/2035
               1004628656                                          2          6M20                         12/1/2035
               1004639822                                          0          No PPP                       12/1/2035
               1004662733                                          1          2PBAL                        12/1/2035
               1004667872                                          2          6M20                         12/1/2035
               1004667961                                          2          6M20                         12/1/2035
               1004668078                                          0          No PPP                       12/1/2035
               1004672241                                          0          No PPP                       12/1/2035
               1004674962                                          3          6M20                         12/1/2035
               1004677068                                          2          6M20                         12/1/2035
               1004681614                                          2          6M20                         12/1/2035
               1004681801                                          2          6M20                         12/1/2035
               1004688742                                          2          6M20                         12/1/2035
               1004699302                                          2          6M20                         12/1/2035
               1004700461                                          2          6M20                         12/1/2035
               1004716953                                          3          6M20                         12/1/2035
               1004723829                                          2          6M20                         12/1/2035
               1004726568                                          3          6M20                         12/1/2035
               1004728780                                          2          6M20                         12/1/2035
               1004731650                                          2          6M20                         12/1/2035
               1004735077                                          2          6M20                         12/1/2035
               1004738822                                          2          6M20                         12/1/2035
               1004741961                                          2          6M20                         12/1/2035
               1004742808                                          3          6M20                         12/1/2035
               1004744398                                          2          MISS                         12/1/2035
               1004753877                                          2          6M20                         12/1/2035
               1004757864                                          2          6M20                         12/1/2035
               1004772936                                          2          6M20                         12/1/2035
               1004775611                                          2          6M20                         12/1/2035
               1004785067                                          2          6M20                         12/1/2035
               1004790989                                          0          No PPP                       12/1/2035
               1004817176                                          2          6M20                         12/1/2035
               1004819879                                          2          6M20                         12/1/2035
               1004827183                                          2          6M20                         12/1/2035
               1004834308                                          2          6M20                         12/1/2035
               1004837332                                          2          6M20                         12/1/2035
               1004837733                                          2          6M20                         12/1/2035
               1004846019                                          2          6M20                         12/1/2035
               1004890675                                          2          6M20                         12/1/2035
               1004925870                                          2          6M20                         12/1/2035
               1004925889                                          2          6M20                         12/1/2035
               1004929509                                          2          6M20                         12/1/2035
               1004966362                                          0          No PPP                       12/1/2035
               1004978607                                          2          6M20                         12/1/2035
               1005002007                                          2          6M20                         12/1/2035
               1005093775                                          2          6M20                         12/1/2035
               1004389986                                          2          6M20                         12/1/2035
               1004611904                                          2          6M20                         12/1/2035
               1004712779                                          0          No PPP                       12/1/2035
               1005002329                                          0          No PPP                       12/1/2035
               1004381813                                          2          6M20                         12/1/2035
               1004717113                                          2          6M20                         12/1/2035
                  2160139                                          3          6M20                          9/1/2035
                  2173857                                          3          6M20                          9/1/2035
                  2191346                                          3          6M20                          9/1/2035
                  2215695                                          0          No PPP                        9/1/2035
                  2216505                                          0          No PPP                       10/1/2035
                  2219950                                          3          6M20                         10/1/2035
                  2229793                                          3          6M20                         11/1/2025
                  2243676                                          0          No PPP                       11/1/2035
               1000660573                                          3          MISS                         10/1/2035
               1002004556                                          0          No PPP                        8/1/2035
               1002106508                                          2          6M20                          7/1/2025
               1002447187                                          2          1PBAL                         8/1/2035
               1002450582                                          0          No PPP                        8/1/2035
               1002624431                                          0          No PPP                        7/1/2035
               1002653079                                          0          No PPP                        9/1/2035
               1002696853                                          3          6M20                          8/1/2035
               1002826570                                          0          No PPP                        8/1/2035
               1002877756                                          3          2PBAL                         9/1/2035
               1002881279                                          3          1POR                          9/1/2035
               1002909892                                          3          6M20                          9/1/2035
               1002909963                                          3          6M20                          9/1/2035
               1002949340                                          3          1PBAL                         9/1/2035
               1002951372                                          0          No PPP                        9/1/2035
               1002954529                                          0          No PPP                        9/1/2035
               1003005198                                          0          No PPP                        9/1/2035
               1003010495                                          3          1POR                          9/1/2035
               1003036057                                          0          No PPP                        9/1/2035
               1003042932                                          0          No PPP                        9/1/2035
               1003047526                                          0          No PPP                        8/1/2035
               1003049828                                          0          No PPP                        9/1/2035
               1003051798                                          2          6M20                          9/1/2035
               1003060403                                          3          6M20                          9/1/2035
               1003076879                                          3          6M20                          9/1/2035
               1003123863                                          0          No PPP                        9/1/2035
               1003126352                                          0          No PPP                        9/1/2035
               1003127663                                          0          No PPP                        9/1/2035
               1003139035                                          3          2PBAL                         9/1/2035
               1003139446                                          3          6M20                          9/1/2025
               1003151626                                          1          6M20                          9/1/2035
               1003158380                                          0          No PPP                        9/1/2035
               1003160563                                          3          6M20                          9/1/2035
               1003162543                                          0          No PPP                        9/1/2035
               1003167744                                          0          No PPP                        9/1/2035
               1003167771                                          3          6M20                          9/1/2035
               1003174834                                          0          No PPP                        9/1/2035
               1003196598                                          0          No PPP                        9/1/2035
               1003241129                                          3          6M20                          9/1/2035
               1003250494                                          3          6M20                         10/1/2035
               1003254052                                          3          6M20                          9/1/2035
               1003262347                                          0          No PPP                        9/1/2035
               1003265111                                          3          1POR                          9/1/2035
               1003287302                                          0          No PPP                        9/1/2035
               1003287375                                          0          No PPP                        9/1/2035
               1003291636                                          0          No PPP                        9/1/2035
               1003333949                                          2          6M20                          9/1/2035
               1003338999                                          0          No PPP                        9/1/2035
               1003342047                                          0          No PPP                       11/1/2030
               1003387276                                          0          No PPP                        9/1/2035
               1003402179                                          0          No PPP                        9/1/2035
               1003408093                                          0          No PPP                        9/1/2035
               1003416510                                          0          No PPP                        9/1/2035
               1003476018                                          0          No PPP                        9/1/2035
               1003519017                                          0          No PPP                       10/1/2030
               1003538675                                          3          6M20                          9/1/2035
               1003554969                                          3          6M20                          9/1/2035
               1003612870                                          3          6M20                         11/1/2035
               1003721896                                          2          6M20                         10/1/2035
               1003724759                                          0          No PPP                       10/1/2035
               1003756402                                          2          6M20                         11/1/2035
               1003757964                                          0          No PPP                       10/1/2035
               1003764055                                          2          6M20                         12/1/2035
               1003776523                                          0          No PPP                       10/1/2035
               1003779209                                          2          MISS                         10/1/2035
               1003791846                                          2          6M20                         10/1/2035
               1003795646                                          2          6M20                         10/1/2035
               1003805895                                          0          No PPP                       11/1/2035
               1003837165                                          2          6M20                         11/1/2035
               1003907259                                          1          6M20                         12/1/2035
               1003969496                                          2          6M20                         12/1/2035
               1003997278                                          0          No PPP                       12/1/2035
               1003999285                                          0          No PPP                       11/1/2035
               1004009897                                          2          6M20                         11/1/2035
               1004037081                                          2          6M20                         11/1/2035
               1004040727                                          3          6M20                         11/1/2035
               1004085643                                          3          6M20                         11/1/2035
               1004143750                                          3          6M20                         12/1/2035
               1004155434                                          2          6M20                         11/1/2035
               1004156264                                          2          6M20                         11/1/2035
               1004187775                                          1          6M20                         12/1/2035
               1004189130                                          3          6M20                         12/1/2035
               1004189210                                          3          6M20                         12/1/2035
               1004216547                                          2          6M20                         11/1/2035
               1004233804                                          3          6M20                         11/1/2035
               1004238186                                          2          6M20                         12/1/2035
               1004251865                                          2          6M20                         11/1/2035
               1004253346                                          2          6M20                         11/1/2035
               1004269259                                          2          6M20                         12/1/2035
               1004278061                                          2          6M20                         11/1/2035
               1004308047                                          3          6M20                         12/1/2035
               1004310828                                          2          6M20                         11/1/2035
               1004322469                                          2          6M20                         11/1/2035
               1004328953                                          3          1POR                         11/1/2035
               1004361345                                          3          1POR                         11/1/2035
               1004365626                                          3          6M20                         12/1/2035
               1004395817                                          3          6M20                         12/1/2035
               1004399984                                          0          No PPP                       12/1/2035
               1004417955                                          2          6M20                         12/1/2035
               1004442295                                          0          No PPP                       12/1/2035
               1004462227                                          3          6M20                         12/1/2035
               1004474018                                          2          6M20                         12/1/2035
               1004481705                                          2          6M20                         12/1/2035
               1004482143                                          3          1POR                         12/1/2035
               1004488762                                          2          6M20                         12/1/2035
               1004498886                                          2          6M20                         12/1/2035
               1004505164                                          0          No PPP                       12/1/2035
               1004544185                                          2          6M20                         12/1/2035
               1004552175                                          3          6M20                         12/1/2035
               1004581937                                          2          6M20                         11/1/2035
               1004594503                                          0          No PPP                       12/1/2035
               1004595502                                          2          1POR                         12/1/2035
               1004605797                                          2          6M20                         12/1/2035
               1004619256                                          2          6M20                         12/1/2035
               1004643684                                          2          6M20                         12/1/2035
               1004645049                                          3          6M20                         12/1/2035
               1004647127                                          0          No PPP                       12/1/2035
               1004670546                                          3          6M20                         12/1/2035
               1004672483                                          0          No PPP                       12/1/2035
               1004675426                                          2          6M20                         12/1/2035
               1004678450                                          2          6M20                         12/1/2035
               1004685344                                          3          6M20                         12/1/2035
               1004694762                                          3          6M20                         12/1/2035
               1004696500                                          2          6M20                         12/1/2035
               1004703226                                          3          6M20                         12/1/2035
               1004712118                                          2          6M20                         12/1/2035
               1004723071                                          2          6M20                         12/1/2035
               1004723963                                          2          6M20                         12/1/2035
               1004724686                                          2          6M20                         12/1/2035
               1004737743                                          3          6M20                         12/1/2035
               1004752841                                          0          No PPP                       12/1/2035
               1004755900                                          3          1POR                         12/1/2035
               1004766220                                          2          6M20                         12/1/2035
               1004766603                                          0          No PPP                        1/1/2036
               1004768237                                          0          No PPP                        1/1/2036
               1004775327                                          2          6M20                         12/1/2035
               1004792905                                          3          1POR                         12/1/2035
               1004811154                                          0          No PPP                       12/1/2035
               1004812439                                          0          No PPP                       12/1/2035
               1004829831                                          2          6M20                         12/1/2035
               1004846983                                          3          6M20                         12/1/2035
               1004854232                                          2          6M20                         12/1/2035
               1004873391                                          2          6M20                         12/1/2035
               1004873836                                          2          6M20                         12/1/2035
               1004876539                                          2          6M20                         12/1/2035
               1004885280                                          2          6M20                         12/1/2035
               1004885850                                          2          6M20                         12/1/2035
               1004895260                                          2          6M20                         12/1/2035
               1004904802                                          2          6M20                         12/1/2035
               1004905080                                          2          6M20                         12/1/2035
               1004911402                                          2          6M20                         12/1/2035
               1004922622                                          2          6M20                         12/1/2035
               1004933861                                          2          6M20                         12/1/2035
               1004940997                                          1          6M20                         12/1/2035
               1004958558                                          2          6M20                         12/1/2035
               1004960448                                          2          6M20                         12/1/2035
               1004962277                                          2          6M20                         12/1/2035
               1004988516                                          0          No PPP                       12/1/2030
               1004988570                                          2          6M20                         12/1/2035
               1005003391                                          2          6M20                         12/1/2035
               1005020470                                          2          6M20                         12/1/2035
               1005049663                                          2          6M20                         12/1/2035
               1005060863                                          2          6M20                         12/1/2035
               1005081216                                          2          6M20                         12/1/2035
               1005089744                                          2          6M20                         12/1/2035
               1004697527                                          2          6M20                         12/1/2035
               1004745422                                          0          No PPP                       12/1/2035




Cash in Lieu


Legal Hold
               1004156451                                          2          MASS                         11/1/2035
               1004908988                                          2          6M20                         12/1/2035
               1002992300                                          1          2PBAL                         8/1/2035


Compliance Hold
               1004095231                                          0          No PPP                       11/1/2035


Paid In Full
               1003373307                                          0          No PPP                        9/1/2030
               1002434994                                          0          No PPP                        8/1/2030
               1003237553                                          0          No PPP                        9/1/2035
               1003088928                                          0          No PPP                        9/1/2035
               1003432690                                          0          No PPP                       10/1/2035
               1002756681                                          2          6M20                          8/1/2035
               1002868506                                          0          No PPP                        9/1/2035
               1003405336                                          0          No PPP                       10/1/2035
               1003417626                                          0          No PPP                        9/1/2030
               1003228509                                          0          No PPP                        9/1/2035


Withdrawn
               1002257177                                          2          6M20                          7/1/2035
               1002785150                                          0          No PPP                        8/1/2035
               1002835329                                          2          6M20                          9/1/2035


Unfunded
               1004386701                                          3          6M20                         12/1/2035
               1004511148                                          2          6M20                         12/1/2035
               1004598830                                          0          No PPP                       12/1/2035
               1004696733                                          2          6M20                         12/1/2035
               1004878564                                          2          6M20                         12/1/2035
               1005077873                                          2          6M20                         12/1/2035


Wet Loans
               1004110599                                          0          No PPP                       11/1/2035
               1004225813                                          3          6M20                         11/1/2035
               1004227134                                          2          1POR                         11/1/2035
               1004800861                                          0          No PPP                       12/1/2035
               1004260445                                          3          1PBAL                        12/1/2035
               1004529816                                          3          6M20                         12/1/2035
               1002784892                                          2          1PBAL                         8/1/2035
               1004790248                                          2          6M20                         12/1/2035


Credit Kicks
               1004715712                                          0          No PPP                       12/1/2035
               1002303475                                          0          No PPP                        7/1/2035
               1002848645                                          0          No PPP                        8/1/2035
               1003189515                                          3          6M20                          9/1/2035
               1002050443                                          2          6M20                          8/1/2035
               1003026255                                          2          6M20                          9/1/2035




loan_id                                      first_rate_chg_date             first_pi_chg_date             life_cap
---------------------------------------------------------------------------------------------------------------------
                  2042848                                  9/1/2008                     10/1/2008                  7
                  2157899
                  2175436                                  9/1/2007                     10/1/2007                  7
                  2177793
                  2177817                                 12/1/2007                      1/1/2008                  7
                  2181320                                  9/1/2008                     10/1/2008                  7
                  2182315
                  2182333
                  2185660                                  9/1/2008                     10/1/2008                  7
                  2185904
                  2186202                                  8/1/2007                      9/1/2007                  7
                  2186869                                  9/1/2008                     10/1/2008                  7
                  2188333                                 10/1/2007                     11/1/2007                  7
                  2188692                                  9/1/2008                     10/1/2008                  7
                  2190566                                  9/1/2008                     10/1/2008                  7
                  2190748
                  2190966
                  2191050                                  9/1/2008                     10/1/2008                  7
                  2193474
                  2195054
                  2196581
                  2196621
                  2196898
                  2197597
                  2197853
                  2198166
                  2198549
                  2200651
                  2200734
                  2201475
                  2201548
                  2201847
                  2202014                                  9/1/2008                     10/1/2008                  7
                  2202605
                  2203226
                  2203840
                  2203845
                  2204027
                  2204091
                  2204897                                  9/1/2008                     10/1/2008                  7
                  2205037
                  2205145
                  2206249                                  9/1/2008                     10/1/2008                  7
                  2206516                                  9/1/2008                     10/1/2008                  7
                  2207358
                  2207990
                  2209466                                  9/1/2008                     10/1/2008                  7
                  2209496
                  2210068
                  2210395
                  2210818                                 11/1/2007                     12/1/2007                  7
                  2212383
                  2212806                                  9/1/2008                     10/1/2008                  7
                  2213042                                  9/1/2008                     10/1/2008                  7
                  2216005                                 12/1/2008                      1/1/2009                  7
                  2216495                                  9/1/2008                     10/1/2008                  7
                  2216832                                 10/1/2008                     11/1/2008                  7
                  2217461                                 10/1/2007                     11/1/2007                  7
                  2217483                                 10/1/2007                     11/1/2007                  7
                  2217863
                  2218061
                  2218170
                  2218966                                 11/1/2007                     12/1/2007                  7
                  2221396                                 11/1/2007                     12/1/2007                  7
                  2221896                                 11/1/2008                     12/1/2008                  7
                  2221957                                 10/1/2007                     11/1/2007                  7
                  2222218                                 10/1/2008                     11/1/2008                  7
                  2222589                                 11/1/2008                     12/1/2008                  7
                  2222895                                 11/1/2008                     12/1/2008                  7
                  2223357
                  2223763
                  2224520                                 10/1/2008                     11/1/2008                  7
                  2225877                                 11/1/2007                     12/1/2007                  7
                  2226239
                  2226410                                 11/1/2007                     12/1/2007                  7
                  2227080                                 10/1/2007                     11/1/2007                  7
                  2227866
                  2235353                                 10/1/2008                     11/1/2008                  7
                  2239817                                 11/1/2008                     12/1/2008                  7
                  2240997                                 12/1/2007                      1/1/2008                  7
                  2241215
                  2243700
                  2248426                                 12/1/2008                      1/1/2009                  7
                  2248500                                 11/1/2008                     12/1/2008                  7
                  2248847                                 11/1/2008                     12/1/2008                  7
                  2248996
                  2249438                                 11/1/2007                     12/1/2007                  7
                  2249878                                 11/1/2007                     12/1/2007                  7
                  2250684                                 11/1/2008                     12/1/2008                  7
                  2251049                                 12/1/2008                      1/1/2009                  7
               1000720223
               1001988219                                  8/1/2008                      9/1/2008                  7
               1002049367
               1002276619
               1002348999
               1002371310                                  7/1/2007                      8/1/2007                  7
               1002468706
               1002478223
               1002480381
               1002501475                                  8/1/2007                      9/1/2007                  7
               1002593562
               1002615566                                  8/1/2007                      9/1/2007                  7
               1002617190                                  9/1/2008                     10/1/2008                  7
               1002617699                                  8/1/2007                      9/1/2007                  7
               1002619250
               1002621700                                  8/1/2007                      9/1/2007                  7
               1002627385                                  7/1/2008                      8/1/2008                  7
               1002645089
               1002652757                                  7/1/2007                      8/1/2007                  7
               1002661346                                 12/1/2007                      1/1/2008                  7
               1002670522
               1002680548
               1002684553                                  8/1/2007                      9/1/2007                  7
               1002686169
               1002692492                                 11/1/2008                     12/1/2008                  7
               1002693115                                  8/1/2007                      9/1/2007                  7
               1002705380
               1002707501
               1002734508                                  8/1/2007                      9/1/2007                  7
               1002759303
               1002760284
               1002760293
               1002765332                                  8/1/2007                      9/1/2007                  7
               1002767410
               1002771735                                  9/1/2007                     10/1/2007                  7
               1002775740                                  9/1/2008                     10/1/2008                  7
               1002778952                                  8/1/2007                      9/1/2007                  7
               1002784464                                  9/1/2008                     10/1/2008                  7
               1002795960
               1002803354
               1002804040
               1002805334                                  9/1/2007                     10/1/2007                  7
               1002818106
               1002818446                                  8/1/2008                      9/1/2008                  7
               1002818641                                  9/1/2007                     10/1/2007                  7
               1002827123                                  9/1/2008                     10/1/2008                  7
               1002864760
               1002867062
               1002874358
               1002884392
               1002885505                                  8/1/2008                      9/1/2008                  7
               1002887291
               1002892212                                  9/1/2008                     10/1/2008                  7
               1002893364
               1002896646                                  9/1/2008                     10/1/2008                  7
               1002905672
               1002907947                                  9/1/2008                     10/1/2008                  7
               1002913716                                  9/1/2007                     10/1/2007                  7
               1002918864                                  9/1/2007                     10/1/2007                  7
               1002925794                                  9/1/2008                     10/1/2008                  7
               1002928880                                  9/1/2008                     10/1/2008                  7
               1002936185
               1002938450
               1002941767                                  9/1/2008                     10/1/2008                  7
               1002953156                                  9/1/2008                     10/1/2008                  7
               1002960969
               1002966696
               1002983061                                  9/1/2008                     10/1/2008                  7
               1002986335
               1002987646                                  9/1/2007                     10/1/2007                  7
               1002987655                                  9/1/2007                     10/1/2007                  7
               1002989644                                  9/1/2007                     10/1/2007                  7
               1002990589                                 10/1/2007                     11/1/2007                  7
               1002991597                                  9/1/2008                     10/1/2008                  7
               1002995922
               1003000335                                  9/1/2008                     10/1/2008                  7
               1003010128                                  8/1/2007                      9/1/2007                  7
               1003011092                                  9/1/2008                     10/1/2008                  7
               1003011804
               1003016220
               1003018843                                  8/1/2007                      9/1/2007                  7
               1003020402
               1003029074
               1003038064
               1003038260                                  9/1/2008                     10/1/2008                  7
               1003038670                                  9/1/2008                     10/1/2008                  7
               1003040113                                  9/1/2007                     10/1/2007                  7
               1003041835                                  9/1/2008                     10/1/2008                  7
               1003044486                                  9/1/2008                     10/1/2008                  7
               1003044609                                  9/1/2008                     10/1/2008                  7
               1003048124
               1003050520
               1003052840
               1003053821
               1003057471                                  9/1/2007                     10/1/2007                  7
               1003057578                                  9/1/2007                     10/1/2007                  7
               1003059317
               1003064542
               1003064917
               1003066274                                  9/1/2008                     10/1/2008                  7
               1003069832
               1003071687
               1003078537
               1003078573                                  9/1/2008                     10/1/2008                  7
               1003081444
               1003083157                                  9/1/2008                     10/1/2008                  7
               1003083647
               1003086895                                  9/1/2008                     10/1/2008                  7
               1003089348
               1003090489
               1003091754                                  9/1/2008                     10/1/2008                  7
               1003093903
               1003095830
               1003097847
               1003097945
               1003098597                                  9/1/2008                     10/1/2008                  7
               1003098757
               1003101734                                  9/1/2008                     10/1/2008                  7
               1003102261
               1003102564                                  9/1/2008                     10/1/2008                  7
               1003104615
               1003104795
               1003105446
               1003105678
               1003106196                                  9/1/2007                     10/1/2007                  7
               1003106515
               1003108032
               1003108782
               1003109629                                  9/1/2008                     10/1/2008                  7
               1003113482
               1003119093                                  9/1/2007                     10/1/2007                  7
               1003119912
               1003120303
               1003121115
               1003123113
               1003125932
               1003126600
               1003126628
               1003129000
               1003131122
               1003133086                                  9/1/2007                     10/1/2007                  7
               1003135128                                  9/1/2008                     10/1/2008                  7
               1003135351
               1003135636                                  9/1/2008                     10/1/2008                  7
               1003136537
               1003138107
               1003138517                                  9/1/2007                     10/1/2007                  7
               1003138928
               1003138946
               1003139106                                  9/1/2008                     10/1/2008                  7
               1003141148
               1003145377                                  9/1/2008                     10/1/2008                  7
               1003146562                                  9/1/2008                     10/1/2008                  7
               1003146580                                  9/1/2007                     10/1/2007                  7
               1003147534
               1003147605
               1003147847                                  9/1/2007                     10/1/2007                  7
               1003148631                                 10/1/2007                     11/1/2007                  7
               1003149426                                  9/1/2008                     10/1/2008                  7
               1003150388
               1003150716
               1003154384                                  9/1/2008                     10/1/2008                  7
               1003155169
               1003155454                                  9/1/2008                     10/1/2008                  7
               1003156872
               1003157014
               1003158273                                  9/1/2008                     10/1/2008                  7
               1003159021                                  9/1/2008                     10/1/2008                  7
               1003159049
               1003161517
               1003162124                                  9/1/2008                     10/1/2008                  7
               1003162437                                  9/1/2008                     10/1/2008                  7
               1003165247
               1003168191
               1003168770                                  9/1/2008                     10/1/2008                  7
               1003169779
               1003174157                                  9/1/2008                     10/1/2008                  7
               1003175600
               1003178073
               1003178322                                  9/1/2008                     10/1/2008                  7
               1003178769
               1003179385
               1003179553
               1003181498                                 10/1/2008                     11/1/2008                  7
               1003181719                                  9/1/2008                     10/1/2008                  7
               1003181915
               1003181988
               1003182576                                  9/1/2008                     10/1/2008                  7
               1003182969                                  9/1/2007                     10/1/2007                  7
               1003183682                                  9/1/2007                     10/1/2007                  7
               1003183995                                  9/1/2008                     10/1/2008                  7
               1003190978
               1003194331
               1003195081                                  9/1/2007                     10/1/2007                  7
               1003196400
               1003197043
               1003199425
               1003201680                                  9/1/2007                     10/1/2007                  7
               1003202199                                 10/1/2005                     11/1/2005                  6
               1003203269
               1003205043                                  9/1/2008                     10/1/2008                  7
               1003205908                                  9/1/2008                     10/1/2008                  7
               1003207363                                  9/1/2008                     10/1/2008                  7
               1003209272                                 10/1/2008                     11/1/2008                  7
               1003210812                                  9/1/2008                     10/1/2008                  7
               1003211571
               1003212044
               1003212614
               1003213748
               1003214248
               1003215639                                  9/1/2008                     10/1/2008                  7
               1003216727                                  9/1/2007                     10/1/2007                  7
               1003218761
               1003219289
               1003222621
               1003222916
               1003224040                                  9/1/2007                     10/1/2007                  7
               1003226985
               1003228171
               1003228420                                  9/1/2008                     10/1/2008                  7
               1003230417
               1003231577                                  9/1/2008                     10/1/2008                  7
               1003233575                                  9/1/2008                     10/1/2008                  7
               1003233995                                  9/1/2008                     10/1/2008                  7
               1003235154
               1003238428
               1003239686                                  9/1/2008                     10/1/2008                  7
               1003241968
               1003242495
               1003246188
               1003249531                                 11/1/2008                     12/1/2008                  7
               1003252893                                  9/1/2008                     10/1/2008                  7
               1003254622
               1003263532
               1003268172                                  9/1/2008                     10/1/2008                  7
               1003269590
               1003275912                                  9/1/2008                     10/1/2008                  7
               1003282977                                  9/1/2007                     10/1/2007                  7
               1003285607                                  9/1/2007                     10/1/2007                  7
               1003287776                                  9/1/2008                     10/1/2008                  7
               1003288454                                  9/1/2007                     10/1/2007                  7
               1003288533
               1003291191
               1003291869
               1003293224
               1003294740
               1003300957
               1003301368                                  9/1/2008                     10/1/2008                  7
               1003301484
               1003303044                                  9/1/2008                     10/1/2008                  7
               1003303570
               1003304230                                  9/1/2007                     10/1/2007                  7
               1003304329                                  9/1/2008                     10/1/2008                  7
               1003306265                                  9/1/2007                     10/1/2007                  7
               1003306988                                  9/1/2008                     10/1/2008                  7
               1003308245
               1003311008                                  9/1/2008                     10/1/2008                  7
               1003315488                                 10/1/2008                     11/1/2008                  7
               1003315512                                  9/1/2008                     10/1/2008                  7
               1003321248                                  9/1/2007                     10/1/2007                  7
               1003323852                                  9/1/2008                     10/1/2008                  7
               1003323870                                 11/1/2008                     12/1/2008                  7
               1003332174                                  9/1/2008                     10/1/2008                  7
               1003334350
               1003337366                                 12/1/2008                      1/1/2009                  7
               1003338739                                  9/1/2007                     10/1/2007                  7
               1003340726
               1003341262                                  9/1/2008                     10/1/2008                  7
               1003342760                                  9/1/2007                     10/1/2007                  7
               1003343377
               1003344303
               1003348808                                  9/1/2008                     10/1/2008                  7
               1003350135                                  9/1/2008                     10/1/2008                  7
               1003350992                                  9/1/2008                     10/1/2008                  7
               1003351900
               1003352516                                  9/1/2008                     10/1/2008                  7
               1003359314
               1003364004
               1003365067
               1003367289                                  9/1/2007                     10/1/2007                  7
               1003378437
               1003381227
               1003386909
               1003389853                                  9/1/2007                     10/1/2007                  7
               1003393660                                 10/1/2008                     11/1/2008                  7
               1003395178
               1003395748                                  9/1/2008                     10/1/2008                  7
               1003399753                                 11/1/2007                     12/1/2007                  7
               1003400288
               1003403436                                  9/1/2008                     10/1/2008                  7
               1003404186
               1003406996                                 10/1/2007                     11/1/2007                  7
               1003407183                                 10/1/2008                     11/1/2008                  7
               1003408592
               1003409154                                  9/1/2008                     10/1/2008                  7
               1003409911
               1003410384
               1003412024
               1003413979                                 10/1/2007                     11/1/2007                  7
               1003415129
               1003417225
               1003421087
               1003423959                                  9/1/2008                     10/1/2008                  7
               1003426313
               1003428650                                  9/1/2007                     10/1/2007                  7
               1003443278
               1003449502
               1003450517
               1003451437                                  9/1/2008                     10/1/2008                  7
               1003452631
               1003452935                                  9/1/2007                     10/1/2007                  7
               1003453827                                  9/1/2007                     10/1/2007                  7
               1003455781
               1003459698                                  9/1/2008                     10/1/2008                  7
               1003468946
               1003470880
               1003473495
               1003479239                                 10/1/2007                     11/1/2007                  7
               1003491581                                  9/1/2008                     10/1/2008                  7
               1003491741                                 10/1/2007                     11/1/2007                  7
               1003497353
               1003499155
               1003502748
               1003506888                                  9/1/2007                     10/1/2007                  7
               1003515645                                  9/1/2008                     10/1/2008                  7
               1003516190                                 11/1/2008                     12/1/2008                  7
               1003517331                                 11/1/2007                     12/1/2007                  7
               1003519179                                 10/1/2007                     11/1/2007                  7
               1003528221
               1003531930
               1003541536                                 11/1/2007                     12/1/2007                  7
               1003542045
               1003544748
               1003547745
               1003557699                                 10/1/2007                     11/1/2007                  7
               1003564226
               1003565911
               1003567330                                 11/1/2007                     12/1/2007                  7
               1003570601
               1003577007                                 11/1/2007                     12/1/2007                  7
               1003592721
               1003593800
               1003600400
               1003600785                                 10/1/2008                     11/1/2008                  7
               1003600829
               1003603354
               1003623118
               1003629791
               1003632448
               1003638861                                 10/1/2008                     11/1/2008                  7
               1003644514                                 12/1/2008                      1/1/2009                  7
               1003644809                                 10/1/2007                     11/1/2007                  7
               1003656966
               1003658848
               1003659124                                 11/1/2007                     12/1/2007                  7
               1003660531                                 11/1/2007                     12/1/2007                  7
               1003662735
               1003668007                                 11/1/2007                     12/1/2007                  7
               1003668784
               1003670245                                 11/1/2007                     12/1/2007                  7
               1003670263                                 10/1/2008                     11/1/2008                  7
               1003671743                                 10/1/2008                     11/1/2008                  7
               1003682429                                 11/1/2008                     12/1/2008                  7
               1003682991
               1003684365                                 10/1/2008                     11/1/2008                  7
               1003693220                                 10/1/2008                     11/1/2008                  7
               1003703344                                 10/1/2008                     11/1/2008                  7
               1003703371
               1003711264                                 10/1/2008                     11/1/2008                  7
               1003713841                                 10/1/2007                     11/1/2007                  7
               1003726962
               1003730500                                 11/1/2007                     12/1/2007                  7
               1003740189
               1003743836                                 11/1/2007                     12/1/2007                  7
               1003752095
               1003752362
               1003753156                                 10/1/2007                     11/1/2007                  7
               1003756082                                 12/1/2008                      1/1/2009                  7
               1003756938                                 11/1/2007                     12/1/2007                  7
               1003765143
               1003772509
               1003774366                                 11/1/2007                     12/1/2007                  7
               1003777032
               1003777381                                 11/1/2007                     12/1/2007                  7
               1003777988
               1003780741                                 12/1/2007                      1/1/2008                  7
               1003782632                                 11/1/2007                     12/1/2007                  7
               1003786442                                 10/1/2008                     11/1/2008                  7
               1003787478                                 11/1/2008                     12/1/2008                  7
               1003790767                                 11/1/2007                     12/1/2007                  7
               1003790829
               1003793434                                 10/1/2007                     11/1/2007                  7
               1003817436                                 11/1/2007                     12/1/2007                  7
               1003820155                                 11/1/2007                     12/1/2007                  7
               1003830830                                 10/1/2007                     11/1/2007                  7
               1003832543                                 10/1/2007                     11/1/2007                  7
               1003833551
               1003833766
               1003846262
               1003848144                                 10/1/2008                     11/1/2008                  7
               1003852904                                 11/1/2007                     12/1/2007                  7
               1003853208                                 10/1/2007                     11/1/2007                  7
               1003862029
               1003862207
               1003862797                                 12/1/2007                      1/1/2008                  7
               1003864205
               1003867925                                 11/1/2007                     12/1/2007                  7
               1003875131                                 11/1/2007                     12/1/2007                  7
               1003876005                                 11/1/2008                     12/1/2008                  7
               1003877120                                 12/1/2008                      1/1/2009                  7
               1003878450                                 11/1/2007                     12/1/2007                  7
               1003884023
               1003885451                                 11/1/2007                     12/1/2007                  7
               1003887333                                 12/1/2007                      1/1/2008                  7
               1003891140                                 11/1/2007                     12/1/2007                  7
               1003894655                                 11/1/2007                     12/1/2007                  7
               1003895280
               1003902888                                 11/1/2008                     12/1/2008                  7
               1003910450
               1003915062
               1003929155
               1003933382
               1003939527                                 11/1/2008                     12/1/2008                  7
               1003946760                                 11/1/2007                     12/1/2007                  7
               1003952262                                 11/1/2007                     12/1/2007                  7
               1003956286                                 11/1/2008                     12/1/2008                  7
               1003956302                                 12/1/2007                      1/1/2008                  7
               1003965891                                 12/1/2007                      1/1/2008                  7
               1003981016                                 11/1/2007                     12/1/2007                  6
               1003982060                                 12/1/2008                      1/1/2009                  7
               1003985879                                 11/1/2007                     12/1/2007                  7
               1003987948                                 11/1/2008                     12/1/2008                  7
               1003988634                                 11/1/2007                     12/1/2007                  7
               1003990621                                 11/1/2007                     12/1/2007                  7
               1003991176                                 12/1/2008                      1/1/2009                  7
               1003992843                                 12/1/2008                      1/1/2009                  7
               1003996073                                 10/1/2007                     11/1/2007                  7
               1004001065                                 11/1/2008                     12/1/2008                  7
               1004001779                                 12/1/2008                      1/1/2009                  7
               1004002046                                 11/1/2008                     12/1/2008                  7
               1004003642                                 11/1/2008                     12/1/2008                  7
               1004006006                                 10/1/2007                     11/1/2007                  7
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               1004988516                                  1/1/2006                      2/1/2006                  6
               1004988570                                 12/1/2007                      1/1/2008                  7
               1005003391                                 12/1/2007                      1/1/2008                  7
               1005020470                                 12/1/2007                      1/1/2008                  7
               1005049663                                 12/1/2007                      1/1/2008                  7
               1005060863                                 12/1/2007                      1/1/2008                  7
               1005081216                                 12/1/2007                      1/1/2008                  7
               1005089744                                 12/1/2007                      1/1/2008                  7
               1004697527                                 12/1/2007                      1/1/2008                  7
               1004745422                                 12/1/2008                      1/1/2009                  7




Cash in Lieu


Legal Hold
               1004156451                                 11/1/2007                     12/1/2007                  7
               1004908988                                 12/1/2007                      1/1/2008                  7
               1002992300                                  8/1/2007                      9/1/2007                  7


Compliance Hold
               1004095231                                 11/1/2008                     12/1/2008                  7


Paid In Full
               1003373307                                 10/1/2005                     11/1/2005                  6
               1002434994                                  9/1/2005                     10/1/2005                  6
               1003237553                                  9/1/2008                     10/1/2008                  7
               1003088928                                  9/1/2007                     10/1/2007                  7
               1003432690                                 10/1/2008                     11/1/2008                  7
               1002756681                                  8/1/2007                      9/1/2007                  7
               1002868506                                  9/1/2008                     10/1/2008                  7
               1003405336
               1003417626                                 10/1/2005                     11/1/2005                  6
               1003228509                                  9/1/2008                     10/1/2008                  7


Withdrawn
               1002257177                                  7/1/2007                      8/1/2007                  7
               1002785150
               1002835329                                  9/1/2007                     10/1/2007                  7


Unfunded
               1004386701                                 12/1/2008                      1/1/2009                  7
               1004511148                                 12/1/2007                      1/1/2008                  7
               1004598830                                 12/1/2007                      1/1/2008                  7
               1004696733                                 12/1/2007                      1/1/2008                  7
               1004878564                                 12/1/2007                      1/1/2008                  7
               1005077873                                 12/1/2007                      1/1/2008                  7


Wet Loans
               1004110599                                 11/1/2008                     12/1/2008                  7
               1004225813                                 11/1/2008                     12/1/2008                  7
               1004227134                                 11/1/2007                     12/1/2007                  7
               1004800861                                 12/1/2008                      1/1/2009                  7
               1004260445                                 12/1/2008                      1/1/2009                  7
               1004529816                                 12/1/2008                      1/1/2009                  7
               1002784892                                  8/1/2007                      9/1/2007                  7
               1004790248                                 12/1/2007                      1/1/2008                  7


Credit Kicks
               1004715712                                 12/1/2008                      1/1/2009                  7
               1002303475                                  7/1/2007                      8/1/2007                  7
               1002848645                                  8/1/2008                      9/1/2008                  7
               1003189515                                  9/1/2008                     10/1/2008                  7
               1002050443                                  8/1/2007                      9/1/2007                  7
               1003026255




loan_id                                      max_rate             arm_1st_per_cap               periodic_cap
-----------------------------------------------------------------------------------------------------------------
                  2042848                    16.475                                1.5                       1.5
                  2157899
                  2175436                    16.7                                  1.5                       1.5
                  2177793
                  2177817                    16.175                                1.5                       1.5
                  2181320                    15.4                                  1.5                       1.5
                  2182315
                  2182333
                  2185660                    14.225                                1.5                       1.5
                  2185904
                  2186202                    14.5                                  1.5                       1.5
                  2186869                    16.425                                1.5                       1.5
                  2188333                    17.05                                 1.5                       1.5
                  2188692                    16.45                                 1.5                       1.5
                  2190566                    16.35                                 1.5                       1.5
                  2190748
                  2190966
                  2191050                    15.95                                 1.5                       1.5
                  2193474
                  2195054
                  2196581
                  2196621
                  2196898
                  2197597
                  2197853
                  2198166
                  2198549
                  2200651
                  2200734
                  2201475
                  2201548
                  2201847
                  2202014                    16.34                                 1.5                       1.5
                  2202605
                  2203226
                  2203840
                  2203845
                  2204027
                  2204091
                  2204897                    16.55                                 1.5                       1.5
                  2205037
                  2205145
                  2206249                    12.4                                  1.5                       1.5
                  2206516                    15.8                                  1.5                       1.5
                  2207358
                  2207990
                  2209466                    16                                    1.5                       1.5
                  2209496
                  2210068
                  2210395
                  2210818                    15.75                                 1.5                       1.5
                  2212383
                  2212806                    15.675                                1.5                       1.5
                  2213042                    14.35                                 1.5                       1.5
                  2216005                    15.1                                  1.5                       1.5
                  2216495                    17.55                                 1.5                       1.5
                  2216832                    14.55                                 1.5                       1.5
                  2217461                    15.65                                 1.5                       1.5
                  2217483                    17.175                                1.5                       1.5
                  2217863
                  2218061
                  2218170
                  2218966                    15.45                                 1.5                       1.5
                  2221396                    13.85                                 1.5                       1.5
                  2221896                    15.55                                 1.5                       1.5
                  2221957                    14.95                                 1.5                       1.5
                  2222218                    15.75                                 1.5                       1.5
                  2222589                    15                                    1.5                       1.5
                  2222895                    14.5                                  1.5                       1.5
                  2223357
                  2223763
                  2224520                    14.63                                 1.5                       1.5
                  2225877                    14.1                                  1.5                       1.5
                  2226239
                  2226410                    16.1                                  1.5                       1.5
                  2227080                    15.25                                 1.5                       1.5
                  2227866
                  2235353                    13.55                                 1.5                       1.5
                  2239817                    15.45                                 1.5                       1.5
                  2240997                    14                                    1.5                       1.5
                  2241215
                  2243700
                  2248426                    17.1                                  1.5                       1.5
                  2248500                    15.275                                1.5                       1.5
                  2248847                    14.65                                 1.5                       1.5
                  2248996
                  2249438                    15.75                                 1.5                       1.5
                  2249878                    13.75                                 1.5                       1.5
                  2250684                    12.5                                  1.5                       1.5
                  2251049                    16.3                                  1.5                       1.5
               1000720223
               1001988219                    13.5                                  1.5                       1.5
               1002049367
               1002276619
               1002348999
               1002371310                    13.35                                 1.5                       1.5
               1002468706
               1002478223
               1002480381
               1002501475                    16.25                                 1.5                       1.5
               1002593562
               1002615566                    14.775                                1.5                       1.5
               1002617190                    15.575                                1.5                       1.5
               1002617699                    14.775                                1.5                       1.5
               1002619250
               1002621700                    14.175                                1.5                       1.5
               1002627385                    13.8                                  1.5                       1.5
               1002645089
               1002652757                    14.6                                  1.5                       1.5
               1002661346                    15.15                                 1.5                       1.5
               1002670522
               1002680548
               1002684553                    12.85                                 1.5                       1.5
               1002686169
               1002692492                    14.825                                1.5                       1.5
               1002693115                    14.625                                1.5                       1.5
               1002705380
               1002707501
               1002734508                    14.99                                 1.5                       1.5
               1002759303
               1002760284
               1002760293
               1002765332                    16.45                                 1.5                       1.5
               1002767410
               1002771735                    14.8                                  1.5                       1.5
               1002775740                    15.475                                1.5                       1.5
               1002778952                    13.825                                1.5                       1.5
               1002784464                    15.175                                1.5                       1.5
               1002795960
               1002803354
               1002804040
               1002805334                    13.6                                  1.5                       1.5
               1002818106
               1002818446                    14.725                                1.5                       1.5
               1002818641                    15.55                                 1.5                       1.5
               1002827123                    15.45                                 1.5                       1.5
               1002864760
               1002867062
               1002874358
               1002884392
               1002885505                    13.55                                 1.5                       1.5
               1002887291
               1002892212                    15.85                                 1.5                       1.5
               1002893364
               1002896646                    14.95                                 1.5                       1.5
               1002905672
               1002907947                    13.95                                 1.5                       1.5
               1002913716                    14.99                                 1.5                       1.5
               1002918864                    15.99                                 1.5                       1.5
               1002925794                    13.925                                1.5                       1.5
               1002928880                    15.8                                  1.5                       1.5
               1002936185
               1002938450
               1002941767                    15.075                                1.5                       1.5
               1002953156                    18.7                                  1.5                       1.5
               1002960969
               1002966696
               1002983061                    15.775                                1.5                       1.5
               1002986335
               1002987646                    15.925                                1.5                       1.5
               1002987655                    15.8                                  1.5                       1.5
               1002989644                    15.25                                 1.5                       1.5
               1002990589                    18.65                                 1.5                       1.5
               1002991597                    17.9                                  1.5                       1.5
               1002995922
               1003000335                    16.25                                 1.5                       1.5
               1003010128                    15.4                                  1.5                       1.5
               1003011092                    14.85                                 1.5                       1.5
               1003011804
               1003016220
               1003018843                    14.85                                 1.5                       1.5
               1003020402
               1003029074
               1003038064
               1003038260                    13.625                                1.5                       1.5
               1003038670                    13.875                                1.5                       1.5
               1003040113                    13.65                                 1.5                       1.5
               1003041835                    14.95                                 1.5                       1.5
               1003044486                    13.925                                1.5                       1.5
               1003044609                    14.425                                1.5                       1.5
               1003048124
               1003050520
               1003052840
               1003053821
               1003057471                    14.9                                  1.5                       1.5
               1003057578                    14.675                                1.5                       1.5
               1003059317
               1003064542
               1003064917
               1003066274                    16.75                                 1.5                       1.5
               1003069832
               1003071687
               1003078537
               1003078573                    15.15                                 1.5                       1.5
               1003081444
               1003083157                    14.4                                  1.5                       1.5
               1003083647
               1003086895                    14.5                                  1.5                       1.5
               1003089348
               1003090489
               1003091754                    13.325                                1.5                       1.5
               1003093903
               1003095830
               1003097847
               1003097945
               1003098597                    14.2                                  1.5                       1.5
               1003098757
               1003101734                    13.888                                1.5                       1.5
               1003102261
               1003102564                    17.425                                1.5                       1.5
               1003104615
               1003104795
               1003105446
               1003105678
               1003106196                    15                                    1.5                       1.5
               1003106515
               1003108032
               1003108782
               1003109629                    15.55                                 1.5                       1.5
               1003113482
               1003119093                    14.5                                  1.5                       1.5
               1003119912
               1003120303
               1003121115
               1003123113
               1003125932
               1003126600
               1003126628
               1003129000
               1003131122
               1003133086                    14.75                                 1.5                       1.5
               1003135128                    16.15                                 1.5                       1.5
               1003135351
               1003135636                    15.325                                1.5                       1.5
               1003136537
               1003138107
               1003138517                    13.99                                 1.5                       1.5
               1003138928
               1003138946
               1003139106                    13.6                                  1.5                       1.5
               1003141148
               1003145377                    13.65                                 1.5                       1.5
               1003146562                    13.375                                1.5                       1.5
               1003146580                    12.9                                  1.5                       1.5
               1003147534
               1003147605
               1003147847                    14.85                                 1.5                       1.5
               1003148631                    15.8                                  1.5                       1.5
               1003149426                    13.45                                 1.5                       1.5
               1003150388
               1003150716
               1003154384                    14.5                                  1.5                       1.5
               1003155169
               1003155454                    13.925                                1.5                       1.5
               1003156872
               1003157014
               1003158273                    14.975                                1.5                       1.5
               1003159021                    15.5                                  1.5                       1.5
               1003159049
               1003161517
               1003162124                    16.525                                1.5                       1.5
               1003162437                    15.95                                 1.5                       1.5
               1003165247
               1003168191
               1003168770                    14.3                                  1.5                       1.5
               1003169779
               1003174157                    12.3                                  1.5                       1.5
               1003175600
               1003178073
               1003178322                    14.475                                1.5                       1.5
               1003178769
               1003179385
               1003179553
               1003181498                    13.663                                1.5                       1.5
               1003181719                    15.1                                  1.5                       1.5
               1003181915
               1003181988
               1003182576                    13.975                                1.5                       1.5
               1003182969                    14.8                                  1.5                       1.5
               1003183682                    14.775                                1.5                       1.5
               1003183995                    12.25                                 1.5                       1.5
               1003190978
               1003194331
               1003195081                    15.075                                1.5                       1.5
               1003196400
               1003197043
               1003199425
               1003201680                    15.625                                1.5                       1.5
               1003202199                        12.223                              3                         3
               1003203269
               1003205043                    14.225                                1.5                       1.5
               1003205908                    13.875                                1.5                       1.5
               1003207363                    14.45                                 1.5                       1.5
               1003209272                    14.788                                1.5                       1.5
               1003210812                    13.2                                  1.5                       1.5
               1003211571
               1003212044
               1003212614
               1003213748
               1003214248
               1003215639                    13.99                                 1.5                       1.5
               1003216727                    15.4                                  1.5                       1.5
               1003218761
               1003219289
               1003222621
               1003222916
               1003224040                    13.75                                 1.5                       1.5
               1003226985
               1003228171
               1003228420                    13.5                                  1.5                       1.5
               1003230417
               1003231577                    13.875                                1.5                       1.5
               1003233575                    14.025                                1.5                       1.5
               1003233995                    15.2                                  1.5                       1.5
               1003235154
               1003238428
               1003239686                    14.325                                1.5                       1.5
               1003241968
               1003242495
               1003246188
               1003249531                    15.05                                 1.5                       1.5
               1003252893                    14.6                                  1.5                       1.5
               1003254622
               1003263532
               1003268172                    13.75                                 1.5                       1.5
               1003269590
               1003275912                    15.875                                1.5                       1.5
               1003282977                    14.75                                 1.5                       1.5
               1003285607                    15.59                                 1.5                       1.5
               1003287776                    14.15                                 1.5                       1.5
               1003288454                    15.45                                 1.5                       1.5
               1003288533
               1003291191
               1003291869
               1003293224
               1003294740
               1003300957
               1003301368                    14.9                                  1.5                       1.5
               1003301484
               1003303044                    12.6                                  1.5                       1.5
               1003303570
               1003304230                    15.325                                1.5                       1.5
               1003304329                    16.9                                  1.5                       1.5
               1003306265                    17.4                                  1.5                       1.5
               1003306988                    14.875                                1.5                       1.5
               1003308245
               1003311008                    13.2                                  1.5                       1.5
               1003315488                    13                                    1.5                       1.5
               1003315512                    15.225                                1.5                       1.5
               1003321248                    15.75                                 1.5                       1.5
               1003323852                    13.825                                1.5                       1.5
               1003323870                    17.1                                  1.5                       1.5
               1003332174                    14.125                                1.5                       1.5
               1003334350
               1003337366                    15.375                                1.5                       1.5
               1003338739                    15.15                                 1.5                       1.5
               1003340726
               1003341262                    14.85                                 1.5                       1.5
               1003342760                    14.05                                 1.5                       1.5
               1003343377
               1003344303
               1003348808                    13.375                                1.5                       1.5
               1003350135                    12.8                                  1.5                       1.5
               1003350992                    14.15                                 1.5                       1.5
               1003351900
               1003352516                    13.85                                 1.5                       1.5
               1003359314
               1003364004
               1003365067
               1003367289                    16.425                                1.5                       1.5
               1003378437
               1003381227
               1003386909
               1003389853                    14.7                                  1.5                       1.5
               1003393660                    14.65                                 1.5                       1.5
               1003395178
               1003395748                    15.625                                1.5                       1.5
               1003399753                    16.1                                  1.5                       1.5
               1003400288
               1003403436                    13.825                                1.5                       1.5
               1003404186
               1003406996                    16.125                                1.5                       1.5
               1003407183                    14.1                                  1.5                       1.5
               1003408592
               1003409154                    14.3                                  1.5                       1.5
               1003409911
               1003410384
               1003412024
               1003413979                    15.925                                1.5                       1.5
               1003415129
               1003417225
               1003421087
               1003423959                    14.025                                1.5                       1.5
               1003426313
               1003428650                    18.725                                1.5                       1.5
               1003443278
               1003449502
               1003450517
               1003451437                    15.375                                1.5                       1.5
               1003452631
               1003452935                    16.28                                 1.5                       1.5
               1003453827                    15.484                                1.5                       1.5
               1003455781
               1003459698                    15.55                                 1.5                       1.5
               1003468946
               1003470880
               1003473495
               1003479239                    14.75                                 1.5                       1.5
               1003491581                    15.025                                1.5                       1.5
               1003491741                    13.45                                 1.5                       1.5
               1003497353
               1003499155
               1003502748
               1003506888                    16.125                                1.5                       1.5
               1003515645                    14.55                                 1.5                       1.5
               1003516190                    13.65                                 1.5                       1.5
               1003517331                    14.375                                1.5                       1.5
               1003519179                    16.85                                 1.5                       1.5
               1003528221
               1003531930
               1003541536                    12.95                                 1.5                       1.5
               1003542045
               1003544748
               1003547745
               1003557699                    15.3                                  1.5                       1.5
               1003564226
               1003565911
               1003567330                    13.425                                1.5                       1.5
               1003570601
               1003577007                    15.5                                  1.5                       1.5
               1003592721
               1003593800
               1003600400
               1003600785                    13.9                                  1.5                       1.5
               1003600829
               1003603354
               1003623118
               1003629791
               1003632448
               1003638861                    14.3                                  1.5                       1.5
               1003644514                    14.6                                  1.5                       1.5
               1003644809                    15.7                                  1.5                       1.5
               1003656966
               1003658848
               1003659124                    12.99                                 1.5                       1.5
               1003660531                    16.7                                  1.5                       1.5
               1003662735
               1003668007                    14.75                                 1.5                       1.5
               1003668784
               1003670245                    15.99                                 1.5                       1.5
               1003670263                    16                                    1.5                       1.5
               1003671743                    15.35                                 1.5                       1.5
               1003682429                    14.95                                 1.5                       1.5
               1003682991
               1003684365                    13.6                                  1.5                       1.5
               1003693220                    13.85                                 1.5                       1.5
               1003703344                    16.9                                  1.5                       1.5
               1003703371
               1003711264                    13.99                                 1.5                       1.5
               1003713841                    15.2                                  1.5                       1.5
               1003726962
               1003730500                    14.125                                1.5                       1.5
               1003740189
               1003743836                    16.1                                  1.5                       1.5
               1003752095
               1003752362
               1003753156                    14.25                                 1.5                       1.5
               1003756082                    14.99                                 1.5                       1.5
               1003756938                    12.95                                 1.5                       1.5
               1003765143
               1003772509
               1003774366                    15.99                                 1.5                       1.5
               1003777032
               1003777381                    14.738                                1.5                       1.5
               1003777988
               1003780741                    14.05                                 1.5                       1.5
               1003782632                    16.15                                 1.5                       1.5
               1003786442                    13.75                                 1.5                       1.5
               1003787478                    15.1                                  1.5                       1.5
               1003790767                    13.9                                  1.5                       1.5
               1003790829
               1003793434                    14.5                                  1.5                       1.5
               1003817436                    15.675                                1.5                       1.5
               1003820155                    15.775                                1.5                       1.5
               1003830830                    14.825                                1.5                       1.5
               1003832543                    15.05                                 1.5                       1.5
               1003833551
               1003833766
               1003846262
               1003848144                    14.975                                1.5                       1.5
               1003852904                    15.925                                1.5                       1.5
               1003853208                    15.55                                 1.5                       1.5
               1003862029
               1003862207
               1003862797                    16.325                                1.5                       1.5
               1003864205
               1003867925                    15.55                                 1.5                       1.5
               1003875131                    14.575                                1.5                       1.5
               1003876005                    14.05                                 1.5                       1.5
               1003877120                    16.95                                 1.5                       1.5
               1003878450                    13.85                                 1.5                       1.5
               1003884023
               1003885451                    13.5                                  1.5                       1.5
               1003887333                    15.165                                1.5                       1.5
               1003891140                    17.1                                  1.5                       1.5
               1003894655                    16.55                                 1.5                       1.5
               1003895280
               1003902888                    14.725                                1.5                       1.5
               1003910450
               1003915062
               1003929155
               1003933382
               1003939527                    14.6                                  1.5                       1.5
               1003946760                    13.7                                  1.5                       1.5
               1003952262                    14.6                                  1.5                       1.5
               1003956286                    16.7                                  1.5                       1.5
               1003956302                    14.65                                 1.5                       1.5
               1003965891                    13.99                                 1.5                       1.5
               1003981016                    13.15                                   1                         1
               1003982060                    15.9                                  1.5                       1.5
               1003985879                    14.525                                1.5                       1.5
               1003987948                    14.45                                 1.5                       1.5
               1003988634                    14.45                                 1.5                       1.5
               1003990621                    13.4                                  1.5                       1.5
               1003991176                    14.85                                 1.5                       1.5
               1003992843                    16                                    1.5                       1.5
               1003996073                    14.125                                1.5                       1.5
               1004001065                    14.25                                 1.5                       1.5
               1004001779                    14.4                                  1.5                       1.5
               1004002046                    14.95                                 1.5                       1.5
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               1002709590
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               1002765421
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               1002951434
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               1002966552
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                  2249044
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               1003667632                    13.5                                  1.5                       1.5
               1003670664                    16.25                                 1.5                       1.5
               1003679656                    12.65                                 1.5                       1.5
               1003683197                    12.95                                 1.5                       1.5
               1003687683                    14.75                                 1.5                       1.5
               1003696637                    16.1                                  1.5                       1.5
               1003699821                    14.563                                1.5                       1.5
               1003724198                    13.99                                 1.5                       1.5
               1003733124
               1003735818                    13.75                                 1.5                       1.5
               1003740385                    13.99                                 1.5                       1.5
               1003756563                    14.85                                 1.5                       1.5
               1003758188                    13.25                                 1.5                       1.5
               1003758482
               1003767089                    13.99                                 1.5                       1.5
               1003767481                    15.15                                 1.5                       1.5
               1003775613                    13.95                                 1.5                       1.5
               1003778148                    15.5                                  1.5                       1.5
               1003785639                    14.99                                 1.5                       1.5
               1003794344                    15.99                                 1.5                       1.5
               1003807394                    14.8                                  1.5                       1.5
               1003811487
               1003819666                    16.4                                  1.5                       1.5
               1003829646                    14.45                                 1.5                       1.5
               1003836978                    15.15                                 1.5                       1.5
               1003843443                    14.45                                 1.5                       1.5
               1003845940
               1003852227
               1003864009                        12.789                              3                         3
               1003870216                    15.99                                 1.5                       1.5
               1003873044
               1003880349                    14.225                                1.5                       1.5
               1003901086                    13.35                                 1.5                       1.5
               1003924098                    13.75                                 1.5                       1.5
               1003925989                    15                                    1.5                       1.5
               1003927193                    13.5                                  1.5                       1.5
               1003931570                    12.99                                 1.5                       1.5
               1003935193                    14.35                                 1.5                       1.5
               1003960645                    16.375                                1.5                       1.5
               1003963009                    13.4                                  1.5                       1.5
               1003963483                    13.85                                 1.5                       1.5
               1003964268                    13.6                                  1.5                       1.5
               1003969076                    14.5                                  1.5                       1.5
               1003969361                    16.8                                  1.5                       1.5
               1003978994
               1003983522                    15.3                                  1.5                       1.5
               1003997946                    14.75                                 1.5                       1.5
               1003999221                    13.99                                 1.5                       1.5
               1004000887
               1004005276                    14.9                                  1.5                       1.5
               1004005926                    13.75                                 1.5                       1.5
               1004008308                    13.85                                 1.5                       1.5
               1004016193                    14.5                                  1.5                       1.5
               1004024031                    13.9                                  1.5                       1.5
               1004025717                    14.25                                 1.5                       1.5
               1004026128                    13.675                                  1                         1
               1004028368                    13.5                                  1.5                       1.5
               1004031602                    14.55                                 1.5                       1.5
               1004032576                    13.45                                 1.5                       1.5
               1004033511                    13.75                                 1.5                       1.5
               1004033913                    14.125                                1.5                       1.5
               1004043813                    13.975                                1.5                       1.5
               1004049194                    14.06                                 1.5                       1.5
               1004050207                    15.99                                 1.5                       1.5
               1004050699
               1004051359
               1004059422                    13.9                                  1.5                       1.5
               1004062383                    15.5                                  1.5                       1.5
               1004068485                    13.2                                  1.5                       1.5
               1004070490                    14.85                                 1.5                       1.5
               1004095525                    14.99                                 1.5                       1.5
               1004106675                    12.8                                  1.5                       1.5
               1004118387                    14.875                                1.5                       1.5
               1004121952                    13.775                                1.5                       1.5
               1004126216                    13.3                                  1.5                       1.5
               1004133636                    14.7                                  1.5                       1.5
               1004135411                    13.175                                1.5                       1.5
               1004141164                    13.3                                  1.5                       1.5
               1004174529                    14.45                                 1.5                       1.5
               1004193152                    14.75                                 1.5                       1.5
               1004198807                    15.75                                 1.5                       1.5
               1004216869                    13.5                                  1.5                       1.5
               1004227946                    14.85                                 1.5                       1.5
               1004237061
               1004238104                    14.65                                 1.5                       1.5
               1004244437                    13.99                                 1.5                       1.5
               1004246792                    14.475                                1.5                       1.5
               1004248040                    14.25                                 1.5                       1.5
               1004248905                    15.275                                1.5                       1.5
               1004251678                    16.875                                1.5                       1.5
               1004261603                    14.25                                 1.5                       1.5
               1004276456                    15.4                                  1.5                       1.5
               1004289558                    14.99                                 1.5                       1.5
               1004330904                    13.75                                 1.5                       1.5
               1004358554                    13.6                                  1.5                       1.5
               1004359928                    15.05                                 1.5                       1.5
               1004373895                    13.4                                    1                         1
               1004391107                    14.2                                  1.5                       1.5
               1004394729                    15.45                                 1.5                       1.5
               1004399804                    14.45                                 1.5                       1.5
               1004406306                    13.65                                 1.5                       1.5
               1004411602                    13.5                                  1.5                       1.5
               1004419873                    13.99                                 1.5                       1.5
               1004444337                    13.25                                 1.5                       1.5
               1004491419                    15.55                                 1.5                       1.5
               1004491687                    13.975                                1.5                       1.5
               1004519676                    13.45                                 1.5                       1.5
               1004522957                    15.125                                1.5                       1.5
               1004525213                    12.5                                  1.5                       1.5
               1004528087                    13.75                                 1.5                       1.5
               1004529479                    13.35                                 1.5                       1.5
               1004538325                    13.2                                  1.5                       1.5
               1004545978                    14.15                                 1.5                       1.5
               1004546316                    15.95                                 1.5                       1.5
               1004557312                    13.5                                  1.5                       1.5
               1004563706                    16.25                                 1.5                       1.5
               1004574106                    15.125                                1.5                       1.5
               1004575917                    13.75                                 1.5                       1.5
               1004600195                    15.5                                  1.5                       1.5
               1004614457                    14.775                                1.5                       1.5
               1004620253                    15.275                                1.5                       1.5
               1004625258                    13.99                                 1.5                       1.5
               1004626961                    15.25                                 1.5                       1.5
               1004628656                    13.975                                1.5                       1.5
               1004639822                    15.15                                 1.5                       1.5
               1004662733                    14.4                                  1.5                       1.5
               1004667872                    13.1                                  1.5                       1.5
               1004667961                    13.725                                1.5                       1.5
               1004668078                    15.875                                1.5                       1.5
               1004672241                    15.875                                1.5                       1.5
               1004674962                    13.65                                 1.5                       1.5
               1004677068                    15.7                                  1.5                       1.5
               1004681614                    13.75                                 1.5                       1.5
               1004681801                    14.9                                  1.5                       1.5
               1004688742                    14                                    1.5                       1.5
               1004699302                    13.55                                 1.5                       1.5
               1004700461                    13.95                                 1.5                       1.5
               1004716953                    13.25                                 1.5                       1.5
               1004723829                    15.74                                 1.5                       1.5
               1004726568                    13.7                                  1.5                       1.5
               1004728780                    12.75                                 1.5                       1.5
               1004731650                    14.5                                  1.5                       1.5
               1004735077                    14.475                                1.5                       1.5
               1004738822                    16.625                                1.5                       1.5
               1004741961                    14.99                                 1.5                       1.5
               1004742808                    15.325                                1.5                       1.5
               1004744398                    15.35                                 1.5                       1.5
               1004753877                    13.05                                 1.5                       1.5
               1004757864                    14.55                                 1.5                       1.5
               1004772936                    14.99                                 1.5                       1.5
               1004775611                    13.7                                  1.5                       1.5
               1004785067                    14.75                                 1.5                       1.5
               1004790989                    14.6                                  1.5                       1.5
               1004817176                    14.2                                  1.5                       1.5
               1004819879                    16.15                                 1.5                       1.5
               1004827183                    13.85                                 1.5                       1.5
               1004834308                    13.35                                 1.5                       1.5
               1004837332                    15.5                                  1.5                       1.5
               1004837733                    14.35                                 1.5                       1.5
               1004846019                    14.4                                  1.5                       1.5
               1004890675                    13.6                                  1.5                       1.5
               1004925870                    13.25                                 1.5                       1.5
               1004925889                    14.3                                  1.5                       1.5
               1004929509                    14.2                                  1.5                       1.5
               1004966362                    15.75                                 1.5                       1.5
               1004978607                    14.7                                  1.5                       1.5
               1005002007                    13.75                                 1.5                       1.5
               1005093775                    13.65                                 1.5                       1.5
               1004389986                    13.99                                 1.5                       1.5
               1004611904                    13.4                                  1.5                       1.5
               1004712779                    15.625                                1.5                       1.5
               1005002329                    15.95                                 1.5                       1.5
               1004381813                    13.4                                  1.5                       1.5
               1004717113                    14                                    1.5                       1.5
                  2160139
                  2173857                    14.2                                  1.5                       1.5
                  2191346                    15.825                                1.5                       1.5
                  2215695                    14.15                                 1.5                       1.5
                  2216505                    15.75                                 1.5                       1.5
                  2219950                    13.125                                1.5                       1.5
                  2229793
                  2243676                    14.65                                 1.5                       1.5
               1000660573                    13.3                                  1.5                       1.5
               1002004556                    13.95                                 1.5                       1.5
               1002106508
               1002447187                    14.25                                 1.5                       1.5
               1002450582
               1002624431
               1002653079                    14.5                                  1.5                       1.5
               1002696853                    13.9                                  1.5                       1.5
               1002826570                    15.3                                  1.5                       1.5
               1002877756                    15.525                                1.5                       1.5
               1002881279                    17.125                                1.5                       1.5
               1002909892                    13.8                                  1.5                       1.5
               1002909963                    13.25                                 1.5                       1.5
               1002949340                    17.675                                1.5                       1.5
               1002951372                    14.45                                 1.5                       1.5
               1002954529                    15.775                                1.5                       1.5
               1003005198                    15.175                                1.5                       1.5
               1003010495                    15.675                                1.5                       1.5
               1003036057                    14.525                                1.5                       1.5
               1003042932                    15.15                                 1.5                       1.5
               1003047526                    14.975                                1.5                       1.5
               1003049828                    16.9                                  1.5                       1.5
               1003051798                    13.95                                 1.5                       1.5
               1003060403                    14.7                                  1.5                       1.5
               1003076879
               1003123863                    14.925                                1.5                       1.5
               1003126352                    14.5                                  1.5                       1.5
               1003127663                    14.9                                  1.5                       1.5
               1003139035                    15.775                                1.5                       1.5
               1003139446
               1003151626                    13.55                                 1.5                       1.5
               1003158380                    14.875                                1.5                       1.5
               1003160563                    15.15                                 1.5                       1.5
               1003162543                    14.413                                1.5                       1.5
               1003167744                    15.375                                1.5                       1.5
               1003167771                    15.425                                1.5                       1.5
               1003174834                    15.175                                1.5                       1.5
               1003196598                    14.838                                1.5                       1.5
               1003241129                    16.35                                 1.5                       1.5
               1003250494
               1003254052                    14.25                                 1.5                       1.5
               1003262347                    14.2                                  1.5                       1.5
               1003265111                    14.175                                1.5                       1.5
               1003287302                    16.95                                 1.5                       1.5
               1003287375                    15.375                                1.5                       1.5
               1003291636                    14.39                                 1.5                       1.5
               1003333949                    14.3                                  1.5                       1.5
               1003338999                    14.825                                1.5                       1.5
               1003342047                         13.23                              3                         3
               1003387276                    15.875                                1.5                       1.5
               1003402179
               1003408093                    14.8                                  1.5                       1.5
               1003416510                    13.95                                 1.5                       1.5
               1003476018                    14.65                                 1.5                       1.5
               1003519017                        12.333                              3                         3
               1003538675                    14.125                                1.5                       1.5
               1003554969                    16.275                                1.5                       1.5
               1003612870                    14.85                                 1.5                       1.5
               1003721896                    12.5                                  1.5                       1.5
               1003724759                    14.8                                  1.5                       1.5
               1003756402                    13.375                                1.5                       1.5
               1003757964                    14.15                                 1.5                       1.5
               1003764055                    14.65                                 1.5                       1.5
               1003776523                    13.35                                 1.5                       1.5
               1003779209                    15.2                                  1.5                       1.5
               1003791846                    13.85                                 1.5                       1.5
               1003795646                    13.85                                 1.5                       1.5
               1003805895                    16.72                                 1.5                       1.5
               1003837165                    14.95                                 1.5                       1.5
               1003907259                    13.4                                  1.5                       1.5
               1003969496                    13.8                                  1.5                       1.5
               1003997278                    16.2                                  1.5                       1.5
               1003999285                    16.025                                1.5                       1.5
               1004009897                    15                                    1.5                       1.5
               1004037081                    15.875                                1.5                       1.5
               1004040727
               1004085643                    13.8                                  1.5                       1.5
               1004143750                    17.1                                  1.5                       1.5
               1004155434                    14.625                                1.5                       1.5
               1004156264                    15.125                                1.5                       1.5
               1004187775                    15.75                                 1.5                       1.5
               1004189130                    13.3                                  1.5                       1.5
               1004189210                    14.7                                  1.5                       1.5
               1004216547
               1004233804
               1004238186                    16                                    1.5                       1.5
               1004251865                    15.55                                 1.5                       1.5
               1004253346                    15.975                                1.5                       1.5
               1004269259                    16.025                                1.5                       1.5
               1004278061                    13.875                                1.5                       1.5
               1004308047                    15.75                                 1.5                       1.5
               1004310828                    13.99                                 1.5                       1.5
               1004322469                    14.956                                1.5                       1.5
               1004328953                    14.875                                1.5                       1.5
               1004361345                    16.65                                 1.5                       1.5
               1004365626                    16.4                                  1.5                       1.5
               1004395817                    14.6                                  1.5                       1.5
               1004399984                    18.075                                1.5                       1.5
               1004417955
               1004442295                    13.5                                  1.5                       1.5
               1004462227                    16.15                                 1.5                       1.5
               1004474018                    15.05                                 1.5                       1.5
               1004481705                    14.75                                 1.5                       1.5
               1004482143                    16.95                                 1.5                       1.5
               1004488762                    15.95                                 1.5                       1.5
               1004498886                    16.65                                 1.5                       1.5
               1004505164
               1004544185                    14.525                                1.5                       1.5
               1004552175                    14.75                                 1.5                       1.5
               1004581937                    15.999                                1.5                       1.5
               1004594503                    16.4                                  1.5                       1.5
               1004595502                    16.25                                 1.5                       1.5
               1004605797                    15.55                                 1.5                       1.5
               1004619256                    15.3                                  1.5                       1.5
               1004643684                    16.85                                 1.5                       1.5
               1004645049                    13.85                                 1.5                       1.5
               1004647127                    14.5                                  1.5                       1.5
               1004670546                    13.075                                1.5                       1.5
               1004672483                    16.575                                1.5                       1.5
               1004675426                    14.15                                 1.5                       1.5
               1004678450                    14.775                                1.5                       1.5
               1004685344                    17.35                                 1.5                       1.5
               1004694762                    14.625                                1.5                       1.5
               1004696500                    15.5                                  1.5                       1.5
               1004703226                    13.5                                  1.5                       1.5
               1004712118                    15.95                                 1.5                       1.5
               1004723071                    13.65                                 1.5                       1.5
               1004723963                    15.65                                 1.5                       1.5
               1004724686                    15.975                                1.5                       1.5
               1004737743                    14.65                                 1.5                       1.5
               1004752841                    16.4                                  1.5                       1.5
               1004755900                    16.825                                1.5                       1.5
               1004766220                    14.05                                 1.5                       1.5
               1004766603                    17.1                                  1.5                       1.5
               1004768237                    17.1                                  1.5                       1.5
               1004775327                    14.75                                 1.5                       1.5
               1004792905                    16.45                                 1.5                       1.5
               1004811154                    16.35                                 1.5                       1.5
               1004812439                    17.125                                1.5                       1.5
               1004829831                    14.65                                 1.5                       1.5
               1004846983                    15.85                                 1.5                       1.5
               1004854232                    13.35                                 1.5                       1.5
               1004873391                    14.55                                 1.5                       1.5
               1004873836                    15.05                                 1.5                       1.5
               1004876539                    14.65                                 1.5                       1.5
               1004885280                    17.25                                 1.5                       1.5
               1004885850                    15.7                                  1.5                       1.5
               1004895260                    15.9                                  1.5                       1.5
               1004904802                    14.825                                1.5                       1.5
               1004905080                    16.475                                1.5                       1.5
               1004911402                    15.95                                 1.5                       1.5
               1004922622                    13.65                                 1.5                       1.5
               1004933861                    15.05                                 1.5                       1.5
               1004940997                    16.625                                1.5                       1.5
               1004958558                    16.6                                  1.5                       1.5
               1004960448                    13.25                                 1.5                       1.5
               1004962277                    15.1                                  1.5                       1.5
               1004988516                         13.39                              3                         3
               1004988570                    15.775                                1.5                       1.5
               1005003391                    14.2                                  1.5                       1.5
               1005020470                    14.875                                1.5                       1.5
               1005049663                    14.825                                1.5                       1.5
               1005060863                    16.075                                1.5                       1.5
               1005081216                    14.8                                  1.5                       1.5
               1005089744                    15                                    1.5                       1.5
               1004697527                    16.65                                 1.5                       1.5
               1004745422                    17.8                                  1.5                       1.5




Cash in Lieu


Legal Hold
               1004156451                    13.35                                 1.5                       1.5
               1004908988                    17.375                                1.5                       1.5
               1002992300                    15.6                                  1.5                       1.5


Compliance Hold
               1004095231                    14.1                                  1.5                       1.5


Paid In Full
               1003373307                         12.41                              3                         3
               1002434994                         12.34                              3                         3
               1003237553                    16.15                                 1.5                       1.5
               1003088928                    16.45                                 1.5                       1.5
               1003432690                    14.975                                1.5                       1.5
               1002756681                    16.35                                 1.5                       1.5
               1002868506                    13.85                                 1.5                       1.5
               1003405336
               1003417626                         12.41                              3                         3
               1003228509                    15.225                                1.5                       1.5


Withdrawn
               1002257177                    14                                    1.5                       1.5
               1002785150
               1002835329                    15.25                                 1.5                       1.5


Unfunded
               1004386701                    16.25                                 1.5                       1.5
               1004511148                    14.4                                  1.5                       1.5
               1004598830                    16.15                                 1.5                       1.5
               1004696733                    15.075                                1.5                       1.5
               1004878564                    15.65                                 1.5                       1.5
               1005077873                    13                                    1.5                       1.5


Wet Loans
               1004110599                    15.5                                  1.5                       1.5
               1004225813                    14.6                                  1.5                       1.5
               1004227134                    14.025                                1.5                       1.5
               1004800861                    15.75                                 1.5                       1.5
               1004260445                    16.7                                  1.5                       1.5
               1004529816                    14.75                                 1.5                       1.5
               1002784892                    13.925                                1.5                       1.5
               1004790248                    14.15                                 1.5                       1.5


Credit Kicks
               1004715712                    15.75                                 1.5                       1.5
               1002303475                    13.9                                  1.5                       1.5
               1002848645                    18.375                                1.5                       1.5
               1003189515                    13.725                                1.5                       1.5
               1002050443                    13.65                                 1.5                       1.5
               1003026255




loan_id                                      impound             senior_lien_balance               junior_lien_balance
---------------------------------------------------------------------------------------------------------------------------
                  2042848                    Y
                  2157899                    N                                                                       26000
                  2175436                    N
                  2177793                    N
                  2177817                    Y
                  2181320                    N
                  2182315                    N
                  2182333                    N
                  2185660                    Y
                  2185904                    Y
                  2186202                    N
                  2186869                    N
                  2188333                    Y
                  2188692                    N
                  2190566                    N
                  2190748                    N
                  2190966                    N                                                                       38980
                  2191050                    Y
                  2193474                    N
                  2195054                    Y
                  2196581                    Y
                  2196621                    N
                  2196898                    Y
                  2197597                    Y
                  2197853                    Y
                  2198166                    N
                  2198549                    Y
                  2200651                    N
                  2200734                    N
                  2201475                    N                                      92000
                  2201548                    Y
                  2201847                    N
                  2202014                    Y
                  2202605                    N
                  2203226                    Y
                  2203840                    N
                  2203845                    N                                                                       30000
                  2204027                    N
                  2204091                    N
                  2204897                    N
                  2205037                    Y
                  2205145                    Y
                  2206249                    Y
                  2206516                    N
                  2207358                    N
                  2207990                    N                                     104000
                  2209466                    Y
                  2209496                    N
                  2210068                    N
                  2210395                    Y
                  2210818                    N                                                                       16300
                  2212383                    Y
                  2212806                    N
                  2213042                    N
                  2216005                    Y
                  2216495                    N
                  2216832                    Y
                  2217461                    N                                                                       20985
                  2217483                    Y
                  2217863                    Y
                  2218061                    Y
                  2218170                    Y
                  2218966                    Y
                  2221396                    N
                  2221896                    Y
                  2221957                    N
                  2222218                    N
                  2222589                    Y
                  2222895                    N
                  2223357                    N
                  2223763                    N
                  2224520                    Y
                  2225877                    Y
                  2226239                    N
                  2226410                    N
                  2227080                    Y
                  2227866                    N                                     510000
                  2235353                    Y                                                                       78750
                  2239817                    Y
                  2240997                    Y
                  2241215                    Y
                  2243700                    N
                  2248426                    Y
                  2248500                    N
                  2248847                    N
                  2248996                    N
                  2249438                    Y
                  2249878                    N
                  2250684                    N
                  2251049                    N
               1000720223                    N
               1001988219                    Y
               1002049367                    Y                                                                       64000
               1002276619                    N                                     148000
               1002348999                    Y                                                                       33150
               1002371310                    Y                                                                      126480
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               1002617699                    N
               1002619250                    N                                                                        7388
               1002621700                    N                                                                      115600
               1002627385                    Y                                                                       57980
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               1002652757                    Y
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               1002760293                    Y                                                                       82000
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               1002805334                    Y
               1002818106                    N                                     217008
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               1002864760                    Y                                                                       42500
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               1002938450                    Y                                                                       66800
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               1003038670                    Y                                                                       20000
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               1003041835                    Y
               1003044486                    N                                                                       38591
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               1003050520                    N                                                                       58000
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               1003053821                    Y                                                                       62000
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               1003059317                    Y
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               1003066274                    Y
               1003069832                    Y
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               1003081444                    Y                                                                       50000
               1003083157                    Y                                                                       20000
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               1003097945                    Y
               1003098597                    N
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               1003102564                    N
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               1003105446                    N
               1003105678                    Y
               1003106196                    N
               1003106515                    Y                                                                       27000
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               1003109629                    N
               1003113482                    Y                                                                        8857
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               1003119912                    N                                      88800
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               1003121115                    Y
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               1003126600                    N
               1003126628                    N                                     191760
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               1003135128                    Y
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               1003135636                    N                                                                        9300
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               1003138107                    N                                     100000
               1003138517                    N                                                                       61400
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               1003139106                    Y
               1003141148                    N                                     252000
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               1003146580                    N                                                                       37000
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               1003147605                    Y
               1003147847                    N
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               1003149426                    N                                                                       21250
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               1003154384                    Y                                                                       22998
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               1003155454                    Y                                                                       29180
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               1003162437                    Y                                                                       28622
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               1003168191                    Y
               1003168770                    Y                                                                       80000
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               1003230417                    Y
               1003231577                    Y
               1003233575                    Y                                                                       80200
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               1003254622                    N                                     421600
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               1003269590                    N                                     733600
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               1003282977                    N
               1003285607                    N
               1003287776                    Y                                                                       25400
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               1003288533                    N
               1003291191                    Y
               1003291869                    N                                      84000
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               1003301484                    Y
               1003303044                    Y
               1003303570                    N                                     263200
               1003304230                    N                                                                       25000
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               1003306988                    N
               1003308245                    Y
               1003311008                    Y                                                                       31000
               1003315488                    Y
               1003315512                    Y                                                                       24000
               1003321248                    Y
               1003323852                    Y                                                                       66000
               1003323870                    Y
               1003332174                    Y                                                                       40980
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               1003348808                    Y                                                                       35500
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               1003350992                    Y
               1003351900                    Y
               1003352516                    Y
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               1003378437                    N
               1003381227                    N                                                                       87000
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               1003395178                    N                                     280000
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               1003417225                    Y
               1003421087                    Y
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               1003449502                    N                                     140000
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               1003452631                    Y
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               1003453827                    N                                                                        6900
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               1003459698                    N
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               1003491741                    Y                                                                       62000
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               1003516190                    Y
               1003517331                    Y
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               1003638861                    Y                                                                      106200
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               1003658848                    N                                     256000
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               1003671743                    N
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               1003682991                    N                                     240000
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               1003703344                    N
               1003703371                    N                                                                        8200
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               1003752095                    N                                     368000
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               1003753156                    Y                                                                       25900
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               1003777988                    N                                     220000
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               1003790829                    N                                     295952
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               1003853208                    N
               1003862029                    Y
               1003862207                    N                                     328000
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               1003875131                    N
               1003876005                    Y                                                                       61215
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               1003878450                    Y
               1003884023                    Y                                                                       25600
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               1003956302                    N                                                                       22000
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               1003982060                    N
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               1003988634                    N
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               1003992843                    Y
               1003996073                    N                                                                       59200
               1004001065                    Y                                                                       28500
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               1004002046                    N
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               1004009085                    Y
               1004009450                    Y
               1004009557                    N                                                                      103000
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               1004012678                    Y
               1004014408                    Y
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               1004024102                    Y
               1004025414                    N                                                                       70000
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               1004030621                    Y
               1004030872                    N
               1004033174                    Y
               1004033236                    N                                                                       19654
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               1004039196                    Y
               1004040950                    Y
               1004041361                    N
               1004043421                    Y
               1004043877                    Y
               1004044297                    N                                                                       61587
               1004048694                    Y                                                                       43600
               1004049381                    N
               1004049559                    N
               1004050528                    Y
               1004063765                    Y
               1004067912                    Y
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               1004070276                    Y
               1004085420                    N                                                                       31180
               1004089033                    Y                                                                       33980
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               1004090888                    Y
               1004091020                    Y
               1004092109                    N                                                                      132400
               1004098942                    Y                                                                       33980
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               1004103320                    N
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               1004106906                    Y
               1004112392                    Y                                                                       78440
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               1004115898                    Y
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               1004122540                    Y
               1004124469                    N                                     113520
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               1004142207                    Y
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               1004157218                    N
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               1004174440                    Y                                                                       24000
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               1004178909                    Y
               1004179098                    N                                                                       20000
               1004179800                    Y
               1004184938                    Y                                                                       53000
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               1004196248                    Y
               1004205531                    N                                                                        8000
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               1004206692                    Y
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               1004215904                    N
               1004220177                    Y
               1004220872                    Y                                                                      113000
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               1004226625                    N
               1004233662                    Y                                                                     48225.5
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               1004234705                    Y
               1004235866                    Y
               1004236375                    N
               1004238177                    N
               1004240084                    Y
               1004241403                    N                                                                        6850
               1004244446                    Y                                                                       44400
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               1004250358                    Y
               1004251419                    Y
               1004252971                    Y                                                                      135800
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               1004259974                    Y
               1004262452                    Y
               1004264129                    Y                                                                       68250
               1004264370                    Y
               1004277035                    Y
               1004278089                    N                                                                      137600
               1004278819                    N
               1004280094                    Y                                                                        7875
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               1004283965                    N
               1004284090                    Y                                                                       69000
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               1004289567                    Y
               1004295676                    Y                                                                       51600
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               1004299048                    N
               1004299351                    Y                                                                       75100
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               1004309965                    N
               1004314548                    N
               1004316519                    Y
               1004316742                    N
               1004319071                    N                                                                       22700
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               1004328702                    N
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               1004334198                    N
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               1004336490                    N
               1004336515                    N
               1004342508                    N                                                                        6450
               1004342768                    Y
               1004343482                    N                                                                       44000
               1004343650                    Y                                                                      101106
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               1004344418                    N
               1004347950                    N
               1004348744                    N
               1004353568                    Y
               1004354399                    N                                                                       67000
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               1004354923                    Y
               1004355094                    N
               1004356388                    N                                                                       71000
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               1004356725                    Y
               1004357001                    Y
               1004357074                    Y
               1004360587                    N
               1004360612                    Y                                                                       43180
               1004360649                    Y
               1004362264                    N
               1004366778                    N                                                                       92000
               1004367615                    Y                                                                      134702
               1004368785                    Y
               1004368829                    N
               1004372324                    N
               1004373001                    N                                                                       81800
               1004373671                    N                                                                       53600
               1004373868                    N                                                                       50800
               1004377739                    N                                                                       81000
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               1004380994                    N
               1004382812                    Y                                                                       35000
               1004383321                    Y                                                                       52800
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               1004384678                    N
               1004386532                    N
               1004387103                    N                                                                       58099
               1004388987                    N                                                                       71061
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               1004389799                    N
               1004390439                    Y                                                                      136000
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               1004391287                    N                                                                       30000
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               1004393392                    Y
               1004393891                    Y
               1004394550                    Y
               1004396415                    Y
               1004397824                    N
               1004398048                    N
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               1004399243                    N
               1004399957                    Y
               1004399993                    Y
               1004402612                    N
               1004402818                    Y
               1004403167                    Y                                                                       38000
               1004403345                    N
               1004404451                    Y                                                                       25580
               1004405110                    Y
               1004406299                    N
               1004407243                    N
               1004407305                    Y
               1004412344                    Y
               1004412567                    Y
               1004414182                    N                                                                       71000
               1004414271                    N
               1004414556                    Y
               1004415341                    Y
               1004415804                    N                                                                        3150
               1004416714                    N
               1004419766                    N
               1004419882                    N
               1004421897                    Y                                                                       51000
               1004427203                    Y
               1004430413                    Y                                                                       47200
               1004439628                    Y
               1004442464                    Y
               1004442785                    N                                                                       28100
               1004447833                    Y                                                                       35800
               1004448690                    Y
               1004450212                    Y                                                                       74598
               1004451756                    N                                                                       33600
               1004453460                    Y
               1004453665                    N
               1004455280                    Y
               1004455529                    Y
               1004462744                    N
               1004462842                    N
               1004463798                    N                                                                        5450
               1004465812                    N
               1004470129                    N                                                                       88000
               1004470799                    Y
               1004471958                    Y
               1004472154                    N
               1004473019                    Y
               1004474937                    Y
               1004475320                    N
               1004475339                    N
               1004475892                    N                                                                        4700
               1004478014                    N
               1004484971                    N
               1004485603                    Y
               1004488101                    N
               1004489048                    N                                                                       36000
               1004490456                    N
               1004490802                    N
               1004491366                    N                                                                       16000
               1004492329                    N
               1004496673                    Y
               1004503362                    Y
               1004504673                    Y
               1004505271                    N                                                                       24250
               1004505538                    Y
               1004507019                    N
               1004508009                    Y
               1004509222                    N
               1004510611                    Y
               1004510700                    N
               1004515572                    Y                                                                       40000
               1004515812                    N                                                                       35200
               1004518436                    N
               1004518766                    Y
               1004519337                    N                                                                       92500
               1004519514                    N
               1004520655                    N
               1004521397                    Y
               1004521459                    Y                                                                       29400
               1004522984                    Y
               1004524009                    N                                                                       27400
               1004531812                    N
               1004533918                    Y                                                                       50000
               1004534677                    N                                                                       31420
               1004538227                    N
               1004541188                    Y                                                                       71000
               1004542711                    Y
               1004543140                    N
               1004543355                    Y
               1004546708                    N
               1004547066                    N
               1004547280                    Y
               1004549028                    N
               1004549527                    N                                                                       30600
               1004549992                    N
               1004550854                    Y
               1004551078                    N                                                                       20000
               1004553227                    Y                                                                       69000
               1004553691                    Y                                                                       22000
               1004560488                    Y
               1004561398                    Y
               1004562645                    N
               1004562994                    N                                                                      170000
               1004563305                    Y
               1004564019                    Y
               1004565063                    N
               1004565090                    Y
               1004565580                    Y
               1004570930                    N                                                                      150000
               1004573161                    Y
               1004573205                    Y
               1004574197                    Y
               1004574286                    N
               1004575711                    Y
               1004576300                    N
               1004576569                    Y
               1004579147                    N
               1004579192                    Y
               1004579441                    Y
               1004579655                    Y
               1004587012                    N
               1004587236                    N                                                                       52978
               1004589323                    Y                                                                       25000
               1004589564                    Y
               1004589644                    Y                                                                        3950
               1004590053                    Y
               1004590133                    Y                                                                       16500
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               1004596574                    N                                                                       27750
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               1004600881                    Y
               1004601924                    Y
               1004602013                    N                                                                        8850
               1004603557                    Y                                                                       44750
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               1004608071                    Y                                                                       44800
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               1004611799                    Y                                                                       29875
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               1004618809                    Y                                                                       45000
               1004622493                    Y                                                                       55000
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               1004624142                    Y
               1004624286                    Y                                                                       32400
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               1004629762                    Y
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               1004642177                    Y                                                                       64000
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               1004664624                    Y                                                                       49000
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               1004712822                    Y                                                                       35000
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               1004724276                    Y                                                                       21880
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               1004728058                    Y                                                                       76220
               1004728897                    Y                                                                       78000
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               1004735442                    Y                                                                       41650
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               1004746886                    Y                                                                      112000
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               1004768978                    Y                                                                       47400
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               1004770616                    N                                                                       72000
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               1004784246                    N
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               1004785799                    N                                                                      101800
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               1004787190                    N
               1004790097                    N                                                                       22600
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               1004795403                    N                                                                       71200
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               1004798437                    Y
               1004798874                    N                                                                      102000
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               1004803314                    N                                                                      120000
               1004803350                    Y                                                                       33829
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               1004811519                    Y                                                                       53000
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               1004817158                    Y                                                                       44980
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               1004821580                    Y                                                                       29700
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               1004828823                    Y
               1004829270                    N                                                                       79980
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               1004841087                    Y
               1004842086                    Y                                                                       42980
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               1004852733                    Y
               1004854465                    N
               1004856025                    Y                                                                       62600
               1004856347                    Y                                                                       27000
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               1004862241                    N                                                                       50000
               1004864445                    Y                                                                       61500
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               1004888410                    Y
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               1004899275                    Y
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               1004907541                    N                                                                      114000
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               1004912919                    Y
               1004913222                    N
               1004916103                    Y
               1004919075                    Y                                                                       49980
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               1004923685                    Y
               1004925068                    Y
               1004926049                    Y
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               1004932416                    Y
               1004934156                    Y
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               1004936895                    N
               1004939035                    N
               1004939516                    Y                                                                       62000
               1004939758                    N                                                                       34200
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               1004940835                    Y                                                                       27000
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               1004943743                    Y
               1004943752                    Y
               1004944617                    N                                                                      100000
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               1004958692                    Y
               1004959370                    N
               1004960723                    N
               1004968388                    Y                                                                       17000
               1004970124                    Y                                                                       92000
               1004970927                    Y                                                                       29800
               1004971150                    Y                                                                       25400
               1004973256                    N                                                                        9350
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               1004975520                    N
               1004988687                    Y
               1004989061                    N                                                                       33000
               1004990987                    Y                                                                       24255
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               1004994983                    Y
               1004995198                    N                                                                       42800
               1004996311                    Y                                                                       27980
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               1005003024                    Y                                                                       52000
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               1005019687                    Y
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               1005035268                    N                                                                      158000
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               1005060774                    N                                                                       70000
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               1005083465                    N                                                                       41600
               1005091768                    Y                                                                       15600
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               1005105986                    Y
               1005106128                    N
               1005110293                    N
               1005111078                    N                                                                      101998
                  2091341                    Y
                  2147151                    Y
                  2152581                    N
                  2159842                    Y
                  2165161                    Y
                  2166652                    N
                  2173873                    Y
                  2177549                    N
                  2177633                    Y
                  2178433                    Y
                  2182302                    Y
                  2183731                    Y
                  2183812                    N
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                  2184408                    Y
                  2186102                    Y
                  2186243                    Y
                  2186313                    Y
                  2187167                    Y
                  2187733                    N
                  2187840                    N
                  2187940                    N
                  2188736                    Y
                  2188904                    Y
                  2188919                    N
                  2189383                    N
                  2189611                    N
                  2190370                    Y
                  2190699                    N
                  2190986                    N
                  2191402                    Y
                  2191629                    N
                  2192592                    Y
                  2192729                    Y
                  2192854                    N
                  2192906                    N
                  2193159                    N                                                                       37000
                  2193470                    Y
                  2193547                    Y
                  2193940                    N
                  2193978                    Y
                  2194493                    Y
                  2194803                    Y
                  2195138                    N
                  2196336                    N                                     155550
                  2196624                    Y
                  2196627                    Y
                  2197918                    N
                  2198262                    N
                  2198417                    N
                  2198509                    Y
                  2198853                    Y
                  2198918                    N
                  2199258                    Y
                  2199396                    N
                  2199538                    N
                  2199621                    N
                  2199905                    N
                  2200218                    N
                  2200230                    N
                  2200662                    N
                  2200726                    N                                     116000
                  2200840                    Y
                  2201024                    N
                  2201518                    N
                  2201703                    Y
                  2201893                    N
                  2202036                    N
                  2202047                    N
                  2202245                    N
                  2202613                    N
                  2202666                    N
                  2202966                    N
                  2203258                    N
                  2203377                    Y
                  2203576                    N
                  2203583                    N
                  2203630                    Y
                  2203653                    Y
                  2203679                    Y
                  2203733                    N                                                                       34600
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                  2203767                    N
                  2203863                    N
                  2203927                    N
                  2203961                    Y
                  2204122                    Y
                  2204286                    N
                  2204580                    N
                  2204596                    Y
                  2204863                    N
                  2205316                    N                                                                       23000
                  2205334                    N
                  2205342                    Y
                  2205521                    N
                  2205550                    N
                  2205800                    N
                  2205858                    N
                  2205936                    N                                                                       32000
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                  2206307                    Y
                  2206586                    Y
                  2206640                    N
                  2206726                    Y
                  2206761                    Y
                  2206885                    N
                  2207536                    N
                  2208988                    Y
                  2210346                    N
                  2210659                    N
                  2210744                    N
                  2211044                    Y
                  2211861                    Y
                  2212062                    Y
                  2212334                    N
                  2212697                    Y
                  2212980                    N
                  2213722                    Y
                  2214198                    N
                  2214384                    N
                  2215442                    N
                  2216269                    Y
                  2216358                    N
                  2216588                    Y
                  2216953                    N
                  2217024                    N
                  2217662                    Y
                  2217992                    N
                  2218132                    N
                  2219044                    N
                  2221088                    N
                  2221122                    Y
                  2221572                    Y
                  2222241                    N
                  2222547                    N
                  2224523                    N
                  2225194                    N
                  2225864                    N
                  2226308                    Y
                  2226395                    N
                  2226973                    N                                     113600
                  2227265                    N
                  2229921                    N
                  2232121                    N
                  2232580                    N
                  2233686                    N
                  2234880                    N
                  2235075                    N
                  2242364                    N
                  2242629                    N                                                                       25800
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                  2243580                    Y
                  2244446                    Y
                  2244770                    N
                  2246819                    Y
                  2248016                    Y
                  2249871                    N
                  2250074                    Y
                  2251334                    N
                  2251385                    Y
               1001767635                    N
               1001920292                    Y
               1002038299                    N
               1002052263                    Y
               1002217504                    N
               1002277146                    N                                                                       35050
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               1002336154                    N                                     297600
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               1002534822                    N                                     204000
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               1002610080                    Y
               1002614282                    N                                     626400
               1002620373                    Y
               1002625813                    Y                                                                       45000
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               1002684615                    Y
               1002686472                    Y
               1002702089                    Y
               1002708573                    N
               1002712960                    Y
               1002714478                    Y                                                                       39192
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               1002728677                    Y
               1002729042                    N
               1002729122                    N
               1002737195                    N
               1002741750                    Y
               1002745266                    N                                     320000
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               1002753871                    N
               1002764752                    Y
               1002768204                    Y
               1002772315                    N
               1002778015                    N
               1002779791                    Y
               1002784954                    N
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               1002812790                    Y
               1002814556                    Y
               1002815038                    Y
               1002816821                    Y
               1002818543                    Y
               1002820754                    N
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               1002824867                    N                                     108640
               1002836480                    Y
               1002838898                    Y
               1002851907                    N                                     113600
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               1002852951                    N
               1002852988                    Y
               1002856001                    N                                                                       33140
               1002859213                    Y                                                                       15000
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               1002861451                    N                                                                       27000
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               1002863592                    N
               1002864252                    Y
               1002869783                    Y                                                                       21250
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               1002872993                    N
               1002883071                    Y                                                                       39200
               1002884294                    Y
               1002885239                    Y
               1002886586                    Y
               1002886602                    Y
               1002886746                    Y
               1002888584                    N
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               1002890964                    Y
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               1002898644                    Y
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               1002903647                    Y
               1002904824                    Y
               1002905217                    Y
               1002907741                    N
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               1002915849                    Y
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               1002925874                    N
               1002927471                    Y                                                                       20000
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               1002929629                    Y
               1002934347                    Y
               1002936274                    Y
               1002936773                    N
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               1002939654                    Y
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               1002962486                    Y
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               1002966375                    Y
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               1002970244                    Y
               1002971975                    Y
               1002971984                    N                                                                        3500
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               1002979575                    Y                                                                       80000
               1002980616                    Y                                                                       38900
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               1002984818                    N                                     396000
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               1002993032                    Y
               1002993425                    Y
               1002993666                    N
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               1003000601                    N                                                                        4750
               1003003582                    Y                                                                       37200
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               1003009746                    Y
               1003014794                    Y
               1003015196                    Y
               1003015230                    N
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               1003022106                    Y
               1003023837                    N
               1003026004                    Y
               1003027012                    Y
               1003027432                    Y
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               1003029840                    N
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               1003038171                    Y
               1003038536                    Y
               1003042086                    Y
               1003044770                    N                                     125720
               1003046885                    Y
               1003047508                    Y
               1003048446                    Y                                                                       23700
               1003049392                    N
               1003049775                    Y
               1003050664                    N
               1003050762                    Y
               1003053288                    Y
               1003053297                    N
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               1003056481                    Y
               1003056524                    Y
               1003057097                    Y
               1003057113                    Y
               1003057355                    Y
               1003058470                    Y
               1003058862                    Y
               1003059193                    N
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               1003062170                    N
               1003063909                    N                                     604000
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               1003067166                    Y
               1003070321                    N
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               1003070615                    Y
               1003070937                    Y
               1003071311                    Y
               1003073818                    Y
               1003074407                    Y
               1003075424                    Y
               1003076664                    Y
               1003077529                    Y
               1003080702                    N
               1003081015                    Y                                                                       26000
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               1003082121                    Y
               1003082210                    Y
               1003084566                    Y
               1003084842                    N
               1003085716                    Y
               1003085985                    Y
               1003087055                    Y
               1003087723                    N
               1003088580                    N
               1003089197                    N
               1003092913                    Y
               1003092959                    Y
               1003093743                    Y
               1003094190                    Y
               1003095386                    N                                                                       66000
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               1003098392                    Y
               1003099907                    Y
               1003100245                    Y
               1003100502                    Y
               1003101681                    Y
               1003103670                    Y
               1003103787                    Y
               1003104553                    N                                                                       33200
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               1003106178                    Y
               1003106374                    N
               1003107603                    Y
               1003108149                    N
               1003109380                    Y                                                                       46000
               1003110010                    Y
               1003111778                    Y
               1003111787                    Y                                                                       21800
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               1003112937                    Y
               1003113008                    Y
               1003114025                    Y
               1003114338                    Y
               1003116363                    N                                     548000
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               1003119538                    Y
               1003120633                    Y
               1003121507                    N                                     241600
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               1003122436                    Y
               1003122454                    Y
               1003124602                    Y
               1003124746                    Y
               1003126316                    Y
               1003126487                    N                                     200000
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               1003127084                    N
               1003127743                    Y
               1003129527                    Y
               1003129607                    N                                     372000
               1003131346                    N                                     424000
               1003132283                    Y
               1003132489                    Y
               1003132728                    Y
               1003133120                    Y                                                                       31300
               1003133987                    N                                     230400
               1003134959                    Y
               1003134968                    N
               1003135495                    Y
               1003135583                    Y
               1003135805                    Y
               1003136234                    N
               1003137000                    N
               1003137652                    N                                                                       28760
               1003137670                    Y
               1003138214                    Y
               1003138296                    N
               1003139124                    Y
               1003139507                    Y
               1003139516                    Y
               1003139874                    Y
               1003139945                    Y
               1003140755                    N                                                                       46000
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               1003141120                    Y
               1003142502                    N
               1003143333                    Y
               1003143609                    N                                     392000
               1003144127                    Y
               1003145000                    N
               1003146768                    N
               1003147687                    N
               1003148463                    Y
               1003149783                    Y
               1003150477                    N
               1003152493                    N                                     254400
               1003152830                    Y
               1003154482                    Y                                                                       36000
               1003154721                    Y
               1003157372                    N                                     188505
               1003158255                    N
               1003158399                    Y
               1003160091                    N
               1003160439                    N
               1003160466                    Y
               1003160821                    N
               1003160983                    Y
               1003161401                    Y
               1003163891                    Y
               1003164284                    Y
               1003164417                    N
               1003165586                    N                                                                       28800
               1003166326                    Y
               1003169243                    Y
               1003170384                    N
               1003170400                    Y                                                                       15000
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               1003171677                    N
               1003172042                    Y
               1003172685                    Y
               1003174040                    N
               1003174941                    Y
               1003176155                    N                                     283200
               1003176459                    Y
               1003177092                    N
               1003177261                    N                                     480000
               1003177626                    N
               1003177742                    N                                     380000
               1003177902                    N                                     273600
               1003180211                    Y
               1003180462                    Y
               1003180792                    N                                     462400
               1003181595                    Y
               1003181684                    Y
               1003182040                    N
               1003182077                    Y
               1003182870                    N
               1003183254                    Y
               1003183423                    N                                     318400
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               1003184510                    N
               1003184654                    Y
               1003185074                    Y
               1003185662                    Y
               1003186448                    Y
               1003186527                    Y
               1003188035                    N
               1003188785                    N                                     328000
               1003188990                    Y
               1003190326                    N
               1003191833                    Y
               1003191940                    N                                     328000
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               1003192538                    N
               1003192707                    Y
               1003194956                    N                                     480800
               1003195562                    Y
               1003195688                    N                                     440000
               1003197702                    Y                                                                       72600
               1003198104                    Y
               1003198177                    N
               1003198658                    Y
               1003200280                    Y
               1003201332                    Y
               1003201779                    N                                     371992
               1003202064                    N                                     237600
               1003202518                    N                                     280000
               1003205409                    Y
               1003206417                    N
               1003206587                    Y
               1003206729                    N
               1003207728                    Y
               1003208308                    N
               1003208745                    N                                                                       44640
               1003210082                    Y
               1003210313                    N
               1003210670                    Y
               1003213864                    N                                     328000
               1003214015                    Y
               1003215620                    N                                     680000
               1003215648                    Y
               1003215942                    Y
               1003216497                    N                                                                       20000
               1003216843                    Y
               1003218011                    N                                     396000
               1003222195                    N
               1003224335                    N                                     360000
               1003225021                    N                                     187200
               1003225664                    N                                     360000
               1003228938                    N                                     272000
               1003229759                    N
               1003230364                    N
               1003230685                    N
               1003231522                    N
               1003231915                    Y                                                                       42400
               1003234654                    N                                     132000
               1003237036                    Y
               1003238151                    N
               1003238240                    Y
               1003239383                    Y
               1003239454                    Y
               1003242592                    N                                     291564
               1003244019                    Y
               1003248113                    N                                     540000
               1003248952                    N                                     520000
               1003253188                    Y
               1003254034                    Y
               1003254506                    N
               1003254560                    N                                     348000
               1003254695                    N                                     104000
               1003255408                    N
               1003256283                    N
               1003256728                    N                                     100358
               1003257237                    N
               1003257415                    Y
               1003258021                    Y
               1003259039                    N
               1003259547                    N                                     272000
               1003259930                    N                                     380000
               1003260553                    N
               1003262472                    N                                     668000
               1003262944                    Y                                                                       35000
               1003265978                    N
               1003267459                    N                                                                       22125
               1003268582                    N                                     184000
               1003268699                    Y
               1003269082                    Y
               1003271364                    N                                     308000
               1003271667                    N                                                                       80000
               1003272773                    N                                     168000
               1003273291                    Y
               1003274192                    N
               1003274664                    Y
               1003274851                    N
               1003275752                    Y
               1003277359                    N                                     328000
               1003277821                    N
               1003279525                    N                                     376269
               1003280149                    Y
               1003286214                    N                                     286400
               1003286358                    N                                     460000
               1003287945                    N
               1003293135                    N                                     288000
               1003293705                    Y
               1003294358                    Y                                                                       41000
               1003294526                    N                                     380000
               1003294884                    N                                     184000
               1003295053                    N                                     279200
               1003295062                    N                                     104000
               1003295507                    N
               1003296392                    N                                     340000
               1003297729                    N                                     410400
               1003298381                    Y
               1003298915                    N
               1003298933                    Y
               1003299077                    N                                     313600
               1003300573                    Y
               1003302045                    N                                                                        7000
               1003303400                    Y
               1003304506                    N                                     229200
               1003305621                    Y
               1003307852                    N                                     440000
               1003312490                    N
               1003317011                    N                                                                       31980
               1003318591                    N                                                                       66750
               1003319402                    N
               1003322817                    Y
               1003324744                    Y
               1003327787                    Y
               1003332058                    Y
               1003334403                    N
               1003336321                    Y
               1003339408                    N
               1003343331                    N
               1003348238                    Y
               1003349086                    Y
               1003353436                    Y
               1003354284                    N
               1003355014                    Y
               1003355531                    N
               1003355844                    N
               1003358084                    N
               1003358155                    Y
               1003363693                    Y
               1003363924                    N
               1003366477                    N                                     392000
               1003366556                    N
               1003366994                    Y
               1003370042                    N
               1003370293                    N
               1003370505                    Y
               1003374752                    Y
               1003379855                    N
               1003379944                    N
               1003382226                    Y
               1003383083                    Y
               1003393740                    N
               1003393777                    Y
               1003394936                    N                                                                       13700
               1003395711                    N
               1003396550                    N
               1003398004                    Y
               1003398120                    N
               1003399129                    Y
               1003399441                    N
               1003403980                    Y
               1003404131                    Y
               1003404827                    Y
               1003408128                    N
               1003408155                    Y
               1003408912                    Y
               1003409877                    N
               1003412872                    N
               1003416306                    Y                                                                     28869.4
               1003416770                    N
               1003418876                    N
               1003420612                    Y
               1003423245                    Y
               1003423405                    Y                                                                       25000
               1003426091                    Y
               1003427072                    N
               1003430754                    Y
               1003436543                    N
               1003436936                    N
               1003437132                    N
               1003440958                    N
               1003443205                    Y
               1003445739                    Y
               1003447434                    N                                     680000
               1003448433                    Y
               1003448709                    N
               1003456637                    N
               1003459876                    N
               1003460356                    Y
               1003465324                    N
               1003467536                    N
               1003469197                    Y                                                                       26548
               1003469678                    Y                                                                       28000
               1003471488                    Y
               1003472879                    N
               1003474190                    Y
               1003475858                    Y
               1003479738                    Y
               1003481707                    Y
               1003482305                    Y
               1003485099                    N                                                                       35980
               1003485259                    Y
               1003486061                    N
               1003486739                    Y
               1003488675                    Y
               1003489068                    N
               1003489763                    N
               1003492116                    N
               1003493945                    Y
               1003498012                    N
               1003500465                    Y
               1003500606                    Y
               1003507431                    N
               1003507869                    Y
               1003508706                    N                                                                       40000
               1003508957                    N
               1003509705                    Y
               1003511426                    N                                     302000
               1003512602                    Y
               1003513344                    Y
               1003514085                    N                                                                       21333
               1003514575                    N
               1003514673                    N
               1003516109                    Y
               1003516163                    Y
               1003520265                    N                                     328000
               1003525135                    N
               1003527240                    Y
               1003530192                    N
               1003534198                    N
               1003535035                    N
               1003540083                    Y                                                                       99800
               1003540163                    Y
               1003544329                    Y
               1003547059                    Y
               1003547451                    N
               1003548003                    Y
               1003551123                    N
               1003554362                    N
               1003556048                    Y
               1003556565                    Y
               1003556930                    Y
               1003558297                    Y
               1003558313                    N
               1003558377                    Y
               1003558536                    N
               1003558732                    Y
               1003560612                    N
               1003561041                    N                                                                       44000
               1003572556                    N
               1003575330                    Y                                                                       38000
               1003581136                    N
               1003586346                    N
               1003589398                    N                                                                       41000
               1003590304                    Y
               1003595915                    N
               1003598921                    Y
               1003600561                    N
               1003602541                    Y                                                                        4800
               1003603336                    N
               1003607181                    N
               1003607724                    Y
               1003612219                    Y                                                                       84000
               1003612576                    N
               1003618883                    Y
               1003622379                    N
               1003626400                    N
               1003630244                    N                                                                       71800
               1003632108                    Y
               1003647539                    N                                     632000
               1003651300                    N
               1003659801                    Y
               1003659829                    N
               1003660586                    N                                     391827
               1003661638                    N
               1003662432                    N
               1003665938                    Y
               1003675516                    Y
               1003681019                    N
               1003682508                    Y
               1003682893                    N                                     348000
               1003683703                    N
               1003690152                    Y
               1003696110                    Y
               1003706537                    N
               1003709712                    Y
               1003716492                    Y
               1003718668                    N
               1003721501                    Y
               1003724544                    Y
               1003731475                    Y
               1003737594                    Y
               1003740651                    Y
               1003745674                    N
               1003752656                    Y
               1003767864                    N
               1003773857                    Y
               1003775837                    N
               1003796636                    N
               1003804547                    N
               1003811744                    Y
               1003813706                    N                                     480000
               1003815624                    N                                                                       39000
               1003821350                    N                                                                       36800
               1003821458                    Y
               1003826293                    N                                     540000
               1003826774                    N                                     436000
               1003837744                    N
               1003848689                    Y
               1003872054                    N
               1003872170                    N
               1003875550                    Y                                                                        2925
               1003876176                    Y
               1003885022                    N                                                                       24440
               1003891514                    N                                     419200
               1003911486                    Y
               1003914768                    N
               1003917480                    Y
               1003920225                    Y
               1003943763                    Y
               1003957579                    N                                     784000
               1003967292                    N                                                                       12800
               1003978949                    N
               1003983988                    N
               1003984264                    N
               1003993192                    Y
               1003996910                    N
               1004004838                    Y
               1004005855                    Y
               1004021613                    Y
               1004024308                    Y
               1004040610                    Y
               1004044518                    Y                                                                       20000
               1004044705                    N
               1004049906                    Y
               1004053302                    N
               1004062310                    Y                                                                      110000
               1004073219                    N                                     245600
               1004074469                    N
               1004101215                    Y
               1004116209                    N
               1004126047                    Y
               1004129339                    Y
               1004139612                    N
               1004159751                    Y
               1004162373                    Y
               1004167074                    Y
               1004169394                    N
               1004170211                    N
               1004171247                    N                                                                      104000
               1004215806                    N
               1004219740                    N
               1004230629                    Y                                                                       69980
               1004232547                    N
               1004240510                    N
               1004242340                    N
               1004248665                    N
               1004251393                    Y                                                                       86000
               1004254194                    N
               1004255807                    N
               1004257440                    N
               1004275956                    N
               1004279578                    N                                                                      101400
               1004286819                    Y
               1004287658                    N
               1004290118                    N
               1004290822                    Y
               1004299182                    Y
               1004302686                    N
               1004310472                    N
               1004311097                    Y
               1004315164                    N
               1004330744                    N
               1004331459                    Y                                                                       21800
               1004338041                    Y
               1004352257                    Y
               1004354558                    N
               1004356645                    Y
               1004363593                    Y
               1004373957                    Y                                                                       14200
               1004386319                    Y
               1004395577                    N
               1004400936                    Y
               1004402649                    Y
               1004408894                    N
               1004413735                    Y
               1004416518                    Y
               1004417928                    Y
               1004421664                    Y
               1004424304                    Y
               1004425170                    N                                                                       50200
               1004425982                    Y
               1004426507                    Y
               1004429988                    N
               1004434213                    Y
               1004438031                    N
               1004440910                    Y
               1004442035                    N
               1004443310                    Y
               1004455752                    Y
               1004457340                    N
               1004460835                    N
               1004461647                    Y
               1004462539                    N
               1004466740                    Y
               1004475874                    Y
               1004485220                    Y
               1004493872                    Y
               1004500506                    N
               1004500891                    N
               1004503068                    Y
               1004511139                    Y
               1004511282                    N
               1004517883                    Y
               1004520067                    N
               1004521814                    Y
               1004523304                    N                                                                       47000
               1004529709                    Y
               1004533099                    N
               1004543541                    Y
               1004545200                    Y
               1004547716                    Y
               1004553085                    Y
               1004555895                    N
               1004561888                    Y
               1004561897                    N
               1004562093                    Y
               1004565928                    N
               1004567016                    N
               1004571715                    Y
               1004578344                    N
               1004583793                    N
               1004587762                    Y
               1004592916                    Y
               1004593005                    Y
               1004594362                    N
               1004595450                    Y
               1004595744                    N
               1004596379                    N
               1004603968                    Y
               1004609409                    N
               1004609819                    N
               1004616589                    N
               1004617579                    Y
               1004618015                    N
               1004623349                    N
               1004627504                    Y
               1004636727                    N
               1004639984                    Y                                                                      140000
               1004640838                    Y
               1004640954                    Y
               1004641631                    Y
               1004642827                    Y
               1004646066                    Y
               1004646814                    Y                                                                       39000
               1004646832                    Y
               1004648000                    N
               1004648625                    Y
               1004652628                    N
               1004653404                    Y
               1004654341                    Y
               1004661654                    Y
               1004662243                    Y
               1004668489                    N
               1004668611                    Y
               1004671983                    N
               1004675989                    N
               1004679743                    Y
               1004681384                    Y
               1004684372                    Y
               1004688270                    N
               1004688289                    Y
               1004692586                    N
               1004702343                    Y
               1004705395                    N                                                                      106000
               1004706009                    Y
               1004725293                    N
               1004735219                    Y
               1004745146                    Y                                                                       28800
               1004748474                    N
               1004774177                    Y
               1004774916                    N
               1004785977                    N
               1004792184                    N
               1004808140                    N
               1004818086                    N
               1004820518                    Y
               1004821839                    N
               1004832925                    N
               1004881220                    Y
               1004893501                    Y
               1004897286                    Y
               1004901011                    N
               1004902957                    N
               1004907346                    N
               1004913375                    N
               1004913678                    Y
               1004920740                    N                                                                       38049
               1004933399                    N
               1004948356                    Y
               1004961250                    N
               1004981657                    Y
               1005010463                    N
               1005022156                    N
               1005043115                    N
               1005105414                    N
               1005121398                    Y
                  2178343                    Y                                                                       40600
                  2186425                    Y
                  2187140                    Y
                  2188065                    Y
                  2189429                    N
                  2190702                    Y
                  2193634                    N
                  2195565                    N
                  2196704                    N                                     116000
                  2197682                    Y
                  2199702                    N
                  2199917                    N
                  2199923                    N                                                                       23300
                  2201765                    N
                  2202009                    N
                  2204124                    N
                  2204549                    Y
                  2204859                    N
                  2205545                    Y
                  2206018                    N
                  2206699                    N
                  2207398                    Y                                                                       66750
                  2207755                    N
                  2208979                    N
                  2213829                    Y
                  2217130                    N
                  2217450                    N
                  2218092                    Y
                  2218603                    Y
                  2218815                    Y                                                                       27200
                  2220320                    N                                                                       25798
                  2221365                    N
                  2221917                    Y
                  2222089                    N
                  2222140                    N
                  2223430                    Y
                  2225084                    N
                  2226844                    N                                      83200
                  2227994                    Y
                  2228476                    N
                  2238333                    Y
                  2241817                    N                                     116000
               1002289981                    Y
               1002340657                    N
               1002473004                    N                                                                       48000
               1002519563                    N                                     408000
               1002617118                    Y                                                                       36700
               1002649012                    N                                     100000
               1002690172                    N                                                                      139000
               1002718875                    N
               1002733965                    N                                     532000
               1002765458                    Y
               1002775768                    N                                     536000
               1002783526                    N                                     536000
               1002812898                    N
               1002835926                    N                                                                       43200
               1002845121                    N                                                                       75000
               1002854236                    Y                                                                       47800
               1002890679                    N                                                                       39400
               1002893140                    N
               1002900668                    N
               1002919293                    N                                                                       42000
               1002963252                    N                                      71500
               1002973893                    N                                     212000
               1002979691                    Y
               1002983579                    N                                                                       59600
               1002984685                    Y
               1002992863                    N
               1003014115                    N                                     232000
               1003019003                    N                                                                       95000
               1003019076                    N
               1003029939                    N                                                                       23700
               1003037485                    N
               1003042807                    Y                                                                       30800
               1003044547                    Y
               1003047358                    Y
               1003049132                    Y
               1003055419                    N                                     544000
               1003059380                    N                                                                      136000
               1003083451                    N                                     114800
               1003099916                    N
               1003101075                    Y
               1003108531                    N
               1003109781                    N
               1003114891                    Y
               1003139151                    N                                     120000
               1003140194                    N                                     532000
               1003141175                    N                                     187428
               1003145206                    Y                                                                       19200
               1003148579                    Y
               1003149792                    N                                     255920
               1003149989                    N                                     561000
               1003163178                    N                                     328000
               1003166433                    N                                                                       46600
               1003173728                    Y
               1003174754                    Y
               1003176832                    N                                     240000
               1003180140                    N                                     280000
               1003186386                    N                                      85696
               1003187740                    N
               1003190157                    Y
               1003199470                    N                                                                       23500
               1003209860                    N
               1003210830                    N                                     349440
               1003213944                    N                                     288000
               1003226404                    N
               1003226903                    N                                     288800
               1003227591                    N                                     231200
               1003230710                    N                                     236000
               1003232683                    N                                      80000
               1003236965                    N
               1003239784                    Y
               1003241673                    Y
               1003245768                    N                                     312000
               1003246446                    N                                     448000
               1003249915                    N
               1003254374                    N                                                                       83970
               1003255603                    Y
               1003272906                    N                                     260000
               1003272933                    N                                     146720
               1003273362                    N                                     623920
               1003286875                    N
               1003287357                    N                                     300000
               1003288365                    Y
               1003290511                    N                                     230400
               1003294189                    N                                     534400
               1003294330                    N
               1003294839                    N                                     155600
               1003299433                    N
               1003299521                    Y
               1003300975                    Y                                                                      104000
               1003322880                    Y                                                                       70057
               1003323594                    Y
               1003342680                    N                                     103538
               1003352589                    N                                     141178
               1003357236                    Y
               1003361855                    Y
               1003380406                    Y
               1003392411                    N                                                                       35000
               1003394286                    N                                      84000
               1003394320                    N                                     246800
               1003394794                    Y
               1003397862                    N
               1003403150                    N
               1003405611                    Y
               1003407833                    N
               1003410749                    N                                      87000
               1003414086                    N                                     165600
               1003433136                    N                                     328000
               1003434581                    Y
               1003447425                    Y
               1003463102                    Y
               1003469552                    N
               1003482840                    N
               1003489638                    N                                     155200
               1003489941                    N
               1003490430                    Y                                                                       13400
               1003513317                    Y
               1003513674                    N                                     179600
               1003515574                    N                                                                       20000
               1003541288                    N                                     160800
               1003546988                    N
               1003550767                    N                                     257600
               1003553425                    N                                                                       33700
               1003554656                    Y
               1003554923                    N                                                                      109180
               1003554978                    N
               1003556280                    N
               1003573074                    N                                                                       98000
               1003583884                    Y
               1003594603                    N                                                                       42500
               1003606574                    N                                                                       53000
               1003623056                    N                                      94800
               1003623225                    N                                     119920
               1003624714                    N
               1003638790                    N                                     118000
               1003645112                    Y
               1003653503                    N                                     146000
               1003654940                    Y
               1003657545                    N
               1003658919                    N
               1003663967                    N                                      89600
               1003668123                    N                                                                       25000
               1003675491                    N
               1003682642                    Y
               1003692187                    Y
               1003693710                    Y                                                                       83800
               1003707322                    Y
               1003725801                    Y
               1003727060                    N                                                                       44008
               1003731368                    N                                                                       75900
               1003732134                    Y
               1003738478                    Y
               1003744498                    Y
               1003752157                    N                                     388000
               1003765429                    Y                                                                       38304
               1003767169                    N                                     111200
               1003771216                    Y
               1003780858                    N                                     114400
               1003819979                    N                                     140000
               1003821902                    N
               1003832160                    N                                     111920
               1003832829                    N                                     208000
               1003834211                    N
               1003845851                    N                                     170680
               1003850746                    N
               1003851781                    Y
               1003851932                    Y
               1003855037                    Y
               1003856189                    N
               1003857437                    Y                                                                       62000
               1003858953                    N
               1003861048                    N                                                                       34946
               1003862305                    N                                     119920
               1003864795                    Y
               1003877344                    Y
               1003880606                    N
               1003882061                    Y
               1003884764                    Y                                                                       20875
               1003885889                    Y
               1003899623                    N
               1003906312                    N                                     167116
               1003924141                    N                                     386900
               1003932579                    Y
               1003937146                    Y
               1003940310                    N                                                                      126000
               1003965427                    Y
               1003982685                    N
               1004002466                    N                                     168000
               1004003376                    N                                                                       63000
               1004028581                    Y
               1004029964                    N
               1004031773                    N
               1004037768                    N                                     200000
               1004039418                    N
               1004041717                    Y
               1004042538                    Y
               1004045474                    N                                                                       65000
               1004083592                    N
               1004100403                    Y
               1004121364                    Y
               1004126957                    Y
               1004129384                    Y
               1004131763                    Y                                                                       44250
               1004144027                    N
               1004145197                    Y
               1004172317                    N                                                                       68000
               1004189274                    N
               1004200563                    N                                                                       64400
               1004209289                    N
               1004223584                    N                                      94800
               1004240798                    N
               1004251320                    Y
               1004268321                    Y
               1004274671                    Y                                                                       63000
               1004275876                    Y
               1004311596                    Y                                                                       46000
               1004322343                    N
               1004323093                    N
               1004334606                    Y
               1004337195                    N                                                                      100500
               1004346684                    N
               1004352006                    Y
               1004359045                    Y
               1004360435                    Y
               1004365163                    Y
               1004365939                    N
               1004367223                    N                                                                       51150
               1004369347                    N
               1004370736                    Y
               1004384044                    Y
               1004386202                    Y
               1004394471                    Y
               1004396451                    N
               1004413352                    Y
               1004416670                    Y
               1004435935                    Y
               1004436211                    Y
               1004436514                    Y
               1004437853                    N                                     288000
               1004438335                    N
               1004439423                    N                                      80000
               1004444293                    N                                                                       21200
               1004459614                    Y
               1004471299                    N                                                                       55500
               1004486023                    N
               1004497002                    N                                                                       32980
               1004502041                    N
               1004516802                    Y
               1004531242                    Y
               1004550024                    N
               1004561557                    Y
               1004589314                    Y
               1004643096                    N
               1004656571                    Y
               1004665099                    Y
               1004670715                    Y                                                                       25500
               1004684960                    N
               1004688216                    Y
               1004703182                    Y                                                                       17475
               1004703716                    N
               1004703832                    N
               1004704733                    N                                                                       14000
               1004710511                    Y                                                                       65000
               1004714615                    N                                                                      103204
               1004719139                    Y
               1004726611                    Y                                                                       69000
               1004728049                    Y
               1004730786                    N
               1004734755                    N                                                                       39500
               1004746984                    N
               1004759700                    N                                                                       15780
               1004781150                    Y                                                                       70000
               1004786850                    N                                                                       30000
               1004790943                    N
               1004796652                    Y
               1004838661                    Y
               1004860467                    N
               1004862937                    Y
               1004880702                    Y
               1004896278                    N
               1004917013                    N                                                                       41000
               1004925558                    Y                                                                       22500
               1004926423                    Y                                                                       83000
               1004927994                    N
               1004935397                    Y                                                                       63000
               1004944065                    N                                                                      105000
               1004964015                    Y
               1004968262                    N                                                                       73000
               1004975030                    N                                                                       65000
               1004994652                    N
               1005009135                    Y
               1005025616                    N                                                                      106000
               1005033876                    Y
               1005126106                    N
               1005128060                    Y
               1005175419                    N                                                                       48000
                  2239215                    N
                  2211104                    N                                      84000
                  2211108                    N                                      88000
                  2251699                    N                                     140000
                  2251794                    N
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               1003533572                    N                                     176000
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               1003684524                    Y                                                                       72000
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               1004402578                    N                                                                      125800
               1004404380                    N                                     225600
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               1004471976                    N                                                                       47000
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               1004484123                    N
               1004485015                    N
               1004522449                    Y
               1004523625                    Y
               1004550195                    N
               1004590428                    Y                                                                       79600
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               1004603209                    Y
               1004627924                    Y
               1004634649                    N
               1004635504                    Y                                                                       78800
               1004645780                    Y                                                                      100000
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               1004654519                    N
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               1004715080                    Y
               1004720742                    N
               1004721876                    N
               1004748269                    Y
               1004763410                    Y
               1004779742                    Y
               1004781427                    Y                                                                       39000
               1004789269                    Y
               1004814650                    N
               1004823025                    Y
               1004833513                    Y
               1004833620                    N
               1004842442                    Y
               1004901510                    N
               1004905570                    N
               1004921400                    Y
               1004933852                    N
               1004941736                    Y
               1004964872                    N
               1004972140                    Y
               1004980239                    N                                                                       77000
               1004993537                    Y
               1004998765                    N                                                                       48200
               1005001071                    N                                                                       98625
               1005003202                    N
               1005020363                    Y
               1005021898                    N                                                                        6378
               1005091205                    N
                  2192241                    N
                  2211453                    Y
                  2251718                    N                                                                       57250
                  2251775                    N
               1002394787                    N                                                                       24709
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               1003414629                    N
               1003486301                    Y
               1003603979                    Y
               1003811888                    N
               1003815367                    N
               1003962082                    N
               1003976120                    N
               1004007265                    N                                                                      126600
               1004009138                    N
               1004053776                    N                                                                       57200
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               1004077242                    Y
               1004092341                    Y                                                                      119800
               1004105596                    Y                                                                      158280
               1004117636                    Y
               1004126065                    Y
               1004144580                    Y
               1004165174                    N
               1004174618                    N
               1004191733                    Y
               1004202222                    N
               1004225145                    N                                                                       69980
               1004239158                    Y
               1004241074                    Y
               1004243731                    N                                                                       65000
               1004260739                    N
               1004276189                    Y
               1004276474                    N
               1004302739                    N
               1004307128                    Y                                                                       39000
               1004308323                    Y
               1004314174                    N
               1004326045                    N
               1004335829                    N                                                                       38500
               1004341448                    Y
               1004353933                    Y
               1004355174                    N
               1004358689                    N
               1004360319                    N
               1004360408                    N
               1004361639                    N
               1004362692                    N
               1004363110                    Y
               1004363272                    Y
               1004363842                    Y
               1004368053                    N
               1004369702                    N
               1004371771                    N
               1004373680                    N                                                                       73000
               1004381252                    Y
               1004391492                    N
               1004391660                    N
               1004392883                    N
               1004393819                    Y
               1004396237                    Y
               1004396745                    N
               1004408750                    N
               1004411096                    N                                                                      104000
               1004411586                    Y
               1004412193                    Y
               1004419150                    N                                                                      106000
               1004429602                    Y
               1004430422                    N
               1004431485                    Y                                                                       12490
               1004434348                    N
               1004436453                    Y
               1004437103                    Y
               1004437167                    N
               1004437568                    Y
               1004437586                    N
               1004442874                    Y
               1004455351                    N
               1004455896                    N
               1004464895                    N
               1004467017                    N
               1004473723                    Y
               1004478087                    N                                                                        9500
               1004483053                    Y
               1004488619                    Y
               1004490544                    N
               1004510283                    N
               1004512922                    Y
               1004514546                    N                                                                      106200
               1004515643                    Y                                                                       52513
               1004517311                    Y
               1004520450                    Y
               1004529335                    N
               1004531466                    N                                                                       21000
               1004532009                    Y
               1004539413                    Y
               1004539592                    N
               1004540205                    N
               1004545102                    N
               1004552193                    N                                                                       91500
               1004554244                    N
               1004555378                    N
               1004559285                    Y
               1004559962                    N                                                                       36800
               1004561432                    N
               1004562020                    Y
               1004563760                    N
               1004566115                    Y
               1004572322                    N
               1004572448                    N
               1004575230                    Y
               1004585489                    N
               1004587147                    N
               1004587254                    N
               1004593648                    Y
               1004595094                    Y
               1004595511                    Y
               1004601960                    N
               1004608277                    N                                                                       86400
               1004609873                    N                                                                       66000
               1004619443                    N
               1004620645                    Y
               1004624883                    Y
               1004625196                    Y
               1004625864                    Y
               1004627595                    Y
               1004633891                    Y
               1004634970                    N                                                                       59000
               1004638565                    N
               1004639626                    Y
               1004646351                    N                                                                       52000
               1004650755                    N                                                                       88200
               1004651905                    Y                                                                       46400
               1004652904                    Y
               1004656312                    Y
               1004659328                    Y
               1004662298                    Y
               1004662458                    Y
               1004662831                    Y
               1004663938                    N                                                                       24600
               1004664651                    Y
               1004666882                    N                                                                       42000
               1004667890                    N
               1004667925                    N                                                                      165800
               1004670369                    Y
               1004672269                    N
               1004672535                    Y
               1004673035                    N
               1004674873                    N
               1004675382                    N
               1004677255                    Y
               1004677380                    N                                                                      105000
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               1004680740                    N
               1004681124                    N
               1004681525                    N
               1004683710                    N
               1004686441                    N
               1004688957                    N
               1004690454                    Y
               1004691701                    Y
               1004693353                    N
               1004693898                    N
               1004694085                    Y                                                                       38800
               1004695351                    N                                                                        6400
               1004695921                    Y
               1004700719                    N
               1004703342                    Y
               1004706198                    N
               1004706483                    Y
               1004706937                    Y                                                                       83800
               1004708971                    N
               1004709168                    N                                                                       33000
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               1004709756                    N
               1004716409                    N
               1004718942                    Y
               1004725033                    Y
               1004729002                    Y
               1004734620                    Y
               1004740917                    N
               1004742513                    N
               1004743022                    Y                                                                       23800
               1004745306                    N                                                                       87200
               1004745609                    N
               1004759078                    N
               1004760440                    Y
               1004760896                    N
               1004766435                    N
               1004767700                    Y
               1004783997                    Y                                                                       23780
               1004790202                    N
               1004795074                    Y
               1004799267                    N
               1004800273                    Y
               1004802191                    Y
               1004802262                    Y
               1004810896                    N
               1004820297                    N
               1004824621                    N                                                                      105000
               1004828299                    N
               1004829886                    N
               1004831588                    Y
               1004833274                    N
               1004843593                    N
               1004846527                    N                                                                       60600
               1004853554                    N                                                                       66000
               1004866817                    N
               1004872926                    Y
               1004875200                    N
               1004877226                    Y
               1004885075                    N
               1004896606                    Y
               1004905776                    N                                                                       27180
               1004910412                    Y                                                                       68000
               1004920241                    N                                                                       91800
               1004933273                    N
               1004945901                    Y
               1004960858                    N
               1005008957                    N                                                                       64000
               1005009082                    N
               1005049538                    Y                                                                       54000
               1005053951                    Y                                                                       76600
               1005098547                    Y                                                                       99000
               1005110186                    Y
               1005111755                    N                                                                       87000
               1005121058                    Y
               1005178666                    Y                                                                       68560
               1005186808                    Y                                                                       38000
                  2129705                    N
                  2130402                    Y
                  2154061                    Y
                  2163111                    N
                  2164201                    Y                                                                       29600
                  2165670                    Y
                  2168027                    Y
                  2171088                    Y
                  2171616                    N
                  2173108                    N                                                                       47000
                  2173191                    N
                  2175060                    N
                  2175645                    N
                  2178681                    N
                  2179275                    N
                  2180151                    Y
                  2180994                    N
                  2181987                    Y
                  2182027                    Y
                  2182401                    N
                  2182521                    N
                  2183575                    N
                  2183764                    Y
                  2184090                    N                                                                       36541
                  2185176                    Y
                  2185448                    Y
                  2186012                    N
                  2186483                    Y
                  2188025                    Y
                  2188560                    N
                  2188997                    N
                  2189042                    Y
                  2189461                    N
                  2190307                    Y
                  2190446                    N                                                                       38600
                  2190749                    Y
                  2190821                    Y
                  2191270                    N
                  2191366                    Y
                  2191905                    Y
                  2192612                    N                                     118400
                  2192627                    N
                  2192711                    N                                                                       95000
                  2193486                    N
                  2194133                    Y
                  2194637                    Y                                                                       46400
                  2195463                    Y                                                                       45000
                  2195627                    Y
                  2195971                    N
                  2195972                    Y
                  2196030                    Y
                  2196784                    Y
                  2198759                    N                                     131750
                  2199228                    Y
                  2199290                    N                                     164050
                  2199398                    N                                     120000
                  2199726                    N
                  2199790                    Y
                  2200004                    Y
                  2200093                    Y
                  2200744                    N
                  2200842                    Y
                  2201052                    N                                     115120
                  2201336                    N
                  2201712                    Y
                  2201888                    N
                  2201985                    N                                     240000
                  2202094                    Y
                  2202552                    N                                      95200
                  2202614                    N
                  2202874                    Y
                  2203309                    N
                  2203401                    N
                  2203655                    N
                  2203864                    N
                  2204452                    Y
                  2204616                    Y
                  2204803                    N
                  2204996                    Y
                  2205293                    Y
                  2205580                    N
                  2206000                    N
                  2206195                    Y
                  2206315                    Y
                  2206453                    Y
                  2206531                    Y
                  2206593                    Y
                  2206941                    Y
                  2207065                    N                                     164050
                  2207075                    N                                                                       20000
                  2207239                    N
                  2208906                    N
                  2209085                    Y
                  2209610                    N
                  2209871                    N                                      83492
                  2210327                    Y
                  2211411                    Y
                  2213197                    Y
                  2213639                    N
                  2213819                    Y
                  2214342                    Y
                  2215117                    Y
                  2215566                    N
                  2215647                    Y
                  2215724                    N
                  2216110                    N
                  2216142                    Y
                  2216300                    N
                  2216308                    Y
                  2217118                    N
                  2217518                    N                                      85520
                  2217704                    N
                  2217744                    N
                  2219095                    N
                  2219670                    N
                  2219734                    N                                     124000
                  2220318                    Y
                  2220368                    N
                  2220493                    Y
                  2220531                    Y
                  2220723                    N                                     109812
                  2220786                    N                                     406000
                  2221210                    Y
                  2221588                    Y
                  2221832                    Y
                  2221908                    Y                                                                       22000
                  2222278                    N                                     193608
                  2222360                    N
                  2222569                    N
                  2222654                    N
                  2222931                    N
                  2223073                    Y
                  2223093                    N
                  2223969                    N
                  2224017                    N                                     242400
                  2224249                    N
                  2224580                    Y
                  2224792                    N
                  2224925                    N
                  2225024                    N
                  2225145                    Y
                  2225312                    N
                  2225458                    N
                  2225801                    N                                      74925
                  2226024                    Y
                  2226493                    N                                                                       84000
                  2226567                    N
                  2226641                    N
                  2226780                    Y
                  2227328                    N
                  2227734                    Y
                  2228682                    N
                  2229029                    N
                  2229116                    N                                                                       31000
                  2230036                    Y
                  2230160                    Y
                  2230170                    Y
                  2230894                    N
                  2231852                    N
                  2231940                    N                                     102400
                  2232253                    Y
                  2232618                    N
                  2233063                    N
                  2233067                    Y                                                                       50400
                  2233445                    N
                  2233620                    N                                     148750
                  2233637                    N
                  2234718                    Y
                  2235761                    Y
                  2235845                    N
                  2236255                    N
                  2236499                    Y                                                                       52500
                  2236814                    Y
                  2237303                    N
                  2238221                    Y
                  2238269                    N                                      80000
                  2239288                    Y
                  2239635                    N                                     184800
                  2239765                    N
                  2239800                    N
                  2239912                    N
                  2240012                    N
                  2240060                    N                                     119200
                  2240456                    Y
                  2241188                    N
                  2244462                    Y
                  2244468                    N                                     100000
                  2245235                    N
                  2245433                    Y
                  2245814                    Y
                  2245884                    Y
                  2247088                    Y
                  2247148                    Y
                  2247170                    Y
                  2247934                    N
                  2247966                    Y
                  2248667                    N
                  2249274                    N
                  2249893                    Y
                  2250266                    N
                  2250523                    N
                  2250732                    N
                  2250901                    Y
                  2251675                    N                                      88000
               1001687491                    N
               1001904489                    Y                                                                       26400
               1002142899                    Y
               1002185931                    N                                     180800
               1002189982                    N                                      84800
               1002251654                    N
               1002252742                    Y
               1002255099                    N                                     184000
               1002323220                    Y                                                                       91500
               1002327529                    N
               1002369207                    Y                                                                       28000
               1002380738                    Y
               1002385092                    Y                                                                       43000
               1002392468                    Y
               1002414827                    Y
               1002478009                    N
               1002487981                    Y
               1002523512                    N                                     140000
               1002560188                    N                                     219200
               1002561588                    N
               1002587659                    Y
               1002588514                    N                                     288000
               1002593713                    N                                     726400
               1002595294                    Y
               1002596088                    N
               1002615726                    Y
               1002627713                    N                                     340000
               1002631986                    N
               1002636703                    N
               1002638925                    N
               1002656450                    N
               1002676189                    Y
               1002681878                    Y
               1002698156                    N                                     100880
               1002709590                    N
               1002711113                    Y
               1002713852                    N
               1002714646                    Y
               1002716216                    Y
               1002718893                    N
               1002720461                    Y
               1002727883                    Y
               1002735552                    N
               1002739727                    N                                                                      128000
               1002751659                    Y
               1002753773                    Y
               1002754362                    Y
               1002765421                    N                                     100800
               1002769329                    N
               1002771414                    N
               1002776543                    N
               1002781252                    N
               1002791054                    N
               1002791697                    N                                     260000
               1002794765                    N
               1002795657                    N
               1002796745                    N
               1002802854                    N                                                                       12490
               1002802916                    N
               1002805600                    Y
               1002806707                    N                                                                       63536
               1002814752                    Y                                                                       41200
               1002815350                    Y                                                                       35779
               1002815555                    N
               1002822119                    N
               1002824288                    N
               1002826455                    Y
               1002826614                    Y
               1002826981                    N
               1002828532                    Y
               1002829443                    Y
               1002830618                    N
               1002833795                    N
               1002834963                    Y
               1002837336                    N
               1002838736                    Y
               1002839049                    N
               1002839548                    N
               1002841848                    N
               1002843622                    Y
               1002848128                    N                                     296000
               1002848299                    Y
               1002849788                    Y
               1002850436                    N
               1002853200                    Y
               1002853870                    Y                                                                       57705
               1002853969                    N
               1002856029                    N                                                                      125800
               1002858394                    Y
               1002858465                    N
               1002859017                    N
               1002861807                    Y
               1002861969                    Y
               1002869827                    Y
               1002873849                    N
               1002876882                    Y
               1002878416                    N
               1002879344                    Y
               1002882526                    Y
               1002882535                    Y
               1002883829                    N
               1002884445                    Y                                                                      102000
               1002885131                    N
               1002887718                    N
               1002887807                    Y
               1002888334                    N
               1002888806                    N
               1002890544                    N                                                                       51000
               1002890759                    Y
               1002891133                    N                                     204000
               1002891302                    N
               1002891909                    N                                     104000
               1002892123                    N
               1002894906                    N
               1002896209                    Y
               1002896922                    Y
               1002897066                    Y
               1002903451                    N
               1002903656                    Y
               1002906163                    Y
               1002912307                    N
               1002917124                    Y
               1002917525                    Y
               1002918258                    Y                                                                       69200
               1002919676                    N
               1002925142                    N
               1002929095                    N
               1002929861                    Y
               1002931812                    N
               1002936915                    N                                     127415
               1002937273                    N
               1002941035                    Y
               1002941865                    N                                     124800
               1002942052                    N
               1002943783                    N                                                                       73070
               1002945111                    N
               1002946655                    N                                     444800
               1002946851                    Y
               1002947930                    Y                                                                       44000
               1002948298                    N
               1002948840                    N
               1002949625                    N                                     152000
               1002949983                    N
               1002950328                    N
               1002950970                    Y
               1002951292                    N                                     320000
               1002951434                    N
               1002955172                    N                                      96000
               1002957107                    Y                                                                       27380
               1002957312                    N
               1002957839                    Y
               1002958641                    Y
               1002958669                    N
               1002960503                    N
               1002961110                    Y
               1002961441                    Y
               1002961469                    Y
               1002961833                    Y
               1002962360                    Y
               1002964787                    N                                     159200
               1002965704                    Y
               1002965777                    N                                     230000
               1002966552                    N                                     615100
               1002967819                    Y
               1002968239                    N
               1002968612                    Y                                                                       97000
               1002969112                    N
               1002969292                    Y
               1002970896                    N
               1002971083                    Y                                                                       31000
               1002971136                    N
               1002972732                    N
               1002975123                    N
               1002976612                    Y
               1002982847                    N
               1002983285                    Y
               1002984569                    Y
               1002985719                    Y
               1002986380                    N
               1002989378                    N
               1002989608                    Y
               1002990302                    Y
               1002990945                    Y
               1002991392                    N
               1002991659                    N                                                                       33200
               1002993185                    Y
               1002994380                    N
               1002996958                    Y
               1002999241                    N                                     400000
               1003000442                    Y                                                                       20000
               1003001398                    Y                                                                       18780
               1003001995                    Y                                                                       25300
               1003010253                    N
               1003010351                    Y
               1003011136                    Y
               1003011617                    Y
               1003017540                    Y
               1003017906                    Y
               1003018326                    N
               1003019717                    N                                                                       31030
               1003019922                    N
               1003020670                    Y
               1003021857                    N                                                                       10950
               1003023908                    Y
               1003027156                    Y                                                                       32570
               1003027414                    N                                                                       22000
               1003032113                    Y                                                                       23100
               1003033979                    Y
               1003035021                    Y
               1003035780                    N
               1003036878                    N
               1003036976                    N
               1003042825                    Y
               1003043174                    Y
               1003043888                    N                                                                       50000
               1003044100                    N
               1003044173                    N                                                                       24280
               1003044477                    N
               1003045369                    Y                                                                       21900
               1003046723                    Y
               1003047018                    Y
               1003047152                    Y
               1003048071                    N
               1003048188                    Y
               1003048428                    N
               1003050129                    Y
               1003050487                    Y
               1003051244                    Y
               1003051627                    Y
               1003052500                    N
               1003054937                    N
               1003055231                    Y
               1003055320                    Y
               1003055507                    Y
               1003055678                    Y
               1003058041                    Y
               1003059512                    Y
               1003060430                    N
               1003061590                    Y
               1003062072                    N
               1003064864                    Y
               1003064962                    Y
               1003065131                    N
               1003065694                    N
               1003065818                    Y
               1003065863                    Y
               1003068307                    N                                     276000
               1003069903                    Y
               1003070205                    N
               1003070456                    Y
               1003071160                    Y
               1003072542                    N
               1003075987                    N                                                                       26000
               1003076156                    N
               1003076833                    N                                      88000
               1003077477                    Y
               1003079714                    Y
               1003081275                    N                                     200000
               1003082087                    N
               1003082194                    N
               1003083745                    Y
               1003083834                    N                                                                      114913
               1003084370                    Y
               1003086341                    Y
               1003086369                    N
               1003087215                    Y
               1003087769                    Y
               1003088438                    Y
               1003088893                    N
               1003089008                    N                                                                       16000
               1003089927                    Y
               1003090176                    Y
               1003090194                    N
               1003090318                    Y
               1003090577                    Y                                                                       40000
               1003091095                    N
               1003092584                    N
               1003093672                    Y
               1003094706                    N
               1003096465                    N                                     256000
               1003097963                    N                                                                       13500
               1003099220                    Y
               1003099346                    Y
               1003100931                    Y
               1003101477                    Y
               1003102653                    N
               1003104900                    Y                                                                       24300
               1003104991                    Y
               1003105115                    N
               1003105302                    Y
               1003105749                    Y
               1003106800                    N
               1003106935                    N
               1003107168                    N                                      92800
               1003107462                    N
               1003107998                    Y
               1003108121                    Y
               1003108675                    N
               1003108906                    Y
               1003108924                    Y
               1003109139                    N
               1003109344                    Y
               1003110500                    N                                                                      116000
               1003111652                    N                                                                       13940
               1003112198                    Y
               1003113053                    Y
               1003113589                    Y
               1003113696                    N
               1003115319                    Y
               1003116149                    N
               1003116292                    Y
               1003116835                    Y                                                                       15500
               1003116871                    Y                                                                      152800
               1003117068                    N
               1003118076                    Y
               1003118227                    Y
               1003118753                    Y
               1003118968                    Y
               1003119654                    Y
               1003120526                    N
               1003120713                    Y
               1003121311                    Y
               1003121491                    Y
               1003121632                    Y                                                                       60400
               1003122481                    N
               1003122542                    N                                     106000
               1003123480                    Y
               1003124041                    N
               1003124078                    N
               1003124470                    N
               1003125772                    N
               1003126156                    Y
               1003126290                    N
               1003126959                    Y
               1003127627                    Y
               1003128653                    N
               1003129625                    N
               1003130089                    Y
               1003130775                    N                                     169600
               1003133380                    N                                     125200
               1003135725                    Y
               1003136458                    Y
               1003137331                    N
               1003137616                    Y
               1003137705                    N                                     115040
               1003137901                    Y
               1003139062                    Y
               1003139598                    N                                                                       60770
               1003139856                    N                                     112800
               1003139909                    Y
               1003140808                    Y
               1003141344                    N                                                                       73180
               1003142021                    Y
               1003142290                    Y                                                                       38200
               1003142833                    N                                     249600
               1003143510                    N                                     540000
               1003143985                    N
               1003144332                    Y
               1003144537                    Y                                                                      120000
               1003145144                    N                                     291920
               1003145153                    N
               1003147865                    N
               1003148695                    N
               1003149612                    Y
               1003150743                    Y
               1003150994                    Y
               1003152616                    N
               1003154393                    N                                     540000
               1003154491                    N
               1003155837                    Y
               1003156159                    Y
               1003156300                    N
               1003159496                    Y
               1003160037                    Y
               1003160457                    Y
               1003160634                    N
               1003160849                    N
               1003160965                    N                                     271920
               1003161544                    N                                     122400
               1003162400                    N
               1003162561                    N                                                                       28400
               1003162598                    N                                                                       37683
               1003163150                    Y                                                                       33000
               1003163971                    N
               1003164505                    Y
               1003164952                    Y
               1003165201                    Y
               1003165210                    N                                     116800
               1003166406                    N                                                                       27000
               1003166601                    Y
               1003168057                    Y
               1003168789                    Y
               1003170035                    N                                                                       29000
               1003170428                    Y                                                                       20000
               1003171481                    N                                     115232
               1003171757                    N
               1003172621                    N                                     265000
               1003173443                    N                                                                       77000
               1003174022                    N                                     176000
               1003174246                    N                                                                       31980
               1003175021                    N
               1003175343                    N
               1003176921                    N
               1003177779                    N                                     208000
               1003178206                    N                                     220000
               1003178448                    N
               1003178947                    N                                     160000
               1003179811                    N                                     352000
               1003180499                    N                                     400000
               1003180532                    Y
               1003180596                    N                                     175200
               1003181283                    N
               1003181666                    Y
               1003183218                    N
               1003183860                    N
               1003184137                    Y
               1003184342                    Y
               1003184805                    Y
               1003184903                    Y
               1003184958                    Y
               1003185056                    Y
               1003185369                    N                                                                      116269
               1003185626                    N                                     231920
               1003185840                    Y
               1003186037                    N                                     109600
               1003186411                    Y
               1003187081                    N
               1003187615                    N                                     105600
               1003187651                    Y
               1003188026                    N                                      91000
               1003188419                    N                                                                        4620
               1003188669                    Y                                                                       70000
               1003189016                    Y                                                                       48000
               1003189640                    Y
               1003189775                    N
               1003189908                    N                                     588849
               1003190647                    N
               1003190772                    N                                     136000
               1003191245                    N                                     166400
               1003192075                    N                                     192000
               1003193207                    N                                                                      100000
               1003193626                    N                                     403600
               1003194527                    N
               1003195768                    N                                     212800
               1003196302                    Y
               1003196687                    N                                     483360
               1003196810                    N                                     403760
               1003198890                    N
               1003199559                    N                                     224000
               1003201804                    N                                     225352
               1003203321                    Y
               1003203474                    N                                     324000
               1003203722                    Y
               1003203919                    Y
               1003205061                    Y
               1003206042                    Y
               1003207032                    Y
               1003207050                    N                                     168000
               1003208503                    N
               1003210377                    N                                     134240
               1003210929                    N                                     256000
               1003211483                    N                                      78500
               1003211973                    N                                     136000
               1003213579                    Y                                                                       46800
               1003213588                    Y
               1003214211                    N
               1003214462                    N                                     624000
               1003214925                    N                                     435200
               1003216004                    N                                     330400
               1003216807                    N                                     140000
               1003217691                    Y
               1003218217                    N                                                                        7200
               1003218244                    N                                     103920
               1003218618                    N                                     226400
               1003218716                    Y
               1003218841                    N
               1003219127                    N
               1003219635                    N                                     280000
               1003219886                    Y                                                                       34320
               1003220393                    N                                      96500
               1003220776                    N
               1003221052                    N                                     163200
               1003223498                    N                                     102628
               1003223755                    Y
               1003223835                    N                                     199920
               1003225968                    N                                     244000
               1003226501                    N                                     260800
               1003226529                    N                                     244800
               1003226716                    N                                     180000
               1003226823                    N                                     255000
               1003227644                    N                                     288792
               1003227895                    N                                      99040
               1003228723                    Y
               1003228778                    N                                     240000
               1003228956                    Y
               1003231470                    N                                                                        3675
               1003232433                    Y
               1003232914                    N                                                                       20000
               1003233833                    N
               1003234342                    Y                                                                       20000
               1003234627                    N                                      80000
               1003235617                    N
               1003235840                    N
               1003237125                    N                                     207200
               1003237580                    Y
               1003239873                    Y                                                                       48000
               1003241520                    N                                     274320
               1003242002                    Y
               1003243172                    N                                     430800
               1003246400                    N
               1003246428                    N                                     584000
               1003250305                    Y
               1003250403                    Y                                                                       54000
               1003252269                    N                                     194345
               1003253829                    N                                     183040
               1003253838                    Y                                                                       63000
               1003255159                    N                                     541800
               1003255774                    Y
               1003256407                    Y
               1003256531                    Y
               1003258520                    Y
               1003258959                    N                                     428000
               1003259422                    Y                                                                       45000
               1003260474                    N
               1003261972                    N                                     128000
               1003262739                    N
               1003265530                    Y
               1003266469                    Y                                                                       20067
               1003267896                    N                                     317600
               1003269643                    N
               1003270203                    N
               1003270908                    N                                     123264
               1003271916                    N
               1003271952                    N                                     584000
               1003273399                    N                                     266400
               1003275119                    Y
               1003275636                    N                                     620000
               1003276742                    N                                     284000
               1003277563                    Y
               1003280363                    N
               1003281503                    N
               1003284154                    N                                     231200
               1003284485                    N                                     280000
               1003286982                    Y
               1003287080                    N                                     227920
               1003287482                    N                                     139200
               1003288025                    N                                      87200
               1003291075                    N                                     416000
               1003291173                    N                                     292000
               1003293117                    Y
               1003293493                    Y
               1003293652                    Y
               1003293787                    N                                     500000
               1003296436                    N                                     660000
               1003297881                    N                                     244000
               1003298979                    Y
               1003299674                    N                                     475600
               1003300163                    Y                                                                       14000
               1003302679                    Y                                                                       36000
               1003302964                    Y
               1003303838                    Y
               1003307068                    N
               1003307576                    N                                     388000
               1003307656                    N
               1003308281                    N
               1003309618                    N
               1003309949                    N                                     249880
               1003314620                    Y
               1003316496                    Y                                                                       24400
               1003319787                    N
               1003322416                    N                                     310400
               1003325388                    Y                                                                       28100
               1003326010                    N
               1003326181                    N                                     178400
               1003326190                    Y
               1003326350                    N
               1003327572                    N                                                                       24310
               1003328367                    N                                     368000
               1003330265                    Y
               1003330782                    N
               1003331157                    Y
               1003331754                    N
               1003331781                    N
               1003334010                    Y
               1003337482                    N
               1003346800                    N
               1003348513                    N
               1003348791                    Y
               1003350545                    N
               1003351535                    N
               1003352883                    Y
               1003353230                    N                                     180000
               1003357094                    Y
               1003359109                    Y
               1003359234                    Y
               1003359966                    N                                     168000
               1003361711                    N
               1003368821                    N                                                                       20728
               1003369072                    N
               1003372406                    N
               1003372709                    N                                                                       26280
               1003375635                    Y
               1003376260                    N                                                                       26500
               1003377660                    N
               1003378491                    Y                                                                       27550
               1003379301                    N                                                                       76000
               1003380282                    Y
               1003384082                    N                                                                       25800
               1003386133                    N                                     440000
               1003387908                    N                                     123920
               1003388211                    N                                                                        6500
               1003389112                    N
               1003391332                    N
               1003394151                    Y
               1003397755                    Y
               1003398380                    N                                     174400
               1003400983                    N                                     361784
               1003403294                    Y
               1003403962                    N
               1003404792                    Y
               1003406040                    N                                     128000
               1003407405                    Y
               1003408164                    N                                      82400
               1003408707                    Y
               1003408823                    N                                     220000
               1003409608                    N                                                                       22999
               1003410865                    N
               1003410892                    N
               1003412300                    N                                     352000
               1003415520                    Y
               1003416556                    N                                     134400
               1003419027                    Y
               1003424440                    Y
               1003425706                    N                                      82240
               1003429463                    N
               1003431165                    N                                      84000
               1003431423                    N                                     132000
               1003433546                    N                                                                       95980
               1003434901                    N
               1003436464                    N                                      77000
               1003436954                    N                                     164000
               1003437837                    N                                     188000
               1003438382                    Y
               1003441939                    Y
               1003443633                    Y
               1003444393                    N
               1003444473                    Y
               1003445052                    N
               1003445800                    N                                     146400
               1003450214                    N                                     460000
               1003451446                    Y
               1003452855                    N                                      78500
               1003455353                    N                                     184000
               1003455870                    N                                     146400
               1003458109                    N                                     110800
               1003458886                    Y                                                                       47000
               1003462522                    N                                                                       26676
               1003462648                    N                                     137600
               1003464487                    N
               1003465146                    N                                      97600
               1003467572                    N                                      68175
               1003469473                    Y
               1003471772                    Y
               1003477259                    N
               1003480922                    N                                                                       32880
               1003481020                    N                                     105592
               1003483910                    N
               1003484438                    Y
               1003485570                    N                                     174400
               1003487426                    Y
               1003487435                    N
               1003489923                    N                                     151360
               1003492811                    Y
               1003497200                    Y                                                                       36300
               1003499805                    Y                                                                       40980
               1003500367                    Y
               1003500517                    Y                                                                       25000
               1003500893                    N
               1003501598                    N                                     168000
               1003502702                    Y
               1003503186                    Y
               1003504782                    N                                     303600
               1003505567                    Y
               1003505763                    N                                     208000
               1003507208                    N
               1003508154                    N                                     100800
               1003510089                    N                                     148000
               1003512835                    N                                                                       44347
               1003513237                    N                                     104800
               1003516760                    N                                     168800
               1003516993                    N
               1003518303                    Y
               1003519543                    Y
               1003520531                    Y                                                                       28000
               1003524715                    Y
               1003526795                    N                                     302400
               1003528739                    N
               1003529168                    N                                                                       45600
               1003530110                    N
               1003530361                    N                                     367200
               1003531397                    Y
               1003532476                    N                                     440000
               1003533803                    N
               1003534081                    N                                     281600
               1003534615                    N
               1003535909                    N
               1003537738                    N
               1003540289                    Y
               1003540369                    Y
               1003540467                    N                                     272000
               1003544043                    N                                                                       37200
               1003544132                    N                                     404000
               1003544141                    Y
               1003545667                    Y
               1003546489                    N                                                                       42700
               1003547102                    Y
               1003548325                    Y
               1003548959                    N                                     351999
               1003553247                    Y
               1003553274                    N                                     134800
               1003554157                    N                                     476000
               1003555557                    Y                                                                       99800
               1003556342                    N                                     205600
               1003556743                    N                                     115200
               1003559964                    N                                     206400
               1003560685                    N                                     103920
               1003560961                    N                                     134400
               1003563049                    N
               1003564128                    N                                     279920
               1003564459                    N                                      74000
               1003565430                    N                                     254400
               1003569070                    Y                                                                       20000
               1003570488                    N                                     152000
               1003570941                    N                                                                      107980
               1003575517                    N                                     161520
               1003577098                    N
               1003577249                    N
               1003579746                    N                                     135200
               1003581181                    N                                     181600
               1003581564                    N
               1003582652                    N                                     280000
               1003584197                    Y
               1003584847                    Y
               1003585640                    N                                     196000
               1003586435                    N
               1003587309                    N
               1003587595                    Y                                                                       25000
               1003587915                    N                                      72000
               1003589370                    N
               1003589664                    Y                                                                       74000
               1003590395                    N                                     350400
               1003590732                    N                                     111200
               1003591410                    N
               1003592730                    Y                                                                       34000
               1003594300                    Y
               1003595577                    N
               1003597799                    Y
               1003598716                    Y
               1003599029                    N                                     391920
               1003599083                    Y
               1003599190                    Y
               1003600151                    N                                                                       30529
               1003604335                    N
               1003604861                    Y
               1003606789                    N                                                                       22750
               1003607519                    Y
               1003607895                    Y                                                                       68000
               1003608199                    Y
               1003608527                    Y
               1003612371                    N                                     308000
               1003612629                    N                                     341600
               1003615699                    Y
               1003617303                    N                                                                       36800
               1003617385                    Y
               1003618026                    N                                     132000
               1003620200                    N                                      95920
               1003624796                    N                                     184800
               1003625526                    N                                     168000
               1003625964                    N                                     131600
               1003627016                    N                                     156000
               1003627070                    N                                     106312
               1003627695                    N                                     220000
               1003633795                    N                                     116365
               1003635383                    Y
               1003637844                    N                                                                      113000
               1003638950                    Y
               1003640769                    N
               1003640858                    N                                     119520
               1003641170                    N
               1003642669                    N
               1003645096                    Y                                                                       49800
               1003645381                    N                                     105600
               1003646451                    Y
               1003646558                    Y
               1003647192                    Y
               1003648431                    N                                      82960
               1003650114                    N
               1003650187                    N
               1003651220                    N
               1003651943                    N                                     213200
               1003653950                    N                                     168800
               1003655903                    N                                      84000
               1003658241                    N                                     118320
               1003658483                    N
               1003658811                    N                                     280000
               1003660078                    N
               1003665215                    N                                     392000
               1003666875                    N                                     103200
               1003667669                    N                                     304000
               1003668249                    Y                                                                       89000
               1003668524                    Y
               1003670762                    N                                     146400
               1003671253                    N                                      82400
               1003671547                    N                                      67000
               1003671949                    N
               1003672181                    N                                      80000
               1003672859                    N                                      77400
               1003673233                    N                                     252000
               1003673796                    N                                     178400
               1003673812                    N                                      87600
               1003675222                    N                                      64900
               1003675721                    Y
               1003676604                    N                                      94400
               1003677284                    Y
               1003677603                    N
               1003678283                    N                                     131680
               1003679754                    N                                      96000
               1003680573                    N
               1003682009                    N                                                                       28500
               1003683035                    Y                                                                       31300
               1003684089                    Y
               1003684686                    N                                      63750
               1003685211                    Y
               1003685676                    N
               1003686602                    Y
               1003687344                    N                                     200000
               1003687709                    N
               1003688281                    N
               1003690875                    N                                     108000
               1003692052                    N
               1003693612                    N                                                                       29580
               1003696352                    N                                  319371.19
               1003697636                    Y
               1003698555                    N                                     107307
               1003699000                    N                                     129200
               1003699126                    N                                     188000
               1003699331                    N                                     115200
               1003699518                    N
               1003699536                    N                                     344000
               1003699732                    N                                     308000
               1003702381                    N                                      95920
               1003703647                    N
               1003704879                    N                                     265600
               1003706378                    N
               1003706948                    N                                     128000
               1003707153                    N
               1003708027                    N                                     384000
               1003712637                    N                                     178400
               1003714412                    Y
               1003714653                    N
               1003714779                    N
               1003715563                    Y
               1003715769                    N                                     239200
               1003715876                    N                                     260000
               1003718356                    Y
               1003718454                    N                                     516000
               1003719854                    N
               1003721128                    N                                     560000
               1003721208                    Y
               1003722010                    Y
               1003722582                    N
               1003723527                    N                                     123920
               1003723867                    Y
               1003724492                    Y
               1003724900                    Y
               1003725160                    Y
               1003725428                    N                                     113000
               1003726383                    N                                      99440
               1003726579                    N                                     172000
               1003726748                    N                                     188000
               1003729488                    Y
               1003730831                    N                                      90400
               1003731313                    N
               1003731536                    Y
               1003732303                    N
               1003733437                    N                                     118400
               1003738744                    N                                     228000
               1003738762                    N                                     139997
               1003739850                    N                                     252000
               1003739896                    N                                                                       51656
               1003739958                    N                                                                       95000
               1003740045                    Y
               1003740205                    N                                     420000
               1003742409                    N                                                                       75602
               1003744791                    N
               1003745950                    N                                                                       43000
               1003747137                    N
               1003747903                    N                                     236000
               1003748500                    N
               1003748760                    N
               1003749901                    Y
               1003751862                    N                                     145600
               1003752754                    N                                     138320
               1003752898                    N                                     156504
               1003754084                    Y
               1003754486                    Y
               1003755706                    N                                      87138
               1003757410                    Y
               1003757857                    N                                     102800
               1003760166                    N                                     588000
               1003760362                    N                                     404000
               1003760610                    Y
               1003760647                    N                                     102142
               1003762191                    Y
               1003762930                    N
               1003763467                    Y                                                                       33800
               1003763537                    N                                     159200
               1003767301                    N                                     102000
               1003767702                    N                                     128000
               1003768453                    Y
               1003768701                    N                                     208000
               1003768989                    N                                     380000
               1003769327                    N                                      96000
               1003769595                    N                                     108000
               1003772082                    N                                     182320
               1003772144                    N                                                                       21200
               1003772885                    N                                      80000
               1003773090                    N                                                                       96998
               1003773740                    N                                     273600
               1003775169                    Y
               1003775392                    Y                                                                        9000
               1003776328                    N
               1003778219                    N                                      99920
               1003779557                    N
               1003780527                    Y
               1003781740                    N                                     172000
               1003781937                    Y
               1003783436                    N
               1003783551                    N                                     159920
               1003784024                    N                                     164800
               1003785345                    N                                     448000
               1003790240                    Y
               1003790473                    N
               1003794237                    N
               1003795824                    Y
               1003796066                    N                                      62900
               1003796538                    N                                     124800
               1003796985                    N                                     468000
               1003799508                    N                                     151200
               1003800435                    N                                     101600
               1003800872                    N                                                                        7600
               1003800952                    N                                     168800
               1003801639                    Y                                     439920
               1003802031                    N                                   239802.4
               1003802692                    N
               1003802718                    N                                     153600
               1003803502                    N                                     448000
               1003803968                    N                                     546072
               1003804066                    N                                     226560
               1003804841                    N                                     197000
               1003808320                    N                                     253600
               1003809864                    N                                     107200
               1003810157                    N
               1003810996                    N                                      63500
               1003813038                    N                                     288000
               1003813485                    N                                     144000
               1003813617                    Y
               1003813680                    N                                      60900
               1003817267                    Y
               1003817711                    Y
               1003818952                    N                                     328000
               1003820716                    N                                     272800
               1003822581                    N                                     199750
               1003822643                    N                                     367200
               1003823759                    Y
               1003823946                    N                                     112000
               1003824936                    N                                     420000
               1003826845                    N                                     228000
               1003827078                    N                                     332000
               1003827531                    N                                     200588
               1003828692                    N                                     520000
               1003830849                    N                                     149548
               1003831330                    N                                     157176
               1003831571                    N                                     360000
               1003834925                    N                                     304000
               1003835158                    N
               1003837423                    N                                                                       15980
               1003837977                    Y
               1003839056                    N                                     237600
               1003839145                    Y                                                                      127900
               1003840507                    N                                     100000
               1003840650                    N                                     138324
               1003841230                    N                                     308800
               1003841766                    N
               1003842168                    N                                      93600
               1003842532                    N                                                                      104000
               1003843265                    N                                     130000
               1003843489                    N                                     447200
               1003845094                    Y
               1003846761                    N                                     615960
               1003846770                    N                                     316000
               1003848910                    N                                                                      101000
               1003849018                    Y
               1003850817                    N                                     132800
               1003851111                    Y
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               1003856278                    Y
               1003857188                    Y                                                                       48000
               1003857534                    Y                                                                       43580
               1003857614                    Y
               1003858560                    N                                     440000
               1003859104                    N                                                                       20000
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               1003860469                    Y
               1003860539                    N
               1003860977                    N                                     244000
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               1003862163                    N                                     183600
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               1003862715                    N                                     266320
               1003865286                    Y                                                                       31000
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               1003868318                    N
               1003870421                    N                                      90000
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               1003876336                    Y
               1003876639                    Y
               1003877674                    N
               1003877941                    N
               1003880143                    N                                     147360
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               1003884522                    Y
               1003884835                    Y
               1003885736                    N
               1003886548                    N
               1003886815                    Y
               1003888975                    Y
               1003889732                    N                                     155120
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               1003893790                    N
               1003895618                    N
               1003895707                    Y                                                                       50000
               1003897215                    Y
               1003899721                    Y
               1003901353                    N                                                                       45000
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               1003906125                    N                                     488000
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               1003912234                    N                                                                       25514
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               1003916187                    N                                                                      172400
               1003917319                    N                                      70500
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               1003919371                    Y
               1003919479                    N
               1003920680                    Y                                                                       70050
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               1003932230                    N                                     303200
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               1003936334                    N
               1003936414                    Y
               1003936441                    Y
               1003938500                    N
               1003940846                    Y                                                                        8950
               1003941140                    N                                     504000
               1003942103                    N                                                                       78000
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               1003943558                    N
               1003944254                    Y
               1003951003                    N                                                                      131000
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               1003954386                    N
               1003955250                    Y
               1003958346                    Y                                                                       31800
               1003962572                    N                                                                      111000
               1003963900                    Y
               1003964847                    N                                                                       27980
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               1003967381                    N
               1003967620                    N
               1003970288                    N
               1003970313                    N                                                                       83500
               1003971517                    Y
               1003971606                    N                                                                       59800
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               1003974328                    N
               1003975363                    Y
               1003976585                    N
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               1003977815                    N
               1003979733                    Y
               1003981622                    N                                     480000
               1003983611                    Y                                                                       67000
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               1003989054                    N
               1003991531                    Y
               1003993156                    Y
               1003994360                    N
               1003994422                    N
               1003995485                    N                                      89200
               1003995626                    N
               1003995975                    N
               1003997526                    Y
               1004000574                    N
               1004001430                    N                                                                       27000
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               1004002803                    Y
               1004003937                    Y
               1004004687                    N                                     112320
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               1004005374                    N
               1004005613                    N                                                                       60000
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               1004007078                    Y                                                                       50000
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               1004008273                    Y
               1004011205                    N                                                                        4350
               1004016825                    Y
               1004017085                    N                                                                       56000
               1004018592                    N
               1004019314                    N                                      80000
               1004019467                    Y
               1004019494                    N
               1004020026                    N                                     106480
               1004021427                    N
               1004021490                    N                                      73500
               1004021775                    Y
               1004021800                    N
               1004022337                    Y
               1004022774                    Y                                                                       27148
               1004024843                    Y                                                                      111700
               1004025860                    Y
               1004026459                    Y
               1004026468                    Y
               1004026789                    N                                      65532
               1004028395                    Y                                                                      145000
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               1004030140                    N                                     119600
               1004030774                    Y
               1004030925                    Y
               1004031023                    Y
               1004031639                    Y
               1004031899                    Y
               1004032291                    N
               1004033263                    N                                     197600
               1004033637                    N                                     136000
               1004033646                    Y                                                                       49400
               1004033735                    N
               1004035181                    N                                                                      149000
               1004035430                    N
               1004036554                    Y
               1004036830                    Y                                                                       61000
               1004036938                    N                                                                       93000
               1004038160                    N                                                                        9500
               1004038302                    Y
               1004039711                    N
               1004040503                    N
               1004041851                    N
               1004042556                    N                                                                       71500
               1004043779                    Y
               1004044616                    N
               1004045410                    N
               1004046552                    N                                      75000
               1004047221                    Y
               1004048630                    Y
               1004049461                    N
               1004049899                    N
               1004050065                    N                                                                      115000
               1004050261                    N                                     119200
               1004051545                    Y
               1004051714                    Y
               1004053320                    Y
               1004054258                    Y
               1004054640                    N
               1004054702                    N
               1004056924                    N
               1004057068                    N
               1004057488                    N                                     213120
               1004058370                    N                                                                      106500
               1004059547                    N                                     296000
               1004059798                    N                                                                       74000
               1004060232                    N                                     189600
               1004060330                    Y
               1004061366                    Y
               1004061936                    N                                                                       65000
               1004062677                    N
               1004064265                    Y
               1004064915                    N
               1004065594                    N
               1004067048                    Y
               1004068261                    N                                      85520
               1004068494                    N
               1004074414                    N
               1004075805                    N
               1004079035                    N
               1004081727                    N
               1004083333                    Y
               1004085849                    N                                                                       96000
               1004088294                    N                                      65000
               1004089462                    N                                     300000
               1004090931                    N                                     172000
               1004093108                    N
               1004094232                    Y                                                                      127800
               1004095712                    N
               1004096276                    N
               1004096374                    N                                                                       39750
               1004097284                    Y
               1004097701                    N                                      72000
               1004098238                    Y
               1004099371                    N                                      78900
               1004099772                    N                                     135920
               1004099889                    N
               1004100289                    N
               1004100546                    N
               1004101509                    Y
               1004101821                    N
               1004102839                    N                                                                        5850
               1004103703                    N
               1004104506                    N
               1004105603                    N
               1004105649                    N                                                                      140000
               1004105925                    N
               1004106372                    Y                                                                       88200
               1004110250                    N
               1004110884                    N
               1004111954                    N
               1004114568                    Y                                                                       27600
               1004115433                    N                                                                       43536
               1004118626                    N                                                                       86000
               1004119616                    N                                     142400
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               1004123264                    Y                                                                      110000
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               1004125182                    Y                                                                      109000
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               1004133663                    N                                     240000
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               1004142671                    N                                     284000
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               1004161374                    N
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               1004163130                    Y                                                                       43600
               1004164022                    Y
               1004164594                    N                                     141600
               1004165101                    N                                                                       74000
               1004165352                    N
               1004169447                    N                                                                    21357.66
               1004169802                    Y                                                                       37000
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               1004174869                    N                                      96000
               1004176705                    Y
               1004176938                    Y
               1004177483                    N                                     165600
               1004177937                    N                                                                       87500
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               1004181414                    Y
               1004182896                    N                                                                       54000
               1004184901                    Y
               1004186286                    N                                                                      150600
               1004186776                    N
               1004188033                    N
               1004189327                    N                                                                       35800
               1004189522                    N
               1004190306                    Y
               1004190814                    N                                     357000
               1004190887                    Y
               1004191617                    N                                     432000
               1004192821                    Y
               1004192992                    Y                                                                       79000
               1004195230                    Y
               1004195748                    Y
               1004205229                    N
               1004208761                    N                                      73670
               1004209181                    Y
               1004209724                    N
               1004210623                    Y
               1004210801                    N                                     167920
               1004211301                    N
               1004211659                    Y
               1004211882                    Y
               1004212863                    Y
               1004213498                    N                                                                       73800
               1004213844                    Y
               1004214638                    Y                                                                       13500
               1004215682                    N                                     111200
               1004216486                    Y
               1004217065                    N
               1004217831                    Y
               1004218386                    N                                      87920
               1004220417                    Y
               1004221194                    Y
               1004222059                    Y
               1004222638                    N
               1004224057                    N                                     172000
               1004225154                    N                                      89352
               1004226484                    N                                     114400
               1004226974                    N                                                                       37000
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               1004228366                    N
               1004229034                    Y                                                                       63400
               1004230068                    N
               1004233626                    Y
               1004233877                    Y
               1004234082                    Y
               1004234484                    Y
               1004235232                    Y                                                                       71000
               1004236179                    N
               1004236204                    N
               1004236473                    Y
               1004237720                    N
               1004239817                    Y
               1004240422                    N                                     304000
               1004241653                    Y
               1004243802                    N
               1004243973                    N                                                                      117100
               1004244767                    N
               1004245935                    N                                                                       73400
               1004253015                    N
               1004253195                    N
               1004253710                    Y                                                                       44000
               1004255031                    N
               1004255139                    N
               1004257217                    N                                     261600
               1004260579                    Y                                                                       34700
               1004266163                    Y
               1004271086                    N
               1004271905                    N
               1004273226                    N                                                                      115000
               1004275073                    N
               1004275251                    N
               1004276116                    N                                     441600
               1004276385                    N
               1004276465                    N                                     288000
               1004276991                    Y                                                                      128000
               1004278935                    N
               1004280478                    Y
               1004280655                    N
               1004280673                    N
               1004280913                    Y
               1004281271                    Y
               1004282323                    Y                                                                       31600
               1004282644                    Y
               1004282939                    N                                     145600
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               1004283304                    Y
               1004284223                    Y
               1004284893                    N                                     111920
               1004284928                    N                                     228160
               1004289914                    N                                      90000
               1004290564                    N                                                                       71000
               1004291082                    Y
               1004293268                    N                                                                      136000
               1004294043                    Y
               1004294445                    N
               1004295364                    N
               1004296005                    Y
               1004296194                    Y                                                                      110000
               1004296201                    Y
               1004297601                    Y
               1004298655                    Y
               1004299404                    Y
               1004301142                    N                                     156900
               1004301295                    Y
               1004301339                    N                                     106912
               1004302276                    Y
               1004302873                    N
               1004303079                    Y
               1004304826                    N                                                                       81200
               1004305781                    Y
               1004308699                    N                                     340000
               1004308724                    N                                     109600
               1004310285                    N                                                                       28200
               1004311916                    N                                     104800
               1004314192                    N                                     170320
               1004315761                    Y
               1004317420                    N
               1004318857                    Y
               1004319259                    N
               1004321816                    N                                     114000
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               1004329444                    N
               1004331823                    N                                                                      135800
               1004334946                    N                                                                      110000
               1004335302                    Y
               1004339709                    N
               1004340742                    Y                                                                       48000
               1004340859                    N                                      72597
               1004341849                    N
               1004342027                    N
               1004343936                    N
               1004344141                    N
               1004346158                    N                                                                       35000
               1004346292                    Y
               1004355655                    N
               1004355833                    N                                                                       13550
               1004356315                    Y                                                                       98700
               1004356547                    N                                                                       30600
               1004357733                    N
               1004357975                    N
               1004360122                    Y
               1004360621                    Y
               1004362059                    N
               1004362120                    Y
               1004362825                    N
               1004363076                    N
               1004366714                    N
               1004366750                    Y
               1004369169                    N
               1004369285                    N
               1004370086                    Y
               1004370148                    Y
               1004370665                    Y
               1004370861                    Y
               1004371021                    Y
               1004371343                    N                                                                      102400
               1004372413                    Y
               1004372761                    N                                                                      100000
               1004375866                    Y
               1004376892                    Y
               1004377267                    N
               1004377285                    N
               1004377828                    Y
               1004377999                    N
               1004382180                    Y
               1004385123                    N                                     180000
               1004385891                    N                                     167200
               1004386373                    Y
               1004387657                    N                                                                      130000
               1004388549                    N                                                                      149703
               1004388665                    N                                                                       64600
               1004388692                    Y                                                                       58900
               1004390821                    N
               1004391642                    N
               1004393230                    N
               1004395755                    N                                                                       95000
               1004400767                    N
               1004401258                    N
               1004402257                    N                                                                       49000
               1004402417                    N                                                                       82000
               1004402872                    N
               1004403176                    Y
               1004403755                    N                                                                       15340
               1004403844                    Y
               1004404193                    N                                     240000
               1004406217                    N                                     102320
               1004408260                    N
               1004409287                    N                                                                       56000
               1004411808                    Y
               1004411979                    N                                                                      111000
               1004412629                    N
               1004414583                    N                                      91360
               1004415476                    N
               1004417697                    N                                                                       93000
               1004418295                    N
               1004418455                    N
               1004418561                    N                                                                       43300
               1004419025                    N
               1004419089                    N                                                                      149000
               1004419935                    N
               1004420371                    N
               1004420674                    N                                                                       20000
               1004422191                    Y
               1004423145                    N
               1004425296                    N                                                                       33500
               1004425599                    N
               1004427329                    N                                     134000
               1004428211                    N                                      97850
               1004430690                    N                                     432000
               1004432536                    Y
               1004433759                    Y
               1004434044                    N                                                                       76800
               1004437951                    N                                      99892
               1004439851                    N                                     207920
               1004439995                    Y
               1004440929                    Y                                                                       38000
               1004441189                    N                                      80760
               1004442963                    N                                     312000
               1004445292                    N
               1004448253                    N
               1004449010                    Y                                                                       32400
               1004450588                    N                                                                       31600
               1004454236                    N
               1004456341                    Y
               1004457206                    N
               1004458170                    N                                     252000
               1004459473                    Y                                                                      143800
               1004460176                    N
               1004463583                    N
               1004463690                    N
               1004467204                    N
               1004467632                    N
               1004468524                    N                                     288000
               1004470414                    Y                                                                       41000
               1004471707                    Y
               1004472216                    Y
               1004472350                    N
               1004473484                    N
               1004473983                    Y
               1004475240                    N
               1004475758                    N                                                                       93000
               1004476766                    N                                     116489
               1004478899                    N                                                                      190000
               1004479610                    N
               1004482535                    Y
               1004485140                    N
               1004487692                    Y
               1004488986                    N                                                                      111000
               1004489146                    N                                     264000
               1004489654                    N
               1004492409                    N
               1004492800                    N
               1004493195                    N                                     147929
               1004495479                    N                                      88000
               1004495914                    N                                     159920
               1004499091                    N
               1004499910                    N                                      80000
               1004500757                    Y
               1004502087                    N
               1004503031                    N
               1004503102                    Y
               1004503120                    N                                                                       36666
               1004503601                    N
               1004504110                    Y
               1004506029                    N
               1004506350                    N
               1004506412                    N                                                                       15390
               1004507475                    N                                                                      102552
               1004507652                    N                                                                       26747
               1004508241                    N
               1004508697                    Y
               1004508937                    Y
               1004509071                    N
               1004513422                    N
               1004515242                    N
               1004519499                    N
               1004520272                    Y
               1004521752                    N                                      86400
               1004523741                    Y
               1004531377                    Y
               1004531643                    N                                                                       29200
               1004533071                    Y
               1004533767                    N
               1004534748                    Y                                                                       87000
               1004537656                    N
               1004538218                    N                                     251920
               1004538735                    N
               1004539440                    N
               1004539716                    Y
               1004540090                    N
               1004541133                    N
               1004541543                    Y
               1004542588                    N                                                                      132000
               1004544461                    N                                                                       47118
               1004544782                    Y
               1004547100                    Y
               1004547468                    N
               1004548582                    N
               1004549126                    Y
               1004550088                    N                                     146800
               1004553067                    N                                                                       70856
               1004556723                    Y
               1004557991                    N
               1004559365                    N
               1004559926                    N
               1004561904                    Y
               1004562253                    N
               1004562495                    Y
               1004563074                    N                                                                       30600
               1004564661                    Y
               1004565107                    N
               1004565474                    Y                                                                      101250
               1004567944                    N
               1004568836                    Y
               1004570976                    Y
               1004572153                    Y
               1004572224                    N
               1004572554                    Y                                                                       33600
               1004572894                    N                                                                       90000
               1004573633                    N
               1004575123                    N
               1004575436                    N
               1004578665                    Y
               1004580484                    N
               1004583864                    N                                                                      103000
               1004588609                    Y
               1004589172                    N
               1004591613                    Y
               1004593256                    N
               1004601078                    N
               1004604315                    Y
               1004605323                    N
               1004605699                    Y
               1004606019                    N
               1004607900                    N
               1004608320                    N
               1004609329                    N
               1004609506                    Y
               1004610013                    N
               1004610424                    Y
               1004611539                    Y
               1004613047                    Y
               1004619675                    N
               1004620912                    Y
               1004621733                    Y
               1004626541                    N
               1004627041                    Y
               1004628193                    N
               1004628371                    N
               1004630288                    N
               1004634337                    N                                                                      113000
               1004639038                    N
               1004639341                    Y
               1004640918                    Y
               1004645682                    Y
               1004651834                    N
               1004652487                    Y
               1004654724                    Y
               1004655135                    N
               1004658515                    N                                                                       34000
               1004662797                    Y
               1004663028                    N
               1004667060                    Y
               1004667514                    Y
               1004669406                    Y
               1004670314                    Y                                                                       46000
               1004676390                    N
               1004677013                    N                                                                      135800
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               1004681776                    N
               1004684158                    Y                                                                       30000
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               1004694584                    N
               1004694851                    Y
               1004696243                    Y
               1004698018                    N
               1004699008                    Y
               1004700602                    Y
               1004700782                    Y
               1004704635                    Y
               1004705224                    Y
               1004716025                    Y
               1004721741                    N
               1004721965                    Y
               1004722697                    Y
               1004723295                    N
               1004728511                    N
               1004734121                    N
               1004740043                    N
               1004740891                    N
               1004741890                    Y
               1004741925                    Y                                                                       28560
               1004749106                    N
               1004771697                    N
               1004777496                    N
               1004783808                    Y
               1004785110                    Y
               1004785316                    Y
               1004786020                    Y
               1004787154                    Y
               1004794556                    N
               1004800558                    Y
               1004802663                    N
               1004805152                    N
               1004807150                    N                                                                       77000
               1004826585                    Y
               1004827441                    N                                                                       25380
               1004828510                    Y
               1004832505                    Y
               1004834530                    N
               1004839278                    Y
               1004840417                    Y
               1004848543                    N
               1004854660                    N
               1004856793                    N
               1004857578                    Y
               1004859308                    N
               1004861572                    N
               1004873827                    N
               1004874069                    N
               1004880294                    N
               1004885477                    Y
               1004888036                    Y
               1004889026                    Y
               1004890372                    N
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               1004907818                    Y
               1004915890                    Y
               1004922196                    N
               1004923033                    N
               1004926487                    Y
               1004934076                    N
               1004934986                    Y
               1004936519                    N
               1004936779                    Y
               1004944234                    Y
               1004947464                    Y
               1004950672                    N
               1004958424                    N
               1004960894                    N
               1004961349                    Y
               1004963212                    N
               1004965764                    Y
               1004971016                    Y
               1004973416                    N
               1004980435                    N
               1004995768                    Y
               1005019703                    Y
               1005048450                    N
                  2235144                    Y
                  2249044                    Y
                  2251787                    Y
               1003113767                    N
               1003452374                    N
               1003457690                    Y                                                                       20000
               1003751693                    N
               1003836772                    N
               1003873874                    N                                                                       35000
               1003908212                    N                                      85600
               1004049791                    N                                                                       72733
               1004052474                    Y                                                                       20000
               1004062908                    N                                                                      110000
               1004065237                    N                                                                       87530
               1004076715                    Y
               1004086848                    Y
               1004089765                    Y
               1004096962                    N                                                                       55000
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               1004107683                    N
               1004108058                    Y
               1004110900                    N
               1004112212                    N
               1004112515                    Y
               1004112819                    N
               1004117315                    Y
               1004117556                    N
               1004124012                    Y
               1004127242                    Y
               1004127732                    N
               1004127983                    N                                                                       80000
               1004128884                    N
               1004129721                    Y
               1004129883                    N                                                                       35400
               1004129927                    N                                                                      112000
               1004131638                    Y                                                                      100000
               1004132931                    N
               1004134314                    Y
               1004135670                    Y                                                                       18538
               1004135938                    N
               1004136125                    Y                                                                       83600
               1004136232                    N
               1004136349                    N                                                                       33800
               1004139523                    N
               1004139756                    N
               1004141921                    Y
               1004143144                    N
               1004144875                    N
               1004146141                    Y                                                                       95400
               1004146365                    Y
               1004148372                    N                                                                       13200
               1004149932                    Y
               1004150420                    N
               1004152865                    N
               1004157548                    Y
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               1004180139                    N                                                                       52000
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               1004188934                    Y
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               1004219535                    N                                                                       30000
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               1004221078                    Y
               1004221309                    Y                                                                       27580
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               1004227465                    Y                                                                       35339
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               1004253827                    N                                                                       65999
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               1004268731                    Y                                                                       57000
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               1004304728                    Y
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               1004353684                    Y                                                                       82000
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               1004379363                    Y                                                                       25800
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               1004383820                    Y
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               1004401472                    N                                                                       30000
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               1004406976                    Y                                                                       30000
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               1004409900                    Y                                                                       36550
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               1004414324                    N                                                                       28061
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               1004418106                    N                                                                       24600
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               1004430137                    Y
               1004430306                    N
               1004430431                    Y                                                                       43000
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               1004432947                    N                                                                       86000
               1004433544                    N                                                                       79200
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               1004435463                    Y
               1004436293                    N                                                                       20000
               1004437407                    Y                                                                       21000
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               1004442133                    N
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               1004445568                    N
               1004445639                    Y
               1004449476                    Y                                                                       97000
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               1004455057                    N                                                                       80000
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               1004463360                    Y
               1004464056                    N                                                                       59800
               1004465466                    N                                                                       74000
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               1004468098                    Y                                                                       93000
               1004471093                    Y                                                                       33600
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               1004471495                    Y
               1004471574                    Y
               1004471887                    Y                                                                       58055
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               1004474287                    N                                                                      144000
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               1004475035                    N
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               1004475598                    Y
               1004477480                    N                                                                       71000
               1004478817                    N                                                                      119600
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               1004481689                    N
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               1004486728                    N
               1004487530                    N
               1004489351                    Y
               1004492588                    N
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               1004495843                    N
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               1004496094                    Y
               1004496762                    N
               1004501532                    N                                                                       52000
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               1004504156                    Y
               1004504218                    N
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               1004504860                    N
               1004505191                    Y                                                                      103000
               1004508223                    Y
               1004511068                    Y                                                                       92000
               1004511825                    Y                                                                       15800
               1004517179                    N
               1004518793                    N                                                                       43200
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               1004520003                    Y                                                                       65720
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               1004523778                    Y
               1004524688                    Y
               1004524946                    Y                                                                       30255
               1004525348                    Y                                                                      197600
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               1004527863                    N                                                                      122000
               1004529317                    N                                                                       85800
               1004531064                    N                                                                       76000
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               1004534150                    N                                                                       32400
               1004535079                    Y
               1004535284                    Y
               1004536871                    N                                                                       62980
               1004537549                    N                                                                       37000
               1004538165                    N
               1004538245                    N
               1004538664                    N                                                                       23000
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               1004540116                    N                                                                       78000
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               1004541909                    Y
               1004543051                    Y
               1004544372                    N
               1004544568                    N                                                                       70400
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               1004547299                    Y                                                                      137500
               1004547976                    Y                                                                       65000
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               1004554431                    Y
               1004554510                    N                                                                      106000
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               1004555617                    N
               1004555877                    N
               1004558231                    N
               1004558927                    N                                                                       24400
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               1004561691                    Y
               1004561833                    N                                                                      103000
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               1004564162                    Y
               1004565330                    N
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               1004565857                    N                                                                       39600
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               1004568159                    N
               1004568845                    N                                                                       75000
               1004568863                    Y
               1004569452                    Y
               1004569764                    N                                                                       70000
               1004570404                    N
               1004571608                    N                                                                       80400
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               1004572787                    N
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               1004574516                    N
               1004576293                    Y
               1004577050                    Y                                                                       43000
               1004578497                    N
               1004578656                    Y                                                                       35000
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               1004580643                    Y
               1004581214                    N                                                                     32418.1
               1004582160                    N                                                                       37390
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               1004585461                    Y
               1004586521                    N                                                                       45000
               1004589485                    N
               1004590339                    Y                                                                       16200
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               1004594530                    Y
               1004595174                    Y
               1004596636                    N
               1004596887                    Y                                                                       14889
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               1004599214                    Y
               1004599367                    Y                                                                       31000
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               1004600863                    N                                                                       88000
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               1004604217                    N                                                                       95000
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               1004606206                    Y
               1004607839                    N
               1004608437                    Y
               1004608794                    Y
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               1004611174                    N
               1004611245                    N                                                                       70763
               1004611995                    Y
               1004614019                    Y                                                                       21000
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               1004615884                    Y
               1004615955                    N
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               1004617953                    Y
               1004618257                    N                                                                       89400
               1004618970                    Y
               1004619648                    Y                                                                       23700
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               1004621804                    N
               1004622457                    N                                                                        2950
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               1004623982                    N
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               1004626346                    N
               1004627345                    N                                                                       65600
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               1004627906                    N                                                                        5000
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               1004630723                    N                                                                       93900
               1004632785                    Y                                                                       57000
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               1004633999                    N
               1004634220                    N                                                                       11900
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               1004637833                    Y
               1004637995                    Y
               1004638538                    N                                                                       86000
               1004639065                    Y                                                                       92000
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               1004640669                    N                                                                       25000
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               1004641828                    Y
               1004641935                    Y
               1004642391                    N                                                                       51400
               1004642765                    Y                                                                       17800
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               1004643210                    Y
               1004643657                    Y
               1004643853                    N
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               1004646084                    Y
               1004646805                    Y
               1004647252                    Y
               1004647305                    N
               1004648313                    N
               1004649321                    N                                                                       92000
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               1004651317                    Y
               1004652539                    N
               1004653333                    N
               1004653342                    Y                                                                       34000
               1004654467                    Y                                                                       63000
               1004654626                    Y                                                                       18747
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               1004660021                    N
               1004660986                    N                                                                       61000
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               1004661958                    N                                                                       22400
               1004662047                    Y                                                                       19600
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               1004662911                    Y
               1004663439                    N
               1004663527                    N                                                                       59000
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               1004664330                    Y
               1004664973                    N
               1004665268                    Y
               1004665482                    N
               1004665703                    N
               1004666007                    N                                                                       27000
               1004667131                    Y                                                                       12800
               1004667168                    Y                                                                       32000
               1004667177                    Y
               1004667239                    N
               1004667275                    Y
               1004667300                    N                                                                       43200
               1004667765                    Y
               1004669905                    Y
               1004670252                    Y                                                                       65224
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               1004673008                    Y
               1004673151                    Y
               1004673561                    N                                                                       97000
               1004674034                    Y                                                                       22495
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               1004674579                    Y
               1004674757                    Y
               1004675195                    N                                                                      101000
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               1004677200                    N
               1004677692                    N                                                                       64000
               1004678441                    N
               1004679789                    Y                                                                       63400
               1004679798                    Y                                                                       50000
               1004679878                    Y                                                                       78000
               1004680072                    N
               1004680526                    N
               1004680982                    N                                                                       56000
               1004681035                    Y                                                                       46000
               1004681197                    Y                                                                      126000
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               1004682123                    Y
               1004682258                    Y
               1004682267                    Y
               1004683015                    N
               1004683300                    Y
               1004683970                    Y                                                                       58000
               1004684032                    N
               1004685282                    N                                                                       32000
               1004685291                    Y
               1004685488                    Y
               1004686708                    N                                                                       95000
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               1004687431                    Y
               1004688181                    Y
               1004688323                    N                                                                       60000
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               1004689849                    Y
               1004689894                    N                                                                      151000
               1004691587                    Y
               1004692283                    N                                                                       18800
               1004692407                    N                                                                       57000
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               1004692862                    N
               1004693095                    Y                                                                       54200
               1004694094                    Y
               1004695663                    Y                                                                      107800
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               1004697938                    N
               1004698633                    Y
               1004698697                    N                                                                      105000
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               1004699687                    N
               1004700210                    Y                                                                       42980
               1004700238                    Y                                                                       22000
               1004700425                    Y
               1004700693                    N                                                                       32200
               1004700700                    N                                                                       70000
               1004701031                    N                                                                       19000
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               1004702735                    N
               1004703057                    N
               1004703244                    N
               1004703734                    Y
               1004704047                    Y                                                                       24000
               1004704305                    N
               1004704412                    N                                                                       83400
               1004704939                    N                                                                       39400
               1004705359                    N                                                                       77000
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               1004706036                    Y
               1004706376                    N                                                                       43398
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               1004707874                    Y
               1004708212                    N
               1004708739                    N                                                                       93000
               1004708935                    Y                                                                       69800
               1004709453                    N                                                                       31300
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               1004711002                    N
               1004711280                    Y
               1004712145                    Y
               1004713830                    N                                                                      109390
               1004714679                    N
               1004714802                    Y                                                                      105481
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               1004715963                    Y
               1004717195                    Y
               1004717364                    N
               1004721475                    N                                                                       96800
               1004721554                    N
               1004722884                    Y
               1004723428                    Y                                                                       20800
               1004723446                    N                                                                        3250
               1004724356                    Y
               1004724720                    Y                                                                       47420
               1004725051                    N
               1004728548                    Y
               1004729752                    Y
               1004730198                    Y
               1004730214                    N
               1004730296                    N
               1004731295                    N                                                                       21560
               1004732301                    Y
               1004732882                    N
               1004733694                    N                                                                       75980
               1004735344                    N                                                                       42000
               1004735567                    Y
               1004736021                    Y
               1004736174                    N
               1004736502                    Y
               1004736600                    N
               1004738154                    N
               1004740105                    Y
               1004740212                    Y
               1004740800                    Y
               1004740980                    Y
               1004743576                    Y                                                                       73400
               1004744511                    Y                                                                       17658
               1004744888                    N
               1004745299                    N
               1004747108                    Y
               1004747750                    N
               1004748900                    N
               1004749721                    Y
               1004749758                    Y
               1004750273                    Y
               1004752360                    Y                                                                       49741
               1004752547                    Y
               1004753305                    N
               1004753573                    Y                                                                       26845
               1004753911                    Y                                                                       89300
               1004754199                    Y
               1004754313                    Y
               1004754723                    N
               1004756160                    Y
               1004757141                    Y
               1004757212                    Y                                                                       16800
               1004757276                    N
               1004758284                    N
               1004758694                    N
               1004758845                    N
               1004759229                    Y
               1004759354                    N                                                                      131800
               1004760832                    N
               1004760887                    N
               1004760903                    N
               1004761555                    Y                                                                       72000
               1004762340                    Y
               1004762714                    Y
               1004762769                    Y
               1004763296                    Y
               1004763349                    N
               1004763401                    N                                                                        6700
               1004763688                    N                                                                       24638
               1004763777                    N                                                                      148000
               1004763811                    Y                                                                       33000
               1004763820                    Y                                                                       51135
               1004764231                    N
               1004764534                    Y
               1004764767                    N                                                                       31080
               1004765506                    Y
               1004766104                    Y                                                                       38800
               1004766444                    N                                                                      171200
               1004767158                    Y
               1004767265                    Y
               1004768503                    N
               1004770340                    N
               1004770812                    Y
               1004770849                    N                                                                       92000
               1004770894                    Y
               1004771018                    N
               1004772614                    N
               1004773310                    N                                                                       91000
               1004774113                    N
               1004774257                    N
               1004774569                    N
               1004778155                    N                                                                       20600
               1004779494                    N
               1004781481                    Y
               1004781515                    Y                                                                       89400
               1004781711                    N
               1004781720                    N
               1004783069                    N
               1004783853                    N                                                                       90040
               1004786262                    Y
               1004786315                    Y
               1004786752                    N
               1004786789                    Y                                                                       28000
               1004787234                    N                                                                       63000
               1004789072                    Y
               1004790300                    N
               1004790319                    N                                                                       60000
               1004791489                    Y
               1004791531                    Y
               1004791746                    N                                                                       67980
               1004792674                    Y
               1004794770                    Y
               1004794912                    Y
               1004795056                    Y                                                                      144000
               1004795458                    Y
               1004796064                    Y
               1004796224                    Y
               1004797143                    Y                                                                       40000
               1004797919                    N                                                                       20800
               1004797955                    N
               1004798017                    Y
               1004798204                    Y                                                                       20269
               1004798703                    N                                                                       86000
               1004799052                    Y
               1004799427                    N                                                                       17400
               1004799622                    Y                                                                       52000
               1004799926                    N                                                                      105000
               1004800086                    N
               1004800111                    N                                                                       73400
               1004800219                    N                                                                      124000
               1004802146                    N                                                                      108000
               1004803065                    N                                                                       27600
               1004803760                    N
               1004803840                    N                                                                       15500
               1004804279                    N                                                                       51700
               1004804698                    Y                                                                       29180
               1004804938                    Y
               1004805278                    N                                                                       40800
               1004805447                    Y
               1004805599                    N                                                                       80000
               1004806437                    N                                                                       78600
               1004806534                    N                                                                       44300
               1004807025                    N
               1004811074                    Y
               1004811699                    N
               1004811724                    N
               1004812821                    Y                                                                       81000
               1004812929                    N
               1004813269                    N                                                                       19800
               1004813571                    N
               1004813982                    Y                                                                       97800
               1004814339                    N
               1004814623                    N                                                                       97000
               1004815034                    Y                                                                       41400
               1004816284                    N                                                                       28080
               1004816596                    Y                                                                       20772
               1004816925                    N                                                                      146000
               1004817238                    Y
               1004817416                    N                                                                       34400
               1004817817                    Y
               1004818683                    Y
               1004819851                    Y
               1004820741                    Y                                                                       44160
               1004821296                    Y                                                                       19760
               1004821492                    N                                                                       79000
               1004823436                    N                                                                        8850
               1004823560                    Y                                                                      131800
               1004824836                    Y
               1004825461                    N                                                                      124000
               1004825620                    Y
               1004826004                    N
               1004826736                    N
               1004826941                    N
               1004827496                    N                                                                       44700
               1004827575                    Y
               1004828413                    N                                                                      134684
               1004829190                    Y                                                                       53800
               1004830044                    Y
               1004830963                    Y
               1004831490                    N
               1004831668                    N                                                                        9500
               1004832364                    N                                                                       67800
               1004832444                    Y
               1004832667                    Y
               1004832890                    Y
               1004833014                    N                                                                      127000
               1004833586                    Y
               1004835183                    N
               1004835815                    N                                                                       89000
               1004836501                    N                                                                       50000
               1004837001                    Y                                                                       44250
               1004839287                    N
               1004841835                    Y
               1004842200                    N
               1004842255                    Y
               1004842736                    N
               1004842861                    N
               1004842923                    N
               1004843085                    N                                                                       33200
               1004843502                    N
               1004843691                    N                                                                      138000
               1004844128                    Y
               1004844351                    Y                                                                       84000
               1004845528                    Y
               1004845886                    Y
               1004846885                    Y                                                                       49600
               1004847045                    Y
               1004847447                    N                                                                       77000
               1004847624                    Y
               1004847973                    N                                                                       74600
               1004848838                    Y
               1004850209                    Y
               1004850343                    Y                                                                       31980
               1004850593                    Y
               1004850664                    N                                                                       31400
               1004850806                    N
               1004851798                    Y                                                                       20000
               1004851832                    Y
               1004852270                    N                                                                       24532
               1004852341                    Y
               1004852644                    Y
               1004852751                    N                                                                       98200
               1004853386                    Y                                                                       42400
               1004855231                    Y
               1004855240                    N
               1004856720                    N                                                                      143200
               1004858005                    Y
               1004859781                    N                                                                       10900
               1004860902                    Y                                                                       38500
               1004864524                    N
               1004865060                    Y                                                                       59980
               1004865685                    N                                                                      145000
               1004865792                    N
               1004867674                    Y                                                                       50000
               1004867807                    N                                                                       74000
               1004871712                    N
               1004873220                    Y
               1004873765                    N
               1004873774                    Y
               1004873961                    N
               1004874112                    N
               1004874728                    N
               1004875727                    Y
               1004876254                    N
               1004876628                    N
               1004877921                    Y
               1004878216                    N
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               1004885182                    Y
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               1004886145                    Y                                                                       44000
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               1004887643                    N                                                                      118000
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               1004888937                    Y                                                                       69000
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               1004892959                    Y
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               1004895732                    Y                                                                       49000
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               1004896651                    N                                                                       73000
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               1004898230                    Y
               1004898338                    Y                                                                       51000
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               1004899710                    N                                                                      141000
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               1004911634                    N                                                                      103000
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               1004916531                    Y                                                                       25400
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               1004917415                    N
               1004917521                    Y                                                                       39000
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               1004922677                    N                                                                       36980
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               1004924489                    N                                                                       30900
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               1004937518                    Y                                                                       25000
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               1004939062                    N                                                                      157000
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               1004940602                    Y                                                                       63000
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               1004947080                    N
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               1004948123                    Y                                                                       30400
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               1004948640                    N                                                                      106000
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               1004949408                    Y                                                                       37400
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               1004956097                    Y
               1004958521                    Y
               1004959691                    N                                                                       39980
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               1004961535                    N                                                                       46000
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               1004962507                    N                                                                      142000
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               1004967156                    Y                                                                       16580
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               1004968119                    Y
               1004968235                    Y
               1004968903                    N
               1004969145                    N
               1004969261                    Y                                                                       65400
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               1004970400                    Y
               1004972836                    N
               1004976146                    Y                                                                       46200
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               1004977421                    N
               1004982308                    N                                                                      140000
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               1004988053                    Y
               1004988222                    Y                                                                       80000
               1004989579                    Y                                                                       30400
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               1004991389                    Y
               1004991682                    Y
               1004992761                    N                                                                       30000
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               1004996008                    Y                                                                       21200
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               1005001749                    Y                                                                      107600
               1005002285                    Y                                                                       45000
               1005004513                    Y                                                                       23600
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               1005009224                    Y
               1005010007                    Y                                                                       29300
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               1005019918                    N                                                                       92500
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               1005022904                    Y                                                                       66000
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               1005024387                    Y
               1005026759                    Y                                                                       20400
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               1005027160                    N                                                                       34800
               1005031002                    N                                                                      130000
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               1005032911                    Y                                                                       54000
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               1005036310                    Y
               1005036748                    N
               1005037079                    Y                                                                       38600
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               1005039175                    N                                                                       35100
               1005040403                    Y
               1005042697                    Y                                                                       96960
               1005044542                    N                                                                       30900
               1005047736                    Y                                                                       18800
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               1005052783                    N
               1005054683                    N
               1005056020                    N                                                                      110000
               1005059125                    N                                                                      119000
               1005059232                    N
               1005061309                    N                                                                      108708
               1005063423                    N
               1005064486                    N                                                                       28349
               1005065270                    N                                                                       36998
               1005065626                    N
               1005065751                    N                                                                       27968
               1005066563                    N                                                                       91200
               1005071352                    Y                                                                       39200
               1005079915                    N                                                                       50400
               1005080333                    N
               1005084810                    N                                                                       31300
               1005091394                    Y
               1005091429                    Y
               1005091633                    N                                                                       29600
               1005091964                    Y                                                                       80000
               1005094774                    N
               1005095791                    N                                                                      117000
               1005098903                    Y                                                                       66400
               1005101043                    N                                                                       85000
               1005108778                    N                                                                       93750
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               1005115984                    Y
               1005117161                    Y                                                                       23600
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               1005122333                    Y
               1005124313                    Y                                                                       28000
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               1005144079                    N                                                                       72000
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                  2177024                    Y
                  2178639                    N
                  2201068                    Y
                  2213989                    Y
                  2217991                    N
               1000660207                    Y                                                                       35708
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               1002332041                    N
               1002557076                    Y                                                                       75000
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               1002794747                    Y
               1002803176                    N                                                                      123000
               1002834730                    Y                                                                       34700
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               1002887996                    N
               1002900864                    Y
               1002918418                    Y
               1002970413                    Y
               1002983980                    Y                                                                       32400
               1003035254                    Y
               1003063179                    N                                                                       29880
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               1003108425                    N
               1003117549                    Y
               1003161054                    Y
               1003162357                    N
               1003193975                    Y
               1003195571                    Y
               1003197846                    Y
               1003201635                    N
               1003240479                    N                                     191592
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               1003259440                    N
               1003270070                    N                                     600000
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               1003313747                    Y
               1003332753                    Y
               1003363577                    Y
               1003481075                    N
               1003482136                    N                                                                       68850
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               1003624910                    Y                                                                       62400
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               1003642954                    N                                                                       34000
               1003663841                    N                                                                       97000
               1003788734                    N                                                                       58400
               1003789261                    Y                                                                       27765
               1003882560                    Y                                                                       40242
               1004002073                    Y                                                                       34200
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               1004632570                    N
                  2220557                    N
                  2227166                    N                                                                       25000
                  2233905                    N
                  2234841                    N                                     174250
                  2250688                    Y                                                                       27600
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               1003377303                    Y
               1003390887                    N
               1003524751                    N                                      73500
               1003529612                    N                                      88000
               1003615742                    N                                                                       40000
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               1003834364                    N                                      98400
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               1004001760                    N                                                                       24700
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               1004034636                    N                                                                       31270
               1004039720                    Y                                                                       47600
               1004042057                    Y                                                                       71865
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               1004119082                    Y                                                                       86000
               1004124548                    Y                                                                       73000
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               1004160810                    Y                                                                       34600
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               1004182734                    N
               1004193072                    Y
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               1004308886                    Y
               1004313166                    N
               1004318688                    Y                                                                       51800
               1004331084                    N                                      87200
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               1004337925                    Y
               1004344301                    N                                      76760
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               1004362745                    Y                                                                       35000
               1004366331                    Y                                                                       72000
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               1004369356                    N
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               1004383152                    Y
               1004390144                    Y                                                                       51980
               1004390313                    N                                                                       69000
               1004390741                    Y                                                                       40000
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               1004399181                    N
               1004400892                    N                                                                       41730
               1004406789                    N                                                                       77980
               1004413389                    N
               1004413799                    N                                                                        7250
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               1004429997                    N
               1004431779                    Y                                                                       45600
               1004432108                    Y
               1004433241                    Y
               1004440849                    N                                                                       31000
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               1004457634                    N
               1004461111                    N
               1004463912                    N                                                                      116000
               1004464163                    N                                                                       70000
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               1004489226                    N
               1004492089                    N
               1004493881                    N
               1004498065                    N
               1004500409                    Y                                                                       34000
               1004507493                    N                                                                       30000
               1004511326                    Y
               1004511424                    N                                                                       76000
               1004514831                    N                                                                      110000
               1004519408                    N                                                                       28800
               1004526178                    N
               1004535453                    N                                                                       81000
               1004535701                    N                                                                       56000
               1004538673                    Y                                                                       38400
               1004550872                    N
               1004571305                    Y                                                                       31400
               1004572331                    Y
               1004572572                    N
               1004576925                    N
               1004578406                    N
               1004581713                    Y                                                                       16000
               1004582400                    Y
               1004586326                    N
               1004588182                    N
               1004588556                    Y                                                                       56000
               1004595361                    Y                                                                       21800
               1004598251                    Y
               1004599189                    Y                                                                       37220
               1004600444                    N
               1004600943                    Y
               1004603496                    Y
               1004607731                    N                                                                       60000
               1004610996                    Y
               1004613868                    N                                                                       34500
               1004617613                    Y
               1004618104                    N                                                                       15600
               1004622572                    Y
               1004623161                    Y                                                                       68000
               1004625356                    N
               1004625613                    Y
               1004626104                    N                                                                       87600
               1004626621                    Y                                                                       41400
               1004626890                    Y
               1004627577                    N
               1004628736                    N                                                                      116000
               1004630769                    Y
               1004632703                    Y
               1004633579                    N
               1004637334                    N
               1004643336                    Y
               1004646208                    Y
               1004646413                    N                                                                       78000
               1004646994                    Y                                                                       87000
               1004649116                    Y
               1004650817                    Y                                                                       42200
               1004651166                    N                                                                       59800
               1004652218                    Y                                                                       34000
               1004656884                    Y                                                                       41577
               1004665892                    Y                                                                       57000
               1004666025                    Y
               1004666560                    Y                                                                       72000
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               1004673491                    Y                                                                       55800
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               1004676639                    Y                                                                       35400
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               1004679379                    Y
               1004679422                    Y                                                                       55900
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               1004680009                    N
               1004682098                    N
               1004682187                    N                                                                       79400
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               1004684238                    N
               1004686423                    N
               1004687128                    Y                                                                       27580
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               1004692791                    Y                                                                       40170
               1004696840                    N                                                                       70980
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               1004697741                    N
               1004699099                    Y                                                                       25580
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               1004703486                    N                                                                      117600
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               1004707687                    N
               1004711510                    N
               1004712430                    N
               1004713518                    N
               1004715516                    N
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               1004719442                    Y                                                                       29900
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               1004723874                    N                                                                      148400
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               1004724150                    N
               1004724613                    N
               1004725266                    N                                                                       76000
               1004726443                    Y                                                                       49000
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               1004733006                    Y                                                                       48986
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               1004733827                    Y                                                                       26500
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               1004739108                    Y
               1004741444                    Y
               1004742041                    N                                                                       13800
               1004746154                    N                                                                       51000
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               1004752538                    N
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               1004758685                    N
               1004760574                    Y
               1004760823                    N                                                                       91999
               1004761029                    Y                                                                       45000
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               1004763991                    Y
               1004765196                    N
               1004766079                    Y                                                                      117200
               1004766514                    Y                                                                       60300
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               1004769496                    N
               1004769600                    Y                                                                       47800
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               1004783381                    Y                                                                       24800
               1004784772                    Y                                                                       27071
               1004784941                    N
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               1004787369                    Y
               1004790042                    Y
               1004791069                    Y
               1004791540                    N                                                                       91400
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               1004797358                    Y                                                                       23000
               1004797544                    Y
               1004797759                    Y                                                                       58000
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               1004803939                    Y
               1004804411                    Y                                                                       39100
               1004805170                    Y                                                                       44000
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               1004812938                    N                                                                       29000
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               1004817103                    Y
               1004817461                    N
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               1004822142                    N                                                                       30000
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               1004826852                    N                                                                       54592
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               1004829458                    Y
               1004829519                    Y
               1004829742                    Y
               1004831212                    N
               1004831819                    N                                                                      142000
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               1004834415                    N
               1004835557                    N
               1004836039                    N                                                                       87000
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               1004839884                    N                                                                      112000
               1004842941                    N                                                                       32400
               1004844663                    Y                                                                       52400
               1004846876                    Y
               1004848375                    N
               1004854731                    N
               1004855589                    N
               1004863277                    N
               1004863954                    N
               1004866050                    N                                                                       32100
               1004867157                    N
               1004868281                    N                                                                      216000
               1004869084                    N
               1004869315                    N                                                                       40780
               1004873293                    Y
               1004879055                    N                                                                       19380
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               1004883139                    N                                                                       93978
               1004883816                    Y                                                                       34400
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               1004884824                    Y
               1004885967                    Y
               1004889455                    Y
               1004889552                    Y                                                                       40000
               1004889865                    N                                                                       62000
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               1004894662                    Y                                                                       63400
               1004894715                    N
               1004899051                    Y                                                                       44000
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               1004907122                    N
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               1004908470                    Y
               1004908979                    N                                                                      105000
               1004909219                    N
               1004911395                    Y                                                                       60780
               1004911821                    N
               1004914613                    Y
               1004915275                    Y                                                                       66780
               1004917111                    Y                                                                       35800
               1004917362                    N                                                                      132000
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               1004922230                    N
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               1004926003                    N
               1004926281                    Y
               1004926646                    N                                                                       86000
               1004931854                    N                                                                      114000
               1004933709                    Y
               1004933941                    Y                                                                       41000
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               1004937046                    N
               1004937117                    N
               1004938731                    N
               1004939099                    Y
               1004939106                    Y                                                                       75142
               1004943388                    N
               1004945714                    N                                                                       99000
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               1004958665                    Y
               1004958852                    Y
               1004959094                    Y                                                                       19800
               1004960661                    Y
               1004960821                    Y                                                                       57980
               1004962053                    N                                                                       34392
               1004962213                    Y                                                                       38080
               1004963089                    Y                                                                       57000
               1004963418                    N                                                                       83990
               1004963944                    N                                                                       49980
               1004963962                    Y                                                                       79300
               1004964916                    Y
               1004967496                    Y                                                                       20000
               1004968093                    Y                                                                       28000
               1004970222                    N                                                                       25788
               1004972337                    N
               1004974148                    Y
               1004974451                    N                                                                       64980
               1004977225                    N                                                                       21400
               1004978206                    Y                                                                       41200
               1004978876                    N
               1004979786                    Y                                                                       70400
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               1004987027                    Y
               1004991968                    N
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               1005006058                    Y                                                                      143000
               1005010418                    Y                                                                       41600
               1005010926                    N                                                                      161000
               1005017091                    N
               1005021825                    Y
               1005023672                    N                                                                       94000
               1005024868                    Y
               1005024911                    N
               1005028347                    Y                                                                       42600
               1005031413                    Y
               1005033849                    Y
               1005036454                    Y                                                                       71200
               1005038791                    N                                                                      101000
               1005049761                    Y
               1005060444                    Y
               1005060738                    N                                                                       38869
               1005060881                    N                                                                       53800
               1005062647                    Y
               1005063637                    N                                                                      139000
               1005065234                    Y                                                                       25000
               1005068035                    Y
               1005078916                    N
               1005082180                    N                                                                       65000
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               1005086275                    Y
               1005090457                    Y
               1005091660                    Y
               1005101793                    N
               1005106805                    Y                                                                       28600
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                  2173870                    Y                                                                       27000
                  2191294                    Y
                  2191369                    N
                  2193243                    N
                  2195348                    Y                                                                       31500
                  2195363                    N
                  2196205                    N
                  2198353                    Y
                  2200448                    N
                  2200835                    Y
                  2201219                    N
                  2201723                    Y
                  2202059                    Y
                  2203670                    Y
                  2206411                    Y
                  2207135                    Y                                                                       48000
                  2207338                    Y
                  2207621                    Y
                  2212169                    Y
                  2214110                    Y
                  2216030                    N
                  2216083                    Y
                  2216313                    N
                  2216544                    Y
                  2217251                    Y
                  2218068                    N
                  2222981                    N
                  2225169                    Y
                  2227174                    N
                  2229722                    Y
                  2232613                    N
                  2232755                    N
                  2235480                    N
                  2236887                    Y
                  2238593                    N
               1002087734                    N                                                                       97300
               1002272276                    N
               1002275013                    Y                                                                      168000
               1002325077                    Y                                                                       38580
               1002414088                    Y
               1002519279                    N                                                                       68573
               1002542706                    N
               1002574921                    Y                                                                      153000
               1002608734                    Y
               1002612596                    Y                                                                       85000
               1002627633                    Y                                                                       85000
               1002627679                    N
               1002634199                    Y
               1002638060                    N
               1002638275                    Y
               1002646220                    Y
               1002646916                    N
               1002679701                    Y
               1002689585                    N                                                                      155000
               1002691304                    Y
               1002699093                    Y                                                                       23500
               1002716662                    N
               1002758803                    Y
               1002786765                    Y
               1002801695                    N                                                                       33000
               1002830315                    Y
               1002833535                    N                                                                       54000
               1002840037                    Y
               1002842151                    N                                                                      135000
               1002842801                    N
               1002859008                    N
               1002861282                    N
               1002864644                    Y
               1002865867                    Y
               1002885827                    N
               1002889084                    N                                                                      121000
               1002896156                    N
               1002901514                    N
               1002902684                    N                                                                      140000
               1002903861                    N                                                                       93000
               1002905413                    Y
               1002920236                    Y
               1002924928                    Y
               1002931322                    N
               1002952549                    Y
               1002957401                    Y
               1002958062                    N
               1002961931                    Y
               1002968113                    Y                                                                      136400
               1002972297                    N
               1002982874                    Y
               1002985078                    N
               1002985158                    Y
               1003007659                    N
               1003022357                    N
               1003030534                    Y
               1003031436                    Y
               1003033434                    Y
               1003040097                    N
               1003041309                    N
               1003043085                    N
               1003049285                    Y
               1003053901                    Y
               1003055142                    Y
               1003055605                    Y
               1003058256                    Y
               1003064882                    Y
               1003067567                    N
               1003071598                    Y
               1003080855                    Y
               1003086494                    N
               1003094993                    Y
               1003095108                    N
               1003095135                    Y
               1003096704                    Y                                                                      147784
               1003099774                    N
               1003100469                    Y                                                                       38700
               1003101967                    N                                                                       31800
               1003101994                    Y
               1003104054                    N
               1003105687                    Y
               1003113099                    N
               1003116522                    N                                                                        9800
               1003121623                    Y
               1003125371                    N                                                                       89990
               1003127119                    Y
               1003127814                    N
               1003128270                    N
               1003129938                    N                                                                       52000
               1003130677                    N                                                                       68000
               1003131603                    N
               1003137689                    N
               1003139099                    N
               1003141139                    N                                                                       33800
               1003144751                    Y
               1003148524                    N                                                                       74000
               1003165176                    N                                                                       39600
               1003173657                    N
               1003174371                    Y
               1003177751                    Y
               1003183637                    Y
               1003190077                    N                                                                       34000
               1003196525                    N
               1003210796                    Y
               1003220785                    N
               1003225799                    N
               1003226547                    Y
               1003226949                    N                                                                       14000
               1003227252                    N                                                                       51600
               1003228689                    N
               1003236215                    Y
               1003239178                    Y
               1003240077                    Y
               1003249096                    N
               1003260232                    N
               1003276065                    Y
               1003276671                    N
               1003285894                    Y                                                                      325000
               1003286937                    Y
               1003307424                    N                                                                       32000
               1003310287                    N                                                                      105000
               1003367797                    Y
               1003374093                    Y                                                                       85000
               1003379329                    Y
               1003381389                    Y                                                                      129900
               1003382538                    Y
               1003387579                    Y
               1003388738                    Y                                                                       62050
               1003403711                    N
               1003414022                    Y
               1003424048                    N
               1003427045                    N                                                                       31000
               1003427143                    Y                                                                       23250
               1003427269                    N
               1003431708                    N
               1003436669                    Y
               1003443170                    Y
               1003455415                    Y                                                                       33000
               1003464539                    Y
               1003476713                    N
               1003486338                    Y
               1003488933                    N
               1003490902                    Y                                                                        9700
               1003513406                    Y
               1003518759                    N
               1003521353                    Y                                                                       72000
               1003521870                    Y
               1003525386                    Y                                                                       45000
               1003532083                    N
               1003536294                    N
               1003551258                    Y                                                                       51000
               1003552195                    Y
               1003555272                    Y
               1003563815                    N
               1003567517                    Y
               1003579103                    N                                                                       75140
               1003581582                    N
               1003586159                    N
               1003601855                    N                                                                       27200
               1003607145                    N
               1003611096                    Y
               1003614351                    N                                                                       20000
               1003616625                    N
               1003617759                    N
               1003624117                    Y                                                                       39380
               1003638816                    Y
               1003650089                    Y                                                                       37980
               1003667632                    N
               1003670664                    N
               1003679656                    Y
               1003683197                    N
               1003687683                    N
               1003696637                    Y
               1003699821                    Y                                                                       46000
               1003724198                    Y
               1003733124                    N
               1003735818                    N                                                                       78600
               1003740385                    N
               1003756563                    Y
               1003758188                    N                                                                      112620
               1003758482                    Y
               1003767089                    Y                                                                       38934
               1003767481                    Y
               1003775613                    N
               1003778148                    Y
               1003785639                    Y
               1003794344                    Y
               1003807394                    Y
               1003811487                    Y
               1003819666                    Y
               1003829646                    Y
               1003836978                    Y
               1003843443                    Y
               1003845940                    Y
               1003852227                    N
               1003864009                    N                                                                       81000
               1003870216                    Y
               1003873044                    N
               1003880349                    Y
               1003901086                    Y
               1003924098                    N                                                                      120000
               1003925989                    N
               1003927193                    N
               1003931570                    N
               1003935193                    Y
               1003960645                    Y
               1003963009                    Y                                                                      151000
               1003963483                    N
               1003964268                    Y
               1003969076                    N
               1003969361                    N
               1003978994                    Y
               1003983522                    N                                                                      139800
               1003997946                    Y
               1003999221                    N
               1004000887                    Y
               1004005276                    Y
               1004005926                    N
               1004008308                    N
               1004016193                    N
               1004024031                    N                                                                      104000
               1004025717                    N
               1004026128                    N
               1004028368                    N                                                                       71000
               1004031602                    Y
               1004032576                    N
               1004033511                    Y
               1004033913                    N
               1004043813                    N                                                                      117000
               1004049194                    N
               1004050207                    N
               1004050699                    Y
               1004051359                    Y
               1004059422                    N
               1004062383                    Y
               1004068485                    N                                                                      119500
               1004070490                    Y
               1004095525                    N
               1004106675                    Y
               1004118387                    N
               1004121952                    Y
               1004126216                    Y
               1004133636                    N
               1004135411                    Y
               1004141164                    N
               1004174529                    N                                                                       65062
               1004193152                    Y
               1004198807                    Y
               1004216869                    N                                                                      127000
               1004227946                    N
               1004237061                    N
               1004238104                    N
               1004244437                    N
               1004246792                    N
               1004248040                    N                                                                       47800
               1004248905                    N
               1004251678                    N                                                                        7500
               1004261603                    Y
               1004276456                    N
               1004289558                    N
               1004330904                    N
               1004358554                    N
               1004359928                    N
               1004373895                    N                                                                       91980
               1004391107                    N                                                                       87000
               1004394729                    Y
               1004399804                    N                                                                       67000
               1004406306                    N
               1004411602                    Y
               1004419873                    Y
               1004444337                    N                                                                      100000
               1004491419                    N
               1004491687                    N
               1004519676                    N                                                                      109980
               1004522957                    N
               1004525213                    N                                                                      105000
               1004528087                    N                                                                       66400
               1004529479                    N
               1004538325                    N                                                                      121000
               1004545978                    N                                                                      142000
               1004546316                    Y
               1004557312                    N                                                                      150000
               1004563706                    Y                                                                      104000
               1004574106                    N                                                                       88500
               1004575917                    N                                                                       96000
               1004600195                    N
               1004614457                    Y
               1004620253                    N
               1004625258                    N                                                                      123000
               1004626961                    N
               1004628656                    N                                                                      119600
               1004639822                    N                                                                      179400
               1004662733                    N
               1004667872                    N                                                                       70000
               1004667961                    N                                                                      117100
               1004668078                    N
               1004672241                    N                                                                      106200
               1004674962                    N                                                                      119980
               1004677068                    N
               1004681614                    Y                                                                      135598
               1004681801                    N                                                                      122000
               1004688742                    N
               1004699302                    N
               1004700461                    N                                                                      167000
               1004716953                    N                                                                       97000
               1004723829                    Y
               1004726568                    Y
               1004728780                    Y
               1004731650                    N                                                                      124000
               1004735077                    N
               1004738822                    N
               1004741961                    Y                                                                       64000
               1004742808                    N
               1004744398                    Y
               1004753877                    N                                                                      147000
               1004757864                    N                                                                       72000
               1004772936                    Y
               1004775611                    Y                                                                       79600
               1004785067                    N                                                                       51000
               1004790989                    Y
               1004817176                    Y
               1004819879                    N
               1004827183                    N                                                                       69000
               1004834308                    N
               1004837332                    Y
               1004837733                    N                                                                       96000
               1004846019                    N                                                                      108800
               1004890675                    N                                                                      169800
               1004925870                    N
               1004925889                    N
               1004929509                    N
               1004966362                    N                                                                       96400
               1004978607                    Y                                                                       74000
               1005002007                    N                                                                       78000
               1005093775                    N                                                                       94000
               1004389986                    N
               1004611904                    N
               1004712779                    Y
               1005002329                    N                                                                       91829
               1004381813                    Y                                                                       69000
               1004717113                    Y
                  2160139                    Y
                  2173857                    N
                  2191346                    N
                  2215695                    N
                  2216505                    N
                  2219950                    N
                  2229793                    N                                                                       28880
                  2243676                    Y
               1000660573                    Y                                                                       35259
               1002004556                    N                                                                    18501.75
               1002106508                    N                                      92400
               1002447187                    N                                                                        5075
               1002450582                    N                                     124000
               1002624431                    N
               1002653079                    Y
               1002696853                    N                                                                      104000
               1002826570                    Y
               1002877756                    N
               1002881279                    N
               1002909892                    Y
               1002909963                    N
               1002949340                    N
               1002951372                    Y
               1002954529                    N
               1003005198                    Y
               1003010495                    N
               1003036057                    Y
               1003042932                    N
               1003047526                    N
               1003049828                    N
               1003051798                    N
               1003060403                    Y
               1003076879                    Y
               1003123863                    Y
               1003126352                    N
               1003127663                    N
               1003139035                    Y
               1003139446                    N                                                                       28200
               1003151626                    N
               1003158380                    N
               1003160563                    Y
               1003162543                    N
               1003167744                    Y
               1003167771                    N
               1003174834                    N
               1003196598                    Y
               1003241129                    N
               1003250494                    N                                     447200
               1003254052                    N                                                                       36500
               1003262347                    N
               1003265111                    Y
               1003287302                    N
               1003287375                    N
               1003291636                    N
               1003333949                    N
               1003338999                    N
               1003342047                    N                                                                      145885
               1003387276                    Y
               1003402179                    N
               1003408093                    Y
               1003416510                    Y
               1003476018                    N
               1003519017                    N                                                                      116000
               1003538675                    N                                                                       22520
               1003554969                    N
               1003612870                    Y
               1003721896                    Y
               1003724759                    N                                                                       11350
               1003756402                    N
               1003757964                    N                                                                       26000
               1003764055                    N
               1003776523                    N
               1003779209                    Y                                                                       55000
               1003791846                    Y                                                                       39500
               1003795646                    N
               1003805895                    Y
               1003837165                    Y
               1003907259                    Y
               1003969496                    Y                                                                       54570
               1003997278                    N                                                                       37080
               1003999285                    N
               1004009897                    N
               1004037081                    N
               1004040727                    Y
               1004085643                    N                                                                       33800
               1004143750                    N
               1004155434                    N
               1004156264                    Y
               1004187775                    N                                                                       44160
               1004189130                    N                                                                      122400
               1004189210                    Y
               1004216547                    N                                     222000
               1004233804                    N                                     204000
               1004238186                    N
               1004251865                    N
               1004253346                    N
               1004269259                    Y
               1004278061                    N                                                                      112500
               1004308047                    Y
               1004310828                    Y                                                                       30800
               1004322469                    Y
               1004328953                    N
               1004361345                    Y
               1004365626                    N
               1004395817                    Y
               1004399984                    N
               1004417955                    Y
               1004442295                    N
               1004462227                    N
               1004474018                    N
               1004481705                    Y
               1004482143                    N
               1004488762                    N
               1004498886                    N
               1004505164                    N                                     280000
               1004544185                    Y
               1004552175                    N
               1004581937                    N
               1004594503                    N                                                                        4750
               1004595502                    N
               1004605797                    N
               1004619256                    N
               1004643684                    N
               1004645049                    N
               1004647127                    Y
               1004670546                    Y
               1004672483                    N
               1004675426                    N
               1004678450                    N                                                                       52000
               1004685344                    N
               1004694762                    Y
               1004696500                    Y
               1004703226                    N                                                                       68000
               1004712118                    N
               1004723071                    N                                                                       36400
               1004723963                    Y
               1004724686                    N
               1004737743                    N
               1004752841                    N
               1004755900                    N
               1004766220                    Y                                                                     40698.4
               1004766603                    N
               1004768237                    N
               1004775327                    N
               1004792905                    Y
               1004811154                    N
               1004812439                    N
               1004829831                    N                                                                      115000
               1004846983                    N
               1004854232                    N                                                                       59000
               1004873391                    N                                                                       57000
               1004873836                    N                                                                       69800
               1004876539                    N
               1004885280                    N
               1004885850                    N
               1004895260                    Y                                                                       35000
               1004904802                    N
               1004905080                    N
               1004911402                    N
               1004922622                    N
               1004933861                    N
               1004940997                    Y
               1004958558                    N
               1004960448                    N
               1004962277                    N                                                                       33200
               1004988516                    N
               1004988570                    N
               1005003391                    Y                                                                       30800
               1005020470                    N
               1005049663                    Y
               1005060863                    Y
               1005081216                    N                                                                       27980
               1005089744                    Y                                                                       45538
               1004697527                    N
               1004745422                    N




Cash in Lieu


Legal Hold
               1004156451                    Y                                                                       85980
               1004908988                    N
               1002992300                    N


Compliance Hold
               1004095231                    Y                                                                       28000


Paid In Full
               1003373307                    N
               1002434994                    N
               1003237553                    N
               1003088928                    N
               1003432690                    N
               1002756681                    N
               1002868506                    Y
               1003405336                    Y
               1003417626                    Y
               1003228509                    N


Withdrawn
               1002257177                    N
               1002785150                    Y
               1002835329                    N


Unfunded
               1004386701                    N                                                                       14000
               1004511148                    Y
               1004598830                    N
               1004696733                    N
               1004878564                    N                                                                       91000
               1005077873                    N                                                                       47900


Wet Loans
               1004110599                    Y
               1004225813                    Y                                                                       50200
               1004227134                    Y
               1004800861                    Y
               1004260445                    N
               1004529816                    Y                                                                       57600
               1002784892                    N                                                                       51000
               1004790248                    N


Credit Kicks
               1004715712                    N
               1002303475                    N                                                                       42000
               1002848645                    Y
               1003189515                    N                                                                       56200
               1002050443                    Y                                                                       28000
               1003026255                    N                                     192000




loan_id                                      section_32_flag             source_name
-----------------------------------------------------------------------------------------------------------
                  2042848                    N                           RETAIL STANDARD
                  2157899                    N                           RETAIL STANDARD
                  2175436                    N                           RETAIL STANDARD
                  2177793                    N                           RETAIL STANDARD
                  2177817                    N                           RETAIL STANDARD
                  2181320                    N                           RETAIL STANDARD
                  2182315                    N                           RETAIL STANDARD
                  2182333                    N                           RETAIL STANDARD
                  2185660                    N                           RETAIL STANDARD
                  2185904                    N                           RETAIL STANDARD
                  2186202                    N                           RETAIL STANDARD
                  2186869                    N                           RETAIL STANDARD
                  2188333                    N                           RETAIL STANDARD
                  2188692                    N                           RETAIL STANDARD
                  2190566                    N                           RETAIL STANDARD
                  2190748                    N                           RETAIL STANDARD
                  2190966                    N                           RETAIL STANDARD
                  2191050                    N                           RETAIL STANDARD
                  2193474                    N                           RETAIL STANDARD
                  2195054                    N                           RETAIL STANDARD
                  2196581                    N                           RETAIL STANDARD
                  2196621                    N                           RETAIL STANDARD
                  2196898                    N                           RETAIL STANDARD
                  2197597                    N                           RETAIL STANDARD
                  2197853                    N                           RETAIL STANDARD
                  2198166                    N                           RETAIL STANDARD
                  2198549                    N                           RETAIL STANDARD
                  2200651                    N                           RETAIL STANDARD
                  2200734                    N                           RETAIL STANDARD
                  2201475                    N                           RETAIL STANDARD
                  2201548                    N                           RETAIL STANDARD
                  2201847                    N                           RETAIL STANDARD
                  2202014                    N                           RETAIL STANDARD
                  2202605                    N                           RETAIL STANDARD
                  2203226                    N                           RETAIL STANDARD
                  2203840                    N                           RETAIL STANDARD
                  2203845                    N                           RETAIL STANDARD
                  2204027                    N                           RETAIL STANDARD
                  2204091                    N                           RETAIL STANDARD
                  2204897                    N                           RETAIL STANDARD
                  2205037                    N                           RETAIL STANDARD
                  2205145                    N                           RETAIL STANDARD
                  2206249                    N                           RETAIL STANDARD
                  2206516                    N                           RETAIL STANDARD
                  2207358                    N                           RETAIL STANDARD
                  2207990                    N                           RETAIL STANDARD
                  2209466                    N                           RETAIL STANDARD
                  2209496                    N                           RETAIL STANDARD
                  2210068                    N                           RETAIL STANDARD
                  2210395                    N                           RETAIL STANDARD
                  2210818                    N                           RETAIL STANDARD
                  2212383                    N                           RETAIL STANDARD
                  2212806                    N                           RETAIL STANDARD
                  2213042                    N                           RETAIL STANDARD
                  2216005                    N                           RETAIL STANDARD
                  2216495                    N                           RETAIL STANDARD
                  2216832                    N                           RETAIL STANDARD
                  2217461                    N                           RETAIL STANDARD
                  2217483                    N                           RETAIL STANDARD
                  2217863                    N                           RETAIL STANDARD
                  2218061                    N                           RETAIL STANDARD
                  2218170                    N                           RETAIL STANDARD
                  2218966                    N                           RETAIL STANDARD
                  2221396                    N                           RETAIL STANDARD
                  2221896                    N                           RETAIL STANDARD
                  2221957                    N                           RETAIL STANDARD
                  2222218                    N                           RETAIL STANDARD
                  2222589                    N                           RETAIL STANDARD
                  2222895                    N                           RETAIL STANDARD
                  2223357                    N                           RETAIL STANDARD
                  2223763                    N                           RETAIL STANDARD
                  2224520                    N                           RETAIL STANDARD
                  2225877                    N                           RETAIL STANDARD
                  2226239                    N                           RETAIL STANDARD
                  2226410                    N                           RETAIL STANDARD
                  2227080                    N                           RETAIL STANDARD
                  2227866                    N                           RETAIL STANDARD
                  2235353                    N                           RETAIL STANDARD
                  2239817                    N                           RETAIL STANDARD
                  2240997                    N                           RETAIL STANDARD
                  2241215                    N                           RETAIL STANDARD
                  2243700                    N                           RETAIL STANDARD
                  2248426                    N                           RETAIL STANDARD
                  2248500                    N                           RETAIL STANDARD
                  2248847                    N                           RETAIL STANDARD
                  2248996                    N                           RETAIL STANDARD
                  2249438                    N                           RETAIL STANDARD
                  2249878                    N                           RETAIL STANDARD
                  2250684                    N                           RETAIL STANDARD
                  2251049                    N                           RETAIL STANDARD
               1000720223                    N                           CORRESPONDENT-FLOW
               1001988219                    N                           CORRESPONDENT-FLOW
               1002049367                    N                           WHOLESALE STANDARD
               1002276619                    N                           CORRESPONDENT-FLOW
               1002348999                    N                           CORRESPONDENT-FLOW
               1002371310                    N                           CORRESPONDENT-FLOW
               1002468706                    N                           CORRESPONDENT-FLOW
               1002478223                    N                           CORRESPONDENT-FLOW
               1002480381                    N                           CORRESPONDENT-FLOW
               1002501475                    N                           WHOLESALE STANDARD
               1002593562                    N                           CORRESPONDENT-FLOW
               1002615566                    N                           WHOLESALE STANDARD
               1002617190                    N                           WHOLESALE STANDARD
               1002617699                    N                           WHOLESALE STANDARD
               1002619250                    N                           WHOLESALE STANDARD
               1002621700                    N                           WHOLESALE STANDARD
               1002627385                    N                           CORRESPONDENT-FLOW
               1002645089                    N                           WHOLESALE STANDARD
               1002652757                    N                           CORRESPONDENT-FLOW
               1002661346                    N                           WHOLESALE STANDARD
               1002670522                    N                           WHOLESALE STANDARD
               1002680548                    N                           WHOLESALE STANDARD
               1002684553                    N                           WHOLESALE STANDARD
               1002686169                    N                           WHOLESALE STANDARD
               1002692492                    N                           WHOLESALE STANDARD
               1002693115                    N                           WHOLESALE STANDARD
               1002705380                    N                           WHOLESALE STANDARD
               1002707501                    N                           CORRESPONDENT-FLOW
               1002734508                    N                           WHOLESALE STANDARD
               1002759303                    N                           CORRESPONDENT-FLOW
               1002760284                    N                           WHOLESALE STANDARD
               1002760293                    N                           CORRESPONDENT-FLOW
               1002765332                    N                           WHOLESALE STANDARD
               1002767410                    N                           CORRESPONDENT-FLOW
               1002771735                    N                           CORRESPONDENT-FLOW
               1002775740                    N                           WHOLESALE STANDARD
               1002778952                    N                           CORRESPONDENT-FLOW
               1002784464                    N                           WHOLESALE STANDARD
               1002795960                    N                           WHOLESALE STANDARD
               1002803354                    N                           CORRESPONDENT-FLOW
               1002804040                    N                           CORRESPONDENT-FLOW
               1002805334                    N                           CORRESPONDENT-FLOW
               1002818106                    N                           CORRESPONDENT-FLOW
               1002818446                    N                           CORRESPONDENT-FLOW
               1002818641                    N                           WHOLESALE STANDARD
               1002827123                    N                           WHOLESALE STANDARD
               1002864760                    N                           WHOLESALE STANDARD
               1002867062                    N                           WHOLESALE STANDARD
               1002874358                    N                           CORRESPONDENT-FLOW
               1002884392                    N                           CORRESPONDENT-FLOW
               1002885505                    N                           CORRESPONDENT-FLOW
               1002887291                    N                           WHOLESALE STANDARD
               1002892212                    N                           WHOLESALE STANDARD
               1002893364                    N                           WHOLESALE STANDARD
               1002896646                    N                           WHOLESALE STANDARD
               1002905672                    N                           WHOLESALE STANDARD
               1002907947                    N                           CORRESPONDENT-FLOW
               1002913716                    N                           CORRESPONDENT-FLOW
               1002918864                    N                           WHOLESALE STANDARD
               1002925794                    N                           WHOLESALE STANDARD
               1002928880                    N                           WHOLESALE STANDARD
               1002936185                    N                           WHOLESALE STANDARD
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               1004899710                    N                           WHOLESALE STANDARD
               1004900236                    N                           WHOLESALE STANDARD
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               1004062383                    N                           WHOLESALE STANDARD
               1004068485                    N                           CORRESPONDENT-FLOW
               1004070490                    N                           WHOLESALE STANDARD
               1004095525                    N                           CORRESPONDENT-FLOW
               1004106675                    N                           WHOLESALE STANDARD
               1004118387                    N                           WHOLESALE STANDARD
               1004121952                    N                           CORRESPONDENT-FLOW
               1004126216                    N                           WHOLESALE STANDARD
               1004133636                    N                           WHOLESALE STANDARD
               1004135411                    N                           WHOLESALE STANDARD
               1004141164                    N                           WHOLESALE STANDARD
               1004174529                    N                           WHOLESALE STANDARD
               1004193152                    N                           WHOLESALE STANDARD
               1004198807                    N                           WHOLESALE STANDARD
               1004216869                    N                           CORRESPONDENT-FLOW
               1004227946                    N                           CORRESPONDENT-FLOW
               1004237061                    N                           CORRESPONDENT-FLOW
               1004238104                    N                           CORRESPONDENT-FLOW
               1004244437                    N                           WHOLESALE STANDARD
               1004246792                    N                           WHOLESALE STANDARD
               1004248040                    N                           CORRESPONDENT-FLOW
               1004248905                    N                           WHOLESALE STANDARD
               1004251678                    N                           WHOLESALE STANDARD
               1004261603                    N                           WHOLESALE STANDARD
               1004276456                    N                           WHOLESALE STANDARD
               1004289558                    N                           WHOLESALE STANDARD
               1004330904                    N                           WHOLESALE STANDARD
               1004358554                    N                           WHOLESALE STANDARD
               1004359928                    N                           CORRESPONDENT-FLOW
               1004373895                    N                           WHOLESALE STANDARD
               1004391107                    N                           CORRESPONDENT-FLOW
               1004394729                    N                           WHOLESALE STANDARD
               1004399804                    N                           CORRESPONDENT-FLOW
               1004406306                    N                           WHOLESALE STANDARD
               1004411602                    N                           WHOLESALE STANDARD
               1004419873                    N                           WHOLESALE STANDARD
               1004444337                    N                           WHOLESALE STANDARD
               1004491419                    N                           WHOLESALE STANDARD
               1004491687                    N                           CORRESPONDENT-FLOW
               1004519676                    N                           WHOLESALE STANDARD
               1004522957                    N                           WHOLESALE STANDARD
               1004525213                    N                           WHOLESALE STANDARD
               1004528087                    N                           WHOLESALE STANDARD
               1004529479                    N                           RETAIL STANDARD
               1004538325                    N                           WHOLESALE STANDARD
               1004545978                    N                           WHOLESALE STANDARD
               1004546316                    N                           WHOLESALE STANDARD
               1004557312                    N                           WHOLESALE STANDARD
               1004563706                    N                           CORRESPONDENT-FLOW
               1004574106                    N                           WHOLESALE STANDARD
               1004575917                    N                           CORRESPONDENT-FLOW
               1004600195                    N                           WHOLESALE STANDARD
               1004614457                    N                           CORRESPONDENT-FLOW
               1004620253                    N                           WHOLESALE STANDARD
               1004625258                    N                           WHOLESALE STANDARD
               1004626961                    N                           WHOLESALE STANDARD
               1004628656                    N                           WHOLESALE STANDARD
               1004639822                    N                           WHOLESALE STANDARD
               1004662733                    N                           WHOLESALE STANDARD
               1004667872                    N                           WHOLESALE STANDARD
               1004667961                    N                           WHOLESALE STANDARD
               1004668078                    N                           WHOLESALE STANDARD
               1004672241                    N                           WHOLESALE STANDARD
               1004674962                    N                           CORRESPONDENT-FLOW
               1004677068                    N                           CORRESPONDENT-FLOW
               1004681614                    N                           WHOLESALE STANDARD
               1004681801                    N                           WHOLESALE STANDARD
               1004688742                    N                           WHOLESALE STANDARD
               1004699302                    N                           CORRESPONDENT-FLOW
               1004700461                    N                           WHOLESALE STANDARD
               1004716953                    N                           WHOLESALE STANDARD
               1004723829                    N                           WHOLESALE STANDARD
               1004726568                    N                           WHOLESALE STANDARD
               1004728780                    N                           WHOLESALE STANDARD
               1004731650                    N                           WHOLESALE STANDARD
               1004735077                    N                           WHOLESALE STANDARD
               1004738822                    N                           WHOLESALE STANDARD
               1004741961                    N                           WHOLESALE STANDARD
               1004742808                    N                           WHOLESALE STANDARD
               1004744398                    N                           RETAIL STANDARD
               1004753877                    N                           WHOLESALE STANDARD
               1004757864                    N                           WHOLESALE STANDARD
               1004772936                    N                           WHOLESALE STANDARD
               1004775611                    N                           WHOLESALE STANDARD
               1004785067                    N                           WHOLESALE STANDARD
               1004790989                    N                           WHOLESALE STANDARD
               1004817176                    N                           CORRESPONDENT-FLOW
               1004819879                    N                           WHOLESALE STANDARD
               1004827183                    N                           WHOLESALE STANDARD
               1004834308                    N                           WHOLESALE STANDARD
               1004837332                    N                           WHOLESALE STANDARD
               1004837733                    N                           WHOLESALE STANDARD
               1004846019                    N                           WHOLESALE STANDARD
               1004890675                    N                           WHOLESALE STANDARD
               1004925870                    N                           WHOLESALE STANDARD
               1004925889                    N                           WHOLESALE STANDARD
               1004929509                    N                           RETAIL STANDARD
               1004966362                    N                           WHOLESALE STANDARD
               1004978607                    N                           WHOLESALE STANDARD
               1005002007                    N                           WHOLESALE STANDARD
               1005093775                    N                           WHOLESALE STANDARD
               1004389986                    N                           WHOLESALE STANDARD
               1004611904                    N                           WHOLESALE STANDARD
               1004712779                    N                           RETAIL STANDARD
               1005002329                    N                           WHOLESALE STANDARD
               1004381813                    N                           RETAIL STANDARD
               1004717113                    N                           WHOLESALE STANDARD
                  2160139                    N                           RETAIL STANDARD
                  2173857                    N                           RETAIL STANDARD
                  2191346                    N                           RETAIL STANDARD
                  2215695                    N                           RETAIL STANDARD
                  2216505                    N                           RETAIL STANDARD
                  2219950                    N                           RETAIL STANDARD
                  2229793                    N                           RETAIL STANDARD
                  2243676                    N                           RETAIL STANDARD
               1000660573                    N                           CORRESPONDENT-FLOW
               1002004556                    N                           WHOLESALE STANDARD
               1002106508                    N                           CORRESPONDENT-FLOW
               1002447187                    N                           WHOLESALE STANDARD
               1002450582                    N                           CORRESPONDENT-FLOW
               1002624431                    N                           CORRESPONDENT-FLOW
               1002653079                    N                           WHOLESALE STANDARD
               1002696853                    N                           CORRESPONDENT-FLOW
               1002826570                    N                           CORRESPONDENT-FLOW
               1002877756                    N                           WHOLESALE STANDARD
               1002881279                    N                           WHOLESALE STANDARD
               1002909892                    N                           WHOLESALE STANDARD
               1002909963                    N                           WHOLESALE STANDARD
               1002949340                    N                           WHOLESALE STANDARD
               1002951372                    N                           CORRESPONDENT-FLOW
               1002954529                    N                           WHOLESALE STANDARD
               1003005198                    N                           CORRESPONDENT-FLOW
               1003010495                    N                           WHOLESALE STANDARD
               1003036057                    N                           WHOLESALE STANDARD
               1003042932                    N                           WHOLESALE STANDARD
               1003047526                    N                           WHOLESALE STANDARD
               1003049828                    N                           WHOLESALE STANDARD
               1003051798                    N                           WHOLESALE STANDARD
               1003060403                    N                           WHOLESALE STANDARD
               1003076879                    N                           CORRESPONDENT-FLOW
               1003123863                    N                           WHOLESALE STANDARD
               1003126352                    N                           WHOLESALE STANDARD
               1003127663                    N                           CORRESPONDENT-FLOW
               1003139035                    N                           WHOLESALE STANDARD
               1003139446                    N                           CORRESPONDENT-FLOW
               1003151626                    N                           CORRESPONDENT-FLOW
               1003158380                    N                           WHOLESALE STANDARD
               1003160563                    N                           WHOLESALE STANDARD
               1003162543                    N                           WHOLESALE STANDARD
               1003167744                    N                           WHOLESALE STANDARD
               1003167771                    N                           WHOLESALE STANDARD
               1003174834                    N                           WHOLESALE STANDARD
               1003196598                    N                           CORRESPONDENT-FLOW
               1003241129                    N                           WHOLESALE STANDARD
               1003250494                    N                           WHOLESALE STANDARD
               1003254052                    N                           WHOLESALE STANDARD
               1003262347                    N                           CORRESPONDENT-FLOW
               1003265111                    N                           WHOLESALE STANDARD
               1003287302                    N                           WHOLESALE STANDARD
               1003287375                    N                           WHOLESALE STANDARD
               1003291636                    N                           WHOLESALE STANDARD
               1003333949                    N                           CORRESPONDENT-FLOW
               1003338999                    N                           WHOLESALE STANDARD
               1003342047                    N                           WHOLESALE STANDARD
               1003387276                    N                           WHOLESALE STANDARD
               1003402179                    N                           WHOLESALE STANDARD
               1003408093                    N                           WHOLESALE STANDARD
               1003416510                    N                           WHOLESALE STANDARD
               1003476018                    N                           WHOLESALE STANDARD
               1003519017                    N                           WHOLESALE STANDARD
               1003538675                    N                           WHOLESALE STANDARD
               1003554969                    N                           WHOLESALE STANDARD
               1003612870                    N                           CORRESPONDENT-FLOW
               1003721896                    N                           CORRESPONDENT-FLOW
               1003724759                    N                           WHOLESALE STANDARD
               1003756402                    N                           CORRESPONDENT-FLOW
               1003757964                    N                           WHOLESALE STANDARD
               1003764055                    N                           WHOLESALE STANDARD
               1003776523                    N                           WHOLESALE STANDARD
               1003779209                    N                           CORRESPONDENT-FLOW
               1003791846                    N                           CORRESPONDENT-FLOW
               1003795646                    N                           WHOLESALE STANDARD
               1003805895                    N                           WHOLESALE STANDARD
               1003837165                    N                           WHOLESALE STANDARD
               1003907259                    N                           WHOLESALE STANDARD
               1003969496                    N                           CORRESPONDENT-FLOW
               1003997278                    N                           WHOLESALE STANDARD
               1003999285                    N                           CORRESPONDENT-FLOW
               1004009897                    N                           WHOLESALE STANDARD
               1004037081                    N                           WHOLESALE STANDARD
               1004040727                    N                           WHOLESALE STANDARD
               1004085643                    N                           CORRESPONDENT-FLOW
               1004143750                    N                           WHOLESALE STANDARD
               1004155434                    N                           WHOLESALE STANDARD
               1004156264                    N                           CORRESPONDENT-FLOW
               1004187775                    N                           CORRESPONDENT-FLOW
               1004189130                    N                           WHOLESALE STANDARD
               1004189210                    N                           WHOLESALE STANDARD
               1004216547                    N                           WHOLESALE STANDARD
               1004233804                    N                           WHOLESALE STANDARD
               1004238186                    N                           WHOLESALE STANDARD
               1004251865                    N                           CORRESPONDENT-FLOW
               1004253346                    N                           WHOLESALE STANDARD
               1004269259                    N                           WHOLESALE STANDARD
               1004278061                    N                           CORRESPONDENT-FLOW
               1004308047                    N                           WHOLESALE STANDARD
               1004310828                    N                           WHOLESALE STANDARD
               1004322469                    N                           CORRESPONDENT-FLOW
               1004328953                    N                           WHOLESALE STANDARD
               1004361345                    N                           WHOLESALE STANDARD
               1004365626                    N                           WHOLESALE STANDARD
               1004395817                    N                           RETAIL STANDARD
               1004399984                    N                           WHOLESALE STANDARD
               1004417955                    N                           WHOLESALE STANDARD
               1004442295                    N                           WHOLESALE STANDARD
               1004462227                    N                           CORRESPONDENT-FLOW
               1004474018                    N                           WHOLESALE STANDARD
               1004481705                    N                           WHOLESALE STANDARD
               1004482143                    N                           WHOLESALE STANDARD
               1004488762                    N                           WHOLESALE STANDARD
               1004498886                    N                           WHOLESALE STANDARD
               1004505164                    N                           WHOLESALE STANDARD
               1004544185                    N                           WHOLESALE STANDARD
               1004552175                    N                           WHOLESALE STANDARD
               1004581937                    N                           WHOLESALE STANDARD
               1004594503                    N                           WHOLESALE STANDARD
               1004595502                    N                           WHOLESALE STANDARD
               1004605797                    N                           WHOLESALE STANDARD
               1004619256                    N                           WHOLESALE STANDARD
               1004643684                    N                           CORRESPONDENT-FLOW
               1004645049                    N                           WHOLESALE STANDARD
               1004647127                    N                           WHOLESALE STANDARD
               1004670546                    N                           RETAIL STANDARD
               1004672483                    N                           WHOLESALE STANDARD
               1004675426                    N                           WHOLESALE STANDARD
               1004678450                    N                           WHOLESALE STANDARD
               1004685344                    N                           RETAIL STANDARD
               1004694762                    N                           WHOLESALE STANDARD
               1004696500                    N                           WHOLESALE STANDARD
               1004703226                    N                           WHOLESALE STANDARD
               1004712118                    N                           WHOLESALE STANDARD
               1004723071                    N                           WHOLESALE STANDARD
               1004723963                    N                           WHOLESALE STANDARD
               1004724686                    N                           WHOLESALE STANDARD
               1004737743                    N                           WHOLESALE STANDARD
               1004752841                    N                           WHOLESALE STANDARD
               1004755900                    N                           WHOLESALE STANDARD
               1004766220                    N                           WHOLESALE STANDARD
               1004766603                    N                           WHOLESALE STANDARD
               1004768237                    N                           WHOLESALE STANDARD
               1004775327                    N                           RETAIL STANDARD
               1004792905                    N                           WHOLESALE STANDARD
               1004811154                    N                           WHOLESALE STANDARD
               1004812439                    N                           WHOLESALE STANDARD
               1004829831                    N                           WHOLESALE STANDARD
               1004846983                    N                           WHOLESALE STANDARD
               1004854232                    N                           WHOLESALE STANDARD
               1004873391                    N                           WHOLESALE STANDARD
               1004873836                    N                           WHOLESALE STANDARD
               1004876539                    N                           WHOLESALE STANDARD
               1004885280                    N                           WHOLESALE STANDARD
               1004885850                    N                           WHOLESALE STANDARD
               1004895260                    N                           WHOLESALE STANDARD
               1004904802                    N                           WHOLESALE STANDARD
               1004905080                    N                           WHOLESALE STANDARD
               1004911402                    N                           WHOLESALE STANDARD
               1004922622                    N                           WHOLESALE STANDARD
               1004933861                    N                           WHOLESALE STANDARD
               1004940997                    N                           WHOLESALE STANDARD
               1004958558                    N                           WHOLESALE STANDARD
               1004960448                    N                           WHOLESALE STANDARD
               1004962277                    N                           WHOLESALE STANDARD
               1004988516                    N                           WHOLESALE STANDARD
               1004988570                    N                           WHOLESALE STANDARD
               1005003391                    N                           WHOLESALE STANDARD
               1005020470                    N                           WHOLESALE STANDARD
               1005049663                    N                           WHOLESALE STANDARD
               1005060863                    N                           WHOLESALE STANDARD
               1005081216                    N                           WHOLESALE STANDARD
               1005089744                    N                           WHOLESALE STANDARD
               1004697527                    N                           WHOLESALE STANDARD
               1004745422                    N                           WHOLESALE STANDARD




Cash in Lieu


Legal Hold
               1004156451                    N                           WHOLESALE STANDARD
               1004908988                    N                           WHOLESALE STANDARD
               1002992300                    N                           WHOLESALE STANDARD


Compliance Hold
               1004095231                    N                           WHOLESALE STANDARD


Paid In Full
               1003373307                    N                           WHOLESALE STANDARD
               1002434994                    N                           WHOLESALE STANDARD
               1003237553                    N                           WHOLESALE STANDARD
               1003088928                    N                           WHOLESALE STANDARD
               1003432690                    N                           WHOLESALE STANDARD
               1002756681                    N                           WHOLESALE STANDARD
               1002868506                    N                           WHOLESALE STANDARD
               1003405336                    N                           WHOLESALE STANDARD
               1003417626                    N                           WHOLESALE STANDARD
               1003228509                    N                           WHOLESALE STANDARD


Withdrawn
               1002257177                    N                           CORRESPONDENT-FLOW
               1002785150                    N                           WHOLESALE STANDARD
               1002835329                    N                           CORRESPONDENT-FLOW


Unfunded
               1004386701                    N                           WHOLESALE STANDARD
               1004511148                    N                           WHOLESALE STANDARD
               1004598830                    N                           WHOLESALE STANDARD
               1004696733                    N                           WHOLESALE STANDARD
               1004878564                    N                           WHOLESALE STANDARD
               1005077873                    N                           WHOLESALE STANDARD


Wet Loans
               1004110599                    N                           RETAIL STANDARD
               1004225813                    N                           WHOLESALE STANDARD
               1004227134                    N                           RETAIL STANDARD
               1004800861                    N                           RETAIL STANDARD
               1004260445                    N                           RETAIL STANDARD
               1004529816                    N                           RETAIL STANDARD
               1002784892                    N                           WHOLESALE STANDARD
               1004790248                    N                           RETAIL STANDARD


Credit Kicks
               1004715712                    N                           RETAIL STANDARD
               1002303475                    N                           CORRESPONDENT-FLOW
               1002848645                    N                           CORRESPONDENT-FLOW
               1003189515                    N                           WHOLESALE STANDARD
               1002050443                    N                           CORRESPONDENT-FLOW
               1003026255                    N                           WHOLESALE STANDARD




loan_id                                      fico_score_no             matrix_code              mtg_lates2
--------------------------------------------------------------------------------------------------------------
                  2042848                                 518          108                      2 X 60
                  2157899                                 669          106                      NO LATES
                  2175436                                 506          108                      1 X 30
                  2177793                                 518          108                      NO LATES
                  2177817                                 514          108                      1 X 90
                  2181320                                 500          108                      1 X 90
                  2182315                                 646          108                      1 X 30
                  2182333                                 664          108                      NO LATES
                  2185660                                 529          108                      NO LATES
                  2185904                                 516          108                      NO LATES
                  2186202                                 652          108                      NO LATES
                  2186869                                 610          903                      NO LATES
                  2188333                                 516          108                      3 X 30
                  2188692                                 543          108                      1 X 90
                  2190566                                 551          108                      1 X 60
                  2190748                                 664          108                      NO LATES
                  2190966                                 614          106                      NO LATES
                  2191050                                 524          108                      1 X 30
                  2193474                                 633          108                      NO LATES
                  2195054                                 626          108                      NO LATES
                  2196581                                 624          108                      NO LATES
                  2196621                                 562          108                      1 X 30
                  2196898                                 521          108                      NO LATES
                  2197597                                 663          108                      NO LATES
                  2197853                                 702          108                      NO LATES
                  2198166                                 724          108                      NO LATES
                  2198549                                 512          108                      NO LATES
                  2200651                                 510          108                      1 X 60
                  2200734                                 515          108                      NO LATES
                  2201475                                 609          106                      NO LATES
                  2201548                                 669          108                      NO LATES
                  2201847                                 526          108                      NO LATES
                  2202014                                 516          108                      1 X 90
                  2202605                                 570          108                      NO LATES
                  2203226                                 580          108                      NO LATES
                  2203840                                 511          108                      2 X 30
                  2203845                                 595          106                      NO LATES
                  2204027                                 586          108                      1 X 30
                  2204091                                 512          108                      NO LATES
                  2204897                                 514          108                      2 X 30
                  2205037                                 512          108                      1 X 60
                  2205145                                 640          108                      NO LATES
                  2206249                                 664          108                      NO LATES
                  2206516                                 546          108                      1 X 60
                  2207358                                 672          108                      NO LATES
                  2207990                                 594          106                      NO LATES
                  2209466                                 547          108                      1 X 90
                  2209496                                 509          108                      NO LATES
                  2210068                                 514          108                      1 X 30
                  2210395                                 607          108                      2 X 30
                  2210818                                 578          108                      NO LATES
                  2212383                                 518          108                      NO LATES
                  2212806                                 671          108                      NO LATES
                  2213042                                 537          108                      NO LATES
                  2216005                                 565          108                      NO LATES
                  2216495                                 520          108                      1 X 60
                  2216832                                 522          108                      1 X 30
                  2217461                                 510          108                      NO LATES
                  2217483                                 524          108                      1 X 30
                  2217863                                 507          108                      1 X 90
                  2218061                                 547          108                      2 X 30
                  2218170                                 626          108                      NO LATES
                  2218966                                 519          108                      3 X 30
                  2221396                                 661          108                      NO LATES
                  2221896                                 541          108                      1 X 60
                  2221957                                 541          108                      NO LATES
                  2222218                                 567          108                      3 X 30
                  2222589                                 539          108                      2 X 30
                  2222895                                 608          108                      1 X 30
                  2223357                                 588          108                      1 X 30
                  2223763                                 575          108                      3 X 30
                  2224520                                 534          108                      3 X 30
                  2225877                                 561          108                      NO LATES
                  2226239                                 502          108                      1 X 30
                  2226410                                 509          108                      NO LATES
                  2227080                                 502          108                      NO LATES
                  2227866                                 631          106                      NO LATES
                  2235353                                 647          106                      NO LATES
                  2239817                                 554          108                      4 X 30
                  2240997                                 534          108                      2 X 30
                  2241215                                 599          108                      NO LATES
                  2243700                                 553          108                      1 X 60
                  2248426                                 500          108                      1 X 30
                  2248500                                 525          108                      4 X 60
                  2248847                                 636          108                      NO LATES
                  2248996                                 514          108                      1 X 30
                  2249438                                 531          108                      NO LATES
                  2249878                                 608          108                      NO LATES
                  2250684                                 639          108                      NO LATES
                  2251049                                 530          108                      NO LATES
               1000720223                                 594          108                      No Lates
               1001988219                                 634          108                      No Lates
               1002049367                                 612          106                      No Lates
               1002276619                                 693          106                      No Lates
               1002348999                                 648          106                      No Lates
               1002371310                                 607          106                      No Lates
               1002468706                                 583          106                      No Lates
               1002478223                                 686          108                      No Lates
               1002480381                                 596          106                      No Lates
               1002501475                                 641          108                      No Lates
               1002593562                                 636          106                      No Lates
               1002615566                                 581          108                      No Lates
               1002617190                                 578          108                      No Lates
               1002617699                                 581          108                      No Lates
               1002619250                                 578          108                      1 X 30
               1002621700                                 660          106                      No Lates
               1002627385                                 635          106                      No Lates
               1002645089                                 559          108                      No Lates
               1002652757                                 599          108                      No Lates
               1002661346                                 671          108                      No Lates
               1002670522                                 609          108                      No Lates
               1002680548                                 689          106                      No Lates
               1002684553                                 543          108                      2 X 30
               1002686169                                 721          108                      No Lates
               1002692492                                 530          108                      4 X 30
               1002693115                                 712          108                      No Lates
               1002705380                                 615          106                      No Lates
               1002707501                                 626          106                      No Lates
               1002734508                                 593          108                      No Lates
               1002759303                                 606          108                      1 X 30
               1002760284                                 641          106                      No Lates
               1002760293                                 633          106                      No Lates
               1002765332                                 600          108                      1 X 90
               1002767410                                 587          106                      No Lates
               1002771735                                 528          108                      No Lates
               1002775740                                 741          108                      No Lates
               1002778952                                 608          108                      No Lates
               1002784464                                 648          108                      No Lates
               1002795960                                 513          108                      No Lates
               1002803354                                 582          106                      No Lates
               1002804040                                 582          108                      No Lates
               1002805334                                 631          108                      1 X 30
               1002818106                                 640          106                      No Lates
               1002818446                                 550          108                      No Lates
               1002818641                                 531          108                      1 X 60
               1002827123                                 698          903                      No Lates
               1002864760                                 660          106                      No Lates
               1002867062                                 686          108                      No Lates
               1002874358                                 643          106                      No Lates
               1002884392                                 700          106                      No Lates
               1002885505                                 622          108                      No Lates
               1002887291                                 512          108                      No Lates
               1002892212                                 505          108                      1 X 90
               1002893364                                 651          106                      No Lates
               1002896646                                 537          108                      No Lates
               1002905672                                 590          108                      No Lates
               1002907947                                 589          108                      No Lates
               1002913716                                 634          108                      No Lates
               1002918864                                 611          108                      No Lates
               1002925794                                 675          106                      No Lates
               1002928880                                 654          108                      No Lates
               1002936185                                 658          108                      No Lates
               1002938450                                 669          106                      No Lates
               1002941767                                 709          108                      No Lates
               1002953156                                 505          108                      2 X 60
               1002960969                                 614          106                      No Lates
               1002966696                                 592          108                      No Lates
               1002983061                                 530          108                      No Lates
               1002986335                                 625          106                      No Lates
               1002987646                                 527          108                      No Lates
               1002987655                                 523          108                      No Lates
               1002989644                                 507          108                      1 X 60
               1002990589                                 505          108                      1 X 120
               1002991597                                 544          108                      2 X 60
               1002995922                                 644          106                      No Lates
               1003000335                                 500          108                      No Lates
               1003010128                                 676          108                      No Lates
               1003011092                                 598          108                      No Lates
               1003011804                                 624          106                      No Lates
               1003016220                                 601          108                      No Lates
               1003018843                                 585          108                      2 X 30
               1003020402                                 567          106                      No Lates
               1003029074                                 725          108                      No Lates
               1003038064                                 639          106                      No Lates
               1003038260                                 652          106                      No Lates
               1003038670                                 631          106                      1 X 30
               1003040113                                 580          108                      5 X 30
               1003041835                                 585          108                      1 X 30
               1003044486                                 669          106                      No Lates
               1003044609                                 670          106                      No Lates
               1003048124                                 623          108                      No Lates
               1003050520                                 716          106                      No Lates
               1003052840                                 658          108                      No Lates
               1003053821                                 619          106                      No Lates
               1003057471                                 675          108                      No Lates
               1003057578                                 509          108                      1 X 30
               1003059317                                 779          108                      No Lates
               1003064542                                 755          108                      No Lates
               1003064917                                 658          108                      No Lates
               1003066274                                 571          108                      2 X 90
               1003069832                                 581          108                      No Lates
               1003071687                                 701          106                      No Lates
               1003078537                                 628          106                      No Lates
               1003078573                                 567          108                      No Lates
               1003081444                                 590          106                      No Lates
               1003083157                                 702          106                      No Lates
               1003083647                                 593          106                      No Lates
               1003086895                                 616          108                      No Lates
               1003089348                                 623          108                      No Lates
               1003090489                                 554          108                      1 X 60
               1003091754                                 682          108                      No Lates
               1003093903                                 598          106                      No Lates
               1003095830                                 598          108                      1 X 30
               1003097847                                 658          108                      No Lates
               1003097945                                 596          108                      No Lates
               1003098597                                 532          108                      No Lates
               1003098757                                 682          108                      No Lates
               1003101734                                 603          108                      No Lates
               1003102261                                 664          108                      No Lates
               1003102564                                 508          108                      2 X 30
               1003104615                                 635          106                      No Lates
               1003104795                                 601          108                      No Lates
               1003105446                                 659          108                      No Lates
               1003105678                                 625          108                      No Lates
               1003106196                                 561          108                      1 X 60
               1003106515                                 580          108                      1 X 30
               1003108032                                 647          108                      No Lates
               1003108782                                 583          108                      No Lates
               1003109629                                 669          108                      No Lates
               1003113482                                 627          108                      1 X 30
               1003119093                                 666          108                      No Lates
               1003119912                                 631          106                      No Lates
               1003120303                                 584          108                      No Lates
               1003121115                                 619          108                      2 X 30
               1003123113                                 628          106                      No Lates
               1003125932                                 622          108                      No Lates
               1003126600                                 590          108                      No Lates
               1003126628                                 596          106                      No Lates
               1003129000                                 551          108                      1 X 60
               1003131122                                 637          106                      No Lates
               1003133086                                 666          108                      No Lates
               1003135128                                 512          108                      7 X 30
               1003135351                                 536          108                      No Lates
               1003135636                                 556          108                      No Lates
               1003136537                                 586          106                      No Lates
               1003138107                                 626          106                      No Lates
               1003138517                                 619          106                      No Lates
               1003138928                                 619          106                      No Lates
               1003138946                                 545          108                      1 X 30
               1003139106                                 639          108                      1 X 30
               1003141148                                 667          106                      No Lates
               1003145377                                 513          108                      No Lates
               1003146562                                 600          108                      No Lates
               1003146580                                 584          106                      No Lates
               1003147534                                 617          108                      No Lates
               1003147605                                 654          108                      No Lates
               1003147847                                 534          108                      No Lates
               1003148631                                 695          108                      No Lates
               1003149426                                 646          106                      No Lates
               1003150388                                 597          106                      No Lates
               1003150716                                 556          108                      3 X 30
               1003154384                                 537          108                      No Lates
               1003155169                                 655          106                      No Lates
               1003155454                                 612          106                      No Lates
               1003156872                                 636          106                      No Lates
               1003157014                                 676          106                      No Lates
               1003158273                                 712          108                      No Lates
               1003159021                                 575          108                      No Lates
               1003159049                                 644          108                      No Lates
               1003161517                                 684          106                      No Lates
               1003162124                                 575          108                      1 X 30
               1003162437                                 518          108                      1 X 60
               1003165247                                 505          108                      No Lates
               1003168191                                 741          108                      No Lates
               1003168770                                 657          106                      No Lates
               1003169779                                 606          108                      No Lates
               1003174157                                 654          108                      No Lates
               1003175600                                 664          106                      No Lates
               1003178073                                 620          106                      No Lates
               1003178322                                 540          108                      No Lates
               1003178769                                 663          106                      No Lates
               1003179385                                 677          108                      No Lates
               1003179553                                 627          106                      No Lates
               1003181498                                 672          106                      No Lates
               1003181719                                 574          108                      1 X 30
               1003181915                                 639          106                      No Lates
               1003181988                                 634          106                      No Lates
               1003182576                                 601          108                      No Lates
               1003182969                                 742          108                      No Lates
               1003183682                                 513          108                      No Lates
               1003183995                                 743          108                      No Lates
               1003190978                                 651          106                      No Lates
               1003194331                                 649          108                      No Lates
               1003195081                                 515          108                      1 X 30
               1003196400                                 630          106                      No Lates
               1003197043                                 503          108                      No Lates
               1003199425                                 583          108                      No Lates
               1003201680                                 648          108                      No Lates
               1003202199                                 700          302                      No Lates
               1003203269                                 632          106                      No Lates
               1003205043                                 622          106                      No Lates
               1003205908                                 601          108                      No Lates
               1003207363                                 694          108                      No Lates
               1003209272                                 535          108                      1 X 30
               1003210812                                 656          106                      No Lates
               1003211571                                 547          108                      No Lates
               1003212044                                 611          106                      No Lates
               1003212614                                 607          106                      1 X 30
               1003213748                                 629          106                      No Lates
               1003214248                                 630          106                      No Lates
               1003215639                                 673          108                      No Lates
               1003216727                                 512          108                      1 X 60
               1003218761                                 589          106                      No Lates
               1003219289                                 640          106                      No Lates
               1003222621                                 618          108                      No Lates
               1003222916                                 611          106                      No Lates
               1003224040                                 589          106                      No Lates
               1003226985                                 603          106                      No Lates
               1003228171                                 640          106                      No Lates
               1003228420                                 543          108                      No Lates
               1003230417                                 646          108                      No Lates
               1003231577                                 585          108                      1 X 30
               1003233575                                 623          106                      No Lates
               1003233995                                 666          108                      No Lates
               1003235154                                 639          106                      No Lates
               1003238428                                 668          106                      No Lates
               1003239686                                 643          106                      No Lates
               1003241968                                 603          106                      No Lates
               1003242495                                 638          106                      No Lates
               1003246188                                 633          106                      No Lates
               1003249531                                 551          108                      2 X 30
               1003252893                                 692          108                      2 X 30
               1003254622                                 696          106                      No Lates
               1003263532                                 690          106                      No Lates
               1003268172                                 604          108                      No Lates
               1003269590                                 755          106                      No Lates
               1003275912                                 696          903                      No Lates
               1003282977                                 589          108                      No Lates
               1003285607                                 671          108                      No Lates
               1003287776                                 620          106                      No Lates
               1003288454                                 684          108                      No Lates
               1003288533                                 510          108                      No Lates
               1003291191                                 515          108                      2 X 30
               1003291869                                 635          106                      No Lates
               1003293224                                 595          108                      2 X 30
               1003294740                                 609          106                      No Lates
               1003300957                                 598          106                      No Lates
               1003301368                                 563          108                      No Lates
               1003301484                                 614          108                      No Lates
               1003303044                                 586          108                      No Lates
               1003303570                                 661          106                      No Lates
               1003304230                                 505          108                      No Lates
               1003304329                                 502          108                      3 X 30
               1003306265                                 502          108                      1 X 30
               1003306988                                 503          108                      No Lates
               1003308245                                 701          108                      No Lates
               1003311008                                 703          106                      No Lates
               1003315488                                 577          108                      No Lates
               1003315512                                 520          108                      No Lates
               1003321248                                 502          108                      1 X 90
               1003323852                                 659          106                      No Lates
               1003323870                                 515          108                      1 X 90
               1003332174                                 636          106                      No Lates
               1003334350                                 583          106                      No Lates
               1003337366                                 663          106                      No Lates
               1003338739                                 678          108                      No Lates
               1003340726                                 593          106                      No Lates
               1003341262                                 631          106                      No Lates
               1003342760                                 684          106                      No Lates
               1003343377                                 587          106                      No Lates
               1003344303                                 587          108                      1 X 30
               1003348808                                 611          106                      No Lates
               1003350135                                 639          108                      No Lates
               1003350992                                 614          108                      No Lates
               1003351900                                 685          108                      No Lates
               1003352516                                 581          108                      1 X 60
               1003359314                                 583          106                      No Lates
               1003364004                                 553          108                      No Lates
               1003365067                                 638          108                      No Lates
               1003367289                                 501          108                      No Lates
               1003378437                                 684          108                      No Lates
               1003381227                                 634          106                      No Lates
               1003386909                                 584          106                      No Lates
               1003389853                                 614          106                      No Lates
               1003393660                                 506          108                      1 X 90
               1003395178                                 596          106                      No Lates
               1003395748                                 596          108                      No Lates
               1003399753                                 596          108                      No Lates
               1003400288                                 596          106                      No Lates
               1003403436                                 640          108                      No Lates
               1003404186                                 619          108                      No Lates
               1003406996                                 661          108                      No Lates
               1003407183                                 589          108                      No Lates
               1003408592                                 634          108                      No Lates
               1003409154                                 664          108                      No Lates
               1003409911                                 547          108                      No Lates
               1003410384                                 505          108                      No Lates
               1003412024                                 596          106                      No Lates
               1003413979                                 622          108                      No Lates
               1003415129                                 595          108                      No Lates
               1003417225                                 619          108                      No Lates
               1003421087                                 556          108                      No Lates
               1003423959                                 616          106                      No Lates
               1003426313                                 594          106                      No Lates
               1003428650                                 513          108                      1 X 60
               1003443278                                 637          108                      8 X 60
               1003449502                                 596          106                      No Lates
               1003450517                                 628          106                      No Lates
               1003451437                                 541          108                      4 X 30
               1003452631                                 617          108                      No Lates
               1003452935                                 694          108                      No Lates
               1003453827                                 758          108                      No Lates
               1003455781                                 551          108                      No Lates
               1003459698                                 507          108                      No Lates
               1003468946                                 582          106                      No Lates
               1003470880                                 732          108                      1 X 30
               1003473495                                 581          106                      No Lates
               1003479239                                 518          108                      1 X 60
               1003491581                                 676          106                      No Lates
               1003491741                                 688          106                      No Lates
               1003497353                                 589          106                      No Lates
               1003499155                                 619          106                      No Lates
               1003502748                                 599          108                      2 X 30
               1003506888                                 568          108                      2 X 30
               1003515645                                 511          108                      1 X 30
               1003516190                                 629          108                      No Lates
               1003517331                                 751          108                      No Lates
               1003519179                                 511          108                      No Lates
               1003528221                                 578          106                      No Lates
               1003531930                                 517          108                      1 X 60
               1003541536                                 620          108                      1 X 30
               1003542045                                 595          106                      No Lates
               1003544748                                 593          106                      No Lates
               1003547745                                 594          106                      No Lates
               1003557699                                 563          108                      No Lates
               1003564226                                 591          108                      No Lates
               1003565911                                 591          106                      No Lates
               1003567330                                 586          106                      No Lates
               1003570601                                 598          106                      No Lates
               1003577007                                 587          108                      No Lates
               1003592721                                 595          106                      No Lates
               1003593800                                 541          108                      No Lates
               1003600400                                 598          106                      No Lates
               1003600785                                 692          106                      No Lates
               1003600829                                 527          108                      No Lates
               1003603354                                 634          108                      No Lates
               1003623118                                 573          108                      No Lates
               1003629791                                 623          106                      No Lates
               1003632448                                 684          108                      No Lates
               1003638861                                 626          106                      No Lates
               1003644514                                 617          106                      No Lates
               1003644809                                 684          108                      No Lates
               1003656966                                 503          108                      No Lates
               1003658848                                 599          106                      No Lates
               1003659124                                 602          106                      1 X 30
               1003660531                                 536          108                      No Lates
               1003662735                                 649          108                      No Lates
               1003668007                                 619          106                      No Lates
               1003668784                                 518          108                      1 X 60
               1003670245                                 635          108                      No Lates
               1003670263                                 592          108                      1 X 60
               1003671743                                 570          108                      No Lates
               1003682429                                 516          108                      No Lates
               1003682991                                 732          106                      No Lates
               1003684365                                 615          106                      No Lates
               1003693220                                 622          108                      No Lates
               1003703344                                 504          108                      1 X 60
               1003703371                                 519          108                      No Lates
               1003711264                                 609          108                      No Lates
               1003713841                                 535          108                      No Lates
               1003726962                                 581          106                      No Lates
               1003730500                                 548          108                      No Lates
               1003740189                                 591          108                      No Lates
               1003743836                                 568          108                      4 X 30
               1003752095                                 579          106                      No Lates
               1003752362                                 641          106                      No Lates
               1003753156                                 591          106                      No Lates
               1003756082                                 553          108                      2 X 30
               1003756938                                 648          106                      No Lates
               1003765143                                 598          106                      No Lates
               1003772509                                 596          106                      No Lates
               1003774366                                 630          108                      No Lates
               1003777032                                 519          108                      No Lates
               1003777381                                 562          108                      No Lates
               1003777988                                 619          106                      No Lates
               1003780741                                 644          106                      No Lates
               1003782632                                 536          108                      3 X 30
               1003786442                                 567          108                      1 X 30
               1003787478                                 589          108                      No Lates
               1003790767                                 615          108                      No Lates
               1003790829                                 589          106                      No Lates
               1003793434                                 640          108                      No Lates
               1003817436                                 594          108                      No Lates
               1003820155                                 636          108                      2 X 30
               1003830830                                 635          108                      No Lates
               1003832543                                 619          108                      No Lates
               1003833551                                 583          106                      No Lates
               1003833766                                 687          106                      No Lates
               1003846262                                 593          106                      No Lates
               1003848144                                 508          108                      2 X 30
               1003852904                                 528          108                      No Lates
               1003853208                                 648          108                      No Lates
               1003862029                                 632          108                      1 X 30
               1003862207                                 595          106                      No Lates
               1003862797                                 657          108                      No Lates
               1003864205                                 531          108                      1 X 30
               1003867925                                 607          108                      No Lates
               1003875131                                 724          108                      No Lates
               1003876005                                 661          106                      No Lates
               1003877120                                 520          108                      1 X 60
               1003878450                                 593          108                      1 X 30
               1003884023                                 584          106                      No Lates
               1003885451                                 533          108                      1 X 30
               1003887333                                 548          108                      No Lates
               1003891140                                 582          108                      No Lates
               1003894655                                 670          108                      No Lates
               1003895280                                 604          106                      No Lates
               1003902888                                 511          108                      No Lates
               1003910450                                 608          106                      No Lates
               1003915062                                 664          106                      No Lates
               1003929155                                 624          106                      No Lates
               1003933382                                 637          106                      No Lates
               1003939527                                 722          106                      No Lates
               1003946760                                 586          108                      No Lates
               1003952262                                 595          108                      No Lates
               1003956286                                 584          108                      1 X 90
               1003956302                                 611          106                      No Lates
               1003965891                                 651          108                      No Lates
               1003981016                                 565          108                      No Lates
               1003982060                                 506          108                      No Lates
               1003985879                                 592          106                      No Lates
               1003987948                                 700          108                      No Lates
               1003988634                                 696          108                      No Lates
               1003990621                                 586          106                      No Lates
               1003991176                                 650          108                      No Lates
               1003992843                                 595          108                      1 X 30
               1003996073                                 665          106                      No Lates
               1004001065                                 664          106                      1 X 30
               1004001779                                 738          108                      No Lates
               1004002046                                 605          108                      No Lates
               1004003642                                 625          106                      No Lates
               1004006006                                 588          108                      No Lates
               1004006658                                 602          106                      No Lates
               1004007185                                 628          106                      No Lates
               1004008086                                 679          903                      No Lates
               1004009085                                 502          108                      No Lates
               1004009450                                 540          108                      1 X 90
               1004009557                                 636          106                      No Lates
               1004009682                                 623          108                      No Lates
               1004012678                                 664          108                      No Lates
               1004014408                                 643          108                      No Lates
               1004014881                                 582          108                      No Lates
               1004021123                                 515          108                      2 X 60
               1004022015                                 544          108                      1 X 30
               1004024102                                 657          108                      No Lates
               1004025414                                 684          106                      No Lates
               1004026681                                 620          108                      No Lates
               1004030621                                 574          108                      3 X 30
               1004030872                                 570          108                      No Lates
               1004033174                                 750          108                      No Lates
               1004033236                                 506          108                      No Lates
               1004037394                                 529          108                      No Lates
               1004039196                                 588          108                      No Lates
               1004040950                                 607          108                      No Lates
               1004041361                                 516          108                      1 X 30
               1004043421                                 617          108                      No Lates
               1004043877                                 628          108                      1 X 30
               1004044297                                 685          108                      No Lates
               1004048694                                 598          106                      No Lates
               1004049381                                 554          108                      No Lates
               1004049559                                 610          108                      No Lates
               1004050528                                 611          108                      No Lates
               1004063765                                 693          903                      No Lates
               1004067912                                 588          108                      1 X 30
               1004068573                                 631          108                      No Lates
               1004070105                                 704          108                      No Lates
               1004070276                                 615          108                      No Lates
               1004085420                                 770          106                      No Lates
               1004089033                                 597          106                      No Lates
               1004090851                                 563          108                      2 X 30
               1004090888                                 502          108                      1 X 60
               1004091020                                 637          108                      No Lates
               1004092109                                 676          106                      No Lates
               1004098942                                 580          106                      No Lates
               1004100216                                 694          108                      1 X 30
               1004103320                                 658          108                      No Lates
               1004106700                                 636          108                      No Lates
               1004106906                                 667          108                      No Lates
               1004112392                                 599          106                      No Lates
               1004113827                                 610          108                      No Lates
               1004115898                                 620          108                      2 X 30
               1004117155                                 606          106                      No Lates
               1004121300                                 626          106                      No Lates
               1004122194                                 555          108                      No Lates
               1004122540                                 767          108                      No Lates
               1004124469                                 588          106                      No Lates
               1004124815                                 618          108                      1 X 60
               1004128027                                 640          106                      No Lates
               1004131255                                 624          903                      No Lates
               1004134975                                 574          108                      No Lates
               1004142207                                 634          108                      No Lates
               1004144241                                 540          108                      No Lates
               1004148336                                 657          106                      No Lates
               1004153846                                 514          108                      No Lates
               1004155238                                 527          108                      1 X 60
               1004157218                                 515          108                      1 X 30
               1004157307                                 606          106                      No Lates
               1004157995                                 692          106                      No Lates
               1004162989                                 707          106                      No Lates
               1004163648                                 591          108                      1 X 30
               1004174379                                 703          108                      No Lates
               1004174440                                 594          106                      No Lates
               1004175261                                 586          106                      No Lates
               1004176206                                 505          108                      No Lates
               1004176625                                 517          108                      No Lates
               1004177152                                 634          108                      No Lates
               1004178909                                 506          108                      No Lates
               1004179098                                 599          106                      No Lates
               1004179800                                 685          108                      No Lates
               1004184938                                 632          106                      No Lates
               1004186856                                 707          108                      No Lates
               1004187953                                 586          106                      No Lates
               1004190672                                 590          108                      2 X 30
               1004192126                                 626          106                      No Lates
               1004194044                                 597          106                      No Lates
               1004196131                                 710          108                      No Lates
               1004196248                                 717          108                      No Lates
               1004205531                                 551          108                      No Lates
               1004205764                                 630          108                      No Lates
               1004206692                                 604          108                      No Lates
               1004214576                                 591          108                      No Lates
               1004215904                                 542          108                      No Lates
               1004220177                                 621          108                      1 X 30
               1004220872                                 652          106                      No Lates
               1004226064                                 594          108                      1 X 30
               1004226625                                 511          108                      No Lates
               1004233662                                 643          106                      No Lates
               1004234199                                 586          108                      No Lates
               1004234705                                 634          108                      1 X 30
               1004235866                                 666          108                      No Lates
               1004236375                                 581          108                      1 X 30
               1004238177                                 504          108                      No Lates
               1004240084                                 606          108                      No Lates
               1004241403                                 530          108                      No Lates
               1004244446                                 599          106                      No Lates
               1004244687                                 595          108                      No Lates
               1004250358                                 598          108                      No Lates
               1004251419                                 575          108                      1 X 30
               1004252971                                 683          106                      No Lates
               1004254229                                 645          106                      No Lates
               1004259974                                 690          108                      No Lates
               1004262452                                 602          108                      No Lates
               1004264129                                 634          106                      No Lates
               1004264370                                 608          108                      No Lates
               1004277035                                 577          108                      No Lates
               1004278089                                 699          106                      No Lates
               1004278819                                 595          108                      1 X 60
               1004280094                                 574          108                      No Lates
               1004281752                                 681          108                      No Lates
               1004283965                                 564          108                      No Lates
               1004284090                                 635          106                      No Lates
               1004286329                                 633          106                      No Lates
               1004289567                                 507          108                      4 X 60
               1004295676                                 621          106                      No Lates
               1004296899                                 721          106                      No Lates
               1004297745                                 639          108                      No Lates
               1004298370                                 590          108                      No Lates
               1004298637                                 639          108                      No Lates
               1004298959                                 591          108                      No Lates
               1004299048                                 639          108                      No Lates
               1004299351                                 623          106                      No Lates
               1004300125                                 659          108                      No Lates
               1004305861                                 614          108                      No Lates
               1004309803                                 547          108                      4 X 30
               1004309965                                 553          108                      No Lates
               1004314548                                 660          108                      No Lates
               1004316519                                 575          108                      1 X 30
               1004316742                                 524          108                      No Lates
               1004319071                                 639          106                      No Lates
               1004319213                                 573          108                      No Lates
               1004328702                                 693          108                      No Lates
               1004329462                                 635          108                      No Lates
               1004334198                                 507          108                      1 X 90
               1004334303                                 707          108                      No Lates
               1004336490                                 514          108                      1 X 30
               1004336515                                 546          108                      No Lates
               1004342508                                 656          108                      No Lates
               1004342768                                 526          108                      1 X 30
               1004343482                                 702          106                      No Lates
               1004343650                                 660          106                      No Lates
               1004344329                                 627          108                      No Lates
               1004344418                                 525          108                      No Lates
               1004347950                                 632          108                      No Lates
               1004348744                                 548          108                      1 X 30
               1004353568                                 617          108                      No Lates
               1004354399                                 612          106                      No Lates
               1004354843                                 662          108                      No Lates
               1004354923                                 630          108                      No Lates
               1004355094                                 662          108                      No Lates
               1004356388                                 634          106                      No Lates
               1004356468                                 642          108                      1 X 30
               1004356725                                 700          108                      No Lates
               1004357001                                 613          108                      No Lates
               1004357074                                 681          108                      No Lates
               1004360587                                 631          108                      No Lates
               1004360612                                 700          106                      No Lates
               1004360649                                 623          108                      No Lates
               1004362264                                 624          108                      No Lates
               1004366778                                 577          106                      No Lates
               1004367615                                 609          108                      1 X 30
               1004368785                                 639          108                      No Lates
               1004368829                                 652          108                      No Lates
               1004372324                                 569          108                      No Lates
               1004373001                                 672          106                      No Lates
               1004373671                                 621          106                      No Lates
               1004373868                                 613          106                      No Lates
               1004377739                                 644          106                      No Lates
               1004380814                                 575          108                      No Lates
               1004380994                                 658          108                      No Lates
               1004382812                                 669          106                      No Lates
               1004383321                                 602          106                      No Lates
               1004384357                                 534          108                      2 X 60
               1004384678                                 500          108                      No Lates
               1004386532                                 622          108                      No Lates
               1004387103                                 692          106                      No Lates
               1004388987                                 672          106                      No Lates
               1004389245                                 685          108                      1 X 30
               1004389799                                 510          108                      1 X 30
               1004390439                                 711          106                      No Lates
               1004390705                                 603          108                      No Lates
               1004391287                                 625          106                      No Lates
               1004391312                                 641          108                      No Lates
               1004391599                                 626          106                      No Lates
               1004391624                                 548          108                      1 X 60
               1004393392                                 566          108                      No Lates
               1004393891                                 637          108                      No Lates
               1004394550                                 584          108                      No Lates
               1004396415                                 531          108                      No Lates
               1004397824                                 509          108                      1 X 30
               1004398048                                 640          108                      No Lates
               1004398306                                 672          108                      No Lates
               1004399243                                 523          108                      2 X 30
               1004399957                                 585          108                      No Lates
               1004399993                                 571          108                      No Lates
               1004402612                                 673          108                      No Lates
               1004402818                                 645          108                      No Lates
               1004403167                                 646          106                      No Lates
               1004403345                                 655          108                      No Lates
               1004404451                                 589          106                      No Lates
               1004405110                                 717          108                      No Lates
               1004406299                                 572          108                      2 X 30
               1004407243                                 570          108                      No Lates
               1004407305                                 514          108                      1 X 60
               1004412344                                 612          108                      No Lates
               1004412567                                 704          108                      No Lates
               1004414182                                 661          106                      No Lates
               1004414271                                 567          108                      1 X 60
               1004414556                                 605          108                      No Lates
               1004415341                                 520          108                      1 X 30
               1004415804                                 570          108                      No Lates
               1004416714                                 561          108                      No Lates
               1004419766                                 608          108                      No Lates
               1004419882                                 509          108                      3 X 60
               1004421897                                 634          106                      No Lates
               1004427203                                 502          108                      1 X 60
               1004430413                                 623          106                      No Lates
               1004439628                                 573          108                      3 X 30
               1004442464                                 619          108                      No Lates
               1004442785                                 651          106                      No Lates
               1004447833                                 674          106                      No Lates
               1004448690                                 505          108                      3 X 30
               1004450212                                 647          106                      No Lates
               1004451756                                 630          106                      No Lates
               1004453460                                 652          108                      No Lates
               1004453665                                 573          108                      3 X 30
               1004455280                                 568          108                      No Lates
               1004455529                                 598          108                      No Lates
               1004462744                                 628          903                      No Lates
               1004462842                                 529          108                      3 X 30
               1004463798                                 644          108                      No Lates
               1004465812                                 661          108                      No Lates
               1004470129                                 662          106                      No Lates
               1004470799                                 620          108                      No Lates
               1004471958                                 641          108                      No Lates
               1004472154                                 626          108                      No Lates
               1004473019                                 543          108                      1 X 30
               1004474937                                 621          108                      No Lates
               1004475320                                 628          108                      No Lates
               1004475339                                 662          108                      No Lates
               1004475892                                 569          108                      No Lates
               1004478014                                 678          108                      No Lates
               1004484971                                 582          108                      No Lates
               1004485603                                 612          108                      No Lates
               1004488101                                 724          108                      1 X 30
               1004489048                                 622          106                      No Lates
               1004490456                                 607          108                      1 X 30
               1004490802                                 530          108                      No Lates
               1004491366                                 541          108                      No Lates
               1004492329                                 712          302                      No Lates
               1004496673                                 630          108                      No Lates
               1004503362                                 623          108                      No Lates
               1004504673                                 594          108                      No Lates
               1004505271                                 620          106                      No Lates
               1004505538                                 541          108                      No Lates
               1004507019                                 595          108                      No Lates
               1004508009                                 515          108                      1 X 60
               1004509222                                 552          108                      1 X 30
               1004510611                                 620          108                      No Lates
               1004510700                                 672          108                      No Lates
               1004515572                                 637          106                      No Lates
               1004515812                                 587          106                      No Lates
               1004518436                                 649          108                      No Lates
               1004518766                                 567          108                      2 X 30
               1004519337                                 732          108                      No Lates
               1004519514                                 622          108                      1 X 30
               1004520655                                 628          108                      No Lates
               1004521397                                 613          108                      No Lates
               1004521459                                 640          106                      No Lates
               1004522984                                 505          108                      1 X 30
               1004524009                                 586          106                      No Lates
               1004531812                                 588          108                      No Lates
               1004533918                                 643          106                      No Lates
               1004534677                                 583          106                      No Lates
               1004538227                                 660          108                      No Lates
               1004541188                                 646          106                      No Lates
               1004542711                                 516          108                      1 X 30
               1004543140                                 509          108                      1 X 30
               1004543355                                 605          108                      No Lates
               1004546708                                 704          108                      No Lates
               1004547066                                 674          108                      No Lates
               1004547280                                 537          108                      3 X 60
               1004549028                                 510          108                      1 X 90
               1004549527                                 528          108                      1 X 30
               1004549992                                 654          108                      No Lates
               1004550854                                 505          108                      1 X 60
               1004551078                                 633          106                      No Lates
               1004553227                                 626          106                      No Lates
               1004553691                                 637          106                      No Lates
               1004560488                                 506          108                      No Lates
               1004561398                                 636          108                      No Lates
               1004562645                                 562          108                      No Lates
               1004562994                                 699          106                      No Lates
               1004563305                                 564          108                      1 X 30
               1004564019                                 580          108                      No Lates
               1004565063                                 541          108                      No Lates
               1004565090                                 569          108                      No Lates
               1004565580                                 573          108                      No Lates
               1004570930                                 623          106                      No Lates
               1004573161                                 564          108                      No Lates
               1004573205                                 531          108                      No Lates
               1004574197                                 691          108                      No Lates
               1004574286                                 621          108                      No Lates
               1004575711                                 590          108                      2 X 30
               1004576300                                 504          108                      1 X 90
               1004576569                                 782          108                      No Lates
               1004579147                                 607          108                      No Lates
               1004579192                                 594          108                      No Lates
               1004579441                                 526          108                      No Lates
               1004579655                                 564          108                      1 X 30
               1004587012                                 514          108                      No Lates
               1004587236                                 657          106                      No Lates
               1004589323                                 601          106                      No Lates
               1004589564                                 669          108                      1 X 90
               1004589644                                 545          108                      No Lates
               1004590053                                 533          108                      No Lates
               1004590133                                 539          108                      No Lates
               1004591597                                 598          106                      No Lates
               1004593559                                 579          106                      No Lates
               1004594148                                 558          108                      No Lates
               1004596574                                 641          106                      No Lates
               1004597742                                 560          108                      1 X 30
               1004600881                                 690          108                      No Lates
               1004601924                                 630          108                      2 X 30
               1004602013                                 607          108                      No Lates
               1004603557                                 621          106                      No Lates
               1004604565                                 576          108                      No Lates
               1004605653                                 667          108                      1 X 30
               1004607161                                 576          108                      1 X 30
               1004608071                                 669          106                      No Lates
               1004609043                                 525          108                      No Lates
               1004609356                                 562          108                      No Lates
               1004611799                                 664          106                      No Lates
               1004611897                                 501          108                      No Lates
               1004617089                                 606          108                      No Lates
               1004617463                                 640          106                      No Lates
               1004617882                                 659          108                      No Lates
               1004618809                                 580          106                      No Lates
               1004622493                                 591          106                      No Lates
               1004623312                                 623          108                      No Lates
               1004624026                                 556          108                      No Lates
               1004624080                                 611          108                      1 X 60
               1004624142                                 562          108                      1 X 60
               1004624286                                 671          106                      No Lates
               1004625150                                 592          108                      1 X 30
               1004629762                                 571          108                      No Lates
               1004631526                                 599          106                      No Lates
               1004635675                                 656          106                      No Lates
               1004636111                                 504          108                      1 X 30
               1004639528                                 626          106                      No Lates
               1004640446                                 629          106                      No Lates
               1004641454                                 594          108                      1 X 60
               1004641463                                 623          108                      1 X 30
               1004642177                                 625          106                      No Lates
               1004644111                                 691          106                      No Lates
               1004644647                                 656          106                      No Lates
               1004645245                                 600          108                      1 X 60
               1004645673                                 640          108                      No Lates
               1004646020                                 696          106                      No Lates
               1004649599                                 633          106                      No Lates
               1004652496                                 617          106                      No Lates
               1004652913                                 640          106                      No Lates
               1004655778                                 526          108                      No Lates
               1004655830                                 629          108                      No Lates
               1004656722                                 620          106                      No Lates
               1004659774                                 592          106                      No Lates
               1004662644                                 609          108                      No Lates
               1004664624                                 652          106                      No Lates
               1004667550                                 607          108                      2 X 30
               1004668540                                 603          108                      No Lates
               1004669111                                 650          106                      No Lates
               1004669237                                 616          108                      1 X 60
               1004669914                                 624          108                      No Lates
               1004672660                                 627          108                      No Lates
               1004673357                                 558          108                      No Lates
               1004674891                                 608          108                      No Lates
               1004677077                                 653          108                      No Lates
               1004678325                                 587          108                      No Lates
               1004679627                                 718          108                      No Lates
               1004680170                                 590          108                      No Lates
               1004680198                                 510          108                      1 X 30
               1004680893                                 615          108                      No Lates
               1004684452                                 660          106                      No Lates
               1004685969                                 620          108                      No Lates
               1004686094                                 563          108                      No Lates
               1004688001                                 691          106                      No Lates
               1004688993                                 630          106                      No Lates
               1004690178                                 560          108                      1 X 90
               1004690748                                 758          106                      No Lates
               1004693022                                 674          106                      No Lates
               1004694290                                 615          106                      No Lates
               1004695869                                 616          108                      No Lates
               1004695930                                 611          108                      No Lates
               1004696485                                 564          108                      No Lates
               1004698063                                 522          108                      No Lates
               1004700960                                 585          108                      1 X 60
               1004701424                                 666          106                      No Lates
               1004702860                                 688          106                      No Lates
               1004703039                                 570          108                      1 X 30
               1004703869                                 712          108                      No Lates
               1004705037                                 614          108                      No Lates
               1004711431                                 502          108                      1 X 60
               1004712788                                 600          108                      1 X 30
               1004712822                                 647          106                      No Lates
               1004714606                                 512          108                      2 X 30
               1004714919                                 513          108                      2 X 30
               1004715552                                 535          108                      1 X 30
               1004715614                                 705          108                      3 X 30
               1004718817                                 519          108                      No Lates
               1004722287                                 500          108                      3 X 60
               1004722349                                 640          108                      No Lates
               1004723204                                 601          108                      No Lates
               1004724276                                 623          106                      No Lates
               1004724506                                 553          108                      No Lates
               1004724640                                 612          108                      No Lates
               1004725042                                 538          108                      1 X 30
               1004727905                                 658          106                      No Lates
               1004728058                                 726          106                      No Lates
               1004728897                                 675          106                      No Lates
               1004729440                                 641          106                      No Lates
               1004735442                                 758          106                      1 X 30
               1004737342                                 582          108                      No Lates
               1004738966                                 622          108                      No Lates
               1004739536                                 555          108                      No Lates
               1004740089                                 633          106                      No Lates
               1004740551                                 598          106                      No Lates
               1004741024                                 689          106                      No Lates
               1004741783                                 649          106                      No Lates
               1004742005                                 533          108                      2 X 60
               1004743264                                 662          108                      No Lates
               1004744058                                 619          108                      No Lates
               1004745128                                 638          108                      No Lates
               1004746886                                 637          106                      No Lates
               1004749213                                 663          108                      No Lates
               1004751183                                 585          108                      No Lates
               1004752501                                 613          108                      No Lates
               1004752672                                 501          108                      No Lates
               1004753065                                 569          108                      2 X 30
               1004754894                                 598          108                      No Lates
               1004756197                                 629          106                      No Lates
               1004756883                                 503          108                      1 X 30
               1004759247                                 633          106                      No Lates
               1004759363                                 571          108                      1 X 90
               1004759755                                 650          108                      No Lates
               1004760477                                 621          106                      No Lates
               1004761742                                 636          108                      No Lates
               1004761779                                 675          106                      No Lates
               1004762180                                 581          106                      No Lates
               1004762304                                 619          106                      No Lates
               1004764829                                 575          108                      No Lates
               1004765132                                 654          106                      No Lates
               1004766890                                 643          108                      No Lates
               1004768978                                 631          106                      No Lates
               1004769067                                 510          108                      1 X 60
               1004770457                                 599          108                      No Lates
               1004770616                                 655          106                      No Lates
               1004771713                                 571          108                      No Lates
               1004771866                                 617          106                      No Lates
               1004772062                                 602          108                      No Lates
               1004774426                                 558          108                      No Lates
               1004779653                                 519          108                      No Lates
               1004782587                                 691          108                      No Lates
               1004784246                                 608          108                      No Lates
               1004784683                                 616          106                      No Lates
               1004785218                                 587          108                      No Lates
               1004785799                                 621          106                      No Lates
               1004786440                                 556          108                      No Lates
               1004787190                                 641          108                      No Lates
               1004790097                                 669          106                      No Lates
               1004792004                                 631          106                      No Lates
               1004793110                                 510          108                      No Lates
               1004793735                                 528          108                      1 X 30
               1004794397                                 641          108                      No Lates
               1004795403                                 621          106                      No Lates
               1004798393                                 581          108                      No Lates
               1004798437                                 539          108                      No Lates
               1004798874                                 585          106                      No Lates
               1004801726                                 505          108                      3 X 60
               1004803314                                 620          106                      No Lates
               1004803350                                 748          106                      No Lates
               1004806810                                 735          108                      No Lates
               1004810235                                 700          108                      No Lates
               1004811519                                 600          106                      No Lates
               1004814936                                 651          108                      No Lates
               1004816783                                 652          106                      No Lates
               1004817158                                 628          106                      No Lates
               1004818754                                 641          106                      No Lates
               1004821580                                 602          106                      No Lates
               1004824300                                 602          106                      No Lates
               1004824854                                 688          108                      1 X 30
               1004828075                                 688          108                      1 X 30
               1004828565                                 581          108                      No Lates
               1004828823                                 523          108                      No Lates
               1004829270                                 667          106                      No Lates
               1004834567                                 701          106                      No Lates
               1004841087                                 585          108                      3 X 30
               1004842086                                 621          106                      No Lates
               1004846475                                 690          106                      No Lates
               1004846484                                 676          106                      No Lates
               1004847606                                 617          108                      No Lates
               1004849908                                 604          106                      No Lates
               1004850067                                 653          108                      No Lates
               1004852733                                 612          108                      1 X 30
               1004854465                                 619          108                      No Lates
               1004856025                                 630          106                      No Lates
               1004856347                                 706          106                      No Lates
               1004858096                                 616          108                      No Lates
               1004862241                                 630          106                      No Lates
               1004864445                                 635          106                      No Lates
               1004874773                                 580          108                      1 X 30
               1004876370                                 585          108                      No Lates
               1004876806                                 616          108                      No Lates
               1004885832                                 653          108                      No Lates
               1004888410                                 612          108                      1 X 30
               1004892012                                 673          106                      No Lates
               1004893574                                 655          106                      No Lates
               1004895947                                 631          106                      No Lates
               1004896161                                 600          108                      No Lates
               1004899275                                 671          108                      No Lates
               1004906524                                 527          108                      No Lates
               1004907541                                 660          106                      No Lates
               1004908336                                 538          108                      1 X 30
               1004908942                                 657          108                      3 X 30
               1004912919                                 557          108                      5 X 30
               1004913222                                 563          108                      No Lates
               1004916103                                 600          108                      No Lates
               1004919075                                 721          106                      No Lates
               1004920429                                 611          108                      No Lates
               1004922285                                 547          108                      1 X 30
               1004923685                                 605          108                      No Lates
               1004925068                                 596          108                      1 X 30
               1004926049                                 547          108                      2 X 30
               1004929108                                 510          108                      1 X 30
               1004932416                                 622          108                      No Lates
               1004934156                                 614          108                      1 X 30
               1004934272                                 699          903                      No Lates
               1004936083                                 586          108                      No Lates
               1004936895                                 676          108                      No Lates
               1004939035                                 504          108                      1 X 30
               1004939516                                 663          106                      No Lates
               1004939758                                 602          106                      No Lates
               1004940194                                 681          108                      No Lates
               1004940835                                 722          106                      No Lates
               1004940988                                 640          106                      No Lates
               1004943743                                 607          108                      No Lates
               1004943752                                 526          108                      No Lates
               1004944617                                 613          106                      No Lates
               1004944902                                 641          106                      No Lates
               1004945288                                 659          108                      No Lates
               1004958530                                 558          108                      No Lates
               1004958692                                 717          108                      No Lates
               1004959370                                 560          108                      1 X 30
               1004960723                                 511          108                      No Lates
               1004968388                                 636          106                      No Lates
               1004970124                                 631          106                      No Lates
               1004970927                                 618          106                      No Lates
               1004971150                                 629          106                      No Lates
               1004973256                                 502          108                      No Lates
               1004973522                                 545          108                      No Lates
               1004975520                                 717          108                      No Lates
               1004988687                                 559          108                      1 X 30
               1004989061                                 616          106                      No Lates
               1004990987                                 655          106                      No Lates
               1004994180                                 683          106                      No Lates
               1004994983                                 546          108                      No Lates
               1004995198                                 681          106                      No Lates
               1004996311                                 680          106                      No Lates
               1004998809                                 640          108                      No Lates
               1005003024                                 646          106                      No Lates
               1005006502                                 609          108                      No Lates
               1005011024                                 689          106                      No Lates
               1005019151                                 592          108                      No Lates
               1005019687                                 588          108                      No Lates
               1005021941                                 637          106                      No Lates
               1005026660                                 548          108                      2 X 30
               1005032029                                 510          108                      No Lates
               1005035268                                 675          302                      No Lates
               1005036971                                 553          108                      No Lates
               1005049191                                 650          108                      No Lates
               1005060774                                 636          106                      No Lates
               1005081724                                 635          106                      1 X 30
               1005083465                                 721          106                      No Lates
               1005091768                                 622          106                      No Lates
               1005096031                                 666          108                      No Lates
               1005105986                                 627          108                      No Lates
               1005106128                                 634          108                      No Lates
               1005110293                                 676          108                      No Lates
               1005111078                                 615          106                      No Lates
                  2091341                                 541          108                      NO LATES
                  2147151                                 533          108                      NO LATES
                  2152581                                 501          108                      1 X 60
                  2159842                                 509          108                      3 X 30
                  2165161                                 585          108                      NO LATES
                  2166652                                 684          108                      NO LATES
                  2173873                                 649          108                      NO LATES
                  2177549                                 556          108                      1 X 90
                  2177633                                 628          108                      NO LATES
                  2178433                                 608          108                      NO LATES
                  2182302                                 751          108                      NO LATES
                  2183731                                 566          108                      2 X 60
                  2183812                                 610          108                      NO LATES
                  2184269                                 517          108                      NO LATES
                  2184408                                 646          108                      NO LATES
                  2186102                                 596          108                      NO LATES
                  2186243                                 506          108                      NO LATES
                  2186313                                 591          108                      NO LATES
                  2187167                                 604          108                      1 X 30
                  2187733                                 622          108                      NO LATES
                  2187840                                 517          108                      NO LATES
                  2187940                                 531          108                      NO LATES
                  2188736                                 504          108                      2 X 30
                  2188904                                 632          108                      NO LATES
                  2188919                                 593          108                      NO LATES
                  2189383                                 536          108                      NO LATES
                  2189611                                 687          108                      NO LATES
                  2190370                                 552          108                      NO LATES
                  2190699                                 630          108                      NO LATES
                  2190986                                 525          108                      2 X 30
                  2191402                                 646          108                      NO LATES
                  2191629                                 502          108                      1 X 30
                  2192592                                 581          108                      NO LATES
                  2192729                                 609          108                      NO LATES
                  2192854                                 554          108                      NO LATES
                  2192906                                 583          108                      NO LATES
                  2193159                                 672          106                      NO LATES
                  2193470                                 668          108                      NO LATES
                  2193547                                 680          108                      NO LATES
                  2193940                                 560          108                      NO LATES
                  2193978                                 568          108                      2 X 30
                  2194493                                 710          108                      NO LATES
                  2194803                                 579          108                      NO LATES
                  2195138                                 662          108                      1 X 30
                  2196336                                 632          106                      NO LATES
                  2196624                                 631          108                      NO LATES
                  2196627                                 634          108                      NO LATES
                  2197918                                 705          108                      NO LATES
                  2198262                                 578          108                      NO LATES
                  2198417                                 659          108                      NO LATES
                  2198509                                 591          108                      NO LATES
                  2198853                                 632          108                      NO LATES
                  2198918                                 610          108                      NO LATES
                  2199258                                 533          108                      NO LATES
                  2199396                                 564          108                      NO LATES
                  2199538                                 579          108                      1 X 30
                  2199621                                 576          108                      NO LATES
                  2199905                                 541          108                      1 X 30
                  2200218                                 519          108                      NO LATES
                  2200230                                 566          108                      NO LATES
                  2200662                                 626          108                      NO LATES
                  2200726                                 633          106                      NO LATES
                  2200840                                 609          108                      NO LATES
                  2201024                                 580          108                      1 X 60
                  2201518                                 607          108                      NO LATES
                  2201703                                 551          108                      NO LATES
                  2201893                                 560          108                      NO LATES
                  2202036                                 589          108                      NO LATES
                  2202047                                 543          108                      NO LATES
                  2202245                                 520          108                      NO LATES
                  2202613                                 503          108                      3 X 30
                  2202666                                 550          108                      NO LATES
                  2202966                                 646          108                      NO LATES
                  2203258                                 502          108                      1 X 60
                  2203377                                 573          108                      NO LATES
                  2203576                                 526          108                      1 X 60
                  2203583                                 624          108                      NO LATES
                  2203630                                 580          108                      NO LATES
                  2203653                                 636          108                      NO LATES
                  2203679                                 507          108                      NO LATES
                  2203733                                 600          106                      NO LATES
                  2203754                                 511          108                      2 X 30
                  2203767                                 678          903                      NO LATES
                  2203863                                 591          108                      NO LATES
                  2203927                                 625          108                      NO LATES
                  2203961                                 569          108                      7 X 60
                  2204122                                 593          108                      1 X 30
                  2204286                                 549          108                      1 X 30
                  2204580                                 545          108                      2 X 30
                  2204596                                 656          108                      NO LATES
                  2204863                                 601          108                      NO LATES
                  2205316                                 503          108                      1 X 60
                  2205334                                 634          108                      NO LATES
                  2205342                                 656          108                      NO LATES
                  2205521                                 531          108                      2 X 30
                  2205550                                 520          108                      NO LATES
                  2205800                                 547          108                      1 X 30
                  2205858                                 599          108                      2 X 30
                  2205936                                 625          106                      NO LATES
                  2206263                                 640          108                      NO LATES
                  2206307                                 641          108                      NO LATES
                  2206586                                 510          108                      1 X 30
                  2206640                                 623          108                      1 X 30
                  2206726                                 648          108                      NO LATES
                  2206761                                 533          108                      2 X 60
                  2206885                                 537          108                      3 X 30
                  2207536                                 541          108                      NO LATES
                  2208988                                 625          108                      NO LATES
                  2210346                                 569          108                      NO LATES
                  2210659                                 745          108                      NO LATES
                  2210744                                 618          108                      1 X 30
                  2211044                                 548          108                      NO LATES
                  2211861                                 566          108                      NO LATES
                  2212062                                 610          108                      NO LATES
                  2212334                                 609          108                      NO LATES
                  2212697                                 619          108                      NO LATES
                  2212980                                 544          108                      NO LATES
                  2213722                                 519          108                      NO LATES
                  2214198                                 558          108                      NO LATES
                  2214384                                 552          108                      1 X 30
                  2215442                                 634          108                      NO LATES
                  2216269                                 548          108                      3 X 30
                  2216358                                 555          108                      NO LATES
                  2216588                                 606          108                      NO LATES
                  2216953                                 568          108                      3 X 30
                  2217024                                 605          108                      NO LATES
                  2217662                                 574          108                      NO LATES
                  2217992                                 676          108                      NO LATES
                  2218132                                 608          108                      NO LATES
                  2219044                                 534          108                      1 X 60
                  2221088                                 553          108                      NO LATES
                  2221122                                 529          108                      1 X 30
                  2221572                                 583          108                      2 X 30
                  2222241                                 501          108                      1 X 30
                  2222547                                 525          108                      1 X 30
                  2224523                                 706          108                      NO LATES
                  2225194                                 566          108                      1 X 30
                  2225864                                 532          108                      1 X 30
                  2226308                                 577          108                      NO LATES
                  2226395                                 572          108                      NO LATES
                  2226973                                 639          106                      NO LATES
                  2227265                                 528          108                      3 X 30
                  2229921                                 518          108                      2 X 60
                  2232121                                 619          108                      1 X 30
                  2232580                                 517          108                      1 X 30
                  2233686                                 601          108                      NO LATES
                  2234880                                 633          108                      NO LATES
                  2235075                                 552          108                      NO LATES
                  2242364                                 509          108                      NO LATES
                  2242629                                 651          106                      NO LATES
                  2243433                                 547          108                      2 X 30
                  2243580                                 535          108                      NO LATES
                  2244446                                 538          108                      NO LATES
                  2244770                                 548          108                      NO LATES
                  2246819                                 538          108                      NO LATES
                  2248016                                 543          108                      2 X 30
                  2249871                                 503          108                      1 X 90
                  2250074                                 506          108                      NO LATES
                  2251334                                 617          108                      NO LATES
                  2251385                                 614          108                      NO LATES
               1001767635                                 635          108                      No Lates
               1001920292                                 515          108                      No Lates
               1002038299                                 662          108                      No Lates
               1002052263                                 615          108                      No Lates
               1002217504                                 769          302                      No Lates
               1002277146                                 585          106                      No Lates
               1002278234                                 624          108                      No Lates
               1002336154                                 628          106                      No Lates
               1002532147                                 512          108                      6 X 30
               1002534822                                 628          106                      No Lates
               1002556852                                 511          108                      1 X 60
               1002610080                                 598          108                      No Lates
               1002614282                                 739          106                      No Lates
               1002620373                                 667          108                      No Lates
               1002625813                                 683          106                      No Lates
               1002661060                                 647          108                      No Lates
               1002680502                                 512          108                      2 X 30
               1002684615                                 584          108                      No Lates
               1002686472                                 511          108                      No Lates
               1002702089                                 527          108                      No Lates
               1002708573                                 633          108                      No Lates
               1002712960                                 615          108                      1 X 30
               1002714478                                 627          106                      No Lates
               1002724412                                 570          108                      No Lates
               1002728677                                 700          108                      No Lates
               1002729042                                 680          108                      No Lates
               1002729122                                 703          108                      No Lates
               1002737195                                 607          108                      No Lates
               1002741750                                 503          108                      1 X 30
               1002745266                                 664          106                      No Lates
               1002748423                                 646          108                      No Lates
               1002753871                                 516          108                      1 X 30
               1002764752                                 525          108                      No Lates
               1002768204                                 648          108                      No Lates
               1002772315                                 590          108                      No Lates
               1002778015                                 697          108                      No Lates
               1002779791                                 612          108                      No Lates
               1002784954                                 657          903                      No Lates
               1002792507                                 660          108                      No Lates
               1002796004                                 610          108                      1 X 90
               1002801301                                 546          108                      No Lates
               1002804184                                 595          108                      2 X 30
               1002811960                                 602          108                      No Lates
               1002812790                                 520          108                      No Lates
               1002814556                                 651          108                      No Lates
               1002815038                                 515          108                      No Lates
               1002816821                                 563          108                      No Lates
               1002818543                                 643          108                      No Lates
               1002820754                                 706          108                      No Lates
               1002824411                                 562          108                      No Lates
               1002824867                                 638          106                      No Lates
               1002836480                                 582          108                      No Lates
               1002838898                                 617          108                      No Lates
               1002851907                                 670          106                      No Lates
               1002852103                                 514          108                      No Lates
               1002852951                                 678          108                      No Lates
               1002852988                                 648          108                      No Lates
               1002856001                                 651          106                      No Lates
               1002859213                                 525          108                      No Lates
               1002860041                                 598          108                      No Lates
               1002861451                                 657          106                      No Lates
               1002861843                                 554          108                      No Lates
               1002863592                                 520          108                      1 X 30
               1002864252                                 676          108                      No Lates
               1002869783                                 694          108                      No Lates
               1002872653                                 597          108                      No Lates
               1002872993                                 618          108                      No Lates
               1002883071                                 661          106                      No Lates
               1002884294                                 583          108                      1 X 90
               1002885239                                 608          108                      No Lates
               1002886586                                 597          108                      1 X 30
               1002886602                                 643          108                      No Lates
               1002886746                                 746          108                      No Lates
               1002888584                                 580          108                      1 X 30
               1002888637                                 613          108                      No Lates
               1002889798                                 522          108                      No Lates
               1002890606                                 578          108                      No Lates
               1002890839                                 612          108                      No Lates
               1002890964                                 552          108                      No Lates
               1002894229                                 570          108                      No Lates
               1002897039                                 668          108                      No Lates
               1002898644                                 642          108                      No Lates
               1002900800                                 523          108                      1 X 30
               1002900908                                 707          108                      No Lates
               1002901275                                 689          108                      No Lates
               1002902443                                 585          108                      No Lates
               1002903647                                 533          108                      2 X 30
               1002904824                                 580          108                      1 X 30
               1002905217                                 534          108                      4 X 30
               1002907741                                 574          108                      3 X 30
               1002907965                                 538          108                      No Lates
               1002915849                                 600          108                      No Lates
               1002922216                                 672          108                      No Lates
               1002925874                                 538          108                      1 X 60
               1002927471                                 616          106                      No Lates
               1002927667                                 661          108                      No Lates
               1002929629                                 633          108                      1 X 90
               1002934347                                 514          108                      4 X 30
               1002936274                                 503          108                      No Lates
               1002936773                                 670          108                      No Lates
               1002939075                                 641          108                      No Lates
               1002939654                                 627          108                      No Lates
               1002940223                                 584          108                      3 X 30
               1002942178                                 697          108                      No Lates
               1002942926                                 502          108                      No Lates
               1002944979                                 582          108                      1 X 30
               1002947645                                 557          108                      No Lates
               1002947912                                 546          108                      1 X 30
               1002950630                                 636          108                      No Lates
               1002951942                                 595          108                      2 X 30
               1002955555                                 604          108                      No Lates
               1002962486                                 595          108                      No Lates
               1002963467                                 635          108                      No Lates
               1002964153                                 588          108                      1 X 30
               1002966062                                 659          108                      1 X 30
               1002966375                                 564          108                      No Lates
               1002967329                                 648          108                      No Lates
               1002968621                                 617          108                      No Lates
               1002970244                                 627          108                      No Lates
               1002971975                                 654          108                      No Lates
               1002971984                                 512          108                      1 X 30
               1002972518                                 517          108                      No Lates
               1002972689                                 574          108                      No Lates
               1002974106                                 589          108                      No Lates
               1002974419                                 616          108                      No Lates
               1002974801                                 605          108                      No Lates
               1002977639                                 693          108                      No Lates
               1002979575                                 673          106                      No Lates
               1002980616                                 623          106                      No Lates
               1002982758                                 615          108                      1 X 30
               1002982972                                 503          108                      1 X 30
               1002984818                                 646          106                      No Lates
               1002989270                                 543          108                      No Lates
               1002991472                                 713          108                      No Lates
               1002992220                                 652          108                      No Lates
               1002993032                                 556          108                      No Lates
               1002993425                                 517          108                      3 X 30
               1002993666                                 558          108                      No Lates
               1002994068                                 544          108                      No Lates
               1002997911                                 540          108                      2 X 30
               1003000497                                 502          108                      3 X 30
               1003000601                                 588          108                      No Lates
               1003003582                                 647          106                      No Lates
               1003004162                                 661          108                      No Lates
               1003005642                                 506          108                      1 X 30
               1003009746                                 557          108                      No Lates
               1003014794                                 554          108                      No Lates
               1003015196                                 566          108                      No Lates
               1003015230                                 525          108                      1 X 60
               1003015542                                 611          108                      No Lates
               1003019557                                 620          108                      No Lates
               1003022106                                 530          108                      No Lates
               1003023837                                 610          108                      No Lates
               1003026004                                 623          108                      No Lates
               1003027012                                 507          108                      2 X 60
               1003027432                                 524          108                      1 X 60
               1003028084                                 515          108                      1 X 30
               1003029323                                 766          302                      No Lates
               1003029840                                 518          108                      2 X 30
               1003032587                                 587          108                      No Lates
               1003033791                                 623          108                      No Lates
               1003034512                                 622          108                      No Lates
               1003035156                                 639          108                      No Lates
               1003038171                                 671          108                      No Lates
               1003038536                                 589          108                      No Lates
               1003042086                                 558          108                      No Lates
               1003044770                                 662          106                      No Lates
               1003046885                                 673          108                      No Lates
               1003047508                                 556          108                      No Lates
               1003048446                                 603          106                      No Lates
               1003049392                                 500          108                      3 X 30
               1003049775                                 704          108                      No Lates
               1003050664                                 600          108                      No Lates
               1003050762                                 550          108                      1 X 30
               1003053288                                 601          108                      No Lates
               1003053297                                 571          108                      1 X 90
               1003054928                                 586          108                      1 X 30
               1003055026                                 612          108                      No Lates
               1003055703                                 554          108                      No Lates
               1003056481                                 648          108                      1 X 30
               1003056524                                 610          108                      No Lates
               1003057097                                 583          108                      No Lates
               1003057113                                 626          108                      No Lates
               1003057355                                 620          108                      No Lates
               1003058470                                 557          108                      No Lates
               1003058862                                 616          108                      No Lates
               1003059193                                 596          108                      No Lates
               1003061901                                 554          108                      No Lates
               1003062170                                 525          108                      1 X 60
               1003063909                                 713          106                      No Lates
               1003065006                                 615          108                      No Lates
               1003067166                                 602          108                      No Lates
               1003070321                                 513          108                      1 X 30
               1003070553                                 601          108                      No Lates
               1003070615                                 556          108                      1 X 60
               1003070937                                 510          108                      3 X 30
               1003071311                                 630          108                      No Lates
               1003073818                                 673          108                      No Lates
               1003074407                                 540          108                      1 X 60
               1003075424                                 603          108                      No Lates
               1003076664                                 593          108                      No Lates
               1003077529                                 599          108                      No Lates
               1003080702                                 621          108                      1 X 30
               1003081015                                 667          106                      No Lates
               1003081587                                 644          108                      No Lates
               1003082121                                 636          108                      No Lates
               1003082210                                 584          108                      No Lates
               1003084566                                 621          108                      No Lates
               1003084842                                 589          108                      2 X 60
               1003085716                                 552          108                      5 X 30
               1003085985                                 593          108                      No Lates
               1003087055                                 614          108                      No Lates
               1003087723                                 607          108                      No Lates
               1003088580                                 619          108                      No Lates
               1003089197                                 689          108                      No Lates
               1003092913                                 548          108                      1 X 60
               1003092959                                 687          108                      No Lates
               1003093743                                 593          108                      2 X 30
               1003094190                                 605          108                      No Lates
               1003095386                                 612          108                      No Lates
               1003097909                                 587          108                      1 X 30
               1003098392                                 659          108                      No Lates
               1003099907                                 549          108                      4 X 30
               1003100245                                 628          108                      No Lates
               1003100502                                 658          108                      1 X 30
               1003101681                                 574          108                      1 X 30
               1003103670                                 582          108                      No Lates
               1003103787                                 728          903                      No Lates
               1003104553                                 589          106                      No Lates
               1003105017                                 752          108                      1 X 30
               1003106178                                 784          108                      No Lates
               1003106374                                 500          108                      1 X 30
               1003107603                                 600          108                      No Lates
               1003108149                                 565          108                      3 X 30
               1003109380                                 629          106                      No Lates
               1003110010                                 612          108                      1 X 30
               1003111778                                 547          108                      No Lates
               1003111787                                 618          106                      No Lates
               1003112090                                 604          108                      No Lates
               1003112937                                 627          108                      No Lates
               1003113008                                 605          108                      No Lates
               1003114025                                 609          108                      No Lates
               1003114338                                 512          108                      1 X 60
               1003116363                                 716          106                      No Lates
               1003117406                                 677          108                      No Lates
               1003119299                                 626          903                      No Lates
               1003119306                                 656          108                      No Lates
               1003119538                                 643          108                      No Lates
               1003120633                                 511          108                      1 X 60
               1003121507                                 662          106                      No Lates
               1003122061                                 609          108                      No Lates
               1003122436                                 547          108                      1 X 60
               1003122454                                 613          108                      No Lates
               1003124602                                 529          108                      No Lates
               1003124746                                 502          108                      No Lates
               1003126316                                 622          108                      No Lates
               1003126487                                 644          106                      No Lates
               1003126664                                 639          108                      No Lates
               1003127084                                 572          108                      No Lates
               1003127743                                 538          108                      No Lates
               1003129527                                 509          108                      No Lates
               1003129607                                 625          106                      No Lates
               1003131346                                 633          106                      No Lates
               1003132283                                 602          108                      No Lates
               1003132489                                 584          108                      No Lates
               1003132728                                 640          108                      No Lates
               1003133120                                 598          106                      No Lates
               1003133987                                 626          106                      No Lates
               1003134959                                 613          108                      No Lates
               1003134968                                 641          108                      8 X 30
               1003135495                                 697          108                      No Lates
               1003135583                                 612          108                      No Lates
               1003135805                                 516          108                      No Lates
               1003136234                                 500          108                      1 X 60
               1003137000                                 644          108                      No Lates
               1003137652                                 595          106                      No Lates
               1003137670                                 563          108                      No Lates
               1003138214                                 515          108                      2 X 30
               1003138296                                 531          108                      1 X 30
               1003139124                                 558          108                      3 X 30
               1003139507                                 640          108                      No Lates
               1003139516                                 683          108                      No Lates
               1003139874                                 611          108                      No Lates
               1003139945                                 516          108                      No Lates
               1003140755                                 602          106                      No Lates
               1003141004                                 634          106                      No Lates
               1003141120                                 504          108                      1 X 30
               1003142502                                 609          108                      No Lates
               1003143333                                 652          108                      No Lates
               1003143609                                 662          106                      No Lates
               1003144127                                 606          108                      No Lates
               1003145000                                 515          108                      No Lates
               1003146768                                 619          108                      No Lates
               1003147687                                 521          108                      1 X 30
               1003148463                                 600          108                      No Lates
               1003149783                                 520          108                      1 X 30
               1003150477                                 533          108                      1 X 30
               1003152493                                 679          106                      No Lates
               1003152830                                 662          108                      No Lates
               1003154482                                 636          106                      No Lates
               1003154721                                 664          108                      No Lates
               1003157372                                 638          106                      No Lates
               1003158255                                 621          108                      No Lates
               1003158399                                 502          108                      3 X 30
               1003160091                                 584          108                      1 X 90
               1003160439                                 501          108                      1 X 30
               1003160466                                 677          108                      1 X 30
               1003160821                                 613          108                      No Lates
               1003160983                                 577          108                      No Lates
               1003161401                                 599          108                      No Lates
               1003163891                                 513          108                      4 X 30
               1003164284                                 637          108                      No Lates
               1003164417                                 590          108                      1 X 30
               1003165586                                 642          106                      No Lates
               1003166326                                 514          108                      No Lates
               1003169243                                 599          108                      No Lates
               1003170384                                 618          108                      No Lates
               1003170400                                 538          108                      No Lates
               1003170570                                 682          108                      No Lates
               1003171677                                 649          108                      No Lates
               1003172042                                 651          108                      No Lates
               1003172685                                 573          108                      No Lates
               1003174040                                 568          108                      No Lates
               1003174941                                 596          108                      No Lates
               1003176155                                 718          106                      No Lates
               1003176459                                 692          903                      No Lates
               1003177092                                 544          108                      2 X 30
               1003177261                                 694          106                      No Lates
               1003177626                                 554          108                      No Lates
               1003177742                                 644          106                      No Lates
               1003177902                                 683          106                      No Lates
               1003180211                                 595          108                      No Lates
               1003180462                                 504          108                      1 X 60
               1003180792                                 644          106                      No Lates
               1003181595                                 553          108                      No Lates
               1003181684                                 631          108                      1 X 30
               1003182040                                 636          108                      4 X 30
               1003182077                                 567          108                      No Lates
               1003182870                                 539          108                      1 X 60
               1003183254                                 635          108                      No Lates
               1003183423                                 653          106                      No Lates
               1003183968                                 604          108                      No Lates
               1003184510                                 569          108                      1 X 30
               1003184654                                 611          108                      No Lates
               1003185074                                 593          108                      No Lates
               1003185662                                 517          108                      No Lates
               1003186448                                 629          108                      No Lates
               1003186527                                 671          108                      No Lates
               1003188035                                 626          108                      No Lates
               1003188785                                 682          106                      No Lates
               1003188990                                 576          108                      No Lates
               1003190326                                 621          108                      No Lates
               1003191833                                 557          108                      No Lates
               1003191940                                 651          106                      No Lates
               1003192191                                 612          108                      No Lates
               1003192538                                 583          108                      1 X 30
               1003192707                                 523          108                      1 X 30
               1003194956                                 646          106                      No Lates
               1003195562                                 582          108                      No Lates
               1003195688                                 625          106                      No Lates
               1003197702                                 628          106                      No Lates
               1003198104                                 576          108                      2 X 30
               1003198177                                 643          108                      No Lates
               1003198658                                 622          108                      No Lates
               1003200280                                 612          108                      2 X 30
               1003201332                                 552          108                      No Lates
               1003201779                                 647          106                      No Lates
               1003202064                                 703          106                      No Lates
               1003202518                                 632          106                      No Lates
               1003205409                                 522          108                      1 X 60
               1003206417                                 665          108                      No Lates
               1003206587                                 572          108                      No Lates
               1003206729                                 549          108                      No Lates
               1003207728                                 664          108                      1 X 30
               1003208308                                 618          108                      No Lates
               1003208745                                 650          106                      No Lates
               1003210082                                 686          108                      No Lates
               1003210313                                 642          108                      No Lates
               1003210670                                 658          108                      1 X 30
               1003213864                                 630          106                      No Lates
               1003214015                                 502          108                      No Lates
               1003215620                                 703          106                      No Lates
               1003215648                                 633          108                      3 X 30
               1003215942                                 666          108                      No Lates
               1003216497                                 636          106                      No Lates
               1003216843                                 566          108                      No Lates
               1003218011                                 697          106                      No Lates
               1003222195                                 580          108                      No Lates
               1003224335                                 663          106                      No Lates
               1003225021                                 631          106                      No Lates
               1003225664                                 650          106                      No Lates
               1003228938                                 641          106                      No Lates
               1003229759                                 530          108                      No Lates
               1003230364                                 641          108                      No Lates
               1003230685                                 715          108                      No Lates
               1003231522                                 587          108                      1 X 60
               1003231915                                 672          106                      No Lates
               1003234654                                 625          106                      No Lates
               1003237036                                 603          108                      No Lates
               1003238151                                 605          108                      No Lates
               1003238240                                 701          108                      No Lates
               1003239383                                 509          108                      1 X 30
               1003239454                                 624          108                      No Lates
               1003242592                                 637          106                      No Lates
               1003244019                                 536          108                      No Lates
               1003248113                                 643          106                      No Lates
               1003248952                                 664          106                      No Lates
               1003253188                                 596          108                      1 X 30
               1003254034                                 615          108                      No Lates
               1003254506                                 533          108                      1 X 60
               1003254560                                 648          106                      No Lates
               1003254695                                 647          106                      No Lates
               1003255408                                 521          108                      No Lates
               1003256283                                 508          108                      No Lates
               1003256728                                 664          106                      No Lates
               1003257237                                 677          108                      1 X 30
               1003257415                                 721          108                      No Lates
               1003258021                                 618          108                      No Lates
               1003259039                                 614          108                      No Lates
               1003259547                                 670          106                      No Lates
               1003259930                                 717          106                      No Lates
               1003260553                                 521          108                      No Lates
               1003262472                                 635          106                      No Lates
               1003262944                                 624          106                      No Lates
               1003265978                                 622          108                      No Lates
               1003267459                                 697          106                      No Lates
               1003268582                                 631          106                      No Lates
               1003268699                                 657          108                      No Lates
               1003269082                                 511          108                      1 X 30
               1003271364                                 725          106                      No Lates
               1003271667                                 614          106                      No Lates
               1003272773                                 632          106                      No Lates
               1003273291                                 614          108                      No Lates
               1003274192                                 676          108                      No Lates
               1003274664                                 706          108                      No Lates
               1003274851                                 635          108                      No Lates
               1003275752                                 548          108                      1 X 60
               1003277359                                 707          106                      No Lates
               1003277821                                 572          108                      No Lates
               1003279525                                 631          106                      No Lates
               1003280149                                 616          108                      No Lates
               1003286214                                 633          106                      No Lates
               1003286358                                 691          106                      No Lates
               1003287945                                 554          108                      No Lates
               1003293135                                 780          106                      No Lates
               1003293705                                 736          108                      No Lates
               1003294358                                 619          106                      No Lates
               1003294526                                 697          106                      No Lates
               1003294884                                 637          106                      No Lates
               1003295053                                 629          106                      No Lates
               1003295062                                 631          106                      1 X 30
               1003295507                                 534          108                      No Lates
               1003296392                                 648          106                      No Lates
               1003297729                                 815          106                      No Lates
               1003298381                                 508          108                      1 X 30
               1003298915                                 508          108                      1 X 30
               1003298933                                 580          108                      1 X 30
               1003299077                                 684          106                      No Lates
               1003300573                                 578          108                      2 X 30
               1003302045                                 565          108                      No Lates
               1003303400                                 522          108                      1 X 30
               1003304506                                 625          106                      No Lates
               1003305621                                 622          108                      No Lates
               1003307852                                 716          106                      No Lates
               1003312490                                 519          108                      No Lates
               1003317011                                 667          106                      No Lates
               1003318591                                 549          108                      No Lates
               1003319402                                 625          108                      No Lates
               1003322817                                 615          108                      No Lates
               1003324744                                 505          108                      No Lates
               1003327787                                 603          108                      No Lates
               1003332058                                 527          108                      1 X 30
               1003334403                                 501          108                      1 X 30
               1003336321                                 556          108                      No Lates
               1003339408                                 614          108                      No Lates
               1003343331                                 586          108                      No Lates
               1003348238                                 576          108                      No Lates
               1003349086                                 632          108                      No Lates
               1003353436                                 580          108                      No Lates
               1003354284                                 527          108                      No Lates
               1003355014                                 515          108                      4 X 60
               1003355531                                 546          108                      No Lates
               1003355844                                 527          108                      No Lates
               1003358084                                 680          108                      No Lates
               1003358155                                 502          108                      2 X 30
               1003363693                                 501          108                      2 X 30
               1003363924                                 617          108                      No Lates
               1003366477                                 684          106                      No Lates
               1003366556                                 598          108                      No Lates
               1003366994                                 629          108                      No Lates
               1003370042                                 510          108                      No Lates
               1003370293                                 563          108                      No Lates
               1003370505                                 594          108                      No Lates
               1003374752                                 560          108                      1 X 30
               1003379855                                 535          108                      No Lates
               1003379944                                 526          108                      1 X 60
               1003382226                                 587          108                      No Lates
               1003383083                                 725          108                      No Lates
               1003393740                                 671          108                      No Lates
               1003393777                                 516          108                      No Lates
               1003394936                                 512          108                      No Lates
               1003395711                                 500          108                      1 X 30
               1003396550                                 585          108                      No Lates
               1003398004                                 574          108                      No Lates
               1003398120                                 516          108                      1 X 30
               1003399129                                 506          108                      No Lates
               1003399441                                 619          108                      No Lates
               1003403980                                 553          108                      1 X 60
               1003404131                                 500          108                      4 X 60
               1003404827                                 520          108                      1 X 90
               1003408128                                 538          108                      1 X 60
               1003408155                                 510          108                      No Lates
               1003408912                                 521          108                      No Lates
               1003409877                                 584          108                      No Lates
               1003412872                                 614          108                      No Lates
               1003416306                                 639          106                      No Lates
               1003416770                                 618          108                      No Lates
               1003418876                                 541          108                      No Lates
               1003420612                                 627          903                      No Lates
               1003423245                                 640          108                      No Lates
               1003423405                                 625          106                      No Lates
               1003426091                                 612          108                      1 X 60
               1003427072                                 652          108                      No Lates
               1003430754                                 567          108                      No Lates
               1003436543                                 654          903                      No Lates
               1003436936                                 561          108                      No Lates
               1003437132                                 512          108                      No Lates
               1003440958                                 505          108                      No Lates
               1003443205                                 527          108                      No Lates
               1003445739                                 597          108                      No Lates
               1003447434                                 666          106                      No Lates
               1003448433                                 662          108                      No Lates
               1003448709                                 634          108                      No Lates
               1003456637                                 503          108                      1 X 30
               1003459876                                 525          108                      1 X 30
               1003460356                                 615          108                      No Lates
               1003465324                                 500          108                      2 X 30
               1003467536                                 628          108                      No Lates
               1003469197                                 657          106                      No Lates
               1003469678                                 634          106                      No Lates
               1003471488                                 698          108                      No Lates
               1003472879                                 720          108                      No Lates
               1003474190                                 624          108                      No Lates
               1003475858                                 596          108                      1 X 30
               1003479738                                 553          108                      No Lates
               1003481707                                 527          108                      No Lates
               1003482305                                 582          108                      No Lates
               1003485099                                 640          106                      No Lates
               1003485259                                 572          108                      No Lates
               1003486061                                 511          108                      1 X 90
               1003486739                                 525          108                      3 X 30
               1003488675                                 608          108                      No Lates
               1003489068                                 724          108                      No Lates
               1003489763                                 622          108                      No Lates
               1003492116                                 531          108                      No Lates
               1003493945                                 576          108                      No Lates
               1003498012                                 631          108                      No Lates
               1003500465                                 580          108                      2 X 60
               1003500606                                 523          108                      3 X 30
               1003507431                                 593          108                      No Lates
               1003507869                                 641          108                      No Lates
               1003508706                                 542          108                      1 X 30
               1003508957                                 553          108                      No Lates
               1003509705                                 604          108                      No Lates
               1003511426                                 709          106                      No Lates
               1003512602                                 510          108                      1 X 30
               1003513344                                 601          108                      No Lates
               1003514085                                 679          108                      No Lates
               1003514575                                 735          108                      No Lates
               1003514673                                 597          108                      1 X 30
               1003516109                                 703          108                      No Lates
               1003516163                                 600          108                      No Lates
               1003520265                                 662          106                      No Lates
               1003525135                                 599          108                      1 X 30
               1003527240                                 515          108                      1 X 30
               1003530192                                 504          108                      1 X 30
               1003534198                                 639          108                      No Lates
               1003535035                                 507          108                      No Lates
               1003540083                                 666          106                      No Lates
               1003540163                                 599          108                      No Lates
               1003544329                                 605          108                      No Lates
               1003547059                                 509          108                      1 X 30
               1003547451                                 561          108                      No Lates
               1003548003                                 578          108                      No Lates
               1003551123                                 500          108                      1 X 60
               1003554362                                 571          108                      No Lates
               1003556048                                 500          108                      1 X 30
               1003556565                                 603          108                      No Lates
               1003556930                                 605          108                      No Lates
               1003558297                                 538          108                      No Lates
               1003558313                                 682          108                      1 X 30
               1003558377                                 637          108                      No Lates
               1003558536                                 686          108                      No Lates
               1003558732                                 562          108                      No Lates
               1003560612                                 506          108                      1 X 30
               1003561041                                 594          106                      No Lates
               1003572556                                 619          108                      1 X 30
               1003575330                                 623          106                      No Lates
               1003581136                                 588          108                      1 X 30
               1003586346                                 668          108                      No Lates
               1003589398                                 664          106                      No Lates
               1003590304                                 582          108                      No Lates
               1003595915                                 567          108                      3 X 30
               1003598921                                 593          108                      No Lates
               1003600561                                 791          302                      No Lates
               1003602541                                 607          108                      No Lates
               1003603336                                 517          108                      No Lates
               1003607181                                 549          108                      1 X 30
               1003607724                                 533          108                      1 X 60
               1003612219                                 679          106                      No Lates
               1003612576                                 619          108                      1 X 30
               1003618883                                 575          108                      No Lates
               1003622379                                 504          108                      No Lates
               1003626400                                 610          108                      3 X 30
               1003630244                                 733          106                      No Lates
               1003632108                                 553          108                      No Lates
               1003647539                                 689          106                      No Lates
               1003651300                                 728          108                      No Lates
               1003659801                                 613          108                      No Lates
               1003659829                                 514          108                      1 X 30
               1003660586                                 671          106                      No Lates
               1003661638                                 633          108                      No Lates
               1003662432                                 587          108                      1 X 90
               1003665938                                 624          108                      No Lates
               1003675516                                 560          108                      No Lates
               1003681019                                 616          108                      1 X 30
               1003682508                                 622          108                      No Lates
               1003682893                                 675          106                      No Lates
               1003683703                                 639          108                      No Lates
               1003690152                                 516          108                      No Lates
               1003696110                                 601          108                      2 X 30
               1003706537                                 658          108                      No Lates
               1003709712                                 512          108                      3 X 30
               1003716492                                 590          108                      1 X 30
               1003718668                                 540          108                      6 X 60
               1003721501                                 589          108                      2 X 30
               1003724544                                 593          108                      No Lates
               1003731475                                 504          108                      1 X 60
               1003737594                                 510          108                      No Lates
               1003740651                                 506          108                      No Lates
               1003745674                                 527          108                      No Lates
               1003752656                                 530          108                      No Lates
               1003767864                                 648          108                      No Lates
               1003773857                                 605          108                      No Lates
               1003775837                                 561          108                      2 X 60
               1003796636                                 520          108                      1 X 30
               1003804547                                 521          108                      1 X 60
               1003811744                                 508          108                      1 X 60
               1003813706                                 688          106                      No Lates
               1003815624                                 580          106                      No Lates
               1003821350                                 564          108                      No Lates
               1003821458                                 623          108                      No Lates
               1003826293                                 632          106                      No Lates
               1003826774                                 674          106                      No Lates
               1003837744                                 535          108                      No Lates
               1003848689                                 638          108                      No Lates
               1003872054                                 557          108                      No Lates
               1003872170                                 548          108                      1 X 60
               1003875550                                 553          108                      No Lates
               1003876176                                 680          108                      No Lates
               1003885022                                 677          106                      No Lates
               1003891514                                 661          106                      No Lates
               1003911486                                 601          108                      1 X 30
               1003914768                                 557          108                      1 X 60
               1003917480                                 503          108                      No Lates
               1003920225                                 580          108                      No Lates
               1003943763                                 515          108                      1 X 60
               1003957579                                 641          106                      No Lates
               1003967292                                 534          108                      No Lates
               1003978949                                 531          108                      1 X 90
               1003983988                                 606          108                      No Lates
               1003984264                                 606          108                      No Lates
               1003993192                                 586          108                      No Lates
               1003996910                                 523          108                      1 X 60
               1004004838                                 567          108                      2 X 30
               1004005855                                 585          108                      No Lates
               1004021613                                 508          108                      No Lates
               1004024308                                 582          108                      No Lates
               1004040610                                 574          108                      No Lates
               1004044518                                 609          106                      No Lates
               1004044705                                 614          108                      No Lates
               1004049906                                 563          108                      1 X 90
               1004053302                                 531          108                      1 X 30
               1004062310                                 665          106                      No Lates
               1004073219                                 650          106                      No Lates
               1004074469                                 527          108                      1 X 30
               1004101215                                 563          108                      1 X 60
               1004116209                                 517          108                      1 X 60
               1004126047                                 557          108                      1 X 30
               1004129339                                 563          108                      No Lates
               1004139612                                 590          108                      1 X 30
               1004159751                                 549          108                      No Lates
               1004162373                                 510          108                      No Lates
               1004167074                                 558          108                      7 X 60
               1004169394                                 534          108                      2 X 30
               1004170211                                 541          108                      2 X 30
               1004171247                                 699          106                      No Lates
               1004215806                                 608          108                      No Lates
               1004219740                                 618          108                      No Lates
               1004230629                                 621          106                      No Lates
               1004232547                                 604          108                      No Lates
               1004240510                                 615          108                      No Lates
               1004242340                                 605          108                      No Lates
               1004248665                                 558          108                      1 X 60
               1004251393                                 651          106                      No Lates
               1004254194                                 582          108                      No Lates
               1004255807                                 668          108                      1 X 30
               1004257440                                 584          108                      No Lates
               1004275956                                 597          108                      1 X 60
               1004279578                                 585          106                      No Lates
               1004286819                                 564          108                      1 X 90
               1004287658                                 507          108                      No Lates
               1004290118                                 504          108                      3 X 30
               1004290822                                 521          108                      1 X 60
               1004299182                                 600          108                      No Lates
               1004302686                                 527          108                      No Lates
               1004310472                                 623          108                      No Lates
               1004311097                                 589          108                      No Lates
               1004315164                                 569          108                      1 X 30
               1004330744                                 520          108                      No Lates
               1004331459                                 592          106                      No Lates
               1004338041                                 590          108                      No Lates
               1004352257                                 504          108                      No Lates
               1004354558                                 636          108                      No Lates
               1004356645                                 542          108                      No Lates
               1004363593                                 549          108                      2 X 30
               1004373957                                 540          108                      No Lates
               1004386319                                 512          108                      1 X 30
               1004395577                                 612          108                      No Lates
               1004400936                                 501          108                      1 X 30
               1004402649                                 582          108                      1 X 30
               1004408894                                 567          108                      No Lates
               1004413735                                 634          108                      No Lates
               1004416518                                 561          108                      No Lates
               1004417928                                 538          108                      1 X 30
               1004421664                                 532          108                      No Lates
               1004424304                                 583          108                      No Lates
               1004425170                                 633          106                      No Lates
               1004425982                                 508          108                      No Lates
               1004426507                                 579          108                      1 X 30
               1004429988                                 601          108                      No Lates
               1004434213                                 607          108                      No Lates
               1004438031                                 612          108                      No Lates
               1004440910                                 514          108                      1 X 90
               1004442035                                 566          108                      No Lates
               1004443310                                 601          108                      No Lates
               1004455752                                 515          108                      No Lates
               1004457340                                 571          108                      No Lates
               1004460835                                 522          108                      1 X 60
               1004461647                                 518          108                      No Lates
               1004462539                                 577          108                      No Lates
               1004466740                                 603          108                      No Lates
               1004475874                                 533          108                      1 X 30
               1004485220                                 567          108                      2 X 30
               1004493872                                 500          108                      2 X 30
               1004500506                                 557          108                      No Lates
               1004500891                                 568          108                      No Lates
               1004503068                                 548          108                      No Lates
               1004511139                                 559          108                      No Lates
               1004511282                                 501          108                      3 X 30
               1004517883                                 506          108                      1 X 60
               1004520067                                 629          108                      No Lates
               1004521814                                 594          108                      No Lates
               1004523304                                 634          106                      No Lates
               1004529709                                 587          108                      1 X 30
               1004533099                                 542          108                      No Lates
               1004543541                                 589          108                      1 X 30
               1004545200                                 608          108                      No Lates
               1004547716                                 509          108                      1 X 60
               1004553085                                 521          108                      4 X 30
               1004555895                                 638          108                      No Lates
               1004561888                                 581          108                      No Lates
               1004561897                                 629          108                      No Lates
               1004562093                                 573          108                      No Lates
               1004565928                                 512          108                      No Lates
               1004567016                                 611          108                      No Lates
               1004571715                                 513          108                      2 X 30
               1004578344                                 604          108                      No Lates
               1004583793                                 506          108                      No Lates
               1004587762                                 620          108                      No Lates
               1004592916                                 572          108                      2 X 30
               1004593005                                 505          108                      No Lates
               1004594362                                 549          108                      No Lates
               1004595450                                 648          108                      No Lates
               1004595744                                 534          108                      3 X 30
               1004596379                                 560          108                      No Lates
               1004603968                                 640          108                      No Lates
               1004609409                                 534          108                      No Lates
               1004609819                                 560          108                      No Lates
               1004616589                                 517          108                      No Lates
               1004617579                                 522          108                      1 X 60
               1004618015                                 586          108                      No Lates
               1004623349                                 503          108                      1 X 30
               1004627504                                 556          108                      No Lates
               1004636727                                 694          108                      No Lates
               1004639984                                 650          106                      No Lates
               1004640838                                 579          108                      No Lates
               1004640954                                 544          108                      1 X 30
               1004641631                                 515          108                      1 X 60
               1004642827                                 512          108                      2 X 30
               1004646066                                 624          108                      No Lates
               1004646814                                 620          106                      No Lates
               1004646832                                 563          108                      No Lates
               1004648000                                 587          108                      No Lates
               1004648625                                 558          108                      1 X 30
               1004652628                                 646          108                      No Lates
               1004653404                                 580          108                      1 X 30
               1004654341                                 603          108                      No Lates
               1004661654                                 500          108                      1 X 60
               1004662243                                 594          108                      No Lates
               1004668489                                 524          108                      No Lates
               1004668611                                 601          108                      No Lates
               1004671983                                 554          108                      1 X 60
               1004675989                                 692          108                      No Lates
               1004679743                                 600          108                      No Lates
               1004681384                                 510          108                      2 X 30
               1004684372                                 573          108                      No Lates
               1004688270                                 515          108                      4 X 30
               1004688289                                 720          108                      No Lates
               1004692586                                 575          108                      2 X 30
               1004702343                                 535          108                      1 X 90
               1004705395                                 709          106                      No Lates
               1004706009                                 583          108                      No Lates
               1004725293                                 508          108                      1 X 60
               1004735219                                 610          108                      No Lates
               1004745146                                 603          106                      No Lates
               1004748474                                 508          108                      1 X 30
               1004774177                                 650          108                      No Lates
               1004774916                                 665          108                      No Lates
               1004785977                                 518          108                      No Lates
               1004792184                                 539          108                      No Lates
               1004808140                                 627          108                      1 X 30
               1004818086                                 594          108                      No Lates
               1004820518                                 647          108                      No Lates
               1004821839                                 623          108                      No Lates
               1004832925                                 514          108                      4 X 30
               1004881220                                 529          108                      No Lates
               1004893501                                 629          108                      3 X 30
               1004897286                                 605          108                      No Lates
               1004901011                                 600          108                      No Lates
               1004902957                                 659          108                      No Lates
               1004907346                                 504          108                      No Lates
               1004913375                                 621          108                      1 X 30
               1004913678                                 639          108                      No Lates
               1004920740                                 625          106                      No Lates
               1004933399                                 511          108                      No Lates
               1004948356                                 578          108                      1 X 90
               1004961250                                 511          108                      1 X 60
               1004981657                                 667          108                      No Lates
               1005010463                                 648          108                      1 X 30
               1005022156                                 703          108                      No Lates
               1005043115                                 596          108                      1 X 30
               1005105414                                 601          108                      No Lates
               1005121398                                 665          108                      No Lates
                  2178343                                 601          106                      1 X 30
                  2186425                                 659          108                      NO LATES
                  2187140                                 682          903                      NO LATES
                  2188065                                 662          108                      1 X 30
                  2189429                                 574          108                      NO LATES
                  2190702                                 592          108                      NO LATES
                  2193634                                 548          108                      1 X 30
                  2195565                                 573          108                      2 X 30
                  2196704                                 609          106                      NO LATES
                  2197682                                 550          108                      NO LATES
                  2199702                                 641          108                      NO LATES
                  2199917                                 526          108                      NO LATES
                  2199923                                 664          106                      NO LATES
                  2201765                                 606          108                      NO LATES
                  2202009                                 594          108                      NO LATES
                  2204124                                 514          108                      NO LATES
                  2204549                                 616          108                      NO LATES
                  2204859                                 521          108                      2 X 30
                  2205545                                 540          108                      NO LATES
                  2206018                                 637          108                      NO LATES
                  2206699                                 614          108                      NO LATES
                  2207398                                 634          106                      NO LATES
                  2207755                                 610          108                      1 X 30
                  2208979                                 615          108                      NO LATES
                  2213829                                 538          108                      1 X 60
                  2217130                                 501          108                      1 X 90
                  2217450                                 529          108                      1 X 30
                  2218092                                 629          108                      NO LATES
                  2218603                                 598          108                      NO LATES
                  2218815                                 582          106                      NO LATES
                  2220320                                 610          106                      NO LATES
                  2221365                                 566          108                      NO LATES
                  2221917                                 535          108                      NO LATES
                  2222089                                 532          108                      NO LATES
                  2222140                                 603          108                      NO LATES
                  2223430                                 589          108                      NO LATES
                  2225084                                 561          108                      1 X 30
                  2226844                                 590          106                      NO LATES
                  2227994                                 631          108                      NO LATES
                  2228476                                 502          108                      NO LATES
                  2238333                                 623          108                      NO LATES
                  2241817                                 629          106                      NO LATES
               1002289981                                 597          108                      No Lates
               1002340657                                 515          108                      2 X 90
               1002473004                                 605          106                      No Lates
               1002519563                                 732          106                      No Lates
               1002617118                                 619          106                      No Lates
               1002649012                                 586          106                      No Lates
               1002690172                                 766          302                      No Lates
               1002718875                                 539          108                      No Lates
               1002733965                                 632          106                      No Lates
               1002765458                                 616          108                      No Lates
               1002775768                                 735          106                      No Lates
               1002783526                                 669          106                      No Lates
               1002812898                                 658          108                      No Lates
               1002835926                                 639          106                      1 X 30
               1002845121                                 579          106                      No Lates
               1002854236                                 527          108                      No Lates
               1002890679                                 628          106                      No Lates
               1002893140                                 603          108                      No Lates
               1002900668                                 632          108                      No Lates
               1002919293                                 595          106                      No Lates
               1002963252                                 642          106                      No Lates
               1002973893                                 621          106                      No Lates
               1002979691                                 514          108                      No Lates
               1002983579                                 666          106                      No Lates
               1002984685                                 647          108                      No Lates
               1002992863                                 541          108                      2 X 30
               1003014115                                 638          106                      No Lates
               1003019003                                 708          106                      No Lates
               1003019076                                 613          108                      No Lates
               1003029939                                 542          108                      No Lates
               1003037485                                 571          108                      No Lates
               1003042807                                 593          106                      No Lates
               1003044547                                 624          108                      1 X 30
               1003047358                                 504          108                      1 X 60
               1003049132                                 607          108                      No Lates
               1003055419                                 658          106                      No Lates
               1003059380                                 519          108                      No Lates
               1003083451                                 714          106                      No Lates
               1003099916                                 587          108                      No Lates
               1003101075                                 571          108                      1 X 30
               1003108531                                 500          108                      No Lates
               1003109781                                 774          108                      No Lates
               1003114891                                 648          108                      No Lates
               1003139151                                 661          106                      No Lates
               1003140194                                 691          106                      No Lates
               1003141175                                 635          106                      No Lates
               1003145206                                 552          108                      No Lates
               1003148579                                 606          108                      No Lates
               1003149792                                 603          106                      No Lates
               1003149989                                 684          106                      No Lates
               1003163178                                 633          106                      No Lates
               1003166433                                 647          106                      No Lates
               1003173728                                 666          108                      No Lates
               1003174754                                 611          108                      No Lates
               1003176832                                 609          106                      No Lates
               1003180140                                 633          106                      No Lates
               1003186386                                 633          106                      No Lates
               1003187740                                 574          108                      No Lates
               1003190157                                 616          108                      No Lates
               1003199470                                 690          106                      No Lates
               1003209860                                 593          108                      No Lates
               1003210830                                 647          106                      No Lates
               1003213944                                 626          106                      No Lates
               1003226404                                 552          108                      No Lates
               1003226903                                 614          106                      No Lates
               1003227591                                 676          106                      No Lates
               1003230710                                 637          106                      No Lates
               1003232683                                 618          106                      No Lates
               1003236965                                 569          108                      2 X 30
               1003239784                                 622          108                      3 X 30
               1003241673                                 554          108                      No Lates
               1003245768                                 674          106                      No Lates
               1003246446                                 613          106                      No Lates
               1003249915                                 686          108                      No Lates
               1003254374                                 656          106                      No Lates
               1003255603                                 706          108                      No Lates
               1003272906                                 655          106                      No Lates
               1003272933                                 591          106                      No Lates
               1003273362                                 649          106                      No Lates
               1003286875                                 542          108                      No Lates
               1003287357                                 664          106                      No Lates
               1003288365                                 539          108                      No Lates
               1003290511                                 656          106                      No Lates
               1003294189                                 677          106                      No Lates
               1003294330                                 501          108                      1 X 30
               1003294839                                 592          106                      No Lates
               1003299433                                 660          108                      No Lates
               1003299521                                 611          108                      No Lates
               1003300975                                 630          106                      No Lates
               1003322880                                 613          108                      No Lates
               1003323594                                 577          108                      No Lates
               1003342680                                 585          106                      No Lates
               1003352589                                 588          106                      No Lates
               1003357236                                 630          108                      1 X 30
               1003361855                                 621          108                      No Lates
               1003380406                                 524          108                      1 X 60
               1003392411                                 518          108                      1 X 30
               1003394286                                 588          106                      No Lates
               1003394320                                 599          106                      No Lates
               1003394794                                 622          108                      No Lates
               1003397862                                 617          108                      1 X 30
               1003403150                                 566          108                      1 X 30
               1003405611                                 520          108                      2 X 60
               1003407833                                 669          108                      No Lates
               1003410749                                 580          106                      No Lates
               1003414086                                 592          106                      No Lates
               1003433136                                 593          106                      No Lates
               1003434581                                 611          108                      1 X 30
               1003447425                                 527          108                      2 X 30
               1003463102                                 550          108                      No Lates
               1003469552                                 643          108                      No Lates
               1003482840                                 669          108                      No Lates
               1003489638                                 580          106                      No Lates
               1003489941                                 629          903                      No Lates
               1003490430                                 535          108                      No Lates
               1003513317                                 621          108                      No Lates
               1003513674                                 586          106                      No Lates
               1003515574                                 601          106                      No Lates
               1003541288                                 585          106                      No Lates
               1003546988                                 513          108                      1 X 90
               1003550767                                 583          106                      No Lates
               1003553425                                 588          106                      No Lates
               1003554656                                 585          108                      No Lates
               1003554923                                 588          106                      No Lates
               1003554978                                 593          108                      No Lates
               1003556280                                 501          108                      3 X 30
               1003573074                                 642          106                      No Lates
               1003583884                                 574          108                      No Lates
               1003594603                                 574          108                      No Lates
               1003606574                                 587          106                      No Lates
               1003623056                                 570          106                      No Lates
               1003623225                                 593          106                      No Lates
               1003624714                                 644          108                      No Lates
               1003638790                                 583          106                      No Lates
               1003645112                                 631          108                      No Lates
               1003653503                                 599          106                      No Lates
               1003654940                                 621          108                      No Lates
               1003657545                                 628          108                      No Lates
               1003658919                                 593          108                      No Lates
               1003663967                                 587          106                      No Lates
               1003668123                                 622          106                      No Lates
               1003675491                                 624          108                      No Lates
               1003682642                                 620          108                      1 X 60
               1003692187                                 633          108                      No Lates
               1003693710                                 668          106                      No Lates
               1003707322                                 577          108                      No Lates
               1003725801                                 636          108                      No Lates
               1003727060                                 618          106                      No Lates
               1003731368                                 626          106                      No Lates
               1003732134                                 590          108                      2 X 30
               1003738478                                 595          108                      No Lates
               1003744498                                 598          108                      No Lates
               1003752157                                 582          106                      No Lates
               1003765429                                 625          106                      No Lates
               1003767169                                 597          106                      No Lates
               1003771216                                 601          108                      No Lates
               1003780858                                 586          106                      No Lates
               1003819979                                 620          106                      No Lates
               1003821902                                 521          108                      No Lates
               1003832160                                 673          106                      No Lates
               1003832829                                 595          106                      No Lates
               1003834211                                 646          108                      No Lates
               1003845851                                 625          106                      No Lates
               1003850746                                 501          108                      1 X 30
               1003851781                                 639          108                      No Lates
               1003851932                                 611          108                      No Lates
               1003855037                                 597          108                      No Lates
               1003856189                                 612          108                      1 X 60
               1003857437                                 655          106                      1 X 30
               1003858953                                 605          108                      No Lates
               1003861048                                 595          106                      No Lates
               1003862305                                 595          106                      No Lates
               1003864795                                 593          108                      No Lates
               1003877344                                 622          108                      No Lates
               1003880606                                 552          108                      1 X 30
               1003882061                                 655          108                      No Lates
               1003884764                                 614          106                      No Lates
               1003885889                                 654          108                      No Lates
               1003899623                                 587          108                      No Lates
               1003906312                                 634          106                      No Lates
               1003924141                                 688          106                      No Lates
               1003932579                                 558          108                      No Lates
               1003937146                                 622          108                      No Lates
               1003940310                                 623          106                      No Lates
               1003965427                                 592          108                      1 X 30
               1003982685                                 700          108                      No Lates
               1004002466                                 724          106                      No Lates
               1004003376                                 668          106                      No Lates
               1004028581                                 620          108                      No Lates
               1004029964                                 559          108                      2 X 30
               1004031773                                 620          108                      1 X 30
               1004037768                                 590          106                      No Lates
               1004039418                                 517          108                      1 X 30
               1004041717                                 599          108                      No Lates
               1004042538                                 584          108                      2 X 30
               1004045474                                 679          106                      No Lates
               1004083592                                 598          108                      No Lates
               1004100403                                 586          108                      No Lates
               1004121364                                 522          108                      2 X 30
               1004126957                                 550          108                      3 X 30
               1004129384                                 512          108                      2 X 30
               1004131763                                 646          106                      No Lates
               1004144027                                 650          108                      No Lates
               1004145197                                 552          108                      2 X 30
               1004172317                                 659          106                      No Lates
               1004189274                                 586          108                      No Lates
               1004200563                                 600          106                      No Lates
               1004209289                                 597          108                      No Lates
               1004223584                                 596          106                      No Lates
               1004240798                                 754          108                      No Lates
               1004251320                                 560          108                      No Lates
               1004268321                                 608          108                      1 X 30
               1004274671                                 663          106                      No Lates
               1004275876                                 514          108                      1 X 30
               1004311596                                 667          106                      No Lates
               1004322343                                 504          108                      1 X 60
               1004323093                                 609          108                      No Lates
               1004334606                                 551          108                      No Lates
               1004337195                                 630          106                      No Lates
               1004346684                                 619          108                      No Lates
               1004352006                                 623          108                      No Lates
               1004359045                                 501          108                      No Lates
               1004360435                                 546          108                      2 X 60
               1004365163                                 580          108                      No Lates
               1004365939                                 613          108                      1 X 30
               1004367223                                 622          106                      No Lates
               1004369347                                 612          108                      No Lates
               1004370736                                 568          108                      No Lates
               1004384044                                 500          108                      1 X 90
               1004386202                                 613          108                      No Lates
               1004394471                                 570          108                      1 X 30
               1004396451                                 685          903                      No Lates
               1004413352                                 531          108                      No Lates
               1004416670                                 554          108                      2 X 30
               1004435935                                 507          108                      5 X 60
               1004436211                                 526          108                      1 X 90
               1004436514                                 500          108                      No Lates
               1004437853                                 665          106                      No Lates
               1004438335                                 589          108                      No Lates
               1004439423                                 597          106                      No Lates
               1004444293                                 688          106                      No Lates
               1004459614                                 518          108                      No Lates
               1004471299                                 637          106                      No Lates
               1004486023                                 550          108                      No Lates
               1004497002                                 637          106                      No Lates
               1004502041                                 615          108                      No Lates
               1004516802                                 612          108                      No Lates
               1004531242                                 659          108                      No Lates
               1004550024                                 513          108                      5 X 30
               1004561557                                 606          108                      1 X 90
               1004589314                                 701          108                      No Lates
               1004643096                                 509          108                      1 X 60
               1004656571                                 768          108                      No Lates
               1004665099                                 636          108                      No Lates
               1004670715                                 652          106                      No Lates
               1004684960                                 628          108                      1 X 30
               1004688216                                 506          108                      No Lates
               1004703182                                 647          106                      No Lates
               1004703716                                 501          108                      No Lates
               1004703832                                 606          108                      No Lates
               1004704733                                 676          108                      1 X 30
               1004710511                                 631          108                      1 X 30
               1004714615                                 709          106                      No Lates
               1004719139                                 503          108                      2 X 30
               1004726611                                 596          106                      No Lates
               1004728049                                 622          108                      No Lates
               1004730786                                 657          108                      No Lates
               1004734755                                 709          106                      No Lates
               1004746984                                 690          302                      No Lates
               1004759700                                 656          106                      No Lates
               1004781150                                 685          106                      1 X 30
               1004786850                                 618          108                      No Lates
               1004790943                                 646          108                      No Lates
               1004796652                                 517          108                      3 X 30
               1004838661                                 595          108                      3 X 30
               1004860467                                 647          108                      No Lates
               1004862937                                 505          108                      1 X 90
               1004880702                                 612          108                      No Lates
               1004896278                                 512          108                      No Lates
               1004917013                                 632          106                      No Lates
               1004925558                                 610          106                      No Lates
               1004926423                                 638          106                      No Lates
               1004927994                                 783          108                      No Lates
               1004935397                                 636          106                      No Lates
               1004944065                                 655          106                      No Lates
               1004964015                                 628          108                      No Lates
               1004968262                                 638          106                      No Lates
               1004975030                                 666          106                      No Lates
               1004994652                                 663          108                      No Lates
               1005009135                                 681          108                      No Lates
               1005025616                                 746          106                      No Lates
               1005033876                                 627          108                      No Lates
               1005126106                                 628          108                      No Lates
               1005128060                                 601          108                      No Lates
               1005175419                                 654          106                      No Lates
                  2239215                                 651          108                      NO LATES
                  2211104                                 620          106                      NO LATES
                  2211108                                 713          106                      NO LATES
                  2251699                                 591          106                      NO LATES
                  2251794                                 625          108                      NO LATES
               1002543723                                 585          106                      No Lates
               1002843775                                 669          108                      No Lates
               1003032319                                 553          108                      No Lates
               1003122971                                 540          108                      2 X 30
               1003138063                                 614          106                      No Lates
               1003179063                                 621          106                      No Lates
               1003224692                                 622          106                      No Lates
               1003374182                                 632          903                      No Lates
               1003471353                                 596          106                      No Lates
               1003473324                                 582          106                      No Lates
               1003533572                                 587          106                      1 X 30
               1003543883                                 581          106                      No Lates
               1003562772                                 582          106                      No Lates
               1003626035                                 640          108                      No Lates
               1003677523                                 681          108                      No Lates
               1003684524                                 660          106                      No Lates
               1003694782                                 585          106                      No Lates
               1003713609                                 599          106                      No Lates
               1003740072                                 599          106                      No Lates
               1003742230                                 558          108                      No Lates
               1003754146                                 599          106                      No Lates
               1003754477                                 585          106                      No Lates
               1003762850                                 592          106                      No Lates
               1003780233                                 592          106                      No Lates
               1003783980                                 570          106                      No Lates
               1003792667                                 596          106                      No Lates
               1003802816                                 586          106                      No Lates
               1003811619                                 599          106                      No Lates
               1003815321                                 580          106                      No Lates
               1003824259                                 580          106                      No Lates
               1003824428                                 583          106                      No Lates
               1003844479                                 585          106                      No Lates
               1003851237                                 585          106                      No Lates
               1003875952                                 599          106                      No Lates
               1003902049                                 591          106                      No Lates
               1003950488                                 587          106                      No Lates
               1003979877                                 583          106                      No Lates
               1004010420                                 544          108                      4 X 30
               1004024656                                 632          108                      No Lates
               1004036493                                 584          106                      No Lates
               1004089328                                 589          106                      No Lates
               1004103160                                 604          106                      No Lates
               1004139097                                 594          106                      No Lates
               1004147319                                 592          106                      No Lates
               1004163595                                 586          106                      No Lates
               1004165110                                 599          106                      No Lates
               1004212382                                 587          106                      No Lates
               1004223174                                 674          108                      No Lates
               1004274804                                 586          106                      No Lates
               1004298691                                 676          106                      No Lates
               1004308261                                 530          108                      1 X 30
               1004313530                                 662          106                      No Lates
               1004339139                                 601          108                      No Lates
               1004341144                                 614          108                      No Lates
               1004346005                                 659          108                      No Lates
               1004384883                                 506          108                      No Lates
               1004387648                                 562          108                      No Lates
               1004402578                                 630          106                      No Lates
               1004404380                                 593          106                      No Lates
               1004420497                                 578          106                      No Lates
               1004449939                                 552          108                      2 X 60
               1004464092                                 704          108                      No Lates
               1004471976                                 638          106                      No Lates
               1004473876                                 621          108                      No Lates
               1004484123                                 711          108                      No Lates
               1004485015                                 607          108                      No Lates
               1004522449                                 657          108                      No Lates
               1004523625                                 657          108                      No Lates
               1004550195                                 725          108                      No Lates
               1004590428                                 589          106                      No Lates
               1004591999                                 690          903                      No Lates
               1004595156                                 527          108                      No Lates
               1004603209                                 653          903                      No Lates
               1004627924                                 644          108                      No Lates
               1004634649                                 673          108                      No Lates
               1004635504                                 717          106                      No Lates
               1004645780                                 599          108                      No Lates
               1004647216                                 657          108                      No Lates
               1004647957                                 591          108                      1 X 30
               1004654519                                 609          108                      No Lates
               1004674999                                 659          106                      No Lates
               1004680946                                 618          106                      No Lates
               1004689885                                 635          108                      No Lates
               1004691952                                 534          108                      No Lates
               1004706697                                 765          108                      No Lates
               1004715080                                 627          108                      No Lates
               1004720742                                 610          108                      2 X 30
               1004721876                                 625          108                      1 X 60
               1004748269                                 614          108                      No Lates
               1004763410                                 594          108                      No Lates
               1004779742                                 526          108                      2 X 60
               1004781427                                 612          106                      No Lates
               1004789269                                 733          108                      No Lates
               1004814650                                 639          108                      No Lates
               1004823025                                 673          108                      No Lates
               1004833513                                 553          108                      1 X 30
               1004833620                                 613          108                      No Lates
               1004842442                                 547          108                      No Lates
               1004901510                                 518          108                      No Lates
               1004905570                                 594          108                      1 X 30
               1004921400                                 612          108                      No Lates
               1004933852                                 574          108                      2 X 30
               1004941736                                 636          108                      No Lates
               1004964872                                 607          108                      No Lates
               1004972140                                 556          108                      No Lates
               1004980239                                 618          106                      No Lates
               1004993537                                 615          108                      No Lates
               1004998765                                 609          106                      No Lates
               1005001071                                 776          302                      No Lates
               1005003202                                 701          108                      No Lates
               1005020363                                 639          108                      No Lates
               1005021898                                 581          108                      No Lates
               1005091205                                 629          108                      No Lates
                  2192241                                 575          108                      NO LATES
                  2211453                                 592          108                      NO LATES
                  2251718                                 532          108                      1 X 90
                  2251775                                 574          108                      NO LATES
               1002394787                                 602          106                      No Lates
               1002865947                                 551          108                      1 X 30
               1003414629                                 620          108                      No Lates
               1003486301                                 688          108                      No Lates
               1003603979                                 566          108                      No Lates
               1003811888                                 551          108                      No Lates
               1003815367                                 612          108                      1 X 30
               1003962082                                 509          108                      No Lates
               1003976120                                 577          108                      1 X 30
               1004007265                                 624          106                      No Lates
               1004009138                                 535          108                      1 X 30
               1004053776                                 641          106                      No Lates
               1004063854                                 539          108                      2 X 30
               1004077242                                 566          108                      3 X 30
               1004092341                                 645          106                      No Lates
               1004105596                                 660          106                      No Lates
               1004117636                                 500          108                      2 X 30
               1004126065                                 582          108                      No Lates
               1004144580                                 629          108                      No Lates
               1004165174                                 537          108                      No Lates
               1004174618                                 609          108                      2 X 30
               1004191733                                 500          108                      3 X 30
               1004202222                                 642          108                      No Lates
               1004225145                                 677          106                      No Lates
               1004239158                                 508          108                      No Lates
               1004241074                                 590          108                      No Lates
               1004243731                                 646          106                      No Lates
               1004260739                                 572          108                      2 X 30
               1004276189                                 547          108                      2 X 30
               1004276474                                 641          108                      No Lates
               1004302739                                 705          108                      No Lates
               1004307128                                 629          106                      No Lates
               1004308323                                 556          108                      3 X 30
               1004314174                                 598          108                      No Lates
               1004326045                                 515          108                      1 X 30
               1004335829                                 640          108                      No Lates
               1004341448                                 627          108                      No Lates
               1004353933                                 611          108                      No Lates
               1004355174                                 651          108                      No Lates
               1004358689                                 656          108                      No Lates
               1004360319                                 700          108                      No Lates
               1004360408                                 624          108                      No Lates
               1004361639                                 519          108                      No Lates
               1004362692                                 650          108                      No Lates
               1004363110                                 511          108                      No Lates
               1004363272                                 610          108                      1 X 30
               1004363842                                 640          108                      No Lates
               1004368053                                 682          108                      No Lates
               1004369702                                 532          108                      No Lates
               1004371771                                 583          108                      No Lates
               1004373680                                 643          106                      No Lates
               1004381252                                 623          108                      1 X 60
               1004391492                                 588          108                      5 X 30
               1004391660                                 614          108                      No Lates
               1004392883                                 671          108                      No Lates
               1004393819                                 588          108                      No Lates
               1004396237                                 653          108                      No Lates
               1004396745                                 580          108                      No Lates
               1004408750                                 579          108                      No Lates
               1004411096                                 616          106                      No Lates
               1004411586                                 585          108                      No Lates
               1004412193                                 590          108                      No Lates
               1004419150                                 655          106                      No Lates
               1004429602                                 609          108                      No Lates
               1004430422                                 756          108                      No Lates
               1004431485                                 544          108                      No Lates
               1004434348                                 649          108                      No Lates
               1004436453                                 556          108                      No Lates
               1004437103                                 606          108                      1 X 30
               1004437167                                 507          108                      3 X 30
               1004437568                                 526          108                      1 X 60
               1004437586                                 502          108                      3 X 30
               1004442874                                 586          108                      No Lates
               1004455351                                 542          108                      No Lates
               1004455896                                 693          108                      No Lates
               1004464895                                 552          108                      No Lates
               1004467017                                 548          108                      1 X 30
               1004473723                                 582          108                      2 X 30
               1004478087                                 553          108                      No Lates
               1004483053                                 591          108                      No Lates
               1004488619                                 679          108                      No Lates
               1004490544                                 576          108                      No Lates
               1004510283                                 657          108                      No Lates
               1004512922                                 649          108                      No Lates
               1004514546                                 639          106                      No Lates
               1004515643                                 644          106                      No Lates
               1004517311                                 637          108                      No Lates
               1004520450                                 613          108                      No Lates
               1004529335                                 586          108                      No Lates
               1004531466                                 626          106                      No Lates
               1004532009                                 636          108                      No Lates
               1004539413                                 518          108                      No Lates
               1004539592                                 558          108                      No Lates
               1004540205                                 556          108                      No Lates
               1004545102                                 610          108                      No Lates
               1004552193                                 715          106                      No Lates
               1004554244                                 760          108                      No Lates
               1004555378                                 505          108                      3 X 60
               1004559285                                 585          108                      No Lates
               1004559962                                 645          106                      No Lates
               1004561432                                 672          108                      No Lates
               1004562020                                 617          108                      No Lates
               1004563760                                 547          108                      1 X 30
               1004566115                                 548          108                      No Lates
               1004572322                                 651          108                      No Lates
               1004572448                                 583          108                      No Lates
               1004575230                                 566          108                      No Lates
               1004585489                                 601          108                      No Lates
               1004587147                                 561          108                      2 X 30
               1004587254                                 586          108                      2 X 30
               1004593648                                 505          108                      1 X 30
               1004595094                                 626          108                      No Lates
               1004595511                                 506          108                      1 X 60
               1004601960                                 736          108                      No Lates
               1004608277                                 614          106                      No Lates
               1004609873                                 604          106                      No Lates
               1004619443                                 534          108                      1 X 60
               1004620645                                 649          108                      No Lates
               1004624883                                 500          108                      No Lates
               1004625196                                 576          108                      1 X 90
               1004625864                                 551          108                      No Lates
               1004627595                                 572          108                      1 X 30
               1004633891                                 515          108                      1 X 30
               1004634970                                 592          106                      No Lates
               1004638565                                 639          108                      No Lates
               1004639626                                 591          108                      No Lates
               1004646351                                 642          106                      No Lates
               1004650755                                 624          106                      No Lates
               1004651905                                 621          106                      No Lates
               1004652904                                 520          108                      2 X 30
               1004656312                                 517          108                      3 X 30
               1004659328                                 512          108                      No Lates
               1004662298                                 586          108                      2 X 30
               1004662458                                 574          108                      No Lates
               1004662831                                 611          108                      No Lates
               1004663938                                 722          106                      No Lates
               1004664651                                 502          108                      1 X 30
               1004666882                                 625          106                      No Lates
               1004667890                                 545          108                      1 X 30
               1004667925                                 736          106                      No Lates
               1004670369                                 579          108                      No Lates
               1004672269                                 590          108                      1 X 30
               1004672535                                 574          108                      1 X 60
               1004673035                                 512          108                      1 X 30
               1004674873                                 569          108                      No Lates
               1004675382                                 682          108                      No Lates
               1004677255                                 504          108                      No Lates
               1004677380                                 685          106                      No Lates
               1004677843                                 512          108                      No Lates
               1004680740                                 685          108                      No Lates
               1004681124                                 570          108                      1 X 60
               1004681525                                 685          108                      No Lates
               1004683710                                 569          108                      No Lates
               1004686441                                 626          108                      No Lates
               1004688957                                 519          108                      No Lates
               1004690454                                 606          108                      No Lates
               1004691701                                 543          108                      No Lates
               1004693353                                 520          108                      6 X 60
               1004693898                                 542          108                      No Lates
               1004694085                                 602          108                      No Lates
               1004695351                                 506          108                      No Lates
               1004695921                                 513          108                      2 X 30
               1004700719                                 553          108                      2 X 30
               1004703342                                 655          108                      No Lates
               1004706198                                 621          108                      No Lates
               1004706483                                 627          108                      No Lates
               1004706937                                 687          106                      No Lates
               1004708971                                 692          108                      1 X 30
               1004709168                                 595          106                      No Lates
               1004709658                                 584          108                      No Lates
               1004709756                                 590          108                      No Lates
               1004716409                                 503          108                      1 X 60
               1004718942                                 538          108                      No Lates
               1004725033                                 570          108                      No Lates
               1004729002                                 666          108                      No Lates
               1004734620                                 546          108                      2 X 30
               1004740917                                 685          903                      No Lates
               1004742513                                 507          108                      No Lates
               1004743022                                 645          106                      No Lates
               1004745306                                 647          106                      No Lates
               1004745609                                 718          108                      No Lates
               1004759078                                 623          108                      No Lates
               1004760440                                 659          108                      No Lates
               1004760896                                 669          108                      No Lates
               1004766435                                 629          108                      1 X 30
               1004767700                                 544          108                      No Lates
               1004783997                                 585          106                      No Lates
               1004790202                                 676          108                      No Lates
               1004795074                                 512          108                      2 X 30
               1004799267                                 591          108                      No Lates
               1004800273                                 551          108                      1 X 60
               1004802191                                 623          108                      No Lates
               1004802262                                 529          108                      1 X 60
               1004810896                                 614          108                      No Lates
               1004820297                                 503          108                      No Lates
               1004824621                                 641          106                      No Lates
               1004828299                                 600          108                      No Lates
               1004829886                                 610          108                      No Lates
               1004831588                                 559          108                      1 X 30
               1004833274                                 582          108                      No Lates
               1004843593                                 559          108                      No Lates
               1004846527                                 630          106                      No Lates
               1004853554                                 637          106                      No Lates
               1004866817                                 501          108                      1 X 30
               1004872926                                 553          108                      1 X 90
               1004875200                                 506          108                      No Lates
               1004877226                                 635          108                      No Lates
               1004885075                                 551          108                      No Lates
               1004896606                                 508          108                      1 X 30
               1004905776                                 702          106                      No Lates
               1004910412                                 623          106                      No Lates
               1004920241                                 654          106                      No Lates
               1004933273                                 678          108                      No Lates
               1004945901                                 639          108                      No Lates
               1004960858                                 611          108                      No Lates
               1005008957                                 696          106                      No Lates
               1005009082                                 611          108                      No Lates
               1005049538                                 623          106                      No Lates
               1005053951                                 764          106                      No Lates
               1005098547                                 680          106                      No Lates
               1005110186                                 527          108                      No Lates
               1005111755                                 612          106                      No Lates
               1005121058                                 705          108                      No Lates
               1005178666                                 678          106                      No Lates
               1005186808                                 597          106                      No Lates
                  2129705                                 615          108                      NO LATES
                  2130402                                 662          108                      NO LATES
                  2154061                                 600          108                      NO LATES
                  2163111                                 534          108                      2 X 30
                  2164201                                 602          106                      NO LATES
                  2165670                                 601          108                      NO LATES
                  2168027                                 644          108                      NO LATES
                  2171088                                 580          108                      NO LATES
                  2171616                                 575          108                      NO LATES
                  2173108                                 637          106                      NO LATES
                  2173191                                 617          108                      NO LATES
                  2175060                                 671          108                      NO LATES
                  2175645                                 682          108                      NO LATES
                  2178681                                 594          108                      NO LATES
                  2179275                                 584          108                      NO LATES
                  2180151                                 698          108                      NO LATES
                  2180994                                 616          108                      NO LATES
                  2181987                                 613          108                      3 X 30
                  2182027                                 605          108                      NO LATES
                  2182401                                 580          108                      1 X 30
                  2182521                                 624          108                      NO LATES
                  2183575                                 564          108                      1 X 30
                  2183764                                 630          108                      NO LATES
                  2184090                                 543          108                      NO LATES
                  2185176                                 525          108                      1 X 30
                  2185448                                 645          108                      NO LATES
                  2186012                                 552          108                      NO LATES
                  2186483                                 598          108                      NO LATES
                  2188025                                 562          108                      NO LATES
                  2188560                                 571          108                      NO LATES
                  2188997                                 555          108                      NO LATES
                  2189042                                 519          108                      1 X 30
                  2189461                                 565          108                      NO LATES
                  2190307                                 604          108                      3 X 30
                  2190446                                 639          106                      NO LATES
                  2190749                                 622          108                      NO LATES
                  2190821                                 641          108                      NO LATES
                  2191270                                 550          108                      NO LATES
                  2191366                                 635          108                      NO LATES
                  2191905                                 650          108                      NO LATES
                  2192612                                 602          106                      NO LATES
                  2192627                                 543          108                      1 X 30
                  2192711                                 619          106                      NO LATES
                  2193486                                 567          108                      1 X 30
                  2194133                                 617          108                      NO LATES
                  2194637                                 690          106                      NO LATES
                  2195463                                 734          106                      NO LATES
                  2195627                                 590          108                      NO LATES
                  2195971                                 567          108                      1 X 30
                  2195972                                 660          108                      1 X 30
                  2196030                                 653          108                      NO LATES
                  2196784                                 529          108                      1 X 60
                  2198759                                 646          106                      NO LATES
                  2199228                                 556          108                      NO LATES
                  2199290                                 642          106                      NO LATES
                  2199398                                 595          106                      NO LATES
                  2199726                                 526          108                      3 X 60
                  2199790                                 540          108                      2 X 30
                  2200004                                 656          108                      1 X 30
                  2200093                                 655          108                      NO LATES
                  2200744                                 505          108                      1 X 90
                  2200842                                 629          108                      NO LATES
                  2201052                                 623          106                      NO LATES
                  2201336                                 743          108                      NO LATES
                  2201712                                 563          108                      NO LATES
                  2201888                                 565          108                      NO LATES
                  2201985                                 701          106                      NO LATES
                  2202094                                 509          108                      3 X 30
                  2202552                                 594          106                      NO LATES
                  2202614                                 742          108                      NO LATES
                  2202874                                 654          108                      NO LATES
                  2203309                                 543          108                      1 X 60
                  2203401                                 595          108                      1 X 30
                  2203655                                 586          108                      NO LATES
                  2203864                                 632          108                      NO LATES
                  2204452                                 522          108                      NO LATES
                  2204616                                 555          108                      1 X 30
                  2204803                                 672          108                      NO LATES
                  2204996                                 652          108                      1 X 30
                  2205293                                 568          108                      1 X 30
                  2205580                                 508          108                      4 X 30
                  2206000                                 687          108                      NO LATES
                  2206195                                 558          108                      1 X 30
                  2206315                                 642          108                      NO LATES
                  2206453                                 598          108                      1 X 60
                  2206531                                 541          108                      NO LATES
                  2206593                                 558          108                      2 X 30
                  2206941                                 581          108                      NO LATES
                  2207065                                 639          106                      NO LATES
                  2207075                                 558          108                      NO LATES
                  2207239                                 528          108                      NO LATES
                  2208906                                 664          108                      1 X 30
                  2209085                                 622          108                      NO LATES
                  2209610                                 568          108                      2 X 60
                  2209871                                 598          106                      NO LATES
                  2210327                                 559          108                      NO LATES
                  2211411                                 584          108                      2 X 30
                  2213197                                 637          108                      NO LATES
                  2213639                                 720          108                      NO LATES
                  2213819                                 581          108                      NO LATES
                  2214342                                 571          108                      NO LATES
                  2215117                                 595          108                      NO LATES
                  2215566                                 637          108                      NO LATES
                  2215647                                 639          108                      NO LATES
                  2215724                                 586          108                      1 X 30
                  2216110                                 662          108                      NO LATES
                  2216142                                 617          108                      NO LATES
                  2216300                                 537          108                      NO LATES
                  2216308                                 631          108                      NO LATES
                  2217118                                 725          108                      NO LATES
                  2217518                                 603          106                      NO LATES
                  2217704                                 618          108                      NO LATES
                  2217744                                 537          108                      NO LATES
                  2219095                                 656          108                      NO LATES
                  2219670                                 588          108                      NO LATES
                  2219734                                 586          106                      NO LATES
                  2220318                                 641          108                      2 X 30
                  2220368                                 597          108                      NO LATES
                  2220493                                 525          108                      1 X 30
                  2220531                                 571          108                      1 X 30
                  2220723                                 605          106                      NO LATES
                  2220786                                 592          104                      NO LATES
                  2221210                                 527          108                      2 X 60
                  2221588                                 594          108                      1 X 30
                  2221832                                 570          108                      NO LATES
                  2221908                                 605          106                      NO LATES
                  2222278                                 597          106                      NO LATES
                  2222360                                 574          108                      NO LATES
                  2222569                                 539          108                      1 X 60
                  2222654                                 521          108                      2 X 30
                  2222931                                 605          108                      1 X 60
                  2223073                                 558          108                      NO LATES
                  2223093                                 515          108                      1 X 60
                  2223969                                 612          108                      NO LATES
                  2224017                                 621          106                      NO LATES
                  2224249                                 542          108                      NO LATES
                  2224580                                 584          108                      NO LATES
                  2224792                                 678          108                      NO LATES
                  2224925                                 562          108                      2 X 30
                  2225024                                 667          108                      NO LATES
                  2225145                                 632          108                      1 X 30
                  2225312                                 654          108                      NO LATES
                  2225458                                 508          108                      1 X 30
                  2225801                                 585          106                      NO LATES
                  2226024                                 731          108                      NO LATES
                  2226493                                 669          106                      NO LATES
                  2226567                                 514          108                      1 X 60
                  2226641                                 637          108                      NO LATES
                  2226780                                 589          108                      NO LATES
                  2227328                                 616          108                      1 X 30
                  2227734                                 618          108                      NO LATES
                  2228682                                 588          108                      1 X 30
                  2229029                                 532          108                      NO LATES
                  2229116                                 627          106                      NO LATES
                  2230036                                 560          108                      1 X 30
                  2230160                                 588          108                      NO LATES
                  2230170                                 519          108                      1 X 30
                  2230894                                 504          108                      1 X 60
                  2231852                                 604          108                      NO LATES
                  2231940                                 598          106                      NO LATES
                  2232253                                 583          108                      NO LATES
                  2232618                                 635          108                      1 X 30
                  2233063                                 553          108                      NO LATES
                  2233067                                 617          106                      NO LATES
                  2233445                                 587          108                      NO LATES
                  2233620                                 606          106                      NO LATES
                  2233637                                 526          108                      1 X 30
                  2234718                                 524          108                      NO LATES
                  2235761                                 688          108                      NO LATES
                  2235845                                 560          108                      NO LATES
                  2236255                                 588          108                      NO LATES
                  2236499                                 520          108                      1 X 150
                  2236814                                 603          108                      NO LATES
                  2237303                                 582          108                      NO LATES
                  2238221                                 636          108                      NO LATES
                  2238269                                 589          106                      NO LATES
                  2239288                                 608          108                      3 X 30
                  2239635                                 614          106                      NO LATES
                  2239765                                 604          108                      NO LATES
                  2239800                                 631          108                      NO LATES
                  2239912                                 594          108                      NO LATES
                  2240012                                 582          108                      NO LATES
                  2240060                                 594          106                      NO LATES
                  2240456                                 604          108                      NO LATES
                  2241188                                 549          108                      NO LATES
                  2244462                                 581          108                      NO LATES
                  2244468                                 590          106                      NO LATES
                  2245235                                 748          108                      NO LATES
                  2245433                                 525          108                      NO LATES
                  2245814                                 610          108                      NO LATES
                  2245884                                 638          108                      NO LATES
                  2247088                                 562          108                      NO LATES
                  2247148                                 531          108                      NO LATES
                  2247170                                 645          108                      NO LATES
                  2247934                                 620          108                      NO LATES
                  2247966                                 633          108                      2 X 30
                  2248667                                 642          108                      1 X 30
                  2249274                                 585          108                      1 X 30
                  2249893                                 545          108                      NO LATES
                  2250266                                 690          108                      NO LATES
                  2250523                                 638          108                      NO LATES
                  2250732                                 513          108                      1 X 30
                  2250901                                 645          108                      NO LATES
                  2251675                                 590          106                      NO LATES
               1001687491                                 541          108                      1 X 30
               1001904489                                 607          106                      1 X 30
               1002142899                                 595          108                      1 X 60
               1002185931                                 628          106                      No Lates
               1002189982                                 585          106                      No Lates
               1002251654                                 626          108                      1 X 30
               1002252742                                 646          108                      1 X 30
               1002255099                                 618          106                      No Lates
               1002323220                                 690          106                      No Lates
               1002327529                                 619          108                      No Lates
               1002369207                                 582          106                      No Lates
               1002380738                                 570          108                      No Lates
               1002385092                                 649          106                      No Lates
               1002392468                                 706          108                      No Lates
               1002414827                                 528          108                      No Lates
               1002478009                                 611          108                      No Lates
               1002487981                                 603          108                      No Lates
               1002523512                                 587          106                      No Lates
               1002560188                                 590          106                      No Lates
               1002561588                                 571          108                      No Lates
               1002587659                                 544          108                      No Lates
               1002588514                                 618          106                      No Lates
               1002593713                                 684          106                      No Lates
               1002595294                                 563          108                      1 X 30
               1002596088                                 562          108                      No Lates
               1002615726                                 562          108                      No Lates
               1002627713                                 623          106                      No Lates
               1002631986                                 625          108                      No Lates
               1002636703                                 547          108                      No Lates
               1002638925                                 655          108                      No Lates
               1002656450                                 625          108                      No Lates
               1002676189                                 555          108                      1 X 30
               1002681878                                 622          108                      No Lates
               1002698156                                 653          106                      1 X 30
               1002709590                                 591          108                      No Lates
               1002711113                                 635          108                      No Lates
               1002713852                                 583          108                      No Lates
               1002714646                                 536          108                      1 X 30
               1002716216                                 616          108                      1 X 30
               1002718893                                 733          302                      No Lates
               1002720461                                 621          108                      No Lates
               1002727883                                 616          108                      No Lates
               1002735552                                 657          108                      No Lates
               1002739727                                 737          302                      No Lates
               1002751659                                 649          108                      No Lates
               1002753773                                 653          108                      No Lates
               1002754362                                 577          108                      No Lates
               1002765421                                 599          106                      No Lates
               1002769329                                 626          108                      No Lates
               1002771414                                 690          108                      No Lates
               1002776543                                 557          108                      1 X 90
               1002781252                                 610          108                      2 X 60
               1002791054                                 652          108                      No Lates
               1002791697                                 635          106                      No Lates
               1002794765                                 661          108                      No Lates
               1002795657                                 525          108                      1 X 60
               1002796745                                 528          108                      1 X 30
               1002802854                                 528          108                      No Lates
               1002802916                                 538          108                      2 X 30
               1002805600                                 525          108                      No Lates
               1002806707                                 665          106                      No Lates
               1002814752                                 686          106                      No Lates
               1002815350                                 617          106                      No Lates
               1002815555                                 635          108                      1 X 30
               1002822119                                 544          108                      1 X 30
               1002824288                                 540          108                      No Lates
               1002826455                                 531          108                      No Lates
               1002826614                                 678          108                      2 X 30
               1002826981                                 609          108                      No Lates
               1002828532                                 631          108                      No Lates
               1002829443                                 602          108                      No Lates
               1002830618                                 586          108                      No Lates
               1002833795                                 607          108                      No Lates
               1002834963                                 573          108                      1 X 30
               1002837336                                 585          108                      1 X 30
               1002838736                                 550          108                      1 X 30
               1002839049                                 649          108                      No Lates
               1002839548                                 655          108                      1 X 30
               1002841848                                 653          108                      No Lates
               1002843622                                 583          108                      1 X 90
               1002848128                                 714          106                      No Lates
               1002848299                                 616          108                      No Lates
               1002849788                                 520          108                      3 X 30
               1002850436                                 551          108                      No Lates
               1002853200                                 585          108                      3 X 30
               1002853870                                 613          106                      No Lates
               1002853969                                 592          108                      No Lates
               1002856029                                 637          106                      No Lates
               1002858394                                 617          108                      No Lates
               1002858465                                 664          108                      No Lates
               1002859017                                 638          108                      No Lates
               1002861807                                 643          108                      3 X 30
               1002861969                                 549          108                      No Lates
               1002869827                                 547          108                      No Lates
               1002873849                                 664          108                      No Lates
               1002876882                                 596          108                      2 X 30
               1002878416                                 614          108                      No Lates
               1002879344                                 557          108                      1 X 60
               1002882526                                 600          108                      No Lates
               1002882535                                 655          903                      No Lates
               1002883829                                 582          108                      No Lates
               1002884445                                 652          106                      No Lates
               1002885131                                 562          108                      No Lates
               1002887718                                 627          108                      1 X 30
               1002887807                                 635          108                      No Lates
               1002888334                                 616          108                      No Lates
               1002888806                                 679          108                      No Lates
               1002890544                                 544          106                      No Lates
               1002890759                                 658          108                      No Lates
               1002891133                                 544          106                      No Lates
               1002891302                                 687          108                      No Lates
               1002891909                                 646          106                      No Lates
               1002892123                                 525          108                      1 X 30
               1002894906                                 537          108                      No Lates
               1002896209                                 585          108                      1 X 30
               1002896922                                 613          108                      No Lates
               1002897066                                 630          108                      No Lates
               1002903451                                 669          108                      No Lates
               1002903656                                 627          108                      No Lates
               1002906163                                 564          108                      1 X 30
               1002912307                                 622          108                      No Lates
               1002917124                                 619          108                      2 X 30
               1002917525                                 600          108                      No Lates
               1002918258                                 674          106                      No Lates
               1002919676                                 662          108                      No Lates
               1002925142                                 524          108                      1 X 120
               1002929095                                 549          108                      No Lates
               1002929861                                 605          108                      No Lates
               1002931812                                 772          302                      No Lates
               1002936915                                 697          106                      No Lates
               1002937273                                 655          108                      No Lates
               1002941035                                 624          108                      No Lates
               1002941865                                 620          106                      No Lates
               1002942052                                 547          108                      No Lates
               1002943783                                 612          106                      No Lates
               1002945111                                 531          108                      No Lates
               1002946655                                 632          106                      No Lates
               1002946851                                 645          108                      No Lates
               1002947930                                 591          106                      No Lates
               1002948298                                 566          108                      1 X 30
               1002948840                                 607          108                      No Lates
               1002949625                                 649          106                      No Lates
               1002949983                                 675          108                      No Lates
               1002950328                                 570          108                      No Lates
               1002950970                                 679          302                      No Lates
               1002951292                                 615          106                      No Lates
               1002951434                                 662          108                      2 X 30
               1002955172                                 624          106                      No Lates
               1002957107                                 726          106                      No Lates
               1002957312                                 614          108                      No Lates
               1002957839                                 588          108                      No Lates
               1002958641                                 634          108                      No Lates
               1002958669                                 613          108                      No Lates
               1002960503                                 593          108                      1 X 60
               1002961110                                 557          108                      1 X 90
               1002961441                                 604          108                      No Lates
               1002961469                                 610          108                      No Lates
               1002961833                                 634          108                      1 X 30
               1002962360                                 623          108                      No Lates
               1002964787                                 586          106                      No Lates
               1002965704                                 592          108                      No Lates
               1002965777                                 620          106                      No Lates
               1002966552                                 677          106                      No Lates
               1002967819                                 656          108                      No Lates
               1002968239                                 547          108                      No Lates
               1002968612                                 630          106                      No Lates
               1002969112                                 644          108                      No Lates
               1002969292                                 712          108                      No Lates
               1002970896                                 647          108                      2 X 30
               1002971083                                 677          106                      No Lates
               1002971136                                 618          108                      No Lates
               1002972732                                 539          108                      1 X 90
               1002975123                                 533          108                      3 X 60
               1002976612                                 696          108                      1 X 60
               1002982847                                 584          108                      1 X 90
               1002983285                                 547          108                      1 X 30
               1002984569                                 621          108                      No Lates
               1002985719                                 715          108                      3 X 60
               1002986380                                 629          108                      No Lates
               1002989378                                 699          108                      No Lates
               1002989608                                 582          108                      No Lates
               1002990302                                 638          108                      No Lates
               1002990945                                 592          108                      No Lates
               1002991392                                 603          108                      No Lates
               1002991659                                 633          106                      No Lates
               1002993185                                 523          108                      No Lates
               1002994380                                 658          108                      No Lates
               1002996958                                 532          108                      1 X 30
               1002999241                                 650          106                      No Lates
               1003000442                                 650          106                      No Lates
               1003001398                                 690          108                      3 X 30
               1003001995                                 696          106                      No Lates
               1003010253                                 587          108                      No Lates
               1003010351                                 543          108                      1 X 30
               1003011136                                 589          108                      No Lates
               1003011617                                 606          108                      No Lates
               1003017540                                 654          108                      No Lates
               1003017906                                 626          108                      No Lates
               1003018326                                 614          108                      No Lates
               1003019717                                 514          108                      No Lates
               1003019922                                 638          108                      No Lates
               1003020670                                 536          108                      No Lates
               1003021857                                 548          108                      No Lates
               1003023908                                 589          108                      No Lates
               1003027156                                 644          106                      No Lates
               1003027414                                 525          108                      No Lates
               1003032113                                 622          106                      No Lates
               1003033979                                 544          108                      No Lates
               1003035021                                 630          108                      No Lates
               1003035780                                 556          108                      1 X 90
               1003036878                                 622          108                      No Lates
               1003036976                                 555          108                      1 X 60
               1003042825                                 563          108                      No Lates
               1003043174                                 592          108                      No Lates
               1003043888                                 589          106                      No Lates
               1003044100                                 573          108                      No Lates
               1003044173                                 641          106                      No Lates
               1003044477                                 528          108                      2 X 30
               1003045369                                 662          106                      No Lates
               1003046723                                 633          108                      No Lates
               1003047018                                 658          108                      No Lates
               1003047152                                 603          108                      No Lates
               1003048071                                 642          108                      No Lates
               1003048188                                 570          108                      1 X 30
               1003048428                                 616          108                      No Lates
               1003050129                                 572          108                      No Lates
               1003050487                                 611          108                      No Lates
               1003051244                                 548          108                      1 X 60
               1003051627                                 590          108                      1 X 30
               1003052500                                 666          108                      No Lates
               1003054937                                 686          108                      No Lates
               1003055231                                 670          108                      No Lates
               1003055320                                 634          108                      No Lates
               1003055507                                 691          108                      No Lates
               1003055678                                 582          108                      2 X 30
               1003058041                                 622          108                      2 X 30
               1003059512                                 615          108                      No Lates
               1003060430                                 606          108                      No Lates
               1003061590                                 572          108                      1 X 30
               1003062072                                 583          108                      No Lates
               1003064864                                 589          108                      No Lates
               1003064962                                 662          108                      No Lates
               1003065131                                 582          108                      No Lates
               1003065694                                 667          108                      No Lates
               1003065818                                 557          108                      No Lates
               1003065863                                 534          108                      No Lates
               1003068307                                 580          106                      No Lates
               1003069903                                 680          108                      1 X 30
               1003070205                                 601          108                      No Lates
               1003070456                                 526          108                      No Lates
               1003071160                                 557          108                      2 X 30
               1003072542                                 644          108                      No Lates
               1003075987                                 629          106                      No Lates
               1003076156                                 639          106                      No Lates
               1003076833                                 654          106                      No Lates
               1003077477                                 583          108                      No Lates
               1003079714                                 520          108                      1 X 30
               1003081275                                 590          106                      No Lates
               1003082087                                 534          108                      1 X 30
               1003082194                                 571          108                      No Lates
               1003083745                                 642          108                      No Lates
               1003083834                                 638          106                      No Lates
               1003084370                                 558          108                      No Lates
               1003086341                                 557          108                      No Lates
               1003086369                                 565          108                      No Lates
               1003087215                                 649          108                      No Lates
               1003087769                                 720          108                      No Lates
               1003088438                                 585          108                      No Lates
               1003088893                                 592          108                      No Lates
               1003089008                                 567          108                      No Lates
               1003089927                                 591          108                      No Lates
               1003090176                                 655          108                      No Lates
               1003090194                                 543          108                      1 X 30
               1003090318                                 518          108                      No Lates
               1003090577                                 601          106                      No Lates
               1003091095                                 595          108                      No Lates
               1003092584                                 564          108                      No Lates
               1003093672                                 669          108                      No Lates
               1003094706                                 624          108                      No Lates
               1003096465                                 643          106                      No Lates
               1003097963                                 580          108                      No Lates
               1003099220                                 602          108                      No Lates
               1003099346                                 658          108                      No Lates
               1003100931                                 585          108                      No Lates
               1003101477                                 583          108                      1 X 30
               1003102653                                 611          108                      1 X 30
               1003104900                                 658          106                      No Lates
               1003104991                                 562          108                      No Lates
               1003105115                                 552          108                      2 X 60
               1003105302                                 602          108                      No Lates
               1003105749                                 560          108                      No Lates
               1003106800                                 637          108                      No Lates
               1003106935                                 670          108                      1 X 30
               1003107168                                 672          106                      No Lates
               1003107462                                 547          108                      1 X 30
               1003107998                                 571          108                      No Lates
               1003108121                                 552          108                      4 X 30
               1003108675                                 685          108                      No Lates
               1003108906                                 640          108                      No Lates
               1003108924                                 561          108                      No Lates
               1003109139                                 503          108                      No Lates
               1003109344                                 533          108                      No Lates
               1003110500                                 639          106                      No Lates
               1003111652                                 508          108                      No Lates
               1003112198                                 528          108                      5 X 60
               1003113053                                 548          108                      No Lates
               1003113589                                 594          108                      No Lates
               1003113696                                 641          108                      No Lates
               1003115319                                 595          108                      No Lates
               1003116149                                 594          108                      No Lates
               1003116292                                 643          108                      No Lates
               1003116835                                 582          108                      No Lates
               1003116871                                 656          106                      No Lates
               1003117068                                 548          108                      No Lates
               1003118076                                 522          108                      1 X 60
               1003118227                                 584          108                      No Lates
               1003118753                                 638          108                      No Lates
               1003118968                                 612          108                      No Lates
               1003119654                                 575          108                      No Lates
               1003120526                                 532          108                      No Lates
               1003120713                                 553          108                      No Lates
               1003121311                                 622          108                      No Lates
               1003121491                                 598          108                      1 X 60
               1003121632                                 662          106                      No Lates
               1003122481                                 682          108                      No Lates
               1003122542                                 588          106                      No Lates
               1003123480                                 598          108                      1 X 30
               1003124041                                 549          108                      1 X 30
               1003124078                                 626          108                      No Lates
               1003124470                                 670          108                      No Lates
               1003125772                                 711          108                      1 X 30
               1003126156                                 575          108                      2 X 30
               1003126290                                 530          108                      1 X 90
               1003126959                                 591          108                      No Lates
               1003127627                                 563          108                      2 X 30
               1003128653                                 582          108                      No Lates
               1003129625                                 642          108                      No Lates
               1003130089                                 586          108                      No Lates
               1003130775                                 603          106                      No Lates
               1003133380                                 598          106                      No Lates
               1003135725                                 568          108                      No Lates
               1003136458                                 627          108                      No Lates
               1003137331                                 609          108                      1 X 30
               1003137616                                 586          108                      No Lates
               1003137705                                 595          106                      No Lates
               1003137901                                 643          108                      No Lates
               1003139062                                 593          108                      No Lates
               1003139598                                 730          106                      No Lates
               1003139856                                 594          106                      No Lates
               1003139909                                 652          108                      No Lates
               1003140808                                 637          108                      No Lates
               1003141344                                 620          106                      No Lates
               1003142021                                 538          108                      3 X 30
               1003142290                                 686          106                      1 X 30
               1003142833                                 628          106                      No Lates
               1003143510                                 660          106                      No Lates
               1003143985                                 638          108                      No Lates
               1003144332                                 763          108                      No Lates
               1003144537                                 691          106                      No Lates
               1003145144                                 631          106                      No Lates
               1003145153                                 678          108                      No Lates
               1003147865                                 641          108                      No Lates
               1003148695                                 617          108                      1 X 30
               1003149612                                 555          108                      1 X 30
               1003150743                                 631          108                      No Lates
               1003150994                                 600          108                      No Lates
               1003152616                                 647          108                      No Lates
               1003154393                                 683          106                      No Lates
               1003154491                                 518          108                      No Lates
               1003155837                                 630          108                      No Lates
               1003156159                                 635          108                      No Lates
               1003156300                                 650          108                      No Lates
               1003159496                                 616          108                      No Lates
               1003160037                                 661          108                      No Lates
               1003160457                                 628          108                      No Lates
               1003160634                                 620          108                      No Lates
               1003160849                                 529          108                      4 X 30
               1003160965                                 590          106                      No Lates
               1003161544                                 581          106                      No Lates
               1003162400                                 524          108                      No Lates
               1003162561                                 599          106                      No Lates
               1003162598                                 660          106                      No Lates
               1003163150                                 631          106                      No Lates
               1003163971                                 525          108                      1 X 30
               1003164505                                 683          108                      No Lates
               1003164952                                 659          108                      No Lates
               1003165201                                 597          108                      No Lates
               1003165210                                 675          106                      No Lates
               1003166406                                 648          106                      No Lates
               1003166601                                 608          108                      No Lates
               1003168057                                 596          108                      No Lates
               1003168789                                 607          108                      No Lates
               1003170035                                 594          106                      No Lates
               1003170428                                 627          106                      No Lates
               1003171481                                 625          106                      No Lates
               1003171757                                 561          108                      No Lates
               1003172621                                 704          106                      No Lates
               1003173443                                 652          106                      No Lates
               1003174022                                 622          106                      No Lates
               1003174246                                 632          106                      No Lates
               1003175021                                 550          108                      No Lates
               1003175343                                 501          108                      1 X 60
               1003176921                                 630          108                      No Lates
               1003177779                                 600          106                      No Lates
               1003178206                                 599          106                      1 X 30
               1003178448                                 619          108                      No Lates
               1003178947                                 627          106                      No Lates
               1003179811                                 662          106                      No Lates
               1003180499                                 636          106                      No Lates
               1003180532                                 654          108                      No Lates
               1003180596                                 608          106                      No Lates
               1003181283                                 572          108                      No Lates
               1003181666                                 537          108                      No Lates
               1003183218                                 639          108                      No Lates
               1003183860                                 520          108                      1 X 30
               1003184137                                 537          108                      No Lates
               1003184342                                 528          108                      No Lates
               1003184805                                 575          108                      No Lates
               1003184903                                 518          108                      No Lates
               1003184958                                 529          108                      1 X 30
               1003185056                                 542          108                      No Lates
               1003185369                                 643          106                      No Lates
               1003185626                                 613          106                      No Lates
               1003185840                                 623          108                      No Lates
               1003186037                                 629          106                      No Lates
               1003186411                                 521          108                      4 X 30
               1003187081                                 533          108                      No Lates
               1003187615                                 622          106                      No Lates
               1003187651                                 635          108                      No Lates
               1003188026                                 584          106                      No Lates
               1003188419                                 545          108                      No Lates
               1003188669                                 652          106                      No Lates
               1003189016                                 634          106                      1 X 30
               1003189640                                 695          108                      No Lates
               1003189775                                 543          108                      3 X 30
               1003189908                                 618          106                      No Lates
               1003190647                                 588          108                      No Lates
               1003190772                                 677          106                      No Lates
               1003191245                                 587          106                      No Lates
               1003192075                                 587          106                      No Lates
               1003193207                                 685          302                      No Lates
               1003193626                                 586          106                      No Lates
               1003194527                                 677          108                      No Lates
               1003195768                                 593          106                      No Lates
               1003196302                                 596          108                      No Lates
               1003196687                                 634          106                      No Lates
               1003196810                                 738          106                      No Lates
               1003198890                                 505          108                      1 X 60
               1003199559                                 636          106                      No Lates
               1003201804                                 612          106                      No Lates
               1003203321                                 622          108                      No Lates
               1003203474                                 622          106                      No Lates
               1003203722                                 626          108                      No Lates
               1003203919                                 535          108                      1 X 30
               1003205061                                 567          108                      No Lates
               1003206042                                 698          108                      1 X 60
               1003207032                                 643          108                      No Lates
               1003207050                                 622          106                      No Lates
               1003208503                                 641          108                      No Lates
               1003210377                                 604          106                      No Lates
               1003210929                                 619          106                      No Lates
               1003211483                                 594          106                      No Lates
               1003211973                                 613          106                      No Lates
               1003213579                                 691          106                      No Lates
               1003213588                                 602          108                      1 X 30
               1003214211                                 522          108                      1 X 30
               1003214462                                 638          106                      No Lates
               1003214925                                 650          106                      No Lates
               1003216004                                 604          106                      1 X 30
               1003216807                                 660          106                      No Lates
               1003217691                                 610          108                      No Lates
               1003218217                                 573          108                      No Lates
               1003218244                                 595          106                      No Lates
               1003218618                                 617          106                      No Lates
               1003218716                                 624          108                      No Lates
               1003218841                                 637          108                      No Lates
               1003219127                                 569          108                      No Lates
               1003219635                                 762          106                      No Lates
               1003219886                                 648          106                      No Lates
               1003220393                                 626          106                      No Lates
               1003220776                                 564          108                      1 X 30
               1003221052                                 596          106                      No Lates
               1003223498                                 601          106                      No Lates
               1003223755                                 606          108                      No Lates
               1003223835                                 603          106                      No Lates
               1003225968                                 621          106                      No Lates
               1003226501                                 670          106                      No Lates
               1003226529                                 622          106                      No Lates
               1003226716                                 620          106                      No Lates
               1003226823                                 606          106                      No Lates
               1003227644                                 758          106                      No Lates
               1003227895                                 610          106                      No Lates
               1003228723                                 648          108                      No Lates
               1003228778                                 611          106                      No Lates
               1003228956                                 632          108                      No Lates
               1003231470                                 547          108                      No Lates
               1003232433                                 603          108                      1 X 60
               1003232914                                 621          106                      No Lates
               1003233833                                 560          108                      1 X 30
               1003234342                                 636          106                      No Lates
               1003234627                                 636          106                      No Lates
               1003235617                                 608          108                      No Lates
               1003235840                                 537          108                      No Lates
               1003237125                                 680          106                      No Lates
               1003237580                                 599          108                      No Lates
               1003239873                                 581          106                      No Lates
               1003241520                                 663          106                      No Lates
               1003242002                                 662          108                      No Lates
               1003243172                                 597          106                      No Lates
               1003246400                                 570          108                      No Lates
               1003246428                                 645          106                      No Lates
               1003250305                                 597          108                      No Lates
               1003250403                                 626          106                      No Lates
               1003252269                                 645          106                      No Lates
               1003253829                                 608          106                      No Lates
               1003253838                                 569          108                      No Lates
               1003255159                                 666          106                      No Lates
               1003255774                                 604          108                      3 X 30
               1003256407                                 626          108                      No Lates
               1003256531                                 644          108                      No Lates
               1003258520                                 614          108                      No Lates
               1003258959                                 677          106                      No Lates
               1003259422                                 644          106                      No Lates
               1003260474                                 531          108                      1 X 30
               1003261972                                 591          106                      No Lates
               1003262739                                 763          108                      2 X 30
               1003265530                                 629          108                      No Lates
               1003266469                                 718          108                      2 X 30
               1003267896                                 616          106                      No Lates
               1003269643                                 566          108                      No Lates
               1003270203                                 580          108                      No Lates
               1003270908                                 634          106                      No Lates
               1003271916                                 665          108                      No Lates
               1003271952                                 689          106                      No Lates
               1003273399                                 660          106                      No Lates
               1003275119                                 600          108                      No Lates
               1003275636                                 764          106                      No Lates
               1003276742                                 647          106                      No Lates
               1003277563                                 530          108                      2 X 60
               1003280363                                 566          108                      1 X 90
               1003281503                                 627          108                      1 X 30
               1003284154                                 658          106                      No Lates
               1003284485                                 614          106                      No Lates
               1003286982                                 537          108                      1 X 30
               1003287080                                 650          106                      No Lates
               1003287482                                 669          106                      No Lates
               1003288025                                 716          106                      No Lates
               1003291075                                 636          106                      No Lates
               1003291173                                 651          106                      No Lates
               1003293117                                 564          108                      No Lates
               1003293493                                 695          108                      No Lates
               1003293652                                 526          108                      1 X 30
               1003293787                                 625          106                      No Lates
               1003296436                                 676          106                      No Lates
               1003297881                                 767          106                      No Lates
               1003298979                                 603          108                      No Lates
               1003299674                                 665          106                      No Lates
               1003300163                                 506          108                      No Lates
               1003302679                                 656          106                      No Lates
               1003302964                                 694          108                      No Lates
               1003303838                                 624          108                      No Lates
               1003307068                                 688          108                      No Lates
               1003307576                                 640          106                      No Lates
               1003307656                                 687          108                      No Lates
               1003308281                                 642          108                      No Lates
               1003309618                                 543          108                      3 X 30
               1003309949                                 577          106                      No Lates
               1003314620                                 610          108                      No Lates
               1003316496                                 604          106                      No Lates
               1003319787                                 636          108                      No Lates
               1003322416                                 582          106                      No Lates
               1003325388                                 602          106                      No Lates
               1003326010                                 541          108                      2 X 30
               1003326181                                 587          106                      No Lates
               1003326190                                 673          108                      No Lates
               1003326350                                 607          108                      No Lates
               1003327572                                 646          106                      No Lates
               1003328367                                 586          106                      No Lates
               1003330265                                 604          108                      1 X 60
               1003330782                                 734          108                      No Lates
               1003331157                                 531          108                      1 X 30
               1003331754                                 718          108                      No Lates
               1003331781                                 695          108                      No Lates
               1003334010                                 629          108                      No Lates
               1003337482                                 584          108                      1 X 30
               1003346800                                 580          108                      No Lates
               1003348513                                 626          108                      No Lates
               1003348791                                 644          108                      No Lates
               1003350545                                 536          108                      No Lates
               1003351535                                 527          108                      1 X 60
               1003352883                                 649          108                      No Lates
               1003353230                                 597          106                      No Lates
               1003357094                                 622          108                      No Lates
               1003359109                                 640          108                      No Lates
               1003359234                                 700          108                      1 X 30
               1003359966                                 593          106                      No Lates
               1003361711                                 650          108                      No Lates
               1003368821                                 576          108                      No Lates
               1003369072                                 659          108                      No Lates
               1003372406                                 649          108                      No Lates
               1003372709                                 607          106                      1 X 30
               1003375635                                 594          108                      No Lates
               1003376260                                 622          106                      No Lates
               1003377660                                 669          108                      No Lates
               1003378491                                 623          108                      1 X 30
               1003379301                                 690          106                      No Lates
               1003380282                                 629          108                      3 X 30
               1003384082                                 600          106                      No Lates
               1003386133                                 573          106                      No Lates
               1003387908                                 589          106                      No Lates
               1003388211                                 533          108                      No Lates
               1003389112                                 612          108                      No Lates
               1003391332                                 598          108                      No Lates
               1003394151                                 549          108                      1 X 30
               1003397755                                 610          108                      No Lates
               1003398380                                 675          106                      No Lates
               1003400983                                 584          106                      No Lates
               1003403294                                 637          108                      No Lates
               1003403962                                 527          108                      No Lates
               1003404792                                 643          108                      No Lates
               1003406040                                 585          106                      No Lates
               1003407405                                 602          108                      No Lates
               1003408164                                 587          106                      No Lates
               1003408707                                 662          108                      No Lates
               1003408823                                 598          106                      No Lates
               1003409608                                 620          106                      No Lates
               1003410865                                 555          108                      No Lates
               1003410892                                 621          108                      No Lates
               1003412300                                 597          106                      No Lates
               1003415520                                 661          108                      No Lates
               1003416556                                 588          106                      No Lates
               1003419027                                 630          108                      No Lates
               1003424440                                 607          108                      No Lates
               1003425706                                 590          106                      No Lates
               1003429463                                 675          108                      No Lates
               1003431165                                 648          106                      No Lates
               1003431423                                 580          106                      No Lates
               1003433546                                 600          106                      No Lates
               1003434901                                 647          108                      No Lates
               1003436464                                 587          106                      No Lates
               1003436954                                 593          106                      No Lates
               1003437837                                 587          106                      No Lates
               1003438382                                 560          108                      2 X 30
               1003441939                                 686          108                      No Lates
               1003443633                                 563          108                      2 X 30
               1003444393                                 689          108                      No Lates
               1003444473                                 563          108                      2 X 30
               1003445052                                 543          108                      3 X 30
               1003445800                                 596          106                      No Lates
               1003450214                                 586          106                      No Lates
               1003451446                                 525          108                      No Lates
               1003452855                                 584          106                      No Lates
               1003455353                                 592          106                      No Lates
               1003455870                                 586          106                      No Lates
               1003458109                                 590          106                      No Lates
               1003458886                                 682          106                      No Lates
               1003462522                                 653          106                      No Lates
               1003462648                                 579          106                      No Lates
               1003464487                                 523          108                      No Lates
               1003465146                                 586          106                      No Lates
               1003467572                                 592          106                      No Lates
               1003469473                                 674          108                      No Lates
               1003471772                                 606          108                      1 X 90
               1003477259                                 554          108                      NOD
               1003480922                                 607          106                      No Lates
               1003481020                                 588          106                      No Lates
               1003483910                                 648          108                      No Lates
               1003484438                                 601          108                      No Lates
               1003485570                                 585          106                      No Lates
               1003487426                                 583          108                      No Lates
               1003487435                                 665          108                      No Lates
               1003489923                                 588          106                      No Lates
               1003492811                                 587          108                      No Lates
               1003497200                                 586          106                      No Lates
               1003499805                                 635          106                      No Lates
               1003500367                                 623          108                      2 X 30
               1003500517                                 704          106                      No Lates
               1003500893                                 663          108                      No Lates
               1003501598                                 595          106                      No Lates
               1003502702                                 529          108                      1 X 30
               1003503186                                 536          108                      1 X 30
               1003504782                                 590          106                      No Lates
               1003505567                                 561          108                      No Lates
               1003505763                                 598          106                      No Lates
               1003507208                                 561          108                      No Lates
               1003508154                                 584          106                      No Lates
               1003510089                                 589          106                      No Lates
               1003512835                                 619          106                      No Lates
               1003513237                                 592          106                      No Lates
               1003516760                                 589          106                      No Lates
               1003516993                                 599          108                      No Lates
               1003518303                                 633          108                      No Lates
               1003519543                                 538          108                      No Lates
               1003520531                                 602          106                      No Lates
               1003524715                                 618          108                      No Lates
               1003526795                                 582          106                      No Lates
               1003528739                                 559          108                      1 X 30
               1003529168                                 644          106                      No Lates
               1003530110                                 634          108                      No Lates
               1003530361                                 581          106                      No Lates
               1003531397                                 559          108                      No Lates
               1003532476                                 597          106                      No Lates
               1003533803                                 524          108                      1 X 30
               1003534081                                 635          106                      No Lates
               1003534615                                 611          108                      1 X 30
               1003535909                                 667          108                      No Lates
               1003537738                                 575          108                      No Lates
               1003540289                                 576          108                      No Lates
               1003540369                                 565          108                      2 X 30
               1003540467                                 578          106                      No Lates
               1003544043                                 582          108                      1 X 30
               1003544132                                 582          106                      No Lates
               1003544141                                 541          108                      1 X 30
               1003545667                                 574          108                      No Lates
               1003546489                                 606          106                      No Lates
               1003547102                                 589          108                      No Lates
               1003548325                                 583          108                      1 X 30
               1003548959                                 594          106                      No Lates
               1003553247                                 650          108                      No Lates
               1003553274                                 588          106                      No Lates
               1003554157                                 571          106                      No Lates
               1003555557                                 705          106                      No Lates
               1003556342                                 572          106                      No Lates
               1003556743                                 583          106                      No Lates
               1003559964                                 593          106                      No Lates
               1003560685                                 595          106                      No Lates
               1003560961                                 599          106                      No Lates
               1003563049                                 662          108                      No Lates
               1003564128                                 581          106                      No Lates
               1003564459                                 583          106                      No Lates
               1003565430                                 582          106                      No Lates
               1003569070                                 602          106                      No Lates
               1003570488                                 590          106                      No Lates
               1003570941                                 658          106                      No Lates
               1003575517                                 589          106                      No Lates
               1003577098                                 642          108                      1 X 30
               1003577249                                 589          108                      No Lates
               1003579746                                 590          106                      No Lates
               1003581181                                 579          106                      No Lates
               1003581564                                 749          108                      No Lates
               1003582652                                 584          106                      No Lates
               1003584197                                 615          108                      No Lates
               1003584847                                 579          108                      No Lates
               1003585640                                 584          106                      No Lates
               1003586435                                 583          108                      No Lates
               1003587309                                 581          108                      1 X 30
               1003587595                                 527          108                      No Lates
               1003587915                                 582          106                      No Lates
               1003589370                                 556          108                      No Lates
               1003589664                                 617          106                      No Lates
               1003590395                                 586          106                      No Lates
               1003590732                                 598          106                      No Lates
               1003591410                                 709          108                      No Lates
               1003592730                                 642          106                      No Lates
               1003594300                                 637          108                      No Lates
               1003595577                                 591          108                      No Lates
               1003597799                                 596          108                      No Lates
               1003598716                                 597          108                      No Lates
               1003599029                                 596          106                      No Lates
               1003599083                                 545          108                      No Lates
               1003599190                                 668          108                      No Lates
               1003600151                                 590          106                      No Lates
               1003604335                                 503          108                      No Lates
               1003604861                                 595          108                      No Lates
               1003606789                                 717          108                      No Lates
               1003607519                                 743          108                      No Lates
               1003607895                                 633          106                      No Lates
               1003608199                                 590          108                      No Lates
               1003608527                                 559          108                      1 X 30
               1003612371                                 587          106                      No Lates
               1003612629                                 670          106                      No Lates
               1003615699                                 519          108                      1 X 30
               1003617303                                 599          106                      No Lates
               1003617385                                 553          108                      1 X 30
               1003618026                                 594          106                      No Lates
               1003620200                                 687          106                      No Lates
               1003624796                                 594          106                      No Lates
               1003625526                                 575          106                      No Lates
               1003625964                                 601          106                      No Lates
               1003627016                                 603          106                      No Lates
               1003627070                                 591          106                      No Lates
               1003627695                                 581          106                      No Lates
               1003633795                                 605          106                      No Lates
               1003635383                                 544          108                      No Lates
               1003637844                                 687          106                      No Lates
               1003638950                                 621          108                      1 X 30
               1003640769                                 642          108                      1 X 60
               1003640858                                 581          106                      No Lates
               1003641170                                 547          108                      4 X 30
               1003642669                                 641          108                      No Lates
               1003645096                                 653          106                      No Lates
               1003645381                                 588          106                      No Lates
               1003646451                                 597          108                      No Lates
               1003646558                                 688          108                      No Lates
               1003647192                                 724          108                      No Lates
               1003648431                                 589          106                      No Lates
               1003650114                                 644          108                      No Lates
               1003650187                                 623          108                      2 X 30
               1003651220                                 626          108                      No Lates
               1003651943                                 700          106                      No Lates
               1003653950                                 618          106                      No Lates
               1003655903                                 591          106                      No Lates
               1003658241                                 587          106                      No Lates
               1003658483                                 628          108                      No Lates
               1003658811                                 595          106                      No Lates
               1003660078                                 552          108                      No Lates
               1003665215                                 585          106                      No Lates
               1003666875                                 590          106                      No Lates
               1003667669                                 592          106                      No Lates
               1003668249                                 690          106                      No Lates
               1003668524                                 521          108                      No Lates
               1003670762                                 599          106                      No Lates
               1003671253                                 633          106                      No Lates
               1003671547                                 607          106                      No Lates
               1003671949                                 664          108                      No Lates
               1003672181                                 594          106                      No Lates
               1003672859                                 587          106                      No Lates
               1003673233                                 586          106                      No Lates
               1003673796                                 675          106                      No Lates
               1003673812                                 642          106                      No Lates
               1003675222                                 656          106                      No Lates
               1003675721                                 594          108                      No Lates
               1003676604                                 586          106                      No Lates
               1003677284                                 540          108                      No Lates
               1003677603                                 679          302                      No Lates
               1003678283                                 637          106                      No Lates
               1003679754                                 598          106                      No Lates
               1003680573                                 619          108                      No Lates
               1003682009                                 610          106                      1 X 30
               1003683035                                 612          106                      No Lates
               1003684089                                 521          108                      No Lates
               1003684686                                 582          106                      No Lates
               1003685211                                 608          108                      3 X 30
               1003685676                                 735          108                      No Lates
               1003686602                                 630          108                      No Lates
               1003687344                                 684          106                      No Lates
               1003687709                                 588          108                      No Lates
               1003688281                                 599          108                      No Lates
               1003690875                                 583          106                      No Lates
               1003692052                                 695          108                      No Lates
               1003693612                                 640          106                      No Lates
               1003696352                                 586          106                      No Lates
               1003697636                                 526          108                      No Lates
               1003698555                                 591          106                      No Lates
               1003699000                                 593          106                      No Lates
               1003699126                                 598          106                      No Lates
               1003699331                                 583          106                      No Lates
               1003699518                                 620          108                      No Lates
               1003699536                                 587          106                      No Lates
               1003699732                                 597          106                      No Lates
               1003702381                                 595          106                      No Lates
               1003703647                                 642          108                      2 X 30
               1003704879                                 585          106                      No Lates
               1003706378                                 551          108                      No Lates
               1003706948                                 599          106                      No Lates
               1003707153                                 638          108                      1 X 30
               1003708027                                 579          106                      No Lates
               1003712637                                 582          106                      No Lates
               1003714412                                 592          108                      No Lates
               1003714653                                 627          108                      No Lates
               1003714779                                 576          108                      1 X 60
               1003715563                                 589          108                      No Lates
               1003715769                                 587          106                      No Lates
               1003715876                                 590          106                      No Lates
               1003718356                                 649          108                      No Lates
               1003718454                                 598          106                      No Lates
               1003719854                                 576          108                      No Lates
               1003721128                                 580          106                      No Lates
               1003721208                                 601          108                      No Lates
               1003722010                                 544          108                      No Lates
               1003722582                                 572          108                      No Lates
               1003723527                                 625          106                      No Lates
               1003723867                                 505          108                      1 X 30
               1003724492                                 588          108                      No Lates
               1003724900                                 673          108                      No Lates
               1003725160                                 525          108                      No Lates
               1003725428                                 593          106                      No Lates
               1003726383                                 580          106                      No Lates
               1003726579                                 635          106                      No Lates
               1003726748                                 631          106                      No Lates
               1003729488                                 535          108                      No Lates
               1003730831                                 584          106                      No Lates
               1003731313                                 682          108                      No Lates
               1003731536                                 594          108                      1 X 30
               1003732303                                 566          108                      No Lates
               1003733437                                 598          106                      No Lates
               1003738744                                 584          106                      No Lates
               1003738762                                 594          106                      No Lates
               1003739850                                 582          106                      No Lates
               1003739896                                 629          106                      No Lates
               1003739958                                 640          106                      No Lates
               1003740045                                 614          108                      1 X 30
               1003740205                                 593          106                      No Lates
               1003742409                                 700          106                      No Lates
               1003744791                                 550          108                      2 X 30
               1003745950                                 651          106                      No Lates
               1003747137                                 663          108                      No Lates
               1003747903                                 586          106                      No Lates
               1003748500                                 688          108                      No Lates
               1003748760                                 585          108                      No Lates
               1003749901                                 561          108                      No Lates
               1003751862                                 596          106                      No Lates
               1003752754                                 594          106                      No Lates
               1003752898                                 598          106                      No Lates
               1003754084                                 543          108                      2 X 30
               1003754486                                 534          108                      No Lates
               1003755706                                 692          106                      No Lates
               1003757410                                 630          108                      No Lates
               1003757857                                 587          106                      No Lates
               1003760166                                 690          106                      No Lates
               1003760362                                 695          106                      1 X 30
               1003760610                                 584          108                      No Lates
               1003760647                                 580          106                      No Lates
               1003762191                                 533          108                      1 X 90
               1003762930                                 678          108                      No Lates
               1003763467                                 611          106                      No Lates
               1003763537                                 599          106                      No Lates
               1003767301                                 599          106                      No Lates
               1003767702                                 585          106                      No Lates
               1003768453                                 529          108                      1 X 30
               1003768701                                 595          106                      No Lates
               1003768989                                 597          106                      No Lates
               1003769327                                 594          106                      No Lates
               1003769595                                 594          106                      No Lates
               1003772082                                 585          106                      No Lates
               1003772144                                 689          106                      No Lates
               1003772885                                 595          106                      No Lates
               1003773090                                 678          106                      1 X 30
               1003773740                                 585          106                      No Lates
               1003775169                                 652          108                      1 X 60
               1003775392                                 531          108                      No Lates
               1003776328                                 586          108                      No Lates
               1003778219                                 592          106                      No Lates
               1003779557                                 632          108                      No Lates
               1003780527                                 560          108                      No Lates
               1003781740                                 591          106                      No Lates
               1003781937                                 519          108                      No Lates
               1003783436                                 522          108                      4 X 30
               1003783551                                 585          106                      No Lates
               1003784024                                 589          106                      No Lates
               1003785345                                 596          106                      No Lates
               1003790240                                 697          108                      No Lates
               1003790473                                 512          108                      1 X 30
               1003794237                                 564          108                      1 X 30
               1003795824                                 780          108                      No Lates
               1003796066                                 622          106                      1 X 30
               1003796538                                 583          106                      No Lates
               1003796985                                 592          106                      No Lates
               1003799508                                 591          106                      No Lates
               1003800435                                 662          106                      No Lates
               1003800872                                 573          108                      No Lates
               1003800952                                 580          106                      No Lates
               1003801639                                 683          106                      No Lates
               1003802031                                 591          106                      No Lates
               1003802692                                 531          108                      No Lates
               1003802718                                 611          106                      No Lates
               1003803502                                 661          106                      No Lates
               1003803968                                 620          106                      No Lates
               1003804066                                 644          106                      No Lates
               1003804841                                 584          106                      No Lates
               1003808320                                 659          106                      No Lates
               1003809864                                 610          106                      No Lates
               1003810157                                 635          108                      No Lates
               1003810996                                 588          106                      No Lates
               1003813038                                 595          106                      No Lates
               1003813485                                 599          106                      1 X 30
               1003813617                                 527          108                      1 X 60
               1003813680                                 586          106                      No Lates
               1003817267                                 569          108                      No Lates
               1003817711                                 585          108                      1 X 30
               1003818952                                 580          106                      No Lates
               1003820716                                 588          106                      No Lates
               1003822581                                 660          106                      No Lates
               1003822643                                 588          106                      No Lates
               1003823759                                 584          108                      No Lates
               1003823946                                 604          106                      No Lates
               1003824936                                 594          106                      No Lates
               1003826845                                 585          106                      No Lates
               1003827078                                 630          106                      No Lates
               1003827531                                 640          106                      No Lates
               1003828692                                 670          106                      No Lates
               1003830849                                 586          106                      No Lates
               1003831330                                 581          106                      No Lates
               1003831571                                 598          106                      No Lates
               1003834925                                 649          106                      No Lates
               1003835158                                 557          108                      No Lates
               1003837423                                 543          108                      No Lates
               1003837977                                 684          108                      No Lates
               1003839056                                 589          106                      No Lates
               1003839145                                 673          106                      No Lates
               1003840507                                 586          106                      No Lates
               1003840650                                 659          106                      No Lates
               1003841230                                 634          106                      No Lates
               1003841766                                 578          108                      No Lates
               1003842168                                 658          106                      No Lates
               1003842532                                 734          106                      No Lates
               1003843265                                 637          106                      No Lates
               1003843489                                 682          106                      No Lates
               1003845094                                 615          108                      No Lates
               1003846761                                 686          106                      No Lates
               1003846770                                 599          106                      No Lates
               1003848910                                 622          106                      No Lates
               1003849018                                 550          108                      No Lates
               1003850817                                 597          106                      No Lates
               1003851111                                 561          108                      No Lates
               1003853627                                 584          106                      No Lates
               1003854136                                 621          108                      No Lates
               1003856278                                 528          108                      3 X 60
               1003857188                                 648          106                      No Lates
               1003857534                                 630          106                      No Lates
               1003857614                                 583          108                      No Lates
               1003858560                                 637          106                      No Lates
               1003859104                                 595          106                      No Lates
               1003859907                                 670          106                      No Lates
               1003860469                                 555          108                      1 X 30
               1003860539                                 658          108                      No Lates
               1003860977                                 578          106                      No Lates
               1003862127                                 586          106                      No Lates
               1003862163                                 634          106                      No Lates
               1003862298                                 702          108                      No Lates
               1003862715                                 596          106                      No Lates
               1003865286                                 635          106                      No Lates
               1003866711                                 583          108                      No Lates
               1003868318                                 648          108                      1 X 30
               1003870421                                 651          106                      No Lates
               1003870485                                 580          106                      No Lates
               1003871386                                 597          106                      No Lates
               1003872189                                 595          106                      No Lates
               1003874383                                 658          106                      No Lates
               1003874604                                 615          108                      No Lates
               1003875024                                 598          106                      No Lates
               1003875195                                 591          106                      No Lates
               1003875202                                 661          108                      No Lates
               1003876336                                 665          108                      No Lates
               1003876639                                 646          108                      No Lates
               1003877674                                 765          903                      No Lates
               1003877941                                 634          108                      No Lates
               1003880143                                 590          106                      No Lates
               1003881712                                 585          106                      No Lates
               1003882230                                 578          108                      No Lates
               1003884522                                 579          108                      No Lates
               1003884835                                 677          108                      No Lates
               1003885736                                 614          108                      No Lates
               1003886548                                 531          108                      3 X 30
               1003886815                                 655          108                      1 X 30
               1003888975                                 564          108                      No Lates
               1003889732                                 586          106                      No Lates
               1003893727                                 601          108                      No Lates
               1003893790                                 610          108                      No Lates
               1003895618                                 569          108                      1 X 30
               1003895707                                 534          108                      No Lates
               1003897215                                 593          108                      No Lates
               1003899721                                 666          108                      No Lates
               1003901353                                 660          108                      No Lates
               1003903397                                 613          108                      No Lates
               1003905992                                 660          106                      No Lates
               1003906036                                 655          106                      No Lates
               1003906125                                 663          106                      No Lates
               1003907927                                 522          108                      No Lates
               1003910012                                 522          108                      1 X 30
               1003912234                                 638          106                      No Lates
               1003914161                                 515          108                      No Lates
               1003916187                                 718          106                      No Lates
               1003917319                                 681          106                      No Lates
               1003917756                                 614          108                      2 X 30
               1003919371                                 639          108                      1 X 30
               1003919479                                 551          108                      1 X 30
               1003920680                                 672          106                      No Lates
               1003922054                                 740          106                      No Lates
               1003927950                                 654          106                      No Lates
               1003932230                                 593          106                      No Lates
               1003932506                                 530          108                      No Lates
               1003935013                                 709          106                      No Lates
               1003935433                                 645          108                      No Lates
               1003936334                                 651          903                      No Lates
               1003936414                                 659          108                      No Lates
               1003936441                                 590          108                      No Lates
               1003938500                                 575          108                      No Lates
               1003940846                                 524          108                      No Lates
               1003941140                                 623          106                      No Lates
               1003942103                                 652          106                      No Lates
               1003942345                                 533          108                      1 X 30
               1003943558                                 572          108                      No Lates
               1003944254                                 520          108                      1 X 30
               1003951003                                 712          106                      No Lates
               1003953494                                 668          108                      No Lates
               1003954386                                 541          108                      No Lates
               1003955250                                 599          108                      No Lates
               1003958346                                 573          108                      No Lates
               1003962572                                 629          106                      No Lates
               1003963900                                 656          108                      2 X 30
               1003964847                                 634          106                      No Lates
               1003965178                                 559          108                      1 X 90
               1003967381                                 626          108                      No Lates
               1003967620                                 535          108                      2 X 30
               1003970288                                 567          108                      No Lates
               1003970313                                 584          106                      No Lates
               1003971517                                 525          108                      No Lates
               1003971606                                 623          106                      No Lates
               1003972678                                 632          108                      1 X 90
               1003974328                                 658          108                      No Lates
               1003975363                                 573          108                      No Lates
               1003976585                                 624          108                      5 X 30
               1003976709                                 590          108                      1 X 30
               1003977815                                 553          108                      No Lates
               1003979733                                 615          108                      No Lates
               1003981622                                 715          106                      No Lates
               1003983611                                 642          106                      No Lates
               1003985067                                 639          108                      No Lates
               1003989054                                 584          108                      2 X 30
               1003991531                                 637          108                      No Lates
               1003993156                                 684          108                      No Lates
               1003994360                                 674          108                      No Lates
               1003994422                                 615          108                      No Lates
               1003995485                                 615          106                      No Lates
               1003995626                                 565          108                      No Lates
               1003995975                                 707          108                      No Lates
               1003997526                                 582          108                      2 X 30
               1004000574                                 586          108                      No Lates
               1004001430                                 586          108                      1 X 30
               1004002395                                 621          903                      No Lates
               1004002803                                 559          108                      No Lates
               1004003937                                 537          108                      1 X 30
               1004004687                                 629          106                      No Lates
               1004004776                                 723          108                      No Lates
               1004005374                                 626          108                      No Lates
               1004005613                                 643          106                      No Lates
               1004006756                                 642          108                      No Lates
               1004007078                                 634          106                      No Lates
               1004007666                                 623          108                      No Lates
               1004008273                                 596          108                      No Lates
               1004011205                                 550          108                      No Lates
               1004016825                                 646          108                      No Lates
               1004017085                                 661          106                      No Lates
               1004018592                                 582          108                      No Lates
               1004019314                                 640          106                      No Lates
               1004019467                                 536          108                      No Lates
               1004019494                                 636          108                      No Lates
               1004020026                                 584          106                      No Lates
               1004021427                                 674          108                      No Lates
               1004021490                                 622          106                      No Lates
               1004021775                                 649          108                      No Lates
               1004021800                                 654          108                      No Lates
               1004022337                                 638          108                      No Lates
               1004022774                                 637          106                      No Lates
               1004024843                                 656          106                      No Lates
               1004025860                                 600          108                      No Lates
               1004026459                                 610          108                      3 X 30
               1004026468                                 633          108                      No Lates
               1004026789                                 661          106                      No Lates
               1004028395                                 695          106                      No Lates
               1004029198                                 572          108                      No Lates
               1004030140                                 585          106                      No Lates
               1004030774                                 550          108                      No Lates
               1004030925                                 528          108                      1 X 90
               1004031023                                 595          108                      No Lates
               1004031639                                 509          108                      No Lates
               1004031899                                 610          108                      2 X 30
               1004032291                                 654          108                      No Lates
               1004033263                                 590          106                      No Lates
               1004033637                                 593          106                      No Lates
               1004033646                                 590          106                      No Lates
               1004033735                                 546          108                      No Lates
               1004035181                                 711          106                      No Lates
               1004035430                                 617          108                      No Lates
               1004036554                                 620          108                      1 X 60
               1004036830                                 635          106                      No Lates
               1004036938                                 674          106                      No Lates
               1004038160                                 531          108                      No Lates
               1004038302                                 528          108                      3 X 30
               1004039711                                 679          108                      No Lates
               1004040503                                 555          108                      No Lates
               1004041851                                 585          108                      1 X 30
               1004042556                                 671          106                      No Lates
               1004043779                                 548          108                      No Lates
               1004044616                                 591          108                      No Lates
               1004045410                                 516          108                      1 X 90
               1004046552                                 685          106                      No Lates
               1004047221                                 589          108                      No Lates
               1004048630                                 566          108                      No Lates
               1004049461                                 513          108                      1 X 30
               1004049899                                 549          108                      1 X 30
               1004050065                                 635          106                      No Lates
               1004050261                                 603          106                      No Lates
               1004051545                                 560          108                      1 X 30
               1004051714                                 573          108                      1 X 60
               1004053320                                 670          108                      No Lates
               1004054258                                 648          108                      No Lates
               1004054640                                 700          108                      No Lates
               1004054702                                 672          108                      No Lates
               1004056924                                 590          108                      No Lates
               1004057068                                 597          108                      1 X 30
               1004057488                                 576          106                      No Lates
               1004058370                                 650          106                      No Lates
               1004059547                                 588          106                      No Lates
               1004059798                                 588          106                      No Lates
               1004060232                                 596          106                      No Lates
               1004060330                                 616          108                      No Lates
               1004061366                                 535          108                      3 X 30
               1004061936                                 698          106                      No Lates
               1004062677                                 594          108                      No Lates
               1004064265                                 639          108                      No Lates
               1004064915                                 617          108                      No Lates
               1004065594                                 635          108                      No Lates
               1004067048                                 565          108                      1 X 60
               1004068261                                 592          106                      No Lates
               1004068494                                 535          108                      No Lates
               1004074414                                 566          108                      No Lates
               1004075805                                 649          108                      No Lates
               1004079035                                 587          108                      2 X 30
               1004081727                                 530          108                      No Lates
               1004083333                                 613          108                      No Lates
               1004085849                                 663          106                      No Lates
               1004088294                                 592          106                      No Lates
               1004089462                                 608          106                      No Lates
               1004090931                                 594          106                      No Lates
               1004093108                                 522          108                      1 X 60
               1004094232                                 659          106                      No Lates
               1004095712                                 578          108                      1 X 60
               1004096276                                 649          108                      No Lates
               1004096374                                 611          106                      No Lates
               1004097284                                 625          108                      No Lates
               1004097701                                 591          106                      No Lates
               1004098238                                 554          108                      3 X 30
               1004099371                                 598          106                      No Lates
               1004099772                                 580          106                      No Lates
               1004099889                                 691          108                      No Lates
               1004100289                                 549          108                      No Lates
               1004100546                                 559          108                      No Lates
               1004101509                                 659          108                      No Lates
               1004101821                                 540          108                      1 X 30
               1004102839                                 564          108                      No Lates
               1004103703                                 587          108                      No Lates
               1004104506                                 676          108                      No Lates
               1004105603                                 641          108                      1 X 30
               1004105649                                 728          106                      No Lates
               1004105925                                 651          108                      No Lates
               1004106372                                 635          106                      No Lates
               1004110250                                 538          108                      No Lates
               1004110884                                 628          108                      No Lates
               1004111954                                 588          108                      No Lates
               1004114568                                 632          106                      No Lates
               1004115433                                 635          106                      No Lates
               1004118626                                 722          106                      No Lates
               1004119616                                 595          106                      No Lates
               1004120221                                 589          106                      No Lates
               1004123264                                 578          106                      No Lates
               1004124165                                 583          106                      No Lates
               1004125182                                 625          106                      No Lates
               1004130693                                 588          108                      No Lates
               1004131950                                 656          106                      No Lates
               1004133663                                 595          106                      No Lates
               1004140076                                 591          106                      No Lates
               1004142671                                 594          106                      No Lates
               1004143368                                 594          106                      No Lates
               1004145428                                 616          106                      No Lates
               1004148988                                 597          106                      No Lates
               1004154364                                 590          106                      No Lates
               1004155808                                 591          106                      No Lates
               1004157272                                 601          106                      No Lates
               1004159136                                 582          106                      No Lates
               1004159886                                 678          106                      No Lates
               1004161374                                 533          108                      No Lates
               1004161800                                 598          106                      No Lates
               1004163130                                 666          106                      No Lates
               1004164022                                 621          108                      No Lates
               1004164594                                 632          106                      No Lates
               1004165101                                 679          106                      No Lates
               1004165352                                 529          108                      No Lates
               1004169447                                 622          108                      No Lates
               1004169802                                 670          106                      No Lates
               1004170694                                 584          106                      No Lates
               1004170998                                 586          108                      No Lates
               1004174869                                 594          106                      No Lates
               1004176705                                 576          108                      No Lates
               1004176938                                 624          108                      No Lates
               1004177483                                 646          106                      No Lates
               1004177937                                 629          106                      No Lates
               1004178151                                 666          106                      No Lates
               1004181414                                 606          108                      No Lates
               1004182896                                 651          106                      No Lates
               1004184901                                 585          108                      1 X 60
               1004186286                                 640          106                      No Lates
               1004186776                                 672          108                      No Lates
               1004188033                                 537          108                      1 X 60
               1004189327                                 664          106                      No Lates
               1004189522                                 564          108                      No Lates
               1004190306                                 650          108                      No Lates
               1004190814                                 596          106                      No Lates
               1004190887                                 658          108                      No Lates
               1004191617                                 758          106                      No Lates
               1004192821                                 654          108                      No Lates
               1004192992                                 635          106                      No Lates
               1004195230                                 500          108                      No Lates
               1004195748                                 563          108                      No Lates
               1004205229                                 778          108                      No Lates
               1004208761                                 634          106                      No Lates
               1004209181                                 562          108                      2 X 30
               1004209724                                 612          108                      No Lates
               1004210623                                 605          108                      No Lates
               1004210801                                 603          106                      No Lates
               1004211301                                 578          108                      No Lates
               1004211659                                 659          108                      No Lates
               1004211882                                 726          108                      No Lates
               1004212863                                 622          108                      2 X 30
               1004213498                                 646          106                      No Lates
               1004213844                                 588          108                      No Lates
               1004214638                                 574          108                      No Lates
               1004215682                                 587          106                      No Lates
               1004216486                                 618          108                      No Lates
               1004217065                                 651          108                      No Lates
               1004217831                                 607          108                      1 X 30
               1004218386                                 658          106                      No Lates
               1004220417                                 571          108                      No Lates
               1004221194                                 533          108                      No Lates
               1004222059                                 590          108                      1 X 30
               1004222638                                 664          108                      No Lates
               1004224057                                 585          106                      No Lates
               1004225154                                 582          106                      No Lates
               1004226484                                 587          106                      No Lates
               1004226974                                 533          108                      No Lates
               1004227394                                 591          106                      No Lates
               1004228366                                 613          108                      No Lates
               1004229034                                 647          106                      No Lates
               1004230068                                 590          108                      No Lates
               1004233626                                 659          108                      No Lates
               1004233877                                 534          108                      No Lates
               1004234082                                 585          108                      No Lates
               1004234484                                 628          108                      No Lates
               1004235232                                 626          106                      No Lates
               1004236179                                 539          108                      No Lates
               1004236204                                 598          108                      1 X 30
               1004236473                                 623          108                      1 X 30
               1004237720                                 648          108                      No Lates
               1004239817                                 539          108                      No Lates
               1004240422                                 599          106                      No Lates
               1004241653                                 506          108                      1 X 30
               1004243802                                 506          108                      No Lates
               1004243973                                 639          106                      No Lates
               1004244767                                 533          108                      3 X 30
               1004245935                                 679          106                      No Lates
               1004253015                                 575          108                      No Lates
               1004253195                                 583          108                      No Lates
               1004253710                                 640          106                      No Lates
               1004255031                                 520          108                      No Lates
               1004255139                                 702          108                      No Lates
               1004257217                                 588          106                      No Lates
               1004260579                                 676          106                      No Lates
               1004266163                                 508          108                      4 X 60
               1004271086                                 517          108                      No Lates
               1004271905                                 592          108                      No Lates
               1004273226                                 604          106                      No Lates
               1004275073                                 505          108                      No Lates
               1004275251                                 700          108                      No Lates
               1004276116                                 583          106                      No Lates
               1004276385                                 595          108                      1 X 30
               1004276465                                 586          106                      No Lates
               1004276991                                 652          106                      No Lates
               1004278935                                 598          108                      2 X 30
               1004280478                                 521          108                      1 X 60
               1004280655                                 569          108                      No Lates
               1004280673                                 594          108                      No Lates
               1004280913                                 629          108                      No Lates
               1004281271                                 562          108                      No Lates
               1004282323                                 628          106                      No Lates
               1004282644                                 628          108                      1 X 30
               1004282939                                 598          106                      No Lates
               1004283206                                 649          108                      No Lates
               1004283304                                 593          108                      1 X 60
               1004284223                                 558          108                      4 X 30
               1004284893                                 597          106                      No Lates
               1004284928                                 586          106                      NOD
               1004289914                                 592          106                      No Lates
               1004290564                                 614          106                      No Lates
               1004291082                                 545          108                      No Lates
               1004293268                                 708          106                      No Lates
               1004294043                                 547          108                      1 X 60
               1004294445                                 525          108                      No Lates
               1004295364                                 651          108                      No Lates
               1004296005                                 590          108                      No Lates
               1004296194                                 642          106                      No Lates
               1004296201                                 587          108                      1 X 30
               1004297601                                 518          108                      2 X 30
               1004298655                                 554          108                      No Lates
               1004299404                                 615          108                      1 X 30
               1004301142                                 593          106                      No Lates
               1004301295                                 638          108                      3 X 30
               1004301339                                 598          106                      No Lates
               1004302276                                 674          108                      No Lates
               1004302873                                 573          108                      No Lates
               1004303079                                 605          108                      No Lates
               1004304826                                 630          106                      No Lates
               1004305781                                 605          108                      No Lates
               1004308699                                 598          106                      No Lates
               1004308724                                 586          106                      No Lates
               1004310285                                 663          106                      No Lates
               1004311916                                 593          106                      No Lates
               1004314192                                 588          106                      No Lates
               1004315761                                 674          108                      No Lates
               1004317420                                 513          108                      1 X 60
               1004318857                                 576          108                      No Lates
               1004319259                                 554          108                      No Lates
               1004321816                                 586          106                      No Lates
               1004327990                                 581          106                      No Lates
               1004329444                                 597          108                      No Lates
               1004331823                                 651          106                      No Lates
               1004334946                                 648          106                      No Lates
               1004335302                                 605          108                      1 X 30
               1004339709                                 536          108                      No Lates
               1004340742                                 648          106                      No Lates
               1004340859                                 592          106                      No Lates
               1004341849                                 693          903                      No Lates
               1004342027                                 543          108                      1 X 30
               1004343936                                 579          108                      No Lates
               1004344141                                 580          108                      No Lates
               1004346158                                 651          106                      No Lates
               1004346292                                 635          108                      No Lates
               1004355655                                 540          108                      No Lates
               1004355833                                 528          108                      No Lates
               1004356315                                 673          108                      No Lates
               1004356547                                 639          106                      No Lates
               1004357733                                 548          108                      2 X 30
               1004357975                                 682          108                      No Lates
               1004360122                                 598          108                      No Lates
               1004360621                                 567          108                      No Lates
               1004362059                                 638          108                      1 X 60
               1004362120                                 665          108                      No Lates
               1004362825                                 678          108                      No Lates
               1004363076                                 578          108                      1 X 30
               1004366714                                 577          108                      No Lates
               1004366750                                 642          108                      No Lates
               1004369169                                 608          108                      No Lates
               1004369285                                 512          108                      2 X 60
               1004370086                                 596          108                      No Lates
               1004370148                                 594          108                      No Lates
               1004370665                                 601          108                      1 X 30
               1004370861                                 605          108                      No Lates
               1004371021                                 618          108                      1 X 60
               1004371343                                 716          106                      No Lates
               1004372413                                 654          108                      No Lates
               1004372761                                 692          106                      No Lates
               1004375866                                 721          108                      No Lates
               1004376892                                 556          108                      3 X 30
               1004377267                                 747          302                      No Lates
               1004377285                                 635          108                      No Lates
               1004377828                                 541          108                      2 X 30
               1004377999                                 593          108                      No Lates
               1004382180                                 611          108                      1 X 30
               1004385123                                 582          106                      No Lates
               1004385891                                 582          106                      No Lates
               1004386373                                 564          108                      No Lates
               1004387657                                 659          106                      No Lates
               1004388549                                 620          106                      No Lates
               1004388665                                 676          106                      No Lates
               1004388692                                 662          106                      No Lates
               1004390821                                 657          108                      No Lates
               1004391642                                 559          108                      No Lates
               1004393230                                 520          108                      1 X 120
               1004395755                                 715          106                      No Lates
               1004400767                                 528          108                      5 X 30
               1004401258                                 607          108                      1 X 30
               1004402257                                 615          106                      No Lates
               1004402417                                 632          106                      No Lates
               1004402872                                 551          108                      No Lates
               1004403176                                 592          108                      No Lates
               1004403755                                 560          108                      No Lates
               1004403844                                 669          108                      No Lates
               1004404193                                 594          106                      No Lates
               1004406217                                 589          106                      No Lates
               1004408260                                 644          108                      No Lates
               1004409287                                 666          106                      No Lates
               1004411808                                 640          108                      1 X 30
               1004411979                                 636          106                      No Lates
               1004412629                                 587          108                      No Lates
               1004414583                                 591          106                      No Lates
               1004415476                                 559          108                      No Lates
               1004417697                                 649          106                      No Lates
               1004418295                                 547          108                      1 X 30
               1004418455                                 539          108                      No Lates
               1004418561                                 691          106                      No Lates
               1004419025                                 592          108                      2 X 30
               1004419089                                 667          106                      No Lates
               1004419935                                 534          108                      No Lates
               1004420371                                 617          108                      No Lates
               1004420674                                 728          106                      No Lates
               1004422191                                 624          108                      No Lates
               1004423145                                 774          108                      No Lates
               1004425296                                 582          106                      No Lates
               1004425599                                 555          108                      1 X 30
               1004427329                                 582          106                      No Lates
               1004428211                                 594          106                      No Lates
               1004430690                                 653          106                      No Lates
               1004432536                                 648          108                      No Lates
               1004433759                                 802          108                      No Lates
               1004434044                                 664          106                      No Lates
               1004437951                                 595          106                      No Lates
               1004439851                                 584          106                      No Lates
               1004439995                                 513          108                      1 X 30
               1004440929                                 658          106                      No Lates
               1004441189                                 594          106                      No Lates
               1004442963                                 594          106                      No Lates
               1004445292                                 583          108                      No Lates
               1004448253                                 641          108                      No Lates
               1004449010                                 630          106                      No Lates
               1004450588                                 614          106                      No Lates
               1004454236                                 640          108                      1 X 30
               1004456341                                 617          108                      No Lates
               1004457206                                 631          108                      1 X 30
               1004458170                                 740          106                      No Lates
               1004459473                                 735          106                      No Lates
               1004460176                                 577          108                      No Lates
               1004463583                                 704          108                      No Lates
               1004463690                                 661          108                      No Lates
               1004467204                                 592          108                      No Lates
               1004467632                                 678          108                      No Lates
               1004468524                                 593          106                      No Lates
               1004470414                                 658          106                      No Lates
               1004471707                                 678          108                      No Lates
               1004472216                                 625          108                      No Lates
               1004472350                                 580          108                      No Lates
               1004473484                                 534          108                      No Lates
               1004473983                                 581          108                      No Lates
               1004475240                                 588          108                      No Lates
               1004475758                                 598          106                      No Lates
               1004476766                                 598          106                      No Lates
               1004478899                                 707          106                      No Lates
               1004479610                                 629          108                      1 X 30
               1004482535                                 608          108                      2 X 30
               1004485140                                 572          108                      1 X 30
               1004487692                                 639          108                      No Lates
               1004488986                                 671          106                      No Lates
               1004489146                                 683          106                      No Lates
               1004489654                                 682          108                      No Lates
               1004492409                                 625          108                      No Lates
               1004492800                                 545          108                      1 X 60
               1004493195                                 590          106                      No Lates
               1004495479                                 588          106                      No Lates
               1004495914                                 594          106                      No Lates
               1004499091                                 570          108                      No Lates
               1004499910                                 598          106                      No Lates
               1004500757                                 570          108                      No Lates
               1004502087                                 586          108                      No Lates
               1004503031                                 614          108                      No Lates
               1004503102                                 597          108                      No Lates
               1004503120                                 623          106                      No Lates
               1004503601                                 696          108                      No Lates
               1004504110                                 627          108                      No Lates
               1004506029                                 578          108                      No Lates
               1004506350                                 548          108                      No Lates
               1004506412                                 580          108                      No Lates
               1004507475                                 691          106                      No Lates
               1004507652                                 655          106                      No Lates
               1004508241                                 583          108                      1 X 30
               1004508697                                 619          108                      1 X 60
               1004508937                                 598          108                      No Lates
               1004509071                                 574          108                      No Lates
               1004513422                                 602          108                      No Lates
               1004515242                                 530          108                      No Lates
               1004519499                                 532          108                      1 X 30
               1004520272                                 778          108                      No Lates
               1004521752                                 590          106                      No Lates
               1004523741                                 550          108                      No Lates
               1004531377                                 576          108                      2 X 30
               1004531643                                 631          106                      No Lates
               1004533071                                 529          108                      No Lates
               1004533767                                 651          108                      No Lates
               1004534748                                 686          106                      No Lates
               1004537656                                 527          108                      2 X 60
               1004538218                                 579          106                      No Lates
               1004538735                                 565          108                      No Lates
               1004539440                                 554          108                      No Lates
               1004539716                                 635          108                      No Lates
               1004540090                                 542          108                      No Lates
               1004541133                                 595          108                      No Lates
               1004541543                                 571          108                      No Lates
               1004542588                                 699          106                      No Lates
               1004544461                                 650          106                      No Lates
               1004544782                                 690          108                      No Lates
               1004547100                                 530          108                      1 X 60
               1004547468                                 551          108                      No Lates
               1004548582                                 542          108                      1 X 60
               1004549126                                 561          108                      No Lates
               1004550088                                 597          106                      No Lates
               1004553067                                 621          106                      No Lates
               1004556723                                 552          108                      No Lates
               1004557991                                 543          108                      3 X 60
               1004559365                                 649          108                      No Lates
               1004559926                                 539          108                      1 X 30
               1004561904                                 551          108                      1 X 30
               1004562253                                 626          108                      No Lates
               1004562495                                 679          108                      No Lates
               1004563074                                 631          106                      No Lates
               1004564661                                 589          108                      No Lates
               1004565107                                 550          108                      No Lates
               1004565474                                 621          106                      No Lates
               1004567944                                 605          108                      No Lates
               1004568836                                 576          108                      2 X 30
               1004570976                                 659          108                      No Lates
               1004572153                                 656          108                      No Lates
               1004572224                                 619          108                      3 X 30
               1004572554                                 600          106                      No Lates
               1004572894                                 665          106                      No Lates
               1004573633                                 576          108                      2 X 30
               1004575123                                 600          108                      No Lates
               1004575436                                 552          108                      No Lates
               1004578665                                 565          108                      No Lates
               1004580484                                 532          108                      2 X 30
               1004583864                                 711          106                      No Lates
               1004588609                                 650          108                      No Lates
               1004589172                                 715          108                      No Lates
               1004591613                                 519          108                      1 X 30
               1004593256                                 643          108                      No Lates
               1004601078                                 539          108                      3 X 30
               1004604315                                 600          108                      No Lates
               1004605323                                 618          108                      1 X 30
               1004605699                                 694          108                      No Lates
               1004606019                                 592          108                      No Lates
               1004607900                                 589          108                      No Lates
               1004608320                                 564          108                      3 X 30
               1004609329                                 598          108                      No Lates
               1004609506                                 541          108                      No Lates
               1004610013                                 593          108                      No Lates
               1004610424                                 629          108                      1 X 30
               1004611539                                 568          108                      1 X 30
               1004613047                                 575          108                      No Lates
               1004619675                                 537          108                      2 X 30
               1004620912                                 567          108                      1 X 30
               1004621733                                 594          108                      1 X 30
               1004626541                                 656          108                      No Lates
               1004627041                                 666          108                      No Lates
               1004628193                                 713          108                      No Lates
               1004628371                                 648          108                      No Lates
               1004630288                                 558          108                      No Lates
               1004634337                                 678          106                      No Lates
               1004639038                                 643          108                      No Lates
               1004639341                                 630          108                      No Lates
               1004640918                                 642          108                      No Lates
               1004645682                                 530          108                      No Lates
               1004651834                                 595          108                      No Lates
               1004652487                                 608          108                      No Lates
               1004654724                                 600          108                      No Lates
               1004655135                                 538          108                      No Lates
               1004658515                                 578          108                      No Lates
               1004662797                                 587          108                      1 X 30
               1004663028                                 644          108                      No Lates
               1004667060                                 609          108                      No Lates
               1004667514                                 610          108                      No Lates
               1004669406                                 616          108                      No Lates
               1004670314                                 644          106                      No Lates
               1004676390                                 611          108                      No Lates
               1004677013                                 681          106                      No Lates
               1004678655                                 563          108                      1 X 30
               1004681776                                 555          108                      No Lates
               1004684158                                 648          106                      No Lates
               1004688984                                 654          108                      No Lates
               1004694584                                 611          108                      No Lates
               1004694851                                 651          108                      No Lates
               1004696243                                 626          108                      1 X 30
               1004698018                                 657          108                      No Lates
               1004699008                                 610          108                      No Lates
               1004700602                                 555          108                      1 X 30
               1004700782                                 571          108                      No Lates
               1004704635                                 541          108                      No Lates
               1004705224                                 659          108                      No Lates
               1004716025                                 692          108                      No Lates
               1004721741                                 598          108                      No Lates
               1004721965                                 613          108                      1 X 90
               1004722697                                 644          108                      1 X 60
               1004723295                                 660          108                      No Lates
               1004728511                                 628          108                      No Lates
               1004734121                                 572          108                      No Lates
               1004740043                                 597          108                      1 X 30
               1004740891                                 717          108                      No Lates
               1004741890                                 642          108                      No Lates
               1004741925                                 633          106                      No Lates
               1004749106                                 509          108                      1 X 90
               1004771697                                 580          108                      1 X 30
               1004777496                                 621          108                      No Lates
               1004783808                                 581          108                      No Lates
               1004785110                                 562          108                      No Lates
               1004785316                                 618          108                      No Lates
               1004786020                                 568          108                      No Lates
               1004787154                                 569          108                      No Lates
               1004794556                                 618          108                      No Lates
               1004800558                                 601          108                      No Lates
               1004802663                                 511          108                      2 X 30
               1004805152                                 638          108                      No Lates
               1004807150                                 675          106                      No Lates
               1004826585                                 679          108                      1 X 30
               1004827441                                 766          106                      No Lates
               1004828510                                 596          108                      No Lates
               1004832505                                 566          108                      No Lates
               1004834530                                 771          108                      No Lates
               1004839278                                 674          108                      No Lates
               1004840417                                 688          108                      No Lates
               1004848543                                 584          108                      No Lates
               1004854660                                 657          108                      1 X 30
               1004856793                                 652          108                      No Lates
               1004857578                                 672          108                      No Lates
               1004859308                                 584          108                      No Lates
               1004861572                                 701          108                      No Lates
               1004873827                                 539          108                      1 X 60
               1004874069                                 565          108                      No Lates
               1004880294                                 687          108                      No Lates
               1004885477                                 654          108                      No Lates
               1004888036                                 676          108                      No Lates
               1004889026                                 540          108                      No Lates
               1004890372                                 596          108                      No Lates
               1004906114                                 537          108                      1 X 30
               1004907818                                 621          108                      No Lates
               1004915890                                 639          108                      No Lates
               1004922196                                 559          108                      No Lates
               1004923033                                 555          108                      1 X 60
               1004926487                                 653          108                      No Lates
               1004934076                                 571          108                      No Lates
               1004934986                                 640          108                      No Lates
               1004936519                                 648          108                      No Lates
               1004936779                                 529          108                      1 X 90
               1004944234                                 610          108                      1 X 30
               1004947464                                 643          108                      No Lates
               1004950672                                 678          108                      No Lates
               1004958424                                 553          108                      No Lates
               1004960894                                 612          108                      No Lates
               1004961349                                 615          108                      No Lates
               1004963212                                 509          108                      No Lates
               1004965764                                 650          108                      No Lates
               1004971016                                 608          108                      3 X 30
               1004973416                                 641          108                      No Lates
               1004980435                                 626          108                      No Lates
               1004995768                                 501          108                      1 X 90
               1005019703                                 632          108                      1 X 30
               1005048450                                 504          108                      1 X 30
                  2235144                                 599          108                      NO LATES
                  2249044                                 534          108                      NO LATES
                  2251787                                 633          108                      NO LATES
               1003113767                                 729          108                      No Lates
               1003452374                                 530          108                      No Lates
               1003457690                                 597          106                      No Lates
               1003751693                                 611          108                      No Lates
               1003836772                                 650          108                      No Lates
               1003873874                                 620          106                      No Lates
               1003908212                                 643          106                      No Lates
               1004049791                                 583          106                      No Lates
               1004052474                                 674          106                      No Lates
               1004062908                                 687          106                      No Lates
               1004065237                                 605          106                      No Lates
               1004076715                                 552          108                      No Lates
               1004086848                                 531          108                      1 X 30
               1004089765                                 589          108                      1 X 30
               1004096962                                 703          106                      No Lates
               1004107282                                 703          108                      No Lates
               1004107683                                 526          108                      No Lates
               1004108058                                 626          108                      No Lates
               1004110900                                 527          108                      1 X 60
               1004112212                                 670          108                      No Lates
               1004112515                                 549          108                      No Lates
               1004112819                                 538          108                      1 X 30
               1004117315                                 593          108                      1 X 30
               1004117556                                 543          108                      1 X 120
               1004124012                                 539          108                      1 X 60
               1004127242                                 615          108                      No Lates
               1004127732                                 526          108                      No Lates
               1004127983                                 673          106                      No Lates
               1004128884                                 553          108                      2 X 30
               1004129721                                 563          108                      No Lates
               1004129883                                 690          106                      No Lates
               1004129927                                 694          106                      No Lates
               1004131638                                 659          106                      No Lates
               1004132931                                 640          108                      No Lates
               1004134314                                 602          108                      No Lates
               1004135670                                 577          108                      No Lates
               1004135938                                 585          108                      No Lates
               1004136125                                 620          106                      No Lates
               1004136232                                 613          108                      No Lates
               1004136349                                 607          106                      1 X 30
               1004139523                                 598          108                      No Lates
               1004139756                                 597          108                      No Lates
               1004141921                                 627          108                      No Lates
               1004143144                                 619          108                      No Lates
               1004144875                                 597          108                      No Lates
               1004146141                                 592          106                      No Lates
               1004146365                                 656          108                      No Lates
               1004148372                                 631          108                      No Lates
               1004149932                                 550          108                      No Lates
               1004150420                                 595          108                      No Lates
               1004152865                                 693          108                      No Lates
               1004157548                                 634          108                      No Lates
               1004158360                                 629          106                      No Lates
               1004159859                                 545          108                      No Lates
               1004161098                                 607          106                      No Lates
               1004163005                                 669          106                      No Lates
               1004167001                                 673          108                      No Lates
               1004167065                                 680          106                      No Lates
               1004168992                                 628          108                      No Lates
               1004170220                                 650          108                      No Lates
               1004171844                                 588          108                      No Lates
               1004176652                                 632          108                      1 X 30
               1004178749                                 612          108                      No Lates
               1004180139                                 615          108                      No Lates
               1004182645                                 705          106                      No Lates
               1004183163                                 700          108                      No Lates
               1004183859                                 612          108                      No Lates
               1004188934                                 636          108                      No Lates
               1004194026                                 596          108                      No Lates
               1004194614                                 527          108                      No Lates
               1004196453                                 595          106                      No Lates
               1004198282                                 548          108                      5 X 30
               1004200493                                 640          106                      No Lates
               1004202829                                 618          108                      2 X 30
               1004204998                                 669          108                      No Lates
               1004209109                                 656          108                      No Lates
               1004214371                                 630          106                      No Lates
               1004216182                                 679          108                      No Lates
               1004216468                                 602          108                      1 X 30
               1004219483                                 605          108                      No Lates
               1004219535                                 592          106                      No Lates
               1004219795                                 619          108                      2 X 30
               1004221078                                 591          108                      1 X 60
               1004221309                                 617          106                      No Lates
               1004225387                                 529          108                      No Lates
               1004226732                                 626          108                      2 X 30
               1004227465                                 603          106                      No Lates
               1004233163                                 601          106                      No Lates
               1004234536                                 619          108                      No Lates
               1004235143                                 644          108                      No Lates
               1004236026                                 625          108                      No Lates
               1004236516                                 566          108                      No Lates
               1004247933                                 595          108                      No Lates
               1004251160                                 633          106                      No Lates
               1004251437                                 542          108                      1 X 30
               1004253827                                 676          106                      No Lates
               1004258902                                 587          108                      1 X 60
               1004260409                                 543          108                      1 X 30
               1004262899                                 561          108                      No Lates
               1004263184                                 553          108                      No Lates
               1004264986                                 588          106                      No Lates
               1004265976                                 725          106                      No Lates
               1004268731                                 640          106                      No Lates
               1004271567                                 579          108                      No Lates
               1004272272                                 619          108                      No Lates
               1004275714                                 528          108                      2 X 30
               1004277099                                 593          108                      No Lates
               1004283572                                 666          108                      No Lates
               1004284027                                 685          108                      No Lates
               1004287426                                 606          108                      No Lates
               1004288201                                 542          108                      No Lates
               1004288318                                 659          108                      1 X 30
               1004289576                                 620          108                      No Lates
               1004289638                                 581          108                      4 X 60
               1004291625                                 583          108                      No Lates
               1004292394                                 601          108                      1 X 30
               1004297861                                 666          108                      No Lates
               1004301393                                 553          108                      No Lates
               1004301561                                 615          108                      No Lates
               1004304728                                 649          108                      1 X 30
               1004305264                                 579          108                      1 X 30
               1004306067                                 583          108                      No Lates
               1004307761                                 565          108                      No Lates
               1004308788                                 596          108                      No Lates
               1004312336                                 619          106                      No Lates
               1004313451                                 524          108                      No Lates
               1004314398                                 651          106                      No Lates
               1004317162                                 528          108                      No Lates
               1004317867                                 682          108                      No Lates
               1004321362                                 627          108                      1 X 30
               1004323878                                 555          108                      2 X 30
               1004328908                                 576          108                      1 X 30
               1004332733                                 586          108                      1 X 30
               1004334054                                 545          108                      1 X 30
               1004339264                                 668          108                      No Lates
               1004342125                                 614          106                      No Lates
               1004343491                                 668          106                      No Lates
               1004345523                                 523          108                      No Lates
               1004346416                                 527          108                      1 X 30
               1004347594                                 732          108                      No Lates
               1004350062                                 585          108                      No Lates
               1004350641                                 626          108                      1 X 60
               1004353684                                 686          106                      No Lates
               1004354594                                 602          106                      No Lates
               1004357813                                 667          108                      No Lates
               1004358475                                 602          108                      No Lates
               1004358698                                 551          108                      1 X 60
               1004359036                                 546          108                      No Lates
               1004360667                                 550          108                      1 X 30
               1004361425                                 536          108                      No Lates
               1004364495                                 525          108                      1 X 30
               1004368945                                 592          108                      No Lates
               1004369695                                 531          108                      1 X 60
               1004371405                                 589          108                      No Lates
               1004372743                                 549          108                      No Lates
               1004374251                                 606          108                      No Lates
               1004375839                                 626          108                      No Lates
               1004379363                                 660          106                      No Lates
               1004379764                                 623          108                      No Lates
               1004380805                                 607          108                      No Lates
               1004382670                                 613          108                      1 X 30
               1004383820                                 603          108                      No Lates
               1004387844                                 680          108                      No Lates
               1004388727                                 528          108                      No Lates
               1004390395                                 591          106                      No Lates
               1004390616                                 543          108                      No Lates
               1004391553                                 606          106                      1 X 30
               1004393025                                 561          108                      No Lates
               1004394364                                 631          108                      No Lates
               1004394836                                 603          108                      No Lates
               1004394970                                 520          108                      2 X 60
               1004395540                                 539          108                      3 X 60
               1004395862                                 596          108                      No Lates
               1004397879                                 581          108                      No Lates
               1004397959                                 641          106                      No Lates
               1004398627                                 586          108                      1 X 60
               1004400151                                 618          108                      No Lates
               1004401418                                 607          108                      No Lates
               1004401472                                 644          106                      No Lates
               1004402328                                 687          106                      No Lates
               1004403185                                 524          108                      1 X 30
               1004403728                                 556          108                      No Lates
               1004404326                                 604          106                      No Lates
               1004406976                                 646          106                      No Lates
               1004406985                                 628          108                      No Lates
               1004408705                                 550          108                      1 X 90
               1004409900                                 651          106                      No Lates
               1004409919                                 660          108                      No Lates
               1004410569                                 661          108                      1 X 30
               1004412291                                 535          108                      1 X 60
               1004413566                                 559          108                      No Lates
               1004414324                                 629          106                      No Lates
               1004415010                                 553          108                      2 X 30
               1004415225                                 644          108                      No Lates
               1004416910                                 658          108                      No Lates
               1004418106                                 590          106                      No Lates
               1004418810                                 562          108                      3 X 30
               1004420610                                 629          108                      No Lates
               1004421183                                 553          108                      1 X 30
               1004423163                                 609          108                      No Lates
               1004425704                                 573          108                      No Lates
               1004427702                                 547          108                      1 X 30
               1004430137                                 556          108                      2 X 30
               1004430306                                 528          108                      2 X 30
               1004430431                                 596          106                      No Lates
               1004430501                                 701          108                      No Lates
               1004431920                                 595          108                      No Lates
               1004432670                                 620          108                      No Lates
               1004432947                                 629          106                      No Lates
               1004433544                                 671          106                      No Lates
               1004433624                                 576          108                      No Lates
               1004434641                                 727          108                      No Lates
               1004435025                                 550          108                      No Lates
               1004435463                                 698          108                      No Lates
               1004436293                                 639          106                      No Lates
               1004437407                                 628          106                      No Lates
               1004441125                                 676          108                      4 X 30
               1004442133                                 561          108                      No Lates
               1004442320                                 568          108                      No Lates
               1004445568                                 670          108                      No Lates
               1004445639                                 567          108                      1 X 60
               1004449476                                 683          106                      No Lates
               1004451462                                 600          108                      2 X 30
               1004452121                                 569          108                      No Lates
               1004455057                                 621          106                      No Lates
               1004457643                                 652          106                      No Lates
               1004457714                                 732          108                      No Lates
               1004458269                                 692          106                      No Lates
               1004458571                                 676          108                      1 X 30
               1004463360                                 590          108                      No Lates
               1004464056                                 713          106                      No Lates
               1004465466                                 620          106                      No Lates
               1004467151                                 687          108                      1 X 30
               1004468098                                 653          106                      No Lates
               1004471093                                 636          106                      No Lates
               1004471404                                 570          108                      No Lates
               1004471495                                 598          108                      No Lates
               1004471574                                 589          108                      No Lates
               1004471887                                 621          106                      No Lates
               1004473581                                 576          108                      No Lates
               1004474287                                 656          106                      No Lates
               1004474296                                 579          108                      No Lates
               1004475035                                 599          108                      1 X 30
               1004475589                                 561          108                      No Lates
               1004475598                                 606          108                      No Lates
               1004477480                                 702          106                      No Lates
               1004478817                                 633          106                      No Lates
               1004479549                                 619          108                      1 X 30
               1004480813                                 604          108                      No Lates
               1004481689                                 547          108                      No Lates
               1004483179                                 574          108                      1 X 90
               1004483892                                 578          108                      No Lates
               1004485168                                 598          108                      No Lates
               1004486728                                 746          108                      No Lates
               1004487530                                 621          108                      No Lates
               1004489351                                 599          108                      No Lates
               1004492588                                 605          108                      1 X 30
               1004493364                                 607          108                      1 X 30
               1004495843                                 601          108                      No Lates
               1004495870                                 655          108                      No Lates
               1004496094                                 558          108                      1 X 30
               1004496762                                 531          108                      1 X 30
               1004501532                                 662          106                      No Lates
               1004501943                                 619          108                      1 X 30
               1004504156                                 554          108                      No Lates
               1004504218                                 685          108                      No Lates
               1004504842                                 603          108                      No Lates
               1004504860                                 618          108                      1 X 60
               1004505191                                 688          106                      No Lates
               1004508223                                 602          108                      No Lates
               1004511068                                 710          106                      No Lates
               1004511825                                 601          106                      No Lates
               1004517179                                 550          108                      No Lates
               1004518793                                 638          106                      No Lates
               1004519970                                 640          108                      1 X 30
               1004520003                                 725          106                      No Lates
               1004520931                                 596          108                      No Lates
               1004522038                                 620          108                      1 X 30
               1004523368                                 638          108                      No Lates
               1004523590                                 548          108                      No Lates
               1004523778                                 649          108                      No Lates
               1004524688                                 524          108                      No Lates
               1004524946                                 655          106                      No Lates
               1004525348                                 748          106                      No Lates
               1004527177                                 681          106                      No Lates
               1004527863                                 652          106                      No Lates
               1004529317                                 608          106                      No Lates
               1004531064                                 709          106                      No Lates
               1004531368                                 703          108                      No Lates
               1004532606                                 658          108                      No Lates
               1004534150                                 543          108                      No Lates
               1004535079                                 615          108                      1 X 30
               1004535284                                 654          108                      No Lates
               1004536871                                 579          106                      No Lates
               1004537549                                 599          106                      No Lates
               1004538165                                 635          108                      No Lates
               1004538245                                 729          108                      No Lates
               1004538664                                 655          106                      No Lates
               1004539752                                 675          108                      No Lates
               1004540116                                 678          106                      No Lates
               1004540777                                 549          108                      No Lates
               1004541909                                 555          108                      1 X 30
               1004543051                                 525          108                      No Lates
               1004544372                                 573          108                      No Lates
               1004544568                                 671          106                      No Lates
               1004544979                                 524          108                      No Lates
               1004547299                                 621          106                      No Lates
               1004547976                                 623          106                      No Lates
               1004548895                                 686          108                      No Lates
               1004549518                                 619          106                      No Lates
               1004549670                                 544          108                      No Lates
               1004550587                                 545          108                      3 X 90
               1004553398                                 784          108                      No Lates
               1004553619                                 565          108                      No Lates
               1004554422                                 561          108                      3 X 30
               1004554431                                 528          108                      1 X 90
               1004554510                                 681          106                      No Lates
               1004554949                                 594          108                      No Lates
               1004555617                                 673          108                      No Lates
               1004555877                                 641          108                      No Lates
               1004558231                                 670          108                      No Lates
               1004558927                                 651          106                      No Lates
               1004560825                                 531          108                      2 X 30
               1004561405                                 684          108                      No Lates
               1004561691                                 538          108                      No Lates
               1004561833                                 666          106                      No Lates
               1004563476                                 532          108                      3 X 60
               1004564162                                 650          108                      No Lates
               1004565330                                 601          108                      No Lates
               1004565385                                 736          108                      No Lates
               1004565857                                 661          106                      No Lates
               1004566142                                 701          108                      No Lates
               1004567025                                 595          108                      No Lates
               1004567766                                 527          108                      2 X 30
               1004568159                                 645          108                      1 X 30
               1004568845                                 780          106                      No Lates
               1004568863                                 561          108                      No Lates
               1004569452                                 583          108                      No Lates
               1004569764                                 639          106                      No Lates
               1004570404                                 543          108                      1 X 30
               1004571608                                 662          106                      No Lates
               1004572518                                 674          108                      No Lates
               1004572787                                 570          108                      4 X 30
               1004572812                                 645          106                      No Lates
               1004573456                                 591          108                      2 X 60
               1004574516                                 568          108                      No Lates
               1004576293                                 601          108                      No Lates
               1004577050                                 624          106                      No Lates
               1004578497                                 647          108                      No Lates
               1004578656                                 581          106                      No Lates
               1004579986                                 703          108                      No Lates
               1004580643                                 573          108                      No Lates
               1004581214                                 635          108                      No Lates
               1004582160                                 560          108                      No Lates
               1004583999                                 605          106                      1 X 30
               1004584104                                 638          108                      No Lates
               1004585461                                 538          108                      1 X 60
               1004586521                                 623          106                      No Lates
               1004589485                                 525          108                      1 X 30
               1004590339                                 638          106                      No Lates
               1004593041                                 653          108                      No Lates
               1004593513                                 540          108                      3 X 30
               1004594530                                 674          108                      1 X 60
               1004595174                                 666          108                      No Lates
               1004596636                                 580          108                      No Lates
               1004596887                                 537          108                      No Lates
               1004597047                                 601          106                      No Lates
               1004598554                                 643          108                      No Lates
               1004599214                                 657          108                      No Lates
               1004599367                                 620          106                      No Lates
               1004600435                                 567          108                      No Lates
               1004600863                                 688          106                      No Lates
               1004601185                                 658          106                      No Lates
               1004602521                                 540          108                      No Lates
               1004602996                                 567          108                      3 X 30
               1004604217                                 742          106                      No Lates
               1004604672                                 629          106                      No Lates
               1004605298                                 555          108                      1 X 30
               1004606206                                 665          108                      No Lates
               1004607839                                 564          108                      3 X 30
               1004608437                                 657          108                      No Lates
               1004608794                                 602          108                      No Lates
               1004609481                                 588          108                      No Lates
               1004609659                                 559          108                      No Lates
               1004610807                                 575          108                      No Lates
               1004611049                                 586          108                      No Lates
               1004611174                                 557          108                      No Lates
               1004611245                                 693          106                      No Lates
               1004611995                                 663          108                      No Lates
               1004614019                                 591          106                      No Lates
               1004614466                                 616          108                      No Lates
               1004615884                                 610          108                      1 X 30
               1004615955                                 731          108                      No Lates
               1004616062                                 534          108                      No Lates
               1004617953                                 594          108                      2 X 30
               1004618257                                 699          106                      No Lates
               1004618970                                 691          108                      No Lates
               1004619648                                 584          106                      No Lates
               1004620048                                 624          106                      No Lates
               1004620574                                 552          108                      1 X 60
               1004621804                                 569          108                      No Lates
               1004622457                                 576          108                      No Lates
               1004622956                                 550          108                      No Lates
               1004623982                                 722          108                      No Lates
               1004624482                                 687          108                      No Lates
               1004625301                                 641          108                      No Lates
               1004625347                                 532          108                      1 X 30
               1004626346                                 688          108                      No Lates
               1004627345                                 633          106                      No Lates
               1004627648                                 612          108                      No Lates
               1004627906                                 642          108                      No Lates
               1004630652                                 571          108                      No Lates
               1004630723                                 653          108                      No Lates
               1004632785                                 590          106                      1 X 30
               1004632954                                 529          108                      No Lates
               1004632972                                 692          108                      No Lates
               1004633999                                 658          108                      No Lates
               1004634220                                 630          108                      No Lates
               1004637619                                 641          108                      No Lates
               1004637833                                 561          108                      3 X 30
               1004637995                                 640          108                      No Lates
               1004638538                                 622          106                      No Lates
               1004639065                                 679          106                      No Lates
               1004640650                                 580          108                      No Lates
               1004640669                                 651          106                      No Lates
               1004641793                                 593          108                      No Lates
               1004641828                                 544          108                      1 X 30
               1004641935                                 548          108                      No Lates
               1004642391                                 650          106                      No Lates
               1004642765                                 584          106                      No Lates
               1004643194                                 636          108                      No Lates
               1004643210                                 582          108                      No Lates
               1004643657                                 595          108                      No Lates
               1004643853                                 700          108                      No Lates
               1004644362                                 597          108                      2 X 30
               1004644692                                 660          108                      No Lates
               1004645076                                 651          108                      1 X 30
               1004645156                                 532          108                      No Lates
               1004645183                                 524          108                      4 X 30
               1004645888                                 717          108                      No Lates
               1004646084                                 571          108                      No Lates
               1004646805                                 644          108                      No Lates
               1004647252                                 621          108                      1 X 30
               1004647305                                 651          108                      No Lates
               1004648313                                 659          108                      No Lates
               1004649321                                 657          106                      No Lates
               1004650363                                 600          108                      No Lates
               1004651317                                 537          108                      No Lates
               1004652539                                 619          108                      No Lates
               1004653333                                 647          108                      No Lates
               1004653342                                 611          106                      No Lates
               1004654467                                 767          106                      No Lates
               1004654626                                 544          108                      1 X 90
               1004655144                                 637          106                      No Lates
               1004655769                                 602          108                      No Lates
               1004656278                                 626          108                      No Lates
               1004659391                                 701          108                      No Lates
               1004659694                                 701          108                      No Lates
               1004659916                                 701          108                      No Lates
               1004660021                                 592          108                      No Lates
               1004660986                                 622          106                      No Lates
               1004661100                                 585          108                      3 X 30
               1004661958                                 632          106                      No Lates
               1004662047                                 637          106                      No Lates
               1004662261                                 616          108                      No Lates
               1004662911                                 610          108                      No Lates
               1004663439                                 553          108                      1 X 30
               1004663527                                 720          106                      No Lates
               1004664009                                 593          108                      1 X 90
               1004664330                                 659          108                      No Lates
               1004664973                                 685          106                      No Lates
               1004665268                                 540          108                      No Lates
               1004665482                                 637          108                      2 X 30
               1004665703                                 626          108                      No Lates
               1004666007                                 609          106                      No Lates
               1004667131                                 520          108                      1 X 30
               1004667168                                 640          106                      No Lates
               1004667177                                 590          108                      No Lates
               1004667239                                 522          108                      2 X 30
               1004667275                                 545          108                      No Lates
               1004667300                                 575          106                      No Lates
               1004667765                                 525          108                      No Lates
               1004669905                                 588          108                      No Lates
               1004670252                                 644          106                      No Lates
               1004671411                                 660          108                      1 X 30
               1004671652                                 551          108                      No Lates
               1004672358                                 545          108                      2 X 30
               1004673008                                 655          108                      No Lates
               1004673151                                 574          108                      No Lates
               1004673561                                 635          106                      No Lates
               1004674034                                 607          106                      No Lates
               1004674196                                 534          108                      No Lates
               1004674579                                 606          108                      No Lates
               1004674757                                 527          108                      2 X 30
               1004675195                                 583          106                      No Lates
               1004676595                                 549          108                      No Lates
               1004677200                                 601          108                      No Lates
               1004677692                                 651          106                      No Lates
               1004678441                                 546          108                      No Lates
               1004679789                                 613          106                      No Lates
               1004679798                                 659          106                      No Lates
               1004679878                                 674          106                      No Lates
               1004680072                                 556          108                      2 X 30
               1004680526                                 592          108                      No Lates
               1004680982                                 652          106                      No Lates
               1004681035                                 642          106                      No Lates
               1004681197                                 663          106                      No Lates
               1004681918                                 568          108                      1 X 30
               1004682123                                 567          108                      No Lates
               1004682258                                 597          108                      No Lates
               1004682267                                 558          108                      No Lates
               1004683015                                 631          108                      No Lates
               1004683300                                 653          108                      No Lates
               1004683970                                 633          106                      No Lates
               1004684032                                 631          108                      No Lates
               1004685282                                 652          106                      No Lates
               1004685291                                 642          108                      No Lates
               1004685488                                 632          108                      No Lates
               1004686708                                 690          106                      No Lates
               1004687306                                 630          106                      No Lates
               1004687388                                 691          106                      No Lates
               1004687431                                 555          108                      1 X 30
               1004688181                                 639          108                      No Lates
               1004688323                                 645          106                      No Lates
               1004689359                                 569          108                      3 X 30
               1004689849                                 642          108                      No Lates
               1004689894                                 587          106                      No Lates
               1004691587                                 568          108                      4 X 60
               1004692283                                 648          106                      1 X 30
               1004692407                                 627          106                      No Lates
               1004692746                                 591          108                      No Lates
               1004692862                                 575          108                      2 X 30
               1004693095                                 680          106                      No Lates
               1004694094                                 599          108                      No Lates
               1004695663                                 551          108                      No Lates
               1004696804                                 595          108                      No Lates
               1004697938                                 623          108                      2 X 30
               1004698633                                 583          108                      No Lates
               1004698697                                 685          106                      No Lates
               1004699357                                 579          106                      No Lates
               1004699687                                 755          108                      No Lates
               1004700210                                 625          106                      No Lates
               1004700238                                 610          106                      No Lates
               1004700425                                 636          108                      1 X 30
               1004700693                                 685          106                      No Lates
               1004700700                                 658          106                      1 X 30
               1004701031                                 641          108                      No Lates
               1004702708                                 739          108                      No Lates
               1004702735                                 522          108                      No Lates
               1004703057                                 584          108                      No Lates
               1004703244                                 527          108                      1 X 60
               1004703734                                 583          108                      2 X 30
               1004704047                                 587          106                      No Lates
               1004704305                                 537          108                      1 X 30
               1004704412                                 681          106                      1 X 30
               1004704939                                 622          106                      No Lates
               1004705359                                 687          106                      No Lates
               1004705876                                 560          108                      No Lates
               1004706036                                 548          108                      1 X 30
               1004706376                                 588          106                      No Lates
               1004707133                                 655          106                      No Lates
               1004707650                                 690          108                      No Lates
               1004707874                                 610          108                      No Lates
               1004708212                                 528          108                      2 X 30
               1004708739                                 600          106                      No Lates
               1004708935                                 653          106                      No Lates
               1004709453                                 625          106                      No Lates
               1004709827                                 552          108                      No Lates
               1004711002                                 538          108                      No Lates
               1004711280                                 595          108                      No Lates
               1004712145                                 638          108                      No Lates
               1004713830                                 664          106                      No Lates
               1004714679                                 697          108                      No Lates
               1004714802                                 694          106                      No Lates
               1004715954                                 633          108                      No Lates
               1004715963                                 524          108                      No Lates
               1004717195                                 637          108                      1 X 30
               1004717364                                 603          108                      No Lates
               1004721475                                 781          106                      No Lates
               1004721554                                 658          108                      No Lates
               1004722884                                 556          108                      No Lates
               1004723428                                 697          108                      No Lates
               1004723446                                 580          108                      No Lates
               1004724356                                 575          108                      1 X 30
               1004724720                                 728          106                      No Lates
               1004725051                                 596          108                      No Lates
               1004728548                                 665          108                      No Lates
               1004729752                                 605          108                      No Lates
               1004730198                                 620          108                      No Lates
               1004730214                                 622          108                      2 X 30
               1004730296                                 662          108                      No Lates
               1004731295                                 561          108                      No Lates
               1004732301                                 553          108                      No Lates
               1004732882                                 640          108                      No Lates
               1004733694                                 673          106                      No Lates
               1004735344                                 626          106                      No Lates
               1004735567                                 590          108                      No Lates
               1004736021                                 540          108                      1 X 30
               1004736174                                 634          108                      No Lates
               1004736502                                 651          108                      No Lates
               1004736600                                 641          108                      No Lates
               1004738154                                 612          108                      No Lates
               1004740105                                 680          108                      No Lates
               1004740212                                 597          108                      No Lates
               1004740800                                 546          108                      2 X 30
               1004740980                                 539          108                      No Lates
               1004743576                                 664          106                      No Lates
               1004744511                                 745          106                      No Lates
               1004744888                                 636          108                      No Lates
               1004745299                                 670          108                      No Lates
               1004747108                                 558          108                      No Lates
               1004747750                                 609          108                      3 X 30
               1004748900                                 610          108                      No Lates
               1004749721                                 628          108                      No Lates
               1004749758                                 680          108                      No Lates
               1004750273                                 626          108                      No Lates
               1004752360                                 608          106                      No Lates
               1004752547                                 626          108                      No Lates
               1004753305                                 755          108                      1 X 30
               1004753573                                 614          106                      No Lates
               1004753911                                 653          106                      No Lates
               1004754199                                 605          108                      NOD
               1004754313                                 539          108                      No Lates
               1004754723                                 679          108                      No Lates
               1004756160                                 523          108                      1 X 30
               1004757141                                 556          108                      No Lates
               1004757212                                 651          106                      No Lates
               1004757276                                 636          108                      No Lates
               1004758284                                 545          108                      No Lates
               1004758694                                 611          108                      No Lates
               1004758845                                 568          108                      No Lates
               1004759229                                 551          108                      2 X 60
               1004759354                                 652          106                      No Lates
               1004760832                                 578          108                      No Lates
               1004760887                                 583          108                      No Lates
               1004760903                                 619          108                      No Lates
               1004761555                                 685          106                      No Lates
               1004762340                                 557          108                      1 X 30
               1004762714                                 579          108                      No Lates
               1004762769                                 523          108                      2 X 30
               1004763296                                 599          108                      No Lates
               1004763349                                 649          108                      No Lates
               1004763401                                 536          108                      No Lates
               1004763688                                 611          106                      No Lates
               1004763777                                 638          106                      No Lates
               1004763811                                 654          106                      No Lates
               1004763820                                 642          106                      No Lates
               1004764231                                 682          108                      No Lates
               1004764534                                 672          108                      No Lates
               1004764767                                 670          106                      No Lates
               1004765506                                 647          108                      No Lates
               1004766104                                 584          106                      No Lates
               1004766444                                 699          106                      No Lates
               1004767158                                 608          108                      No Lates
               1004767265                                 581          108                      No Lates
               1004768503                                 630          108                      No Lates
               1004770340                                 526          108                      No Lates
               1004770812                                 646          108                      No Lates
               1004770849                                 683          106                      No Lates
               1004770894                                 663          108                      1 X 30
               1004771018                                 625          108                      No Lates
               1004772614                                 643          108                      No Lates
               1004773310                                 651          106                      No Lates
               1004774113                                 559          108                      No Lates
               1004774257                                 656          108                      2 X 60
               1004774569                                 605          108                      No Lates
               1004778155                                 625          106                      No Lates
               1004779494                                 553          108                      No Lates
               1004781481                                 552          108                      No Lates
               1004781515                                 669          106                      No Lates
               1004781711                                 580          108                      No Lates
               1004781720                                 645          108                      No Lates
               1004783069                                 609          108                      No Lates
               1004783853                                 730          106                      No Lates
               1004786262                                 593          108                      No Lates
               1004786315                                 611          108                      No Lates
               1004786752                                 552          108                      No Lates
               1004786789                                 622          106                      No Lates
               1004787234                                 719          106                      No Lates
               1004789072                                 586          108                      No Lates
               1004790300                                 606          108                      No Lates
               1004790319                                 624          106                      No Lates
               1004791489                                 595          108                      No Lates
               1004791531                                 560          108                      No Lates
               1004791746                                 635          106                      No Lates
               1004792674                                 602          108                      No Lates
               1004794770                                 533          108                      1 X 30
               1004794912                                 567          108                      No Lates
               1004795056                                 687          106                      No Lates
               1004795458                                 607          108                      No Lates
               1004796064                                 603          108                      No Lates
               1004796224                                 530          108                      1 X 60
               1004797143                                 611          106                      No Lates
               1004797919                                 575          106                      No Lates
               1004797955                                 551          108                      No Lates
               1004798017                                 574          108                      No Lates
               1004798204                                 717          106                      No Lates
               1004798703                                 619          106                      No Lates
               1004799052                                 583          108                      No Lates
               1004799427                                 608          106                      No Lates
               1004799622                                 667          106                      No Lates
               1004799926                                 681          106                      No Lates
               1004800086                                 665          108                      No Lates
               1004800111                                 587          106                      No Lates
               1004800219                                 670          106                      No Lates
               1004802146                                 674          106                      No Lates
               1004803065                                 605          106                      No Lates
               1004803760                                 591          108                      2 X 30
               1004803840                                 677          106                      No Lates
               1004804279                                 649          106                      No Lates
               1004804698                                 591          106                      No Lates
               1004804938                                 608          108                      1 X 30
               1004805278                                 678          106                      No Lates
               1004805447                                 635          108                      No Lates
               1004805599                                 720          106                      No Lates
               1004806437                                 659          106                      No Lates
               1004806534                                 763          106                      No Lates
               1004807025                                 608          108                      1 X 30
               1004811074                                 569          108                      1 X 30
               1004811699                                 629          108                      No Lates
               1004811724                                 603          108                      No Lates
               1004812821                                 654          106                      No Lates
               1004812929                                 542          108                      No Lates
               1004813269                                 682          106                      No Lates
               1004813571                                 543          108                      3 X 60
               1004813982                                 655          106                      No Lates
               1004814339                                 634          108                      No Lates
               1004814623                                 672          106                      No Lates
               1004815034                                 622          106                      No Lates
               1004816284                                 627          106                      No Lates
               1004816596                                 660          106                      No Lates
               1004816925                                 725          106                      No Lates
               1004817238                                 558          108                      No Lates
               1004817416                                 640          106                      1 X 30
               1004817817                                 604          108                      No Lates
               1004818683                                 538          108                      No Lates
               1004819851                                 583          108                      1 X 30
               1004820741                                 584          106                      No Lates
               1004821296                                 625          106                      No Lates
               1004821492                                 649          106                      No Lates
               1004823436                                 541          108                      No Lates
               1004823560                                 631          106                      No Lates
               1004824836                                 615          108                      No Lates
               1004825461                                 653          106                      No Lates
               1004825620                                 627          108                      No Lates
               1004826004                                 557          108                      1 X 30
               1004826736                                 530          108                      2 X 30
               1004826941                                 573          108                      No Lates
               1004827496                                 613          106                      No Lates
               1004827575                                 641          108                      No Lates
               1004828413                                 584          108                      1 X 30
               1004829190                                 587          106                      No Lates
               1004830044                                 611          108                      No Lates
               1004830963                                 605          108                      No Lates
               1004831490                                 696          108                      No Lates
               1004831668                                 664          108                      No Lates
               1004832364                                 670          106                      No Lates
               1004832444                                 693          108                      No Lates
               1004832667                                 653          108                      No Lates
               1004832890                                 639          108                      No Lates
               1004833014                                 632          106                      No Lates
               1004833586                                 607          108                      No Lates
               1004835183                                 541          108                      No Lates
               1004835815                                 588          106                      No Lates
               1004836501                                 661          106                      No Lates
               1004837001                                 659          106                      No Lates
               1004839287                                 575          108                      No Lates
               1004841835                                 635          108                      No Lates
               1004842200                                 552          108                      No Lates
               1004842255                                 611          108                      No Lates
               1004842736                                 585          108                      No Lates
               1004842861                                 582          108                      No Lates
               1004842923                                 638          108                      No Lates
               1004843085                                 602          106                      No Lates
               1004843502                                 603          108                      No Lates
               1004843691                                 639          106                      No Lates
               1004844128                                 525          108                      1 X 30
               1004844351                                 637          106                      No Lates
               1004845528                                 534          108                      No Lates
               1004845886                                 672          108                      No Lates
               1004846885                                 647          106                      No Lates
               1004847045                                 628          108                      No Lates
               1004847447                                 591          106                      No Lates
               1004847624                                 537          108                      1 X 30
               1004847973                                 605          106                      No Lates
               1004848838                                 597          108                      No Lates
               1004850209                                 624          108                      No Lates
               1004850343                                 697          106                      No Lates
               1004850593                                 543          108                      No Lates
               1004850664                                 640          106                      No Lates
               1004850806                                 582          108                      No Lates
               1004851798                                 623          106                      No Lates
               1004851832                                 635          108                      No Lates
               1004852270                                 640          106                      No Lates
               1004852341                                 654          108                      No Lates
               1004852644                                 596          108                      No Lates
               1004852751                                 684          106                      No Lates
               1004853386                                 617          106                      No Lates
               1004855231                                 521          108                      1 X 60
               1004855240                                 676          108                      No Lates
               1004856720                                 619          106                      No Lates
               1004858005                                 552          108                      1 X 30
               1004859781                                 551          108                      No Lates
               1004860902                                 709          108                      No Lates
               1004864524                                 753          108                      No Lates
               1004865060                                 581          106                      No Lates
               1004865685                                 682          106                      No Lates
               1004865792                                 622          108                      No Lates
               1004867674                                 652          106                      No Lates
               1004867807                                 670          106                      No Lates
               1004871712                                 533          108                      No Lates
               1004873220                                 606          108                      No Lates
               1004873765                                 644          108                      No Lates
               1004873774                                 626          108                      No Lates
               1004873961                                 582          108                      1 X 30
               1004874112                                 645          108                      No Lates
               1004874728                                 639          108                      No Lates
               1004875727                                 586          108                      No Lates
               1004876254                                 676          108                      No Lates
               1004876628                                 540          108                      No Lates
               1004877921                                 633          108                      No Lates
               1004878216                                 615          108                      No Lates
               1004878270                                 684          108                      No Lates
               1004879117                                 718          108                      No Lates
               1004879251                                 648          108                      No Lates
               1004879778                                 569          108                      No Lates
               1004882906                                 616          108                      No Lates
               1004883415                                 647          106                      No Lates
               1004883790                                 653          108                      No Lates
               1004885182                                 628          108                      No Lates
               1004885609                                 641          106                      No Lates
               1004885798                                 622          108                      No Lates
               1004886145                                 623          106                      No Lates
               1004886154                                 622          108                      No Lates
               1004886573                                 639          108                      No Lates
               1004886635                                 664          108                      No Lates
               1004887518                                 594          106                      No Lates
               1004887625                                 697          108                      No Lates
               1004887643                                 683          106                      No Lates
               1004888820                                 647          106                      No Lates
               1004888937                                 649          106                      No Lates
               1004889213                                 554          108                      2 X 30
               1004889384                                 658          106                      No Lates
               1004890489                                 570          106                      No Lates
               1004890522                                 614          108                      No Lates
               1004891111                                 719          106                      No Lates
               1004891442                                 615          108                      No Lates
               1004892959                                 614          108                      1 X 60
               1004893324                                 574          108                      No Lates
               1004894582                                 523          108                      1 X 90
               1004895732                                 687          106                      No Lates
               1004895778                                 658          108                      No Lates
               1004896651                                 610          106                      No Lates
               1004896713                                 633          108                      No Lates
               1004896802                                 642          108                      No Lates
               1004897026                                 647          108                      No Lates
               1004898034                                 694          108                      No Lates
               1004898230                                 622          108                      No Lates
               1004898338                                 617          106                      No Lates
               1004898427                                 767          108                      No Lates
               1004899710                                 680          106                      No Lates
               1004900236                                 660          108                      No Lates
               1004901752                                 619          108                      No Lates
               1004904811                                 580          108                      No Lates
               1004905160                                 599          108                      No Lates
               1004906061                                 609          106                      No Lates
               1004906221                                 636          108                      No Lates
               1004907042                                 530          108                      No Lates
               1004907373                                 534          108                      1 X 60
               1004908577                                 585          108                      No Lates
               1004908611                                 545          108                      No Lates
               1004908782                                 583          108                      No Lates
               1004909362                                 588          106                      No Lates
               1004909754                                 531          108                      No Lates
               1004909852                                 588          108                      No Lates
               1004910804                                 535          108                      2 X 30
               1004911242                                 623          108                      No Lates
               1004911634                                 668          106                      No Lates
               1004911661                                 607          106                      No Lates
               1004911876                                 653          106                      No Lates
               1004911885                                 528          108                      1 X 30
               1004913482                                 654          106                      No Lates
               1004914980                                 639          108                      No Lates
               1004915168                                 693          108                      No Lates
               1004915284                                 557          108                      No Lates
               1004915578                                 640          106                      No Lates
               1004916381                                 577          108                      1 X 30
               1004916531                                 674          106                      1 X 30
               1004916782                                 614          108                      No Lates
               1004916951                                 532          108                      1 X 60
               1004917415                                 662          108                      No Lates
               1004917521                                 612          106                      No Lates
               1004917763                                 625          106                      No Lates
               1004918094                                 619          106                      No Lates
               1004918487                                 617          108                      1 X 30
               1004918575                                 684          106                      No Lates
               1004918904                                 679          108                      No Lates
               1004919770                                 686          108                      No Lates
               1004921115                                 661          108                      No Lates
               1004922677                                 657          106                      No Lates
               1004923104                                 679          108                      No Lates
               1004924489                                 590          106                      No Lates
               1004930203                                 564          108                      1 X 30
               1004930533                                 627          108                      No Lates
               1004932611                                 542          108                      2 X 30
               1004933040                                 549          108                      No Lates
               1004933317                                 763          108                      No Lates
               1004933610                                 615          108                      No Lates
               1004934405                                 571          108                      1 X 60
               1004934575                                 579          108                      No Lates
               1004934593                                 531          108                      No Lates
               1004935565                                 654          106                      No Lates
               1004936323                                 590          106                      No Lates
               1004937340                                 625          108                      No Lates
               1004937518                                 597          106                      No Lates
               1004938410                                 595          108                      No Lates
               1004938456                                 698          106                      No Lates
               1004938474                                 581          108                      No Lates
               1004938553                                 624          106                      No Lates
               1004938884                                 658          106                      No Lates
               1004938973                                 620          108                      No Lates
               1004939062                                 644          106                      No Lates
               1004939142                                 554          108                      No Lates
               1004939286                                 770          106                      No Lates
               1004939428                                 663          106                      No Lates
               1004940602                                 609          106                      No Lates
               1004942165                                 621          106                      No Lates
               1004942879                                 653          108                      No Lates
               1004944181                                 578          106                      No Lates
               1004945215                                 734          106                      No Lates
               1004946081                                 559          108                      No Lates
               1004946982                                 554          108                      No Lates
               1004947080                                 667          108                      1 X 30
               1004947204                                 662          108                      No Lates
               1004948123                                 623          106                      No Lates
               1004948579                                 638          108                      No Lates
               1004948640                                 649          106                      No Lates
               1004948711                                 643          108                      No Lates
               1004949408                                 641          106                      No Lates
               1004951056                                 610          108                      No Lates
               1004951225                                 541          108                      1 X 30
               1004951877                                 593          108                      No Lates
               1004951920                                 625          106                      No Lates
               1004953312                                 545          108                      2 X 30
               1004955123                                 533          108                      2 X 60
               1004956097                                 633          108                      No Lates
               1004958521                                 531          108                      1 X 60
               1004959691                                 642          106                      No Lates
               1004960368                                 641          108                      No Lates
               1004960876                                 560          108                      No Lates
               1004961535                                 683          106                      No Lates
               1004962375                                 640          106                      No Lates
               1004962507                                 663          106                      No Lates
               1004965176                                 604          106                      No Lates
               1004967156                                 656          106                      No Lates
               1004967174                                 593          108                      No Lates
               1004968119                                 569          108                      No Lates
               1004968235                                 594          108                      No Lates
               1004968903                                 620          108                      No Lates
               1004969145                                 657          108                      No Lates
               1004969261                                 630          106                      No Lates
               1004969920                                 655          108                      No Lates
               1004970400                                 570          108                      No Lates
               1004972836                                 614          108                      No Lates
               1004976146                                 689          106                      No Lates
               1004976431                                 618          106                      No Lates
               1004977421                                 553          108                      No Lates
               1004982308                                 627          106                      No Lates
               1004985485                                 562          108                      2 X 60
               1004988053                                 686          108                      No Lates
               1004988222                                 669          106                      No Lates
               1004989579                                 622          106                      No Lates
               1004991110                                 557          108                      1 X 30
               1004991389                                 522          108                      No Lates
               1004991682                                 574          108                      No Lates
               1004992761                                 689          106                      No Lates
               1004994313                                 551          108                      No Lates
               1004995633                                 665          106                      No Lates
               1004995928                                 588          106                      No Lates
               1004995964                                 536          108                      2 X 30
               1004996008                                 670          106                      No Lates
               1004997365                                 598          108                      2 X 30
               1005000241                                 670          106                      No Lates
               1005001749                                 628          106                      No Lates
               1005002285                                 667          106                      No Lates
               1005004513                                 598          106                      No Lates
               1005005317                                 573          108                      No Lates
               1005005816                                 641          106                      No Lates
               1005006156                                 684          106                      No Lates
               1005007994                                 651          106                      No Lates
               1005009224                                 758          108                      No Lates
               1005010007                                 653          106                      No Lates
               1005011916                                 560          108                      1 X 30
               1005018116                                 597          108                      No Lates
               1005018358                                 596          108                      No Lates
               1005019188                                 538          108                      No Lates
               1005019918                                 651          106                      No Lates
               1005021530                                 595          106                      No Lates
               1005022904                                 720          108                      No Lates
               1005023235                                 642          108                      No Lates
               1005024387                                 685          108                      No Lates
               1005026759                                 620          106                      No Lates
               1005026875                                 674          108                      No Lates
               1005027160                                 671          106                      No Lates
               1005031002                                 652          106                      No Lates
               1005031477                                 612          108                      No Lates
               1005032911                                 606          106                      No Lates
               1005033769                                 679          108                      No Lates
               1005036310                                 592          108                      No Lates
               1005036748                                 658          108                      No Lates
               1005037079                                 634          106                      No Lates
               1005038283                                 595          108                      No Lates
               1005039175                                 721          106                      No Lates
               1005040403                                 657          108                      No Lates
               1005042697                                 718          106                      No Lates
               1005044542                                 613          106                      No Lates
               1005047736                                 621          106                      No Lates
               1005052426                                 606          108                      2 X 60
               1005052783                                 688          108                      No Lates
               1005054683                                 655          108                      No Lates
               1005056020                                 747          106                      No Lates
               1005059125                                 640          106                      No Lates
               1005059232                                 609          108                      No Lates
               1005061309                                 747          106                      No Lates
               1005063423                                 603          108                      1 X 30
               1005064486                                 650          106                      No Lates
               1005065270                                 660          106                      No Lates
               1005065626                                 643          108                      No Lates
               1005065751                                 642          106                      No Lates
               1005066563                                 679          106                      No Lates
               1005071352                                 646          106                      No Lates
               1005079915                                 664          106                      No Lates
               1005080333                                 534          108                      No Lates
               1005084810                                 668          106                      No Lates
               1005091394                                 718          108                      No Lates
               1005091429                                 721          108                      No Lates
               1005091633                                 592          106                      No Lates
               1005091964                                 644          106                      No Lates
               1005094774                                 579          108                      No Lates
               1005095791                                 621          106                      No Lates
               1005098903                                 616          106                      No Lates
               1005101043                                 620          106                      No Lates
               1005108778                                 706          106                      No Lates
               1005114743                                 655          108                      No Lates
               1005115984                                 619          108                      No Lates
               1005117161                                 589          106                      No Lates
               1005119579                                 555          108                      No Lates
               1005122333                                 685          108                      No Lates
               1005124313                                 618          106                      No Lates
               1005143828                                 741          106                      No Lates
               1005144079                                 603          106                      No Lates
               1005152434                                 632          106                      No Lates
               1004352747                                 603          108                      No Lates
                  2177024                                 567          108                      1 X 30
                  2178639                                 508          108                      1 X 60
                  2201068                                 500          108                      3 X 60
                  2213989                                 539          108                      3 X 60
                  2217991                                 549          108                      1 X 30
               1000660207                                 659          106                      No Lates
               1002293351                                 642          108                      No Lates
               1002332041                                 647          108                      No Lates
               1002557076                                 667          106                      1 X 30
               1002687685                                 530          108                      No Lates
               1002688979                                 536          108                      4 X 30
               1002711649                                 534          108                      No Lates
               1002794747                                 562          108                      No Lates
               1002803176                                 667          106                      No Lates
               1002834730                                 662          106                      1 X 30
               1002849617                                 559          108                      1 X 30
               1002887996                                 555          108                      No Lates
               1002900864                                 500          108                      No Lates
               1002918418                                 608          108                      1 X 30
               1002970413                                 554          108                      No Lates
               1002983980                                 624          106                      No Lates
               1003035254                                 595          108                      1 X 60
               1003063179                                 515          108                      1 X 60
               1003105393                                 580          108                      No Lates
               1003108425                                 561          108                      2 X 30
               1003117549                                 607          108                      No Lates
               1003161054                                 604          903                      No Lates
               1003162357                                 580          108                      1 X 30
               1003193975                                 535          108                      2 X 60
               1003195571                                 522          108                      No Lates
               1003197846                                 543          108                      1 X 30
               1003201635                                 592          108                      2 X 30
               1003240479                                 585          106                      No Lates
               1003253801                                 507          108                      2 X 30
               1003259440                                 610          108                      No Lates
               1003270070                                 678          106                      No Lates
               1003289328                                 610          108                      No Lates
               1003313747                                 611          108                      No Lates
               1003332753                                 532          108                      2 X 30
               1003363577                                 536          108                      1 X 120
               1003481075                                 705          108                      No Lates
               1003482136                                 650          106                      No Lates
               1003495783                                 555          108                      No Lates
               1003624910                                 593          106                      No Lates
               1003626188                                 605          106                      No Lates
               1003642954                                 623          106                      No Lates
               1003663841                                 634          106                      No Lates
               1003788734                                 641          106                      No Lates
               1003789261                                 647          106                      No Lates
               1003882560                                 648          106                      No Lates
               1004002073                                 648          106                      No Lates
               1004406592                                 517          108                      1 X 60
               1004632570                                 632          108                      No Lates
                  2220557                                 555          108                      NO LATES
                  2227166                                 591          106                      NO LATES
                  2233905                                 559          108                      NO LATES
                  2234841                                 649          106                      NO LATES
                  2250688                                 666          106                      NO LATES
               1002938931                                 608          108                      No Lates
               1003377303                                 608          108                      No Lates
               1003390887                                 567          108                      No Lates
               1003524751                                 650          106                      No Lates
               1003529612                                 580          106                      No Lates
               1003615742                                 608          106                      No Lates
               1003725277                                 674          106                      No Lates
               1003736023                                 728          108                      No Lates
               1003792596                                 620          106                      No Lates
               1003822536                                 589          106                      No Lates
               1003834364                                 594          106                      No Lates
               1003865892                                 613          106                      1 X 30
               1003871965                                 598          106                      No Lates
               1003872633                                 594          106                      No Lates
               1003881981                                 706          106                      No Lates
               1003885987                                 626          106                      No Lates
               1003951174                                 509          108                      1 X 60
               1003973953                                 582          106                      No Lates
               1003984610                                 530          108                      No Lates
               1003986627                                 524          108                      1 X 90
               1004001760                                 593          106                      No Lates
               1004027485                                 503          108                      No Lates
               1004034636                                 627          106                      No Lates
               1004039720                                 631          106                      No Lates
               1004042057                                 702          106                      No Lates
               1004071373                                 594          106                      No Lates
               1004087053                                 697          106                      No Lates
               1004106586                                 581          106                      No Lates
               1004119082                                 627          106                      No Lates
               1004124548                                 664          106                      No Lates
               1004133823                                 604          106                      No Lates
               1004137687                                 565          108                      No Lates
               1004138310                                 594          106                      No Lates
               1004139168                                 623          106                      No Lates
               1004155201                                 675          106                      No Lates
               1004159001                                 793          108                      No Lates
               1004160810                                 545          108                      No Lates
               1004170033                                 603          108                      No Lates
               1004182734                                 750          108                      No Lates
               1004193072                                 655          108                      No Lates
               1004194927                                 701          106                      No Lates
               1004212248                                 546          108                      No Lates
               1004250492                                 551          108                      No Lates
               1004262416                                 632          108                      2 X 30
               1004275411                                 611          106                      No Lates
               1004276027                                 622          106                      No Lates
               1004276955                                 656          106                      No Lates
               1004282831                                 551          108                      No Lates
               1004300205                                 649          108                      No Lates
               1004308886                                 673          108                      No Lates
               1004313166                                 522          108                      2 X 30
               1004318688                                 655          106                      No Lates
               1004331084                                 592          106                      No Lates
               1004336855                                 514          108                      3 X 30
               1004337925                                 635          108                      No Lates
               1004344301                                 599          106                      No Lates
               1004345015                                 708          106                      No Lates
               1004362745                                 688          106                      No Lates
               1004366331                                 633          106                      No Lates
               1004368482                                 558          108                      4 X 30
               1004369356                                 622          108                      1 X 30
               1004379121                                 713          106                      No Lates
               1004380707                                 642          106                      No Lates
               1004383152                                 513          108                      6 X 60
               1004390144                                 625          106                      No Lates
               1004390313                                 634          106                      No Lates
               1004390741                                 599          106                      No Lates
               1004398869                                 664          108                      No Lates
               1004399181                                 560          108                      2 X 30
               1004400892                                 633          106                      No Lates
               1004406789                                 684          106                      No Lates
               1004413389                                 666          108                      No Lates
               1004413799                                 563          108                      No Lates
               1004419132                                 589          108                      No Lates
               1004429997                                 669          108                      No Lates
               1004431779                                 658          106                      No Lates
               1004432108                                 562          108                      1 X 30
               1004433241                                 617          108                      1 X 30
               1004440849                                 640          106                      No Lates
               1004444239                                 537          108                      No Lates
               1004457634                                 563          108                      No Lates
               1004461111                                 657          108                      No Lates
               1004463912                                 632          106                      No Lates
               1004464163                                 730          106                      No Lates
               1004487601                                 584          108                      No Lates
               1004489226                                 542          108                      No Lates
               1004492089                                 625          108                      No Lates
               1004493881                                 707          108                      No Lates
               1004498065                                 657          108                      No Lates
               1004500409                                 600          106                      No Lates
               1004507493                                 620          106                      No Lates
               1004511326                                 620          108                      No Lates
               1004511424                                 689          106                      No Lates
               1004514831                                 676          106                      No Lates
               1004519408                                 603          106                      1 X 30
               1004526178                                 578          108                      1 X 30
               1004535453                                 678          106                      No Lates
               1004535701                                 643          106                      No Lates
               1004538673                                 603          106                      No Lates
               1004550872                                 500          108                      No Lates
               1004571305                                 631          106                      No Lates
               1004572331                                 514          108                      1 X 30
               1004572572                                 552          108                      No Lates
               1004576925                                 603          108                      1 X 30
               1004578406                                 656          108                      No Lates
               1004581713                                 634          106                      No Lates
               1004582400                                 577          108                      No Lates
               1004586326                                 546          108                      No Lates
               1004588182                                 633          108                      No Lates
               1004588556                                 635          106                      No Lates
               1004595361                                 677          106                      No Lates
               1004598251                                 599          108                      No Lates
               1004599189                                 688          106                      No Lates
               1004600444                                 628          108                      1 X 30
               1004600943                                 559          108                      No Lates
               1004603496                                 647          108                      No Lates
               1004607731                                 648          108                      No Lates
               1004610996                                 688          108                      No Lates
               1004613868                                 670          106                      No Lates
               1004617613                                 645          108                      No Lates
               1004618104                                 664          106                      No Lates
               1004622572                                 566          108                      No Lates
               1004623161                                 651          106                      No Lates
               1004625356                                 508          108                      1 X 30
               1004625613                                 625          108                      No Lates
               1004626104                                 640          106                      No Lates
               1004626621                                 672          106                      No Lates
               1004626890                                 613          108                      No Lates
               1004627577                                 645          108                      No Lates
               1004628736                                 629          106                      No Lates
               1004630769                                 760          108                      No Lates
               1004632703                                 522          108                      1 X 30
               1004633579                                 553          108                      No Lates
               1004637334                                 528          108                      1 X 60
               1004643336                                 578          108                      No Lates
               1004646208                                 553          108                      No Lates
               1004646413                                 674          106                      No Lates
               1004646994                                 640          106                      No Lates
               1004649116                                 528          108                      No Lates
               1004650817                                 627          106                      No Lates
               1004651166                                 691          106                      No Lates
               1004652218                                 698          106                      No Lates
               1004656884                                 665          106                      No Lates
               1004665892                                 610          106                      No Lates
               1004666025                                 608          108                      No Lates
               1004666560                                 618          106                      No Lates
               1004668210                                 645          106                      No Lates
               1004671554                                 556          108                      No Lates
               1004673491                                 616          106                      1 X 30
               1004674132                                 650          108                      1 X 30
               1004676407                                 663          106                      No Lates
               1004676639                                 535          108                      No Lates
               1004677004                                 676          106                      No Lates
               1004678227                                 523          108                      No Lates
               1004679379                                 575          108                      No Lates
               1004679422                                 642          106                      No Lates
               1004679841                                 659          108                      No Lates
               1004680009                                 594          108                      No Lates
               1004682098                                 602          108                      No Lates
               1004682187                                 688          106                      No Lates
               1004683792                                 526          108                      1 X 60
               1004684238                                 588          108                      No Lates
               1004686423                                 583          108                      No Lates
               1004687128                                 615          106                      No Lates
               1004689689                                 640          106                      No Lates
               1004689858                                 592          108                      No Lates
               1004692791                                 601          106                      No Lates
               1004696840                                 612          106                      No Lates
               1004697634                                 598          108                      No Lates
               1004697741                                 621          108                      No Lates
               1004699099                                 588          106                      No Lates
               1004702147                                 554          108                      No Lates
               1004703208                                 521          108                      2 X 30
               1004703486                                 678          106                      No Lates
               1004706063                                 500          108                      No Lates
               1004706358                                 582          108                      No Lates
               1004707687                                 599          108                      1 X 60
               1004711510                                 512          108                      1 X 60
               1004712430                                 529          108                      1 X 30
               1004713518                                 650          108                      No Lates
               1004715516                                 545          108                      No Lates
               1004715632                                 691          108                      No Lates
               1004716828                                 522          108                      No Lates
               1004718425                                 645          108                      No Lates
               1004718835                                 554          108                      No Lates
               1004719442                                 615          106                      No Lates
               1004719914                                 588          108                      No Lates
               1004723874                                 729          106                      No Lates
               1004724007                                 516          108                      1 X 60
               1004724150                                 510          108                      2 X 30
               1004724613                                 666          108                      2 X 30
               1004725266                                 680          106                      No Lates
               1004726443                                 665          106                      No Lates
               1004731712                                 549          108                      No Lates
               1004733006                                 627          106                      No Lates
               1004733015                                 670          108                      No Lates
               1004733827                                 686          106                      No Lates
               1004737137                                 709          106                      No Lates
               1004738261                                 638          108                      No Lates
               1004739108                                 532          108                      No Lates
               1004741444                                 509          108                      1 X 30
               1004742041                                 534          108                      No Lates
               1004746154                                 630          106                      No Lates
               1004751520                                 562          108                      No Lates
               1004752538                                 543          108                      1 X 30
               1004753671                                 618          106                      No Lates
               1004755009                                 567          108                      1 X 30
               1004755866                                 654          106                      No Lates
               1004758104                                 606          108                      No Lates
               1004758685                                 517          108                      1 X 60
               1004760574                                 653          108                      No Lates
               1004760823                                 670          106                      No Lates
               1004761029                                 619          106                      No Lates
               1004762019                                 670          106                      No Lates
               1004762554                                 622          108                      No Lates
               1004762741                                 500          108                      No Lates
               1004763633                                 552          108                      1 X 60
               1004763866                                 601          108                      No Lates
               1004763991                                 614          108                      No Lates
               1004765196                                 565          108                      1 X 60
               1004766079                                 641          106                      No Lates
               1004766514                                 603          106                      No Lates
               1004767470                                 603          106                      No Lates
               1004767979                                 683          108                      No Lates
               1004768488                                 561          108                      1 X 30
               1004769496                                 505          108                      No Lates
               1004769600                                 691          106                      No Lates
               1004771198                                 725          108                      No Lates
               1004771642                                 787          106                      No Lates
               1004771660                                 518          108                      1 X 30
               1004774685                                 716          106                      No Lates
               1004775531                                 668          106                      No Lates
               1004783381                                 661          106                      No Lates
               1004784772                                 701          106                      No Lates
               1004784941                                 567          108                      No Lates
               1004786976                                 547          108                      No Lates
               1004787369                                 551          108                      No Lates
               1004790042                                 558          108                      1 X 30
               1004791069                                 660          108                      No Lates
               1004791540                                 652          106                      No Lates
               1004792898                                 544          108                      No Lates
               1004793539                                 655          106                      No Lates
               1004796956                                 578          108                      No Lates
               1004797358                                 606          106                      No Lates
               1004797544                                 620          108                      1 X 30
               1004797759                                 625          106                      No Lates
               1004800200                                 658          106                      No Lates
               1004802976                                 634          106                      No Lates
               1004803939                                 510          108                      No Lates
               1004804411                                 699          106                      No Lates
               1004805170                                 723          106                      No Lates
               1004805777                                 546          108                      No Lates
               1004812849                                 642          108                      No Lates
               1004812938                                 587          106                      No Lates
               1004814071                                 592          108                      No Lates
               1004814455                                 624          108                      No Lates
               1004817103                                 569          108                      No Lates
               1004817461                                 656          108                      No Lates
               1004819771                                 731          106                      No Lates
               1004822142                                 702          106                      No Lates
               1004824827                                 624          108                      2 X 60
               1004826852                                 616          106                      No Lates
               1004828146                                 698          106                      No Lates
               1004828333                                 616          108                      No Lates
               1004829458                                 601          108                      No Lates
               1004829519                                 627          108                      No Lates
               1004829742                                 566          108                      1 X 60
               1004831212                                 515          108                      2 X 60
               1004831819                                 665          106                      No Lates
               1004832382                                 715          106                      No Lates
               1004834415                                 561          108                      1 X 30
               1004835557                                 517          108                      No Lates
               1004836039                                 605          106                      No Lates
               1004839660                                 589          108                      No Lates
               1004839884                                 604          106                      No Lates
               1004842941                                 615          106                      No Lates
               1004844663                                 604          106                      No Lates
               1004846876                                 541          108                      No Lates
               1004848375                                 606          108                      No Lates
               1004854731                                 518          108                      1 X 60
               1004855589                                 581          108                      No Lates
               1004863277                                 609          108                      No Lates
               1004863954                                 755          108                      No Lates
               1004866050                                 612          106                      No Lates
               1004867157                                 573          108                      No Lates
               1004868281                                 732          108                      No Lates
               1004869084                                 500          108                      No Lates
               1004869315                                 689          106                      No Lates
               1004873293                                 621          108                      1 X 30
               1004879055                                 635          106                      No Lates
               1004881462                                 502          108                      3 X 30
               1004883139                                 600          106                      No Lates
               1004883816                                 613          106                      No Lates
               1004884450                                 564          108                      1 X 30
               1004884824                                 508          108                      No Lates
               1004885967                                 571          108                      No Lates
               1004889455                                 549          108                      1 X 60
               1004889552                                 647          106                      No Lates
               1004889865                                 719          106                      No Lates
               1004894252                                 743          106                      No Lates
               1004894662                                 694          106                      No Lates
               1004894715                                 500          108                      1 X 90
               1004899051                                 633          106                      No Lates
               1004907033                                 500          108                      1 X 60
               1004907122                                 562          108                      3 X 30
               1004907239                                 708          106                      No Lates
               1004908470                                 596          108                      No Lates
               1004908979                                 772          106                      No Lates
               1004909219                                 516          108                      1 X 30
               1004911395                                 639          106                      No Lates
               1004911821                                 598          108                      1 X 30
               1004914613                                 504          108                      1 X 30
               1004915275                                 675          106                      No Lates
               1004917111                                 591          108                      No Lates
               1004917362                                 639          106                      No Lates
               1004920704                                 654          108                      No Lates
               1004922230                                 569          108                      No Lates
               1004923266                                 568          108                      No Lates
               1004926003                                 560          108                      No Lates
               1004926281                                 624          108                      No Lates
               1004926646                                 611          106                      No Lates
               1004931854                                 760          106                      No Lates
               1004933709                                 509          108                      No Lates
               1004933941                                 591          106                      No Lates
               1004935440                                 501          108                      1 X 30
               1004937046                                 515          108                      2 X 30
               1004937117                                 576          108                      No Lates
               1004938731                                 607          108                      2 X 30
               1004939099                                 514          108                      1 X 60
               1004939106                                 600          106                      No Lates
               1004943388                                 609          108                      No Lates
               1004945714                                 780          106                      No Lates
               1004949756                                 621          106                      No Lates
               1004950912                                 628          108                      No Lates
               1004958665                                 504          108                      No Lates
               1004958852                                 616          108                      No Lates
               1004959094                                 654          106                      No Lates
               1004960661                                 619          108                      No Lates
               1004960821                                 645          106                      No Lates
               1004962053                                 684          106                      No Lates
               1004962213                                 627          106                      No Lates
               1004963089                                 626          106                      No Lates
               1004963418                                 628          106                      No Lates
               1004963944                                 621          106                      No Lates
               1004963962                                 617          106                      No Lates
               1004964916                                 620          108                      No Lates
               1004967496                                 631          106                      No Lates
               1004968093                                 636          106                      No Lates
               1004970222                                 680          106                      No Lates
               1004972337                                 604          108                      No Lates
               1004974148                                 617          108                      No Lates
               1004974451                                 589          106                      No Lates
               1004977225                                 635          106                      No Lates
               1004978206                                 594          106                      No Lates
               1004978876                                 655          108                      No Lates
               1004979786                                 682          106                      No Lates
               1004982228                                 627          106                      No Lates
               1004987027                                 592          108                      No Lates
               1004991968                                 500          108                      No Lates
               1004996687                                 506          108                      No Lates
               1005003998                                 685          106                      No Lates
               1005005433                                 537          108                      No Lates
               1005006058                                 646          106                      No Lates
               1005010418                                 608          106                      No Lates
               1005010926                                 600          106                      No Lates
               1005017091                                 634          108                      No Lates
               1005021825                                 627          108                      No Lates
               1005023672                                 648          106                      No Lates
               1005024868                                 636          108                      1 X 30
               1005024911                                 651          108                      No Lates
               1005028347                                 768          106                      No Lates
               1005031413                                 637          108                      No Lates
               1005033849                                 629          108                      No Lates
               1005036454                                 621          106                      No Lates
               1005038791                                 655          106                      No Lates
               1005049761                                 610          108                      No Lates
               1005060444                                 625          108                      No Lates
               1005060738                                 626          106                      No Lates
               1005060881                                 667          106                      No Lates
               1005062647                                 633          108                      2 X 30
               1005063637                                 657          106                      No Lates
               1005065234                                 629          106                      No Lates
               1005068035                                 606          108                      No Lates
               1005078916                                 553          108                      No Lates
               1005082180                                 609          106                      No Lates
               1005084892                                 575          108                      No Lates
               1005086275                                 578          108                      No Lates
               1005090457                                 630          108                      1 X 30
               1005091660                                 621          108                      No Lates
               1005101793                                 554          108                      No Lates
               1005106805                                 631          106                      No Lates
               1005109278                                 676          106                      No Lates
               1005121067                                 629          108                      No Lates
                  2173870                                 582          106                      NO LATES
                  2191294                                 559          108                      NO LATES
                  2191369                                 643          108                      NO LATES
                  2193243                                 632          108                      NO LATES
                  2195348                                 650          106                      NO LATES
                  2195363                                 693          108                      NO LATES
                  2196205                                 511          108                      1 X 60
                  2198353                                 663          108                      1 X 30
                  2200448                                 697          108                      NO LATES
                  2200835                                 704          108                      NO LATES
                  2201219                                 585          108                      NO LATES
                  2201723                                 686          108                      NO LATES
                  2202059                                 597          108                      NO LATES
                  2203670                                 652          108                      NO LATES
                  2206411                                 686          108                      NO LATES
                  2207135                                 585          106                      NO LATES
                  2207338                                 682          108                      NO LATES
                  2207621                                 538          108                      NO LATES
                  2212169                                 666          108                      NO LATES
                  2214110                                 694          108                      NO LATES
                  2216030                                 525          108                        X NOD
                  2216083                                 606          108                      NO LATES
                  2216313                                 584          108                      NO LATES
                  2216544                                 527          108                      1 X 30
                  2217251                                 576          108                      1 X 60
                  2218068                                 593          108                      NO LATES
                  2222981                                 538          108                      NO LATES
                  2225169                                 540          108                      2 X 30
                  2227174                                 517          108                      1 X 90
                  2229722                                 602          108                      NO LATES
                  2232613                                 556          108                      1 X 30
                  2232755                                 517          108                      3 X 30
                  2235480                                 530          108                      3 X 30
                  2236887                                 603          108                      NO LATES
                  2238593                                 543          108                      1 X 30
               1002087734                                 776          302                      No Lates
               1002272276                                 605          108                      No Lates
               1002275013                                 787          106                      No Lates
               1002325077                                 583          106                      No Lates
               1002414088                                 729          108                      No Lates
               1002519279                                 608          106                      No Lates
               1002542706                                 643          108                      No Lates
               1002574921                                 747          106                      No Lates
               1002608734                                 608          108                      No Lates
               1002612596                                 606          106                      No Lates
               1002627633                                 623          106                      No Lates
               1002627679                                 584          108                      No Lates
               1002634199                                 692          108                      No Lates
               1002638060                                 609          108                      No Lates
               1002638275                                 659          108                      No Lates
               1002646220                                 605          108                      1 X 30
               1002646916                                 615          108                      No Lates
               1002679701                                 632          108                      No Lates
               1002689585                                 708          302                      No Lates
               1002691304                                 618          108                      No Lates
               1002699093                                 636          106                      No Lates
               1002716662                                 583          108                      No Lates
               1002758803                                 563          108                      2 X 30
               1002786765                                 600          108                      1 X 30
               1002801695                                 646          108                      No Lates
               1002830315                                 621          108                      No Lates
               1002833535                                 693          106                      No Lates
               1002840037                                 651          108                      No Lates
               1002842151                                 695          106                      No Lates
               1002842801                                 598          108                      No Lates
               1002859008                                 566          108                      No Lates
               1002861282                                 702          108                      No Lates
               1002864644                                 677          108                      No Lates
               1002865867                                 654          108                      No Lates
               1002885827                                 632          108                      No Lates
               1002889084                                 613          106                      No Lates
               1002896156                                 540          108                      No Lates
               1002901514                                 625          108                      No Lates
               1002902684                                 660          106                      No Lates
               1002903861                                 648          106                      No Lates
               1002905413                                 552          108                      No Lates
               1002920236                                 611          108                      2 X 30
               1002924928                                 620          108                      No Lates
               1002931322                                 617          108                      No Lates
               1002952549                                 640          108                      No Lates
               1002957401                                 625          108                      No Lates
               1002958062                                 623          108                      No Lates
               1002961931                                 720          903                      No Lates
               1002968113                                 711          106                      No Lates
               1002972297                                 704          108                      No Lates
               1002982874                                 649          108                      No Lates
               1002985078                                 526          108                      No Lates
               1002985158                                 560          108                      No Lates
               1003007659                                 564          108                      No Lates
               1003022357                                 617          108                      No Lates
               1003030534                                 722          108                      No Lates
               1003031436                                 569          108                      No Lates
               1003033434                                 610          108                      No Lates
               1003040097                                 622          108                      No Lates
               1003041309                                 503          108                      1 X 30
               1003043085                                 620          108                      No Lates
               1003049285                                 678          108                      No Lates
               1003053901                                 568          108                      No Lates
               1003055142                                 725          108                      No Lates
               1003055605                                 644          108                      No Lates
               1003058256                                 648          108                      No Lates
               1003064882                                 545          108                      No Lates
               1003067567                                 686          108                      No Lates
               1003071598                                 630          108                      No Lates
               1003080855                                 553          108                      No Lates
               1003086494                                 742          108                      No Lates
               1003094993                                 657          108                      No Lates
               1003095108                                 650          108                      No Lates
               1003095135                                 579          108                      No Lates
               1003096704                                 649          106                      No Lates
               1003099774                                 544          108                      2 X 30
               1003100469                                 645          106                      No Lates
               1003101967                                 771          106                      No Lates
               1003101994                                 683          108                      No Lates
               1003104054                                 571          108                      2 X 30
               1003105687                                 564          108                      1 X 60
               1003113099                                 690          108                      No Lates
               1003116522                                 651          108                      No Lates
               1003121623                                 614          108                      No Lates
               1003125371                                 652          106                      No Lates
               1003127119                                 541          108                      1 X 30
               1003127814                                 776          108                      No Lates
               1003128270                                 547          108                      1 X 30
               1003129938                                 612          106                      No Lates
               1003130677                                 637          106                      No Lates
               1003131603                                 539          108                      2 X 30
               1003137689                                 675          108                      No Lates
               1003139099                                 539          108                      No Lates
               1003141139                                 662          106                      No Lates
               1003144751                                 606          108                      No Lates
               1003148524                                 780          108                      No Lates
               1003165176                                 673          106                      No Lates
               1003173657                                 613          108                      No Lates
               1003174371                                 657          108                      No Lates
               1003177751                                 541          108                      3 X 30
               1003183637                                 691          108                      No Lates
               1003190077                                 677          106                      No Lates
               1003196525                                 676          108                      No Lates
               1003210796                                 630          903                      No Lates
               1003220785                                 503          108                      No Lates
               1003225799                                 602          108                      No Lates
               1003226547                                 606          108                      1 X 30
               1003226949                                 523          108                      No Lates
               1003227252                                 691          106                      No Lates
               1003228689                                 635          108                      No Lates
               1003236215                                 622          108                      No Lates
               1003239178                                 547          108                      No Lates
               1003240077                                 608          108                      No Lates
               1003249096                                 545          108                      2 X 30
               1003260232                                 526          108                      2 X 30
               1003276065                                 541          108                      1 X 60
               1003276671                                 513          108                      No Lates
               1003285894                                 704          108                      No Lates
               1003286937                                 621          108                      No Lates
               1003307424                                 631          106                      1 X 30
               1003310287                                 621          106                      No Lates
               1003367797                                 583          108                      1 X 30
               1003374093                                 655          106                      No Lates
               1003379329                                 575          108                      No Lates
               1003381389                                 666          106                      1 X 30
               1003382538                                 624          108                      No Lates
               1003387579                                 612          108                      1 X 30
               1003388738                                 639          106                      No Lates
               1003403711                                 646          108                      1 X 30
               1003414022                                 567          108                      No Lates
               1003424048                                 708          108                      No Lates
               1003427045                                 608          106                      1 X 30
               1003427143                                 593          106                      No Lates
               1003427269                                 595          108                      No Lates
               1003431708                                 549          108                      2 X 30
               1003436669                                 523          108                      No Lates
               1003443170                                 550          108                      1 X 30
               1003455415                                 615          106                      No Lates
               1003464539                                 592          108                      No Lates
               1003476713                                 503          108                      No Lates
               1003486338                                 797          108                      No Lates
               1003488933                                 578          108                      No Lates
               1003490902                                 526          108                      No Lates
               1003513406                                 546          108                      No Lates
               1003518759                                 683          108                      No Lates
               1003521353                                 604          106                      No Lates
               1003521870                                 743          108                      No Lates
               1003525386                                 692          106                      No Lates
               1003532083                                 640          108                      No Lates
               1003536294                                 613          108                      No Lates
               1003551258                                 586          106                      No Lates
               1003552195                                 641          108                      1 X 30
               1003555272                                 612          108                      No Lates
               1003563815                                 510          108                      No Lates
               1003567517                                 641          108                      1 X 60
               1003579103                                 676          106                      No Lates
               1003581582                                 539          108                      2 X 30
               1003586159                                 555          108                      No Lates
               1003601855                                 730          106                      No Lates
               1003607145                                 631          108                      No Lates
               1003611096                                 599          108                      No Lates
               1003614351                                 598          106                      No Lates
               1003616625                                 603          108                      No Lates
               1003617759                                 532          108                      No Lates
               1003624117                                 708          106                      No Lates
               1003638816                                 590          108                      2 X 30
               1003650089                                 708          106                      No Lates
               1003667632                                 621          108                      No Lates
               1003670664                                 724          108                      No Lates
               1003679656                                 595          108                      No Lates
               1003683197                                 663          108                      No Lates
               1003687683                                 514          108                      1 X 60
               1003696637                                 511          108                      6 X 30
               1003699821                                 612          106                      No Lates
               1003724198                                 508          108                      No Lates
               1003733124                                 621          108                      No Lates
               1003735818                                 653          106                      No Lates
               1003740385                                 551          108                      No Lates
               1003756563                                 565          108                      1 X 30
               1003758188                                 679          106                      No Lates
               1003758482                                 641          108                      No Lates
               1003767089                                 644          106                      No Lates
               1003767481                                 533          108                      1 X 30
               1003775613                                 638          108                      No Lates
               1003778148                                 602          108                      No Lates
               1003785639                                 669          108                      No Lates
               1003794344                                 582          108                      4 X 30
               1003807394                                 625          108                      No Lates
               1003811487                                 556          108                      No Lates
               1003819666                                 533          108                      1 X 90
               1003829646                                 537          108                      1 X 30
               1003836978                                 563          108                      No Lates
               1003843443                                 533          108                      1 X 30
               1003845940                                 576          108                      No Lates
               1003852227                                 581          108                      No Lates
               1003864009                                 765          302                      No Lates
               1003870216                                 507          108                      1 X 90
               1003873044                                 759          108                      No Lates
               1003880349                                 684          108                      No Lates
               1003901086                                 613          108                      1 X 30
               1003924098                                 644          106                      No Lates
               1003925989                                 550          108                      2 X 30
               1003927193                                 610          108                      3 X 30
               1003931570                                 638          108                      No Lates
               1003935193                                 611          108                      No Lates
               1003960645                                 585          108                      No Lates
               1003963009                                 696          106                      No Lates
               1003963483                                 678          108                      1 X 30
               1003964268                                 609          108                      1 X 30
               1003969076                                 579          108                      1 X 30
               1003969361                                 604          108                      No Lates
               1003978994                                 624          108                      No Lates
               1003983522                                 738          106                      No Lates
               1003997946                                 624          108                      1 X 60
               1003999221                                 638          108                      1 X 30
               1004000887                                 589          108                      1 X 30
               1004005276                                 636          108                      3 X 30
               1004005926                                 672          108                      1 X 30
               1004008308                                 614          108                      No Lates
               1004016193                                 550          108                      No Lates
               1004024031                                 727          106                      No Lates
               1004025717                                 641          108                      No Lates
               1004026128                                 517          108                      3 X 30
               1004028368                                 607          106                      No Lates
               1004031602                                 610          108                      No Lates
               1004032576                                 535          108                      3 X 30
               1004033511                                 612          108                      1 X 30
               1004033913                                 769          108                      No Lates
               1004043813                                 587          106                      No Lates
               1004049194                                 608          108                      No Lates
               1004050207                                 662          108                      No Lates
               1004050699                                 631          108                      No Lates
               1004051359                                 723          108                      No Lates
               1004059422                                 594          108                      No Lates
               1004062383                                 520          108                      1 X 30
               1004068485                                 658          106                      No Lates
               1004070490                                 508          108                      3 X 30
               1004095525                                 504          108                      1 X 30
               1004106675                                 620          108                      No Lates
               1004118387                                 682          108                      No Lates
               1004121952                                 607          108                      No Lates
               1004126216                                 692          108                      No Lates
               1004133636                                 513          108                      5 X 30
               1004135411                                 693          108                      No Lates
               1004141164                                 619          108                      No Lates
               1004174529                                 658          106                      No Lates
               1004193152                                 551          108                      1 X 30
               1004198807                                 532          108                      No Lates
               1004216869                                 670          106                      No Lates
               1004227946                                 521          108                      2 X 30
               1004237061                                 578          108                      No Lates
               1004238104                                 575          108                      No Lates
               1004244437                                 640          108                      No Lates
               1004246792                                 761          108                      No Lates
               1004248040                                 667          106                      No Lates
               1004248905                                 615          108                      No Lates
               1004251678                                 519          108                      No Lates
               1004261603                                 690          108                      1 X 30
               1004276456                                 556          108                      No Lates
               1004289558                                 685          108                      No Lates
               1004330904                                 591          108                      1 X 30
               1004358554                                 607          108                      No Lates
               1004359928                                 654          108                      No Lates
               1004373895                                 638          106                      No Lates
               1004391107                                 646          106                      No Lates
               1004394729                                 528          108                      1 X 60
               1004399804                                 648          106                      No Lates
               1004406306                                 637          108                      No Lates
               1004411602                                 567          108                      No Lates
               1004419873                                 601          108                      No Lates
               1004444337                                 632          106                      No Lates
               1004491419                                 564          108                      1 X 30
               1004491687                                 613          108                      No Lates
               1004519676                                 662          106                      No Lates
               1004522957                                 648          108                      No Lates
               1004525213                                 716          106                      No Lates
               1004528087                                 640          106                      No Lates
               1004529479                                 682          108                      No Lates
               1004538325                                 698          106                      No Lates
               1004545978                                 746          106                      No Lates
               1004546316                                 618          108                      No Lates
               1004557312                                 622          106                      No Lates
               1004563706                                 621          106                      No Lates
               1004574106                                 667          108                      No Lates
               1004575917                                 677          106                      No Lates
               1004600195                                 645          108                      No Lates
               1004614457                                 570          108                      No Lates
               1004620253                                 571          108                      3 X 30
               1004625258                                 625          106                      No Lates
               1004626961                                 550          108                      No Lates
               1004628656                                 591          106                      No Lates
               1004639822                                 723          106                      No Lates
               1004662733                                 502          108                      1 X 60
               1004667872                                 690          106                      No Lates
               1004667961                                 665          106                      No Lates
               1004668078                                 527          108                      1 X 30
               1004672241                                 639          106                      No Lates
               1004674962                                 628          106                      No Lates
               1004677068                                 595          108                      1 X 30
               1004681614                                 607          106                      No Lates
               1004681801                                 642          106                      No Lates
               1004688742                                 670          108                      No Lates
               1004699302                                 580          108                      No Lates
               1004700461                                 707          106                      No Lates
               1004716953                                 683          106                      No Lates
               1004723829                                 631          108                      No Lates
               1004726568                                 607          108                      No Lates
               1004728780                                 654          108                      No Lates
               1004731650                                 668          106                      No Lates
               1004735077                                 624          108                      No Lates
               1004738822                                 508          108                      1 X 30
               1004741961                                 632          106                      No Lates
               1004742808                                 592          108                      No Lates
               1004744398                                 568          108                      No Lates
               1004753877                                 667          106                      No Lates
               1004757864                                 684          106                      No Lates
               1004772936                                 607          108                      No Lates
               1004775611                                 703          106                      No Lates
               1004785067                                 635          106                      No Lates
               1004790989                                 591          108                      1 X 30
               1004817176                                 581          108                      No Lates
               1004819879                                 509          108                      1 X 90
               1004827183                                 622          106                      No Lates
               1004834308                                 654          108                      No Lates
               1004837332                                 596          108                      No Lates
               1004837733                                 683          106                      No Lates
               1004846019                                 685          106                      No Lates
               1004890675                                 631          106                      No Lates
               1004925870                                 664          108                      No Lates
               1004925889                                 616          108                      2 X 30
               1004929509                                 602          108                      1 X 30
               1004966362                                 714          106                      No Lates
               1004978607                                 673          106                      No Lates
               1005002007                                 739          106                      No Lates
               1005093775                                 662          106                      No Lates
               1004389986                                 628          108                      1 X 60
               1004611904                                 607          108                      No Lates
               1004712779                                 535          108                      No Lates
               1005002329                                 730          106                      No Lates
               1004381813                                 658          106                      No Lates
               1004717113                                 599          108                      1 X 30
                  2160139                                 702          108                      NO LATES
                  2173857                                 575          108                      NO LATES
                  2191346                                 567          108                      1 X 30
                  2215695                                 566          108                      2 X 30
                  2216505                                 529          108                      4 X 30
                  2219950                                 645          108                      NO LATES
                  2229793                                 539          108                      1 X 60
                  2243676                                 541          108                      NO LATES
               1000660573                                 614          106                      No Lates
               1002004556                                 610          108                      No Lates
               1002106508                                 660          106                      No Lates
               1002447187                                 596          108                      No Lates
               1002450582                                 672          106                      No Lates
               1002624431                                 619          108                      No Lates
               1002653079                                 682          108                      No Lates
               1002696853                                 596          106                      No Lates
               1002826570                                 626          108                      No Lates
               1002877756                                 624          108                      No Lates
               1002881279                                 658          903                      No Lates
               1002909892                                 597          108                      No Lates
               1002909963                                 654          108                      1 X 30
               1002949340                                 636          903                      No Lates
               1002951372                                 580          108                      No Lates
               1002954529                                 677          108                      No Lates
               1003005198                                 613          108                      1 X 30
               1003010495                                 605          903                      No Lates
               1003036057                                 655          108                      No Lates
               1003042932                                 703          108                      No Lates
               1003047526                                 737          108                      No Lates
               1003049828                                 630          903                      No Lates
               1003051798                                 654          108                      No Lates
               1003060403                                 660          903                      No Lates
               1003076879                                 614          108                      1 X 30
               1003123863                                 712          108                      No Lates
               1003126352                                 607          108                      1 X 30
               1003127663                                 528          108                      No Lates
               1003139035                                 596          108                      No Lates
               1003139446                                 594          106                      No Lates
               1003151626                                 674          903                      No Lates
               1003158380                                 672          108                      No Lates
               1003160563                                 625          108                      No Lates
               1003162543                                 779          903                      No Lates
               1003167744                                 651          108                      No Lates
               1003167771                                 718          903                      No Lates
               1003174834                                 574          108                      No Lates
               1003196598                                 530          108                      1 X 30
               1003241129                                 649          903                      No Lates
               1003250494                                 681          106                      No Lates
               1003254052                                 578          106                      No Lates
               1003262347                                 648          108                      No Lates
               1003265111                                 729          108                      No Lates
               1003287302                                 617          903                      No Lates
               1003287375                                 768          108                      No Lates
               1003291636                                 606          108                      No Lates
               1003333949                                 700          108                      No Lates
               1003338999                                 635          108                      No Lates
               1003342047                                 685          302                      No Lates
               1003387276                                 627          903                      1 X 30
               1003402179                                 548          108                      No Lates
               1003408093                                 644          903                      No Lates
               1003416510                                 644          108                      No Lates
               1003476018                                 665          108                      No Lates
               1003519017                                 783          302                      No Lates
               1003538675                                 587          106                      No Lates
               1003554969                                 606          903                      No Lates
               1003612870                                 562          108                      1 X 90
               1003721896                                 634          108                      1 X 90
               1003724759                                 657          108                      No Lates
               1003756402                                 680          108                      No Lates
               1003757964                                 610          106                      No Lates
               1003764055                                 600          108                      No Lates
               1003776523                                 560          108                      No Lates
               1003779209                                 658          106                      No Lates
               1003791846                                 760          106                      No Lates
               1003795646                                 607          108                      No Lates
               1003805895                                 583          108                      No Lates
               1003837165                                 584          108                      No Lates
               1003907259                                 662          108                      No Lates
               1003969496                                 693          106                      No Lates
               1003997278                                 702          106                      No Lates
               1003999285                                 707          108                      No Lates
               1004009897                                 603          108                      1 X 30
               1004037081                                 625          108                      No Lates
               1004040727                                 626          108                      6 X 60
               1004085643                                 674          106                      No Lates
               1004143750                                 521          108                      3 X 60
               1004155434                                 634          108                      No Lates
               1004156264                                 657          108                      No Lates
               1004187775                                 658          106                      No Lates
               1004189130                                 605          106                      No Lates
               1004189210                                 545          108                      1 X 30
               1004216547                                 575          106                      No Lates
               1004233804                                 642          106                      No Lates
               1004238186                                 522          108                      1 X 30
               1004251865                                 672          108                      No Lates
               1004253346                                 566          108                      No Lates
               1004269259                                 654          108                      No Lates
               1004278061                                 679          106                      No Lates
               1004308047                                 580          108                      No Lates
               1004310828                                 611          106                      No Lates
               1004322469                                 679          108                      No Lates
               1004328953                                 711          903                      No Lates
               1004361345                                 610          903                      No Lates
               1004365626                                 534          108                      No Lates
               1004395817                                 630          108                      1 X 60
               1004399984                                 538          108                      No Lates
               1004417955                                 579          108                      No Lates
               1004442295                                 701          108                      No Lates
               1004462227                                 547          108                      3 X 30
               1004474018                                 598          108                      No Lates
               1004481705                                 622          108                      No Lates
               1004482143                                 636          903                      No Lates
               1004488762                                 556          108                      1 X 60
               1004498886                                 565          108                      1 X 60
               1004505164                                 664          106                      No Lates
               1004544185                                 651          108                      No Lates
               1004552175                                 570          108                      2 X 30
               1004581937                                 594          108                      No Lates
               1004594503                                 562          108                      No Lates
               1004595502                                 635          903                      No Lates
               1004605797                                 611          903                      No Lates
               1004619256                                 545          108                      No Lates
               1004643684                                 551          108                      1 X 60
               1004645049                                 643          108                      No Lates
               1004647127                                 619          108                      No Lates
               1004670546                                 587          108                      No Lates
               1004672483                                 649          108                      No Lates
               1004675426                                 620          108                      No Lates
               1004678450                                 715          106                      No Lates
               1004685344                                 618          903                      No Lates
               1004694762                                 607          108                      No Lates
               1004696500                                 595          108                      No Lates
               1004703226                                 684          106                      No Lates
               1004712118                                 623          108                      No Lates
               1004723071                                 694          106                      No Lates
               1004723963                                 535          108                      1 X 30
               1004724686                                 536          108                      No Lates
               1004737743                                 635          108                      No Lates
               1004752841                                 694          903                      No Lates
               1004755900                                 632          903                      1 X 30
               1004766220                                 639          106                      No Lates
               1004766603                                 575          108                      No Lates
               1004768237                                 575          108                      No Lates
               1004775327                                 657          108                      No Lates
               1004792905                                 617          903                      No Lates
               1004811154                                 689          903                      No Lates
               1004812439                                 661          108                      No Lates
               1004829831                                 626          106                      No Lates
               1004846983                                 576          108                      1 X 30
               1004854232                                 653          106                      No Lates
               1004873391                                 662          106                      No Lates
               1004873836                                 666          106                      No Lates
               1004876539                                 650          108                      2 X 30
               1004885280                                 557          108                      3 X 60
               1004885850                                 570          108                      No Lates
               1004895260                                 628          106                      No Lates
               1004904802                                 634          108                      No Lates
               1004905080                                 585          108                      No Lates
               1004911402                                 597          108                      1 X 30
               1004922622                                 650          108                      No Lates
               1004933861                                 582          108                      No Lates
               1004940997                                 557          108                      No Lates
               1004958558                                 643          108                      No Lates
               1004960448                                 531          108                      No Lates
               1004962277                                 653          106                      No Lates
               1004988516                                 696          302                      No Lates
               1004988570                                 651          108                      No Lates
               1005003391                                 632          106                      No Lates
               1005020470                                 562          108                      No Lates
               1005049663                                 690          108                      No Lates
               1005060863                                 616          108                      No Lates
               1005081216                                 610          106                      No Lates
               1005089744                                 639          106                      No Lates
               1004697527                                 558          108                      No Lates
               1004745422                                 558          108                      No Lates




Cash in Lieu


Legal Hold
               1004156451                                 607          106                      No Lates
               1004908988                                 545          108                      No Lates
               1002992300                                 613          108                      No Lates


Compliance Hold
               1004095231                                 652          106                      No Lates


Paid In Full
               1003373307                                 780          302                      No Lates
               1002434994                                 689          302                      No Lates
               1003237553                                 703          108                      No Lates
               1003088928                                 618          108                      No Lates
               1003432690                                 590          108                      No Lates
               1002756681                                 550          108                      No Lates
               1002868506                                 516          108                      1 X 30
               1003405336                                 734          108                      No Lates
               1003417626                                 735          302                      No Lates
               1003228509                                 554          108                      1 X 30


Withdrawn
               1002257177                                 626          108                      1 X 30
               1002785150                                 625          108                      2 X 60
               1002835329                                 598          108                      No Lates


Unfunded
               1004386701                                 549          108                      No Lates
               1004511148                                 638          108                      1 X 30
               1004598830                                 666          108                      No Lates
               1004696733                                 633          108                      No Lates
               1004878564                                 625          106                      No Lates
               1005077873                                 587          106                      No Lates


Wet Loans
               1004110599                                 560          108                      No Lates
               1004225813                                 658          106                      No Lates
               1004227134                                 593          108                      1 X 30
               1004800861                                 610          108                      No Lates
               1004260445                                 517          108                      2 X 60
               1004529816                                 591          106                      No Lates
               1002784892                                 647          106                      No Lates
               1004790248                                 602          108                      2 X 30


Credit Kicks
               1004715712                                 588          108                      1 X 30
               1002303475                                 589          106                      No Lates
               1002848645                                 514          108                      1 X 60
               1003189515                                 619          106                      No Lates
               1002050443                                 578          106                      No Lates
               1003026255                                 594          106                      No Lates




loan_id                                      hansen_score              borr_income              note_date
--------------------------------------------------------------------------------------------------------------
                  2042848                                   2                     3384              8/18/2005
                  2157899                                                         7000               8/3/2005
                  2175436                                   2                  1670.38               8/3/2005
                  2177793                                   4                     4539              8/17/2005
                  2177817                                   1                    10592             11/23/2005
                  2181320                                                         5397              8/26/2005
                  2182315                                                        12091              8/10/2005
                  2182333                                   2                     5000              8/11/2005
                  2185660                                   3                     1576               8/4/2005
                  2185904                                   4                     9570              8/26/2005
                  2186202                                   1                  21901.7              7/27/2005
                  2186869                                   3                     4562              8/26/2005
                  2188333                                   4                     1975               9/7/2005
                  2188692                                   3                     2322              8/24/2005
                  2190566                                   3                     6130              8/26/2005
                  2190748                                   3                    37535              8/12/2005
                  2190966                                   2                    21453              8/25/2005
                  2191050                                   4                     1686              8/11/2005
                  2193474                                   2                     3728              8/25/2005
                  2195054                                   3                     7889              8/10/2005
                  2196581                                   3                     4204               8/9/2005
                  2196621                                   4                     9895              8/10/2005
                  2196898                                   4                     3005              10/5/2005
                  2197597                                   1                     6441              8/11/2005
                  2197853                                   4                     5176              8/23/2005
                  2198166                                   2                     6555              8/23/2005
                  2198549                                   2                     4800              8/22/2005
                  2200651                                   3                     5417              8/15/2005
                  2200734                                   2                     5429              9/15/2005
                  2201475                                   2                     4428              8/11/2005
                  2201548                                   1                     6907              8/25/2005
                  2201847                                   3                  3922.67              9/21/2005
                  2202014                                   1                     3919              8/16/2005
                  2202605                                   3                     3671              8/26/2005
                  2203226                                   3                     7024               8/9/2005
                  2203840                                   2                     1595              8/26/2005
                  2203845                                   2                     6870              9/21/2005
                  2204027                                   2                     6185              8/22/2005
                  2204091                                   4                     2156              8/23/2005
                  2204897                                   4                     3390              8/26/2005
                  2205037                                   4                     2500              8/16/2005
                  2205145                                   4                     3953              8/26/2005
                  2206249                                   2                     7100              8/24/2005
                  2206516                                   3                     4910              8/25/2005
                  2207358                                                         7529              8/24/2005
                  2207990                                   3                     4568              8/26/2005
                  2209466                                   4                     5968              8/24/2005
                  2209496                                   4                     5719              8/26/2005
                  2210068                                   3                  1792.25              8/25/2005
                  2210395                                   3                     3837              8/24/2005
                  2210818                                   2                     6318              10/7/2005
                  2212383                                   2                     4247              9/26/2005
                  2212806                                   3                    25000              8/23/2005
                  2213042                                   3                     1831              8/23/2005
                  2216005                                   2                     4898              11/1/2005
                  2216495                                   2                     5000              8/25/2005
                  2216832                                   3                     4510              9/23/2005
                  2217461                                   2                     6376               9/2/2005
                  2217483                                   2                     1560              9/26/2005
                  2217863                                   2                     2791             10/26/2005
                  2218061                                   4                     1387              9/20/2005
                  2218170                                   2                     2018             10/14/2005
                  2218966                                   3                     3918              10/7/2005
                  2221396                                   2                     6588              10/3/2005
                  2221896                                   4                     5460              9/27/2005
                  2221957                                   4                     4854              9/24/2005
                  2222218                                   2                     5103              9/26/2005
                  2222589                                   2                     8468              10/3/2005
                  2222895                                   3                     6454              10/1/2005
                  2223357                                   2                     6000              9/21/2005
                  2223763                                   3                     4897              9/16/2005
                  2224520                                   3                     4529              9/16/2005
                  2225877                                   3                     2735             10/11/2005
                  2226239                                   2                     4840              9/17/2005
                  2226410                                   2                     3836             10/17/2005
                  2227080                                   1                     2838              9/26/2005
                  2227866                                   3                    14600              9/23/2005
                  2235353                                   3                    10319              9/21/2005
                  2239817                                   4                     6254             10/11/2005
                  2240997                                   3                     1553              11/2/2005
                  2241215                                   4                     4554              10/6/2005
                  2243700                                   1                     1493             10/13/2005
                  2248426                                   3                     2800             11/16/2005
                  2248500                                   4                     2296             10/14/2005
                  2248847                                   2                     9637             10/14/2005
                  2248996                                   3                     7033             10/20/2005
                  2249438                                   4                     1882             10/11/2005
                  2249878                                   1                     8000             10/26/2005
                  2250684                                   3                     3963             10/19/2005
                  2251049                                   4                     3627             11/21/2005
               1000720223                                   3                     2500              6/30/2005
               1001988219                                   0                  6528.73              7/28/2005
               1002049367                                   2                     9100              7/21/2005
               1002276619                                   3                  8630.86              6/17/2005
               1002348999                                   1                  6289.14              8/24/2005
               1002371310                                   2                 11003.08              6/10/2005
               1002468706                                   3                  5611.91              6/17/2005
               1002478223                                   3                     8075              7/25/2005
               1002480381                                   3                   5001.3              6/24/2005
               1002501475                                   3                     8796              7/14/2005
               1002593562                                   4                     3800              8/15/2005
               1002615566                                   3                 12056.96              7/29/2005
               1002617190                                   3                     7600              8/25/2005
               1002617699                                   3                 12056.96              7/29/2005
               1002619250                                   3                  6773.59              8/25/2005
               1002621700                                   1                    14275              7/14/2005
               1002627385                                   3                     5833              6/30/2005
               1002645089                                   1                 12122.94              8/16/2005
               1002652757                                   3                  5588.45               7/1/2005
               1002661346                                   1                 23555.29              11/2/2005
               1002670522                                   2                    12001               8/1/2005
               1002680548                                   4                    17900              8/19/2005
               1002684553                                   1                     8000               7/9/2005
               1002686169                                   1                 12861.68              7/28/2005
               1002692492                                   3                  9231.94             10/14/2005
               1002693115                                   3                    11500              7/19/2005
               1002705380                                   3                 15547.65              8/15/2005
               1002707501                                   4                     4246              7/22/2005
               1002734508                                   1                  6579.42              7/27/2005
               1002759303                                   3                  3294.74              8/19/2005
               1002760284                                   3                     6350               8/1/2005
               1002760293                                   3                  9396.58              7/15/2005
               1002765332                                   1                    16000              7/29/2005
               1002767410                                   3                 10086.61              7/29/2005
               1002771735                                   4                  4451.16              8/19/2005
               1002775740                                   1                  12164.5               8/4/2005
               1002778952                                   3                     8478              7/13/2005
               1002784464                                   4                     9399              8/24/2005
               1002795960                                   4                  3080.92              8/11/2005
               1002803354                                   3                  2773.32              7/20/2005
               1002804040                                   4                  5748.17              7/28/2005
               1002805334                                   1                     7700              8/17/2005
               1002818106                                   3                     8250              8/16/2005
               1002818446                                   4                     3700               7/7/2005
               1002818641                                   1                     5100               8/3/2005
               1002827123                                   1                     4800              8/12/2005
               1002864760                                   3                     7895              8/19/2005
               1002867062                                   1                 18469.07              8/24/2005
               1002874358                                   3                  5861.61              6/30/2005
               1002884392                                   2                    12313               8/1/2005
               1002885505                                   3                  6938.87              7/28/2005
               1002887291                                   1                     5900               8/5/2005
               1002892212                                   4                  1847.18              8/11/2005
               1002893364                                   1                 10161.49               8/4/2005
               1002896646                                   1                    12000              7/27/2005
               1002905672                                   1                    13101              7/28/2005
               1002907947                                   3                  3104.57              7/28/2005
               1002913716                                   3                     6045               8/8/2005
               1002918864                                   2                     6200              8/16/2005
               1002925794                                   1                  6875.64               8/8/2005
               1002928880                                   2                     8800               8/4/2005
               1002936185                                   4                     6000               8/5/2005
               1002938450                                   4                     6541              8/10/2005
               1002941767                                   3                    11000               8/1/2005
               1002953156                                   4                     4800              8/16/2005
               1002960969                                   2                 19289.86              8/11/2005
               1002966696                                   3                 14487.35              8/11/2005
               1002983061                                   4                     5000               8/2/2005
               1002986335                                   3                  3715.99              7/25/2005
               1002987646                                   3                    17131              7/27/2005
               1002987655                                   4                    13500              8/17/2005
               1002989644                                   1                     5720              8/25/2005
               1002990589                                   3                  7590.28               9/8/2005
               1002991597                                   3                     5700              7/29/2005
               1002995922                                   4                     7730              8/18/2005
               1003000335                                   4                     4321               8/4/2005
               1003010128                                   4                    28700              7/27/2005
               1003011092                                   3                  11445.3              8/25/2005
               1003011804                                   4                     3287              8/18/2005
               1003016220                                   3                  6446.56              7/29/2005
               1003018843                                   3                     3752              7/29/2005
               1003020402                                   1                     8200              9/20/2005
               1003029074                                   2                     7050              8/12/2005
               1003038064                                   3                  6983.12               8/2/2005
               1003038260                                   3                     8033               8/8/2005
               1003038670                                   3                  4853.33               8/3/2005
               1003040113                                   3                  2519.57              8/16/2005
               1003041835                                   1                     3200               8/4/2005
               1003044486                                   3                     6000              8/16/2005
               1003044609                                   3                     7800              8/18/2005
               1003048124                                   3                 12328.23               8/8/2005
               1003050520                                   3                  5461.58              7/30/2005
               1003052840                                   4                  5286.17              8/10/2005
               1003053821                                   3                  9687.21               8/4/2005
               1003057471                                   3                     5419              8/26/2005
               1003057578                                   3                  9342.47              8/23/2005
               1003059317                                   3                  10715.6               8/4/2005
               1003064542                                   3                 13024.38              8/16/2005
               1003064917                                   3                  5126.78               8/2/2005
               1003066274                                   3                  2733.45              8/20/2005
               1003069832                                   4                  4518.33               8/9/2005
               1003071687                                   3                    11800              8/25/2005
               1003078537                                   3                  6405.33              8/16/2005
               1003078573                                                      5256.66               8/5/2005
               1003081444                                   4                  6569.93              8/26/2005
               1003083157                                   3                     5400               8/8/2005
               1003083647                                   4                  6267.02              8/26/2005
               1003086895                                   1                     7500              8/17/2005
               1003089348                                   1                 10698.01              8/11/2005
               1003090489                                   2                  5692.01               8/2/2005
               1003091754                                   4                  3783.63              8/31/2005
               1003093903                                   3                  4482.84              8/26/2005
               1003095830                                   3                    10000               8/9/2005
               1003097847                                   3                  5048.83               8/3/2005
               1003097945                                   4                  9752.37              8/25/2005
               1003098597                                   3                  5240.79              8/16/2005
               1003098757                                   4                     6800              8/11/2005
               1003101734                                   3                  5136.63               8/1/2005
               1003102261                                   3                  4704.65               8/4/2005
               1003102564                                   1                     6900              8/16/2005
               1003104615                                   2                 11900.05              8/29/2005
               1003104795                                   1                  6920.75              8/24/2005
               1003105446                                   4                  5442.55              8/10/2005
               1003105678                                   2                   7641.4              8/24/2005
               1003106196                                   3                     6500              8/25/2005
               1003106515                                   3                  8500.89              8/29/2005
               1003108032                                   2                 15678.03              8/22/2005
               1003108782                                   2                  3627.91              8/19/2005
               1003109629                                   4                     3500              8/12/2005
               1003113482                                   3                     5232              9/21/2005
               1003119093                                   2                     5000              8/24/2005
               1003119912                                   4                     3000              8/19/2005
               1003120303                                   3                  7732.87              8/10/2005
               1003121115                                   3                     7468               8/9/2005
               1003123113                                   3                  5285.24              8/18/2005
               1003125932                                   1                  5387.72              8/12/2005
               1003126600                                   1                  5700.01              8/10/2005
               1003126628                                   3                  5452.79              8/12/2005
               1003129000                                   3                  2091.88              8/20/2005
               1003131122                                   4                     6800               9/3/2005
               1003133086                                   3                    21400               8/8/2005
               1003135128                                   3                  8753.54              8/11/2005
               1003135351                                   1                   1642.5              8/22/2005
               1003135636                                   2                  4317.01              8/12/2005
               1003136537                                   4                  5955.58              8/31/2005
               1003138107                                   0                    12000              8/17/2005
               1003138517                                   3                     5800              8/25/2005
               1003138928                                   3                     5800              8/25/2005
               1003138946                                   3                     9575              8/25/2005
               1003139106                                   3                     6000              8/24/2005
               1003141148                                   1                  6416.15               8/5/2005
               1003145377                                   3                  5605.17              8/17/2005
               1003146562                                   4                  7645.88              8/10/2005
               1003146580                                   2                  5436.38              8/11/2005
               1003147534                                   3                  7522.69              8/11/2005
               1003147605                                   1                  4049.78              8/10/2005
               1003147847                                   3                  3609.85              8/11/2005
               1003148631                                   3                    12500              9/19/2005
               1003149426                                   4                   4538.9              8/18/2005
               1003150388                                   3                   7582.3              8/26/2005
               1003150716                                   4                  6949.76              8/18/2005
               1003154384                                   3                  3128.32              8/18/2005
               1003155169                                   1                     4560              8/22/2005
               1003155454                                   4                  6936.65              8/29/2005
               1003156872                                   1                    20000               9/2/2005
               1003157014                                   3                     5500               9/9/2005
               1003158273                                   4                    27872              8/15/2005
               1003159021                                   3                     3355              8/16/2005
               1003159049                                   1                  6736.27              8/11/2005
               1003161517                                   3                  32311.8               8/5/2005
               1003162124                                   3                     4500              8/12/2005
               1003162437                                   3                  3963.53               8/9/2005
               1003165247                                   3                  4895.81               8/9/2005
               1003168191                                   4                  3744.77              8/25/2005
               1003168770                                   2                  8862.22              8/16/2005
               1003169779                                   3                     3971              8/23/2005
               1003174157                                   2                   8442.5              8/22/2005
               1003175600                                   4                     6000              8/19/2005
               1003178073                                   4                    12000               9/7/2005
               1003178322                                   4                  5762.47              8/23/2005
               1003178769                                   3                    18500              8/19/2005
               1003179385                                   4                   9016.1              8/23/2005
               1003179553                                   3                     7500               8/8/2005
               1003181498                                   4                  7663.68              9/12/2005
               1003181719                                   3                  8989.85              8/11/2005
               1003181915                                   3                  5954.15              8/19/2005
               1003181988                                   4                   6643.3               9/7/2005
               1003182576                                   4                  9184.38              8/16/2005
               1003182969                                   4                     3500              8/12/2005
               1003183682                                   4                  6192.32              8/31/2005
               1003183995                                   2                 12129.64              8/11/2005
               1003190978                                   3                  20585.5              8/24/2005
               1003194331                                   3                 16684.66              8/12/2005
               1003195081                                   1                     2590              8/17/2005
               1003196400                                   3                     5100               9/9/2005
               1003197043                                   1                   2692.9               9/2/2005
               1003199425                                   4                   6955.1              8/23/2005
               1003201680                                   3                     7800               8/8/2005
               1003202199                                   3                    12000               8/8/2005
               1003203269                                   3                     8700              9/12/2005
               1003205043                                   4                     7000              8/26/2005
               1003205908                                   4                     5900              8/18/2005
               1003207363                                   3                     5000              8/16/2005
               1003209272                                   1                  4833.34               9/7/2005
               1003210812                                   4                  3784.31              8/11/2005
               1003211571                                   1                    10000              8/24/2005
               1003212044                                   1                  8807.96              9/16/2005
               1003212614                                   4                 10323.59               9/8/2005
               1003213748                                   3                     7000              8/18/2005
               1003214248                                   3                    22000              8/16/2005
               1003215639                                   4                    11500              8/12/2005
               1003216727                                   4                  2050.04              8/16/2005
               1003218761                                   4                  9543.83              8/16/2005
               1003219289                                   1                  7046.21              8/19/2005
               1003222621                                   3                 11088.69              8/15/2005
               1003222916                                   4                  5505.28              8/23/2005
               1003224040                                   3                  3793.64              8/12/2005
               1003226985                                   4                  4539.62              8/31/2005
               1003228171                                   3                  5802.47              8/30/2005
               1003228420                                   2                 24938.53              8/24/2005
               1003230417                                   2                     8000              8/18/2005
               1003231577                                   1                     2750              8/11/2005
               1003233575                                   4                     7580              8/31/2005
               1003233995                                   2                     9781              8/26/2005
               1003235154                                   3                     7095              8/17/2005
               1003238428                                   1                    12656              8/18/2005
               1003239686                                   3                     8250              8/24/2005
               1003241968                                   2                   9379.5              8/22/2005
               1003242495                                   3                     6000              8/24/2005
               1003246188                                   4                     8700              8/12/2005
               1003249531                                                      7182.39             10/19/2005
               1003252893                                   1                  7065.47              8/26/2005
               1003254622                                   2                    16000              8/16/2005
               1003263532                                   3                     6500              8/25/2005
               1003268172                                   2                 34798.46              8/26/2005
               1003269590                                   4                  21097.1               9/1/2005
               1003275912                                   3                     6120              8/26/2005
               1003282977                                   3                  9904.92              8/19/2005
               1003285607                                   1                   5081.9              8/22/2005
               1003287776                                   4                     9000              8/18/2005
               1003288454                                   2                     5700              8/18/2005
               1003288533                                   4                     4000              8/26/2005
               1003291191                                   1                  3311.34               9/2/2005
               1003291869                                   3                  3218.23              8/15/2005
               1003293224                                   2                     3158              8/22/2005
               1003294740                                   1                  9275.04              8/31/2005
               1003300957                                   1                  3865.42              8/26/2005
               1003301368                                   3                    16000              8/22/2005
               1003301484                                   1                  4661.84              8/23/2005
               1003303044                                   3                  5569.55              8/31/2005
               1003303570                                   3                     8306              9/21/2005
               1003304230                                   1                  2605.52              8/19/2005
               1003304329                                   2                     6000              8/26/2005
               1003306265                                   2                     5000              8/25/2005
               1003306988                                   1                  7005.86              8/15/2005
               1003308245                                   3                  8599.88              8/26/2005
               1003311008                                   3                  7135.19              8/24/2005
               1003315488                                   4                  5264.07              8/30/2005
               1003315512                                   1                  2742.92              8/25/2005
               1003321248                                   1                  4972.91              8/26/2005
               1003323852                                   3                     8550              8/31/2005
               1003323870                                   3                  4494.42              9/27/2005
               1003332174                                   3                     5700              8/26/2005
               1003334350                                   1                  3574.13              8/29/2005
               1003337366                                   2                     5500             11/23/2005
               1003338739                                   4                  4618.58              8/31/2005
               1003340726                                   3                  4791.23              8/19/2005
               1003341262                                   4                     4000              8/30/2005
               1003342760                                   4                     3200              8/30/2005
               1003343377                                   3                  6554.27              8/23/2005
               1003344303                                   3                  4505.63              8/22/2005
               1003348808                                   4                  3937.51              8/30/2005
               1003350135                                   4                  2860.88              8/22/2005
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               1003864009                                   4                    10450              9/29/2005
               1003870216                                   4                  6202.75              9/23/2005
               1003873044                                   3                  7746.24              9/24/2005
               1003880349                                   3                    15000              9/28/2005
               1003901086                                   4                     4750             10/12/2005
               1003924098                                   2                    11000              10/5/2005
               1003925989                                   2                    11500              10/7/2005
               1003927193                                   4                 10123.59              9/30/2005
               1003931570                                   4                 19836.77              11/9/2005
               1003935193                                   3                     6000             10/11/2005
               1003960645                                   4                    30000             10/12/2005
               1003963009                                   1                    13400              11/2/2005
               1003963483                                   3                     6000              10/5/2005
               1003964268                                   3                  5576.91             10/24/2005
               1003969076                                   3                     6000              9/28/2005
               1003969361                                   2                     5500             10/19/2005
               1003978994                                   1                 23348.74             10/11/2005
               1003983522                                   2                    31500              10/7/2005
               1003997946                                   1                  3617.34              10/6/2005
               1003999221                                   2                  4852.11              10/6/2005
               1004000887                                   3                     4700             10/14/2005
               1004005276                                   4                    12200              10/8/2005
               1004005926                                   1                    30000              10/8/2005
               1004008308                                   4                     3100              10/5/2005
               1004016193                                   3                  6945.05             10/11/2005
               1004024031                                   3                     9140             10/19/2005
               1004025717                                   1                  7623.83              10/6/2005
               1004026128                                   3                  1440.83             10/21/2005
               1004028368                                   3                  7943.68             10/11/2005
               1004031602                                   4                  5829.23             10/17/2005
               1004032576                                   4                 11970.78              10/6/2005
               1004033511                                   4                     7870              10/4/2005
               1004033913                                   2                    20000             10/11/2005
               1004043813                                   3                 12546.27              11/1/2005
               1004049194                                   1                  6767.74             10/20/2005
               1004050207                                   3                    15333              10/7/2005
               1004050699                                   1                     8500             10/10/2005
               1004051359                                   1                    15000             10/24/2005
               1004059422                                   3                 31785.12             10/15/2005
               1004062383                                   3                     6275              10/6/2005
               1004068485                                   2                 12352.19             10/20/2005
               1004070490                                   4                  7968.68             10/20/2005
               1004095525                                   3                 12506.14             10/12/2005
               1004106675                                   3                  4355.18             11/14/2005
               1004118387                                   3                  5416.67             10/14/2005
               1004121952                                   4                     6500             10/21/2005
               1004126216                                   2                  3549.65             10/17/2005
               1004133636                                   2                  8570.92             10/13/2005
               1004135411                                   4                 13992.68              10/8/2005
               1004141164                                   4                     3850             10/12/2005
               1004174529                                   3                    12000              11/5/2005
               1004193152                                   3                 11742.52             10/20/2005
               1004198807                                   3                     7000             10/13/2005
               1004216869                                   4                    11000             10/24/2005
               1004227946                                   4                  5219.28             10/26/2005
               1004237061                                   1                     4200             10/11/2005
               1004238104                                   1                  8966.49              11/4/2005
               1004244437                                   3                     7568             10/19/2005
               1004246792                                   3                    15090             10/17/2005
               1004248040                                   4                     5250             10/12/2005
               1004248905                                   2                   9534.2             10/20/2005
               1004251678                                   2                    22740             10/13/2005
               1004261603                                   4                    11700             10/14/2005
               1004276456                                   4                     8900              11/2/2005
               1004289558                                   3                  7689.65             11/16/2005
               1004330904                                   3                     5800             10/20/2005
               1004358554                                   3                 11682.95             11/10/2005
               1004359928                                   3                     5700             10/26/2005
               1004373895                                   2                    15750             11/14/2005
               1004391107                                   3                    10000             10/28/2005
               1004394729                                   4                   2889.2             10/21/2005
               1004399804                                   0                     8500             10/27/2005
               1004406306                                   4                 24878.12             10/28/2005
               1004411602                                   4                  2644.43              11/7/2005
               1004419873                                   3                     8600             11/11/2005
               1004444337                                   3                  9313.71             11/16/2005
               1004491419                                   4                 12424.94             10/31/2005
               1004491687                                   4                  9247.99             10/27/2005
               1004519676                                   3                    12000              11/2/2005
               1004522957                                   3                  8648.58              11/2/2005
               1004525213                                   3                  8372.73             11/10/2005
               1004528087                                   2                     7500              11/9/2005
               1004529479                                   2                    13458             11/18/2005
               1004538325                                   4                    10500              11/9/2005
               1004545978                                   4                    13742              11/1/2005
               1004546316                                   3                    12000             11/14/2005
               1004557312                                   3                 15301.81             10/28/2005
               1004563706                                   1                    24500             11/10/2005
               1004574106                                   3                    52640              11/1/2005
               1004575917                                   4                     9835              11/1/2005
               1004600195                                   4                    13310              11/5/2005
               1004614457                                   4                  5751.87              11/8/2005
               1004620253                                   1                    12500              11/1/2005
               1004625258                                   3                 39462.59             11/10/2005
               1004626961                                   1                     7980              11/3/2005
               1004628656                                   4                 16499.56              11/8/2005
               1004639822                                   4                    16900             11/10/2005
               1004662733                                   4                  1863.33              11/3/2005
               1004667872                                   4                  7381.76             11/16/2005
               1004667961                                   3                 12133.87             11/22/2005
               1004668078                                   4                 24972.42             11/15/2005
               1004672241                                   4                    16000              11/4/2005
               1004674962                                   4                 16449.35              11/3/2005
               1004677068                                   2                 18859.09             11/11/2005
               1004681614                                   2                 17386.25             11/16/2005
               1004681801                                   4                    13400              11/4/2005
               1004688742                                   3                     6400              11/5/2005
               1004699302                                   4                  6232.83             11/10/2005
               1004700461                                   4                    16000              11/5/2005
               1004716953                                   3                    10203              11/8/2005
               1004723829                                   3                    60867             11/23/2005
               1004726568                                   1                     5000             11/15/2005
               1004728780                                   3                  5175.53             11/15/2005
               1004731650                                   2                  20023.5              11/8/2005
               1004735077                                   4                 34930.86              11/7/2005
               1004738822                                   1                  7323.92             11/11/2005
               1004741961                                   4                     9566             11/15/2005
               1004742808                                   4                 15928.01             11/17/2005
               1004744398                                   3                  4349.93             11/22/2005
               1004753877                                   2                 18586.44              11/9/2005
               1004757864                                   2                     9000             11/15/2005
               1004772936                                   4                     8546             11/14/2005
               1004775611                                   3                  7686.31             11/15/2005
               1004785067                                   0                     5800             11/11/2005
               1004790989                                   4                  9884.34             11/18/2005
               1004817176                                   3                  2842.87             11/11/2005
               1004819879                                   3                 23252.19             11/16/2005
               1004827183                                   2                  5599.63             11/15/2005
               1004834308                                   4                  8525.61             11/15/2005
               1004837332                                   3                     9500             11/17/2005
               1004837733                                   2                    11000             11/11/2005
               1004846019                                   2                    10600             11/11/2005
               1004890675                                   4                 16075.58             11/16/2005
               1004925870                                   4                     9096             11/16/2005
               1004925889                                   4                     6560             11/17/2005
               1004929509                                   3                  4750.91             11/22/2005
               1004966362                                   4                    11600             11/18/2005
               1004978607                                   2                    11300             11/18/2005
               1005002007                                   3                     8417             11/17/2005
               1005093775                                   4                  7631.68             11/23/2005
               1004389986                                   1                 13145.82             11/21/2005
               1004611904                                   4                  6709.22              11/7/2005
               1004712779                                   3                  1713.43             11/23/2005
               1005002329                                   4                    17580             11/29/2005
               1004381813                                   1                     6000             11/11/2005
               1004717113                                   4                  8361.75             11/10/2005
                  2160139                                   4                     5478              8/16/2005
                  2173857                                                         6067              8/26/2005
                  2191346                                                         7560              8/30/2005
                  2215695                                   1                     8105              8/26/2005
                  2216505                                   4                     8609              9/23/2005
                  2219950                                                         2219              9/22/2005
                  2229793                                   4                     3010             10/26/2005
                  2243676                                   3                     6426             10/26/2005
               1000660573                                   3                  3334.83              9/12/2005
               1002004556                                   1                   5365.6              7/27/2005
               1002106508                                   4                  6470.76              6/11/2005
               1002447187                                   3                  3222.92               7/1/2005
               1002450582                                   3                  5646.91              7/13/2005
               1002624431                                   1                  5506.25              6/30/2005
               1002653079                                   1                  7781.08               8/4/2005
               1002696853                                   1                 21380.86              7/15/2005
               1002826570                                   1                    12500              7/15/2005
               1002877756                                   2                     4500              8/10/2005
               1002881279                                   1                     4000              8/10/2005
               1002909892                                   4                  5323.25               8/5/2005
               1002909963                                   4                  6885.21               8/1/2005
               1002949340                                   3                     5900               8/2/2005
               1002951372                                   1                  6751.64               8/5/2005
               1002954529                                   1                    32000               8/3/2005
               1003005198                                   3                  5793.61               8/5/2005
               1003010495                                   1                  5976.03              8/11/2005
               1003036057                                   1                 11357.51              8/10/2005
               1003042932                                   3                     8900              8/12/2005
               1003047526                                   3                    25900              7/26/2005
               1003049828                                   3                     6250               8/5/2005
               1003051798                                   1                  6092.94              8/12/2005
               1003060403                                   3                  3270.15               8/1/2005
               1003076879                                   3                  4843.35               8/8/2005
               1003123863                                   4                  5165.12              8/29/2005
               1003126352                                   1                 11858.64              8/16/2005
               1003127663                                   4                 11025.59              8/15/2005
               1003139035                                   3                  3450.97              8/12/2005
               1003139446                                   3                  6956.53              8/12/2005
               1003151626                                   3                     3528              8/17/2005
               1003158380                                   3                     6500               8/9/2005
               1003160563                                   3                     6000              8/12/2005
               1003162543                                   3                  4665.29              8/10/2005
               1003167744                                   3                     6100               8/9/2005
               1003167771                                   3                     4317              8/15/2005
               1003174834                                   1                 17990.48              8/22/2005
               1003196598                                   2                  8187.55              8/26/2005
               1003241129                                   2                     9100              8/22/2005
               1003250494                                   3                    10000               9/7/2005
               1003254052                                   4                  5421.94              8/22/2005
               1003262347                                   3                  9583.34              8/24/2005
               1003265111                                   3                 15909.46              8/18/2005
               1003287302                                   3                     2998              8/22/2005
               1003287375                                   2                     7000              8/23/2005
               1003291636                                   4                  11312.8              8/22/2005
               1003333949                                   1                     8950              8/24/2005
               1003338999                                                      5981.02              8/30/2005
               1003342047                                   4                    15500             10/19/2005
               1003387276                                   3                  2943.36              8/26/2005
               1003402179                                   2                  2166.67              8/26/2005
               1003408093                                   1                  4925.51              8/23/2005
               1003416510                                   4                  8909.42              8/31/2005
               1003476018                                   3                  5243.33              8/25/2005
               1003519017                                   3                  14768.5              9/15/2005
               1003538675                                   3                  3817.74              8/31/2005
               1003554969                                   1                  5343.02              8/31/2005
               1003612870                                   3                     2500             10/25/2005
               1003721896                                   4                  1982.93              9/16/2005
               1003724759                                                        17875              9/23/2005
               1003756402                                   4                  4236.76             10/26/2005
               1003757964                                                      5414.14              9/30/2005
               1003764055                                   1                     6000              11/1/2005
               1003776523                                   4                 10796.02              9/23/2005
               1003779209                                   4                     6000              9/29/2005
               1003791846                                   4                     8000              9/15/2005
               1003795646                                   3                  7117.18              9/21/2005
               1003805895                                   3                     5000              10/4/2005
               1003837165                                   3                     3050              10/6/2005
               1003907259                                   2                     3885             11/23/2005
               1003969496                                   4                  5496.71              11/7/2005
               1003997278                                   2                    10000             11/29/2005
               1003999285                                   1                    10803             10/11/2005
               1004009897                                   1                     9000              10/7/2005
               1004037081                                   3                    13885             10/17/2005
               1004040727                                   3                  4790.29             10/18/2005
               1004085643                                   1                   5192.4             10/14/2005
               1004143750                                   4                  5409.46             11/18/2005
               1004155434                                   4                    18672             10/18/2005
               1004156264                                   3                  9481.16             10/31/2005
               1004187775                                   2                    19648              11/3/2005
               1004189130                                   1                 11475.91             11/15/2005
               1004189210                                   3                     4000             11/21/2005
               1004216547                                   1                  6843.92             10/18/2005
               1004233804                                   2                     5200             10/21/2005
               1004238186                                   3                     5568             11/10/2005
               1004251865                                   3                     7920             10/25/2005
               1004253346                                   1                     6150             10/27/2005
               1004269259                                   1                     8500             11/18/2005
               1004278061                                   2                 19046.55             10/31/2005
               1004308047                                   3                  7529.83             10/27/2005
               1004310828                                   1                   2896.9             10/26/2005
               1004322469                                   3                  5397.83             10/27/2005
               1004328953                                   1                   4335.9             10/31/2005
               1004361345                                   4                  2164.06             10/31/2005
               1004365626                                   3                  5025.56             11/10/2005
               1004395817                                   1                  2484.93             11/16/2005
               1004399984                                   1                     9000              11/1/2005
               1004417955                                   3                     3900             11/18/2005
               1004442295                                   3                  3444.11             10/27/2005
               1004462227                                   1                  2571.52              11/2/2005
               1004474018                                   3                   4824.3             11/23/2005
               1004481705                                   3                     2850              11/9/2005
               1004482143                                   4                  5682.68             11/17/2005
               1004488762                                   4                     6500             11/22/2005
               1004498886                                   4                     3500             11/18/2005
               1004505164                                   4                  7641.81              11/1/2005
               1004544185                                   1                  7637.07              11/9/2005
               1004552175                                   1                     6600             10/27/2005
               1004581937                                   1                  6373.28             10/31/2005
               1004594503                                   3                  3772.53              11/1/2005
               1004595502                                   3                  4983.33             11/22/2005
               1004605797                                   4                  3808.98              11/4/2005
               1004619256                                   3                     3000             11/14/2005
               1004643684                                   3                     3000             11/11/2005
               1004645049                                   2                   3499.6             11/18/2005
               1004647127                                   1                  6254.66             11/17/2005
               1004670546                                   4                   4236.2             11/17/2005
               1004672483                                   1                    15000             11/28/2005
               1004675426                                   2                  9130.38             11/22/2005
               1004678450                                   3                     6975             11/23/2005
               1004685344                                   3                  6070.46             11/24/2005
               1004694762                                   2                     5000             11/23/2005
               1004696500                                   3                     6500             11/18/2005
               1004703226                                   3                  4424.55             11/22/2005
               1004712118                                   1                     6000             11/25/2005
               1004723071                                   4                  2750.46             11/22/2005
               1004723963                                   3                     5416             11/23/2005
               1004724686                                   4                     5000             11/23/2005
               1004737743                                   4                 10013.71             11/17/2005
               1004752841                                   4                  6463.04             11/23/2005
               1004755900                                   1                  6405.34             11/16/2005
               1004766220                                   3                  5865.59             11/23/2005
               1004766603                                   4                 35456.47              12/1/2005
               1004768237                                   3                 36050.99              12/1/2005
               1004775327                                   4                     6500             11/23/2005
               1004792905                                   1                  2272.62             11/15/2005
               1004811154                                   2                    10000             11/17/2005
               1004812439                                   3                    32257             11/22/2005
               1004829831                                   4                 18916.54             11/22/2005
               1004846983                                   4                    11500             11/18/2005
               1004854232                                   2                  5112.81             11/23/2005
               1004873391                                   3                   6438.1             11/30/2005
               1004873836                                   3                  7499.96             11/18/2005
               1004876539                                   1                     8400             11/17/2005
               1004885280                                   3                     5200             11/23/2005
               1004885850                                   3                     9300             11/22/2005
               1004895260                                   3                     4500             11/22/2005
               1004904802                                   4                  4188.34             11/23/2005
               1004905080                                   3                     6000             11/23/2005
               1004911402                                   3                    10600             11/23/2005
               1004922622                                   2                  8583.85             11/23/2005
               1004933861                                   1                     6300             11/23/2005
               1004940997                                   4                  9603.59             11/18/2005
               1004958558                                   2                    12350             11/23/2005
               1004960448                                   1                     2646             11/23/2005
               1004962277                                   3                     6125             11/29/2005
               1004988516                                   4                     4700             11/30/2005
               1004988570                                   1                     5000             11/22/2005
               1005003391                                   3                  3898.91             11/23/2005
               1005020470                                   4                  3206.67             11/23/2005
               1005049663                                   3                    10500             11/22/2005
               1005060863                                   3                  5012.86             11/29/2005
               1005081216                                   3                  4046.49             11/30/2005
               1005089744                                   3                  8421.51             11/29/2005
               1004697527                                   1                     7500             11/18/2005
               1004745422                                   2                     7100             11/22/2005




Cash in Lieu


Legal Hold
               1004156451                                   4                  7316.78             10/14/2005
               1004908988                                   1                     8300             11/23/2005
               1002992300                                   1                     7000              7/29/2005


Compliance Hold
               1004095231                                   2                     6500             10/27/2005


Paid In Full
               1003373307                                   4                  9679.63              8/24/2005
               1002434994                                   4                  6389.49              7/18/2005
               1003237553                                   4                    16850               8/9/2005
               1003088928                                   3                     9000               8/4/2005
               1003432690                                   2                 18549.58               9/1/2005
               1002756681                                   3                    17300              7/18/2005
               1002868506                                   4                  5823.36              8/12/2005
               1003405336                                   1                     8000               9/3/2005
               1003417626                                   1                  6619.27              8/24/2005
               1003228509                                   1                 10751.43              8/19/2005


Withdrawn
               1002257177                                   2                    10501               6/1/2005
               1002785150                                   1                     6000              7/18/2005
               1002835329                                   1                     5132              8/18/2005


Unfunded
               1004386701                                   3                  2424.91             11/23/2005
               1004511148                                   3                  3743.61             11/29/2005
               1004598830                                   4                    19500             11/29/2005
               1004696733                                   2                 25218.24              11/9/2005
               1004878564                                   3                    12500             11/29/2005
               1005077873                                   3                  4510.41             11/30/2005


Wet Loans
               1004110599                                   3                    12500             10/24/2005
               1004225813                                   3                     7000             10/17/2005
               1004227134                                   3                     2600             10/14/2005
               1004800861                                   3                    13500             11/18/2005
               1004260445                                   4                  2856.67             11/25/2005
               1004529816                                   3                  4675.71             11/18/2005
               1002784892                                   4                     8500              7/21/2005
               1004790248                                   3                  8749.87             11/23/2005


Credit Kicks
               1004715712                                   4                    10000             11/23/2005
               1002303475                                   3                  5051.28              6/10/2005
               1002848645                                   2                     8000              7/22/2005
               1003189515                                   4                     5500              8/12/2005
               1002050443                                   4                   4609.3              7/22/2005
               1003026255                                   2                   6592.4              8/12/2005




loan_id                                      UPB                           next_pmt_due_date
---------------------------------------------------------------------------------------------------
                  2042848                                85914.61                        12/1/2005
                  2157899                                103827.3                        12/1/2005
                  2175436                                   50400                        10/1/2005
                  2177793                                87951.42                        11/1/2005
                  2177817                                   75500                         1/1/2006
                  2181320                                179776.6                        12/1/2005
                  2182315                                240019.5                        12/1/2005
                  2182333                                79872.68                        12/1/2005
                  2185660                                56910.05                        12/1/2005
                  2185904                               110518.45                        12/1/2005
                  2186202                               160888.71                        12/1/2005
                  2186869                                 81876.1                         1/1/2006
                  2188333                                52477.02                        12/1/2005
                  2188692                                61386.72                        12/1/2005
                  2190566                               124936.54                        11/1/2005
                  2190748                                  164000                        10/1/2005
                  2190966                               155577.19                        12/1/2005
                  2191050                                72973.05                        12/1/2005
                  2193474                               249500.05                        12/1/2005
                  2195054                               158183.03                        12/1/2005
                  2196581                                262209.1                         1/1/2006
                  2196621                               207988.88                        12/1/2005
                  2196898                                   71600                        12/1/2005
                  2197597                               359331.35                        12/1/2005
                  2197853                               324350.04                        12/1/2005
                  2198166                               225548.03                        12/1/2005
                  2198549                               175667.81                         1/1/2006
                  2200651                                198686.8                        11/1/2005
                  2200734                               170654.71                         1/1/2006
                  2201475                                22987.89                        12/1/2005
                  2201548                               315684.82                        11/1/2005
                  2201847                                78354.19                        12/1/2005
                  2202014                                88809.19                        12/1/2005
                  2202605                               139686.32                         1/1/2006
                  2203226                               186689.49                        12/1/2005
                  2203840                                78123.93                        12/1/2005
                  2203845                               119904.03                        12/1/2005
                  2204027                               124773.37                        12/1/2005
                  2204091                               117853.55                        12/1/2005
                  2204897                                90056.05                        11/1/2005
                  2205037                                49941.58                        11/1/2005
                  2205145                               100567.39                        12/1/2005
                  2206249                               390125.86                        12/1/2005
                  2206516                               123822.84                        12/1/2005
                  2207358                               344923.24                        12/1/2005
                  2207990                                25987.48                        12/1/2005
                  2209466                               297173.76                        12/1/2005
                  2209496                               123874.65                        12/1/2005
                  2210068                                50869.42                        12/1/2005
                  2210395                               177934.49                        12/1/2005
                  2210818                                  138550                        12/1/2005
                  2212383                                  124244                        11/1/2005
                  2212806                               224154.79                        12/1/2005
                  2213042                               119815.67                        12/1/2005
                  2216005                                  190000                         1/1/2006
                  2216495                               187276.92                         1/1/2006
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               1004675426                                  441000                         1/1/2006
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               1004694762                                  140000                         1/1/2006
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               1004712118                                  136350                         1/1/2006
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               1004737743                                  342000                         1/1/2006
               1004752841                                  150000                         1/1/2006
               1004755900                                  118000                         1/1/2006
               1004766220                               162793.59                         1/1/2006
               1004766603                                  127500                         2/1/2006
               1004768237                                  116250                         2/1/2006
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               1004792905                                   75000                         1/1/2006
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               1004873836                                  279200                         1/1/2006
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               1004885850                                  465500                         1/1/2006
               1004895260                                  140000                         1/1/2006
               1004904802                                  170800                         1/1/2006
               1004905080                                  215900                         1/1/2006
               1004911402                                  228000                         1/1/2006
               1004922622                                  103200                         1/1/2006
               1004933861                                  220000                         1/1/2006
               1004940997                                   96000                         1/1/2006
               1004958558                                  228600                         1/1/2006
               1004960448                                  183000                         1/1/2006
               1004962277                                  132800                         1/1/2006
               1004988516                                  184000                         1/1/2006
               1004988570                                  153000                         1/1/2006
               1005003391                                  123200                         1/1/2006
               1005020470                                  135000                         1/1/2006
               1005049663                                  212400                         1/1/2006
               1005060863                                  141000                         1/1/2006
               1005081216                                  111920                         1/1/2006
               1005089744                                  182152                         1/1/2006
               1004697527                                  128000                         1/1/2006
               1004745422                                   67200                         1/1/2006

                                                 1,441,207,610.50


Cash in Lieu


Legal Hold
               1004156451                                  343920                        12/1/2005
               1004908988                                  192015                         1/1/2006
               1002992300                               206997.86                        12/1/2005


Compliance Hold
               1004095231                                  112000                        12/1/2005


Paid In Full
               1003373307                               151172.91                        11/1/2005
               1002434994                                  193500                        12/1/2005
               1003237553                               351126.42                        12/1/2005
               1003088928                                  475000                        12/1/2005
               1003432690                               380743.05                        12/1/2005
               1002756681                                63685.01                        11/1/2005
               1002868506                               231606.61                        12/1/2005
               1003405336                               269042.57                        12/1/2005
               1003417626                                  126900                        12/1/2005
               1003228509                               458409.61                        12/1/2005


Withdrawn
               1002257177                                  600000                        12/1/2005
               1002785150                                346681.8                        12/1/2005
               1002835329                               144814.44                        12/1/2005


Unfunded
               1004386701                                   52500                         1/1/2006
               1004511148                                  121500                         1/1/2006
               1004598830                                  510850                         1/1/2006
               1004696733                                  416700                         1/1/2006
               1004878564                                  364000                         1/1/2006
               1005077873                                  191600                         1/1/2006


Wet Loans
               1004110599                                   97750                        12/1/2005
               1004225813                                  200800                        12/1/2005
               1004227134                                95878.91                         1/1/2006
               1004800861                                  188000                         1/1/2006
               1004260445                                   69000                         1/1/2006
               1004529816                                  230400                         1/1/2006
               1002784892                                  204000                        12/1/2005
               1004790248                                  641250                         1/1/2006


Credit Kicks
               1004715712                                   75000                         1/1/2006
               1002303475                                  168000                        12/1/2005
               1002848645                               260540.53                        12/1/2005
               1003189515                               224409.91                        12/1/2005
               1002050443                               111901.67                        12/1/2005
               1003026255                                47967.07                        12/1/2005




loan_id                                      calculated_sched_bal                Wet/Dry Status             Warehouse Line
------------------------------------------------------------------------------------------------------------------------------------
                  2042848                                     85,871.42          DRY                        Bank of America
                  2157899                                    103,740.22          DRY                        Bank of America
                  2175436                                     50,328.13          DRY                        Bank of America
                  2177793                                     87,853.20          DRY                        Bank of America
                  2177817                                     75,500.00          DRY                        Bank of America
                  2181320                                    179,663.73          DRY                        Bank of America
                  2182315                                    239,777.46          DRY                        Bank of America
                  2182333                                     79,808.45          DRY                        Bank of America
                  2185660                                     56,865.13          DRY                        Bank of America
                  2185904                                    110,736.06          DRY                        Bank of America
                  2186202                                    160,766.81          DRY                        Bank of America
                  2186869                                     81,876.10          DRY                        Bank of America
                  2188333                                     52,453.85          DRY                        Bank of America
                  2188692                                     61,407.56          DRY                        Bank of America
                  2190566                                    124,808.14          DRY                        Bank of America
                  2190748                                    162,435.33          DRY                        Bank of America
                  2190966                                    155,522.83          DRY                        Bank of America
                  2191050                                     72,933.13          DRY                        Bank of America
                  2193474                                    249,248.20          DRY                        Bank of America
                  2195054                                    158,023.36          DRY                        Bank of America
                  2196581                                    262,209.11          DRY                        Bank of America
                  2196621                                    207,856.97          DRY                        Bank of America
                  2196898                                     71,563.27          DRY                        Bank of America
                  2197597                                    358,994.38          DRY                        Bank of America
                  2197853                                    324,022.66          DRY                        Bank of America
                  2198166                                    225,320.37          DRY                        Bank of America
                  2198549                                    175,667.83          DRY                        Bank of America
                  2200651                                    198,457.91          DRY                        Bank of America
                  2200734                                    170,654.72          DRY                        Bank of America
                  2201475                                     22,981.75          DRY                        Bank of America
                  2201548                                    315,049.73          DRY                        Bank of America
                  2201847                                     78,308.05          DRY                        Bank of America
                  2202014                                     88,763.27          DRY                        Bank of America
                  2202605                                    139,686.35          DRY                        Bank of America
                  2203226                                    186,532.90          DRY                        Bank of America
                  2203840                                     78,088.49          DRY                        Bank of America
                  2203845                                    119,807.51          DRY                        Bank of America
                  2204027                                    124,659.16          DRY                        Bank of America
                  2204091                                    117,779.56          DRY                        Bank of America
                  2204897                                     89,967.39          DRY                        Bank of America
                  2205037                                     49,823.16          DRY                        Bank of America
                  2205145                                    100,480.36          DRY                        Bank of America
                  2206249                                    389,685.85          DRY                        Bank of America
                  2206516                                    124,285.76          DRY                        Bank of America
                  2207358                                    344,582.29          DRY                        Bank of America
                  2207990                                     25,981.14          DRY                        Bank of America
                  2209466                                    297,008.83          DRY                        Bank of America
                  2209496                                    123,811.26          DRY                        Bank of America
                  2210068                                     50,803.29          DRY                        Bank of America
                  2210395                                    178,020.90          DRY                        Bank of America
                  2210818                                    138,470.29          DRY                        Bank of America
                  2212383                                    124,101.99          DRY                        Bank of America
                  2212806                                    224,021.75          DRY                        Bank of America
                  2213042                                    119,723.01          DRY                        Bank of America
                  2216005                                    190,000.00          DRY                        Bank of America
                  2216495                                    187,276.92          DRY                        Bank of America
                  2216832                                    267,854.57          DRY                        Bank of America
                  2217461                                    111,788.05          DRY                        Bank of America
                  2217483                                     56,901.26          DRY                        Bank of America
                  2217863                                     82,465.40          DRY                        Bank of America
                  2218061                                     54,540.00          DRY                        Bank of America
                  2218170                                     83,238.80          DRY                        Bank of America
                  2218966                                    108,733.41          DRY                        Bank of America
                  2221396                                    382,500.00          DRY                        Bank of America
                  2221896                                     97,541.48          DRY                        Bank of America
                  2221957                                    103,858.55          DRY                        Bank of America
                  2222218                                    148,328.50          DRY                        Bank of America
                  2222589                                    194,869.16          DRY                        Bank of America
                  2222895                                    232,577.27          DRY                        Bank of America
                  2223357                                    139,018.20          DRY                        Bank of America
                  2223763                                    196,666.41          DRY                        Bank of America
                  2224520                                     97,358.56          DRY                        Bank of America
                  2225877                                    117,385.59          DRY                        Bank of America
                  2226239                                     97,654.47          DRY                        Bank of America
                  2226410                                    178,404.51          DRY                        Bank of America
                  2227080                                     79,897.62          DRY                        Bank of America
                  2227866                                     89,953.70          DRY                        Bank of America
                  2235353                                    445,448.80          DRY                        Bank of America
                  2239817                                    122,175.18          DRY                        Bank of America
                  2240997                                     95,500.00          DRY                        Bank of America
                  2241215                                     77,546.87          DRY                        Bank of America
                  2243700                                     51,974.69          DRY                        Bank of America
                  2248426                                     66,000.00          DRY                        Bank of America
                  2248500                                    134,914.35          DRY                        Bank of America
                  2248847                                    227,835.81          DRY                        Bank of America
                  2248996                                    152,901.44          DRY                        Bank of America
                  2249438                                     76,031.23          DRY                        Bank of America
                  2249878                                    226,000.00          DRY                        Bank of America
                  2250684                                    293,678.20          DRY                        Bank of America
                  2251049                                     73,600.00          DRY                        Bank of America
               1000720223                                     53,478.50          DRY                        Bank of America
               1001988219                                    150,300.00          DRY                        Bank of America
               1002049367                                    255,248.02          DRY                        Bank of America
               1002276619                                     36,909.47          DRY                        Bank of America
               1002348999                                    176,327.16          DRY                        Bank of America
               1002371310                                    505,920.00          DRY                        Bank of America
               1002468706                                     30,218.94          DRY                        Bank of America
               1002478223                                    326,871.86          DRY                        Bank of America
               1002480381                                     39,043.99          DRY                        Bank of America
               1002501475                                     73,645.18          DRY                        Bank of America
               1002593562                                     34,566.14          DRY                        Bank of America
               1002615566                                    222,367.49          DRY                        Bank of America
               1002617190                                    224,594.47          DRY                        Bank of America
               1002617699                                    218,378.83          DRY                        Bank of America
               1002619250                                    473,925.17          DRY                        Bank of America
               1002621700                                    460,922.30          DRY                        Bank of America
               1002627385                                    230,920.07          DRY                        Bank of America
               1002645089                                    437,470.42          DRY                        Bank of America
               1002652757                                    143,579.00          DRY                        Bank of America
               1002661346                                    504,000.00          DRY                        Bank of America
               1002670522                                    421,592.37          DRY                        Bank of America
               1002680548                                    143,407.83          DRY                        Bank of America
               1002684553                                    456,607.45          DRY                        Bank of America
               1002686169                                    443,661.80          DRY                        Bank of America
               1002692492                                    310,983.66          DRY                        Bank of America
               1002693115                                    183,054.40          DRY                        Bank of America
               1002705380                                    130,833.79          DRY                        Bank of America
               1002707501                                     29,766.14          DRY                        Bank of America
               1002734508                                    131,392.12          DRY                        Bank of America
               1002759303                                    249,547.30          DRY                        Bank of America
               1002760284                                     73,917.47          DRY                        Bank of America
               1002760293                                    326,815.76          DRY                        Bank of America
               1002765332                                     79,839.04          DRY                        Bank of America
               1002767410                                     32,653.15          DRY                        Bank of America
               1002771735                                    254,462.01          DRY                        Bank of America
               1002775740                                    476,122.46          DRY                        Bank of America
               1002778952                                    587,100.00          DRY                        Bank of America
               1002784464                                    260,739.05          DRY                        Bank of America
               1002795960                                     65,103.52          DRY                        Bank of America
               1002803354                                     20,608.41          DRY                        Bank of America
               1002804040                                    143,523.71          DRY                        Bank of America
               1002805334                                    470,000.00          DRY                        Bank of America
               1002818106                                     54,194.69          DRY                        Bank of America
               1002818446                                    132,156.29          DRY                        Bank of America
               1002818641                                    205,327.35          DRY                        Bank of America
               1002827123                                    154,713.38          DRY                        Bank of America
               1002864760                                    360,347.65          DRY                        Bank of America
               1002867062                                  1,064,884.92          DRY                        Bank of America
               1002874358                                     47,022.10          DRY                        Bank of America
               1002884392                                    101,463.75          DRY                        Bank of America
               1002885505                                    209,241.80          DRY                        Bank of America
               1002887291                                     59,569.99          DRY                        Bank of America
               1002892212                                     95,836.50          DRY                        Bank of America
               1002893364                                    109,860.43          DRY                        Bank of America
               1002896646                                    269,447.32          DRY                        Bank of America
               1002905672                                    468,373.84          DRY                        Bank of America
               1002907947                                     94,762.70          DRY                        Bank of America
               1002913716                                    202,088.83          DRY                        Bank of America
               1002918864                                     59,102.06          DRY                        Bank of America
               1002925794                                    237,003.59          DRY                        Bank of America
               1002928880                                    233,347.77          DRY                        Bank of America
               1002936185                                    259,230.70          DRY                        Bank of America
               1002938450                                    266,512.69          DRY                        Bank of America
               1002941767                                    127,994.03          DRY                        Bank of America
               1002953156                                     69,235.80          DRY                        Bank of America
               1002960969                                    255,315.35          DRY                        Bank of America
               1002966696                                    199,505.31          DRY                        Bank of America
               1002983061                                    183,681.74          DRY                        Bank of America
               1002986335                                     38,932.31          DRY                        Bank of America
               1002987646                                    332,441.60          DRY                        Bank of America
               1002987655                                    247,074.11          DRY                        Bank of America
               1002989644                                    145,319.55          DRY                        Bank of America
               1002990589                                    219,613.45          DRY                        Bank of America
               1002991597                                    124,862.10          DRY                        Bank of America
               1002995922                                     63,329.30          DRY                        Bank of America
               1003000335                                    123,805.66          DRY                        Bank of America
               1003010128                                    354,611.39          DRY                        Bank of America
               1003011092                                    101,911.70          DRY                        Bank of America
               1003011804                                     24,846.22          DRY                        Bank of America
               1003016220                                     88,821.99          DRY                        Bank of America
               1003018843                                    117,947.53          DRY                        Bank of America
               1003020402                                     95,270.95          DRY                        Bank of America
               1003029074                                    382,864.60          DRY                        Bank of America
               1003038064                                     24,367.28          DRY                        Bank of America
               1003038260                                    228,988.93          DRY                        Bank of America
               1003038670                                     71,817.49          DRY                        Bank of America
               1003040113                                    106,118.19          DRY                        Bank of America
               1003041835                                    160,670.44          DRY                        Bank of America
               1003044486                                    153,976.53          DRY                        Bank of America
               1003044609                                    339,226.81          DRY                        Bank of America
               1003048124                                    157,607.27          DRY                        Bank of America
               1003050520                                    231,310.26          DRY                        Bank of America
               1003052840                                    466,608.63          DRY                        Bank of America
               1003053821                                    247,313.89          DRY                        Bank of America
               1003057471                                    104,782.89          DRY                        Bank of America
               1003057578                                    102,777.17          DRY                        Bank of America
               1003059317                                    334,989.58          DRY                        Bank of America
               1003064542                                    422,962.72          DRY                        Bank of America
               1003064917                                    288,130.92          DRY                        Bank of America
               1003066274                                    103,853.25          DRY                        Bank of America
               1003069832                                    224,544.06          DRY                        Bank of America
               1003071687                                    138,797.56          DRY                        Bank of America
               1003078537                                    166,830.97          DRY                        Bank of America
               1003078573                                    247,013.48          DRY                        Bank of America
               1003081444                                    199,514.95          DRY                        Bank of America
               1003083157                                     66,846.88          DRY                        Bank of America
               1003083647                                     51,922.15          DRY                        Bank of America
               1003086895                                    350,712.51          DRY                        Bank of America
               1003089348                                    299,180.07          DRY                        Bank of America
               1003090489                                     97,599.97          DRY                        Bank of America
               1003091754                                    217,883.74          DRY                        Bank of America
               1003093903                                     43,652.31          DRY                        Bank of America
               1003095830                                    190,872.14          DRY                        Bank of America
               1003097847                                    295,109.87          DRY                        Bank of America
               1003097945                                    358,199.70          DRY                        Bank of America
               1003098597                                    158,522.16          DRY                        Bank of America
               1003098757                                    307,180.27          DRY                        Bank of America
               1003101734                                    255,851.47          DRY                        Bank of America
               1003102261                                    239,309.97          DRY                        Bank of America
               1003102564                                    299,633.35          DRY                        Bank of America
               1003104615                                     22,420.65          DRY                        Bank of America
               1003104795                                    201,920.57          DRY                        Bank of America
               1003105446                                    169,499.39          DRY                        Bank of America
               1003105678                                    249,284.66          DRY                        Bank of America
               1003106196                                    166,062.81          DRY                        Bank of America
               1003106515                                    152,686.82          DRY                        Bank of America
               1003108032                                    304,754.54          DRY                        Bank of America
               1003108782                                    115,695.74          DRY                        Bank of America
               1003109629                                     51,207.06          DRY                        Bank of America
               1003113482                                    224,571.91          DRY                        Bank of America
               1003119093                                     72,876.36          DRY                        Bank of America
               1003119912                                     22,181.59          DRY                        Bank of America
               1003120303                                    334,989.58          DRY                        Bank of America
               1003121115                                    171,122.96          DRY                        Bank of America
               1003123113                                     28,663.97          DRY                        Bank of America
               1003125932                                    207,410.53          DRY                        Bank of America
               1003126600                                    307,073.78          DRY                        Bank of America
               1003126628                                     47,884.78          DRY                        Bank of America
               1003129000                                     90,242.83          DRY                        Bank of America
               1003131122                                     67,950.75          DRY                        Bank of America
               1003133086                                    227,514.12          DRY                        Bank of America
               1003135128                                    399,359.88          DRY                        Bank of America
               1003135351                                     94,200.84          DRY                        Bank of America
               1003135636                                    167,082.45          DRY                        Bank of America
               1003136537                                     48,926.55          DRY                        Bank of America
               1003138107                                     24,978.80          DRY                        Bank of America
               1003138517                                    244,991.33          DRY                        Bank of America
               1003138928                                     61,339.91          DRY                        Bank of America
               1003138946                                    137,757.88          DRY                        Bank of America
               1003139106                                    200,462.44          DRY                        Bank of America
               1003141148                                     62,894.90          DRY                        Bank of America
               1003145377                                    302,197.48          DRY                        Bank of America
               1003146562                                    331,571.20          DRY                        Bank of America
               1003146580                                    147,547.26          DRY                        Bank of America
               1003147534                                    453,631.73          DRY                        Bank of America
               1003147605                                    224,635.80          DRY                        Bank of America
               1003147847                                     91,807.84          DRY                        Bank of America
               1003148631                                    106,977.59          DRY                        Bank of America
               1003149426                                     63,574.48          DRY                        Bank of America
               1003150388                                     34,328.53          DRY                        Bank of America
               1003150716                                    200,554.15          DRY                        Bank of America
               1003154384                                     91,785.90          DRY                        Bank of America
               1003155169                                     21,959.73          DRY                        Bank of America
               1003155454                                    116,427.02          DRY                        Bank of America
               1003156872                                    119,893.16          DRY                        Bank of America
               1003157014                                     66,939.19          DRY                        Bank of America
               1003158273                                    327,082.49          DRY                        Bank of America
               1003159021                                    107,802.33          DRY                        Bank of America
               1003159049                                    287,193.64          DRY                        Bank of America
               1003161517                                    127,803.54          DRY                        Bank of America
               1003162124                                    128,958.92          DRY                        Bank of America
               1003162437                                    126,987.80          DRY                        Bank of America
               1003165247                                    118,775.41          DRY                        Bank of America
               1003168191                                    229,390.83          DRY                        Bank of America
               1003168770                                    319,254.00          DRY                        Bank of America
               1003169779                                    142,569.97          DRY                        Bank of America
               1003174157                                    277,048.07          DRY                        Bank of America
               1003175600                                     52,735.12          DRY                        Bank of America
               1003178073                                    112,922.50          DRY                        Bank of America
               1003178322                                    160,886.93          DRY                        Bank of America
               1003178769                                     65,906.87          DRY                        Bank of America
               1003179385                                     82,754.41          DRY                        Bank of America
               1003179553                                     85,906.96          DRY                        Bank of America
               1003181498                                    312,000.00          DRY                        Bank of America
               1003181719                                    274,952.92          DRY                        Bank of America
               1003181915                                     31,952.90          DRY                        Bank of America
               1003181988                                     54,553.02          DRY                        Bank of America
               1003182576                                    122,395.01          DRY                        Bank of America
               1003182969                                     67,856.54          DRY                        Bank of America
               1003183682                                    303,105.93          DRY                        Bank of America
               1003183995                                    398,617.52          DRY                        Bank of America
               1003190978                                    157,273.02          DRY                        Bank of America
               1003194331                                    249,248.20          DRY                        Bank of America
               1003195081                                    104,790.43          DRY                        Bank of America
               1003196400                                     51,964.34          DRY                        Bank of America
               1003197043                                     49,878.49          DRY                        Bank of America
               1003199425                                    193,428.72          DRY                        Bank of America
               1003201680                                    193,154.81          DRY                        Bank of America
               1003202199                                    348,000.00          DRY                        Bank of America
               1003203269                                     99,930.66          DRY                        Bank of America
               1003205043                                    199,526.77          DRY                        Bank of America
               1003205908                                    233,157.48          DRY                        Bank of America
               1003207363                                    111,746.57          DRY                        Bank of America
               1003209272                                    213,449.61          DRY                        Bank of America
               1003210812                                     77,774.66          DRY                        Bank of America
               1003211571                                    296,966.54          DRY                        Bank of America
               1003212044                                    106,897.32          DRY                        Bank of America
               1003212614                                     88,931.22          DRY                        Bank of America
               1003213748                                     49,952.65          DRY                        Bank of America
               1003214248                                    142,843.94          DRY                        Bank of America
               1003215639                                    445,393.43          DRY                        Bank of America
               1003216727                                     55,396.32          DRY                        Bank of America
               1003218761                                     55,943.37          DRY                        Bank of America
               1003219289                                     24,961.63          DRY                        Bank of America
               1003222621                                    215,626.07          DRY                        Bank of America
               1003222916                                     35,961.14          DRY                        Bank of America
               1003224040                                    130,859.21          DRY                        Bank of America
               1003226985                                     32,162.50          DRY                        Bank of America
               1003228171                                     70,787.71          DRY                        Bank of America
               1003228420                                    548,500.28          DRY                        Bank of America
               1003230417                                    167,115.72          DRY                        Bank of America
               1003231577                                    109,721.17          DRY                        Bank of America
               1003233575                                    320,010.41          DRY                        Bank of America
               1003233995                                    406,756.96          DRY                        Bank of America
               1003235154                                     46,953.01          DRY                        Bank of America
               1003238428                                     60,625.42          DRY                        Bank of America
               1003239686                                    303,294.80          DRY                        Bank of America
               1003241968                                    287,315.18          DRY                        Bank of America
               1003242495                                     44,273.18          DRY                        Bank of America
               1003246188                                     99,896.64          DRY                        Bank of America
               1003249531                                    383,145.35          DRY                        Bank of America
               1003252893                                    160,646.43          DRY                        Bank of America
               1003254622                                    105,255.92          DRY                        Bank of America
               1003263532                                     59,921.81          DRY                        Bank of America
               1003268172                                    992,415.49          DRY                        Bank of America
               1003269590                                    183,220.76          DRY                        Bank of America
               1003275912                                    250,974.05          DRY                        Bank of America
               1003282977                                    151,326.82          DRY                        Bank of America
               1003285607                                    238,071.46          DRY                        Bank of America
               1003287776                                    101,356.01          DRY                        Bank of America
               1003288454                                     86,764.26          DRY                        Bank of America
               1003288533                                     74,900.69          DRY                        Bank of America
               1003291191                                     65,388.36          DRY                        Bank of America
               1003291869                                     20,973.64          DRY                        Bank of America
               1003293224                                     76,354.14          DRY                        Bank of America
               1003294740                                     57,956.13          DRY                        Bank of America
               1003300957                                     37,959.42          DRY                        Bank of America
               1003301368                                    475,015.77          DRY                        Bank of America
               1003301484                                    179,458.71          DRY                        Bank of America
               1003303044                                    139,545.77          DRY                        Bank of America
               1003303570                                     65,745.75          DRY                        Bank of America
               1003304230                                     99,810.30          DRY                        Bank of America
               1003304329                                    153,539.83          DRY                        Bank of America
               1003306265                                    179,778.83          DRY                        Bank of America
               1003306988                                    131,226.72          DRY                        Bank of America
               1003308245                                    375,866.29          DRY                        Bank of America
               1003311008                                    123,641.77          DRY                        Bank of America
               1003315488                                    232,035.93          DRY                        Bank of America
               1003315512                                     95,814.14          DRY                        Bank of America
               1003321248                                    171,451.39          DRY                        Bank of America
               1003323852                                    263,324.23          DRY                        Bank of America
               1003323870                                     70,469.47          DRY                        Bank of America
               1003332174                                    163,524.41          DRY                        Bank of America
               1003334350                                     21,740.28          DRY                        Bank of America
               1003337366                                    152,000.00          DRY                        Bank of America
               1003338739                                    199,107.84          DRY                        Bank of America
               1003340726                                     38,546.11          DRY                        Bank of America
               1003341262                                     98,114.64          DRY                        Bank of America
               1003342760                                     71,674.02          DRY                        Bank of America
               1003343377                                     57,663.63          DRY                        Bank of America
               1003344303                                    163,578.15          DRY                        Bank of America
               1003348808                                    141,603.34          DRY                        Bank of America
               1003350135                                    129,594.71          DRY                        Bank of America
               1003350992                                    183,757.65          DRY                        Bank of America
               1003351900                                    553,411.94          DRY                        Bank of America
               1003352516                                    118,696.88          DRY                        Bank of America
               1003359314                                     36,848.48          DRY                        Bank of America
               1003364004                                    131,667.04          DRY                        Bank of America
               1003365067                                    478,678.44          DRY                        Bank of America
               1003367289                                    116,074.35          DRY                        Bank of America
               1003378437                                    250,245.19          DRY                        Bank of America
               1003381227                                    347,196.73          DRY                        Bank of America
               1003386909                                     26,910.85          DRY                        Bank of America
               1003389853                                    202,762.60          DRY                        Bank of America
               1003393660                                    103,350.46          DRY                        Bank of America
               1003395178                                     69,915.63          DRY                        Bank of America
               1003395748                                    291,129.71          DRY                        Bank of America
               1003399753                                     95,948.64          DRY                        Bank of America
               1003400288                                     65,931.78          DRY                        Bank of America
               1003403436                                    394,986.34          DRY                        Bank of America
               1003404186                                    149,714.61          DRY                        Bank of America
               1003406996                                    151,837.61          DRY                        Bank of America
               1003407183                                    190,692.10          DRY                        Bank of America
               1003408592                                    179,541.49          DRY                        Bank of America
               1003409154                                    435,482.41          DRY                        Bank of America
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               1003410384                                     49,942.55          DRY                        Bank of America
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               1004419882                                    255,380.80          DRY                        Bank of America
               1004421897                                    204,000.00          DRY                        Bank of America
               1004427203                                     94,000.00          DRY                        Bank of America
               1004430413                                    188,800.00          DRY                        Bank of America
               1004439628                                    240,000.00          DRY                        Bank of America
               1004442464                                    323,000.00          DRY                        Bank of America
               1004442785                                    112,400.00          DRY                        Bank of America
               1004447833                                    143,200.00          DRY                        Bank of America
               1004448690                                    157,212.19          DRY                        Bank of America
               1004450212                                    298,393.00          DRY                        Bank of America
               1004451756                                    134,400.00          DRY                        Bank of America
               1004453460                                    187,000.00          DRY                        Bank of America
               1004453665                                     75,600.00          DRY                        Bank of America
               1004455280                                     95,333.01          DRY                        Bank of America
               1004455529                                    499,500.00          DRY                        Bank of America
               1004462744                                     88,000.00          DRY                        Bank of America
               1004462842                                     56,100.00          DRY                        Bank of America
               1004463798                                     98,100.00          DRY                        Bank of America
               1004465812                                    321,000.00          DRY                        Bank of America
               1004470129                                    352,000.00          DRY                        Bank of America
               1004470799                                    271,488.05          DRY                        Bank of America
               1004471958                                    198,000.00          DRY                        Bank of America
               1004472154                                    112,020.88          DRY                        Bank of America
               1004473019                                     66,720.00          DRY                        Bank of America
               1004474937                                    183,863.45          DRY                        Bank of America
               1004475320                                    304,000.00          DRY                        Bank of America
               1004475339                                    143,910.00          DRY                        Bank of America
               1004475892                                     64,800.00          DRY                        Bank of America
               1004478014                                    194,750.00          DRY                        Bank of America
               1004484971                                    283,500.00          DRY                        Bank of America
               1004485603                                    230,000.00          DRY                        Bank of America
               1004488101                                    649,874.92          DRY                        Bank of America
               1004489048                                    143,907.23          DRY                        Bank of America
               1004490456                                    141,600.00          DRY                        Bank of America
               1004490802                                     76,483.41          DRY                        Bank of America
               1004491366                                     64,000.00          DRY                        Bank of America
               1004492329                                    498,100.00          DRY                        Bank of America
               1004496673                                    259,200.00          DRY                        Bank of America
               1004503362                                    396,000.00          DRY                        Bank of America
               1004504673                                    306,000.00          DRY                        Bank of America
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               1004505538                                    120,000.00          DRY                        Bank of America
               1004507019                                    112,000.00          DRY                        Bank of America
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               1004510700                                    274,500.00          DRY                        Bank of America
               1004515572                                    160,000.00          DRY                        Bank of America
               1004515812                                    140,800.00          DRY                        Bank of America
               1004518436                                     98,600.00          DRY                        Bank of America
               1004518766                                    136,000.00          DRY                        Bank of America
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               1004521459                                    117,600.00          DRY                        Bank of America
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               1004524009                                    109,600.00          DRY                        Bank of America
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               1004543140                                    144,000.00          DRY                        Bank of America
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               1004549527                                    122,400.00          DRY                        Bank of America
               1004549992                                    526,500.00          DRY                        Bank of America
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               1004617882                                    120,600.00          DRY                        Bank of America
               1004618809                                    180,000.00          DRY                        Bank of America
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               1004624080                                    165,000.00          DRY                        Bank of America
               1004624142                                    276,250.00          DRY                        Bank of America
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               1004695930                                    270,900.00          DRY                        Bank of America
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               1004715614                                    410,000.00          DRY                        Bank of America
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               1004722349                                    121,500.00          DRY                        Bank of America
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               1004768978                                    189,600.00          DRY                        Bank of America
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               1004842086                                    171,920.00          DRY                        Bank of America
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               1005111078                                    407,992.00          DRY                        Bank of America
                  2091341                                     49,931.51          DRY                        Barclays Whse
                  2147151                                    152,525.50          DRY                        Barclays Whse
                  2152581                                     64,485.35          DRY                        Barclays Whse
                  2159842                                     99,189.75          DRY                        Barclays Whse
                  2165161                                    146,947.21          DRY                        Barclays Whse
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                  2173873                                    223,326.39          DRY                        Barclays Whse
                  2177549                                     60,317.44          DRY                        Barclays Whse
                  2177633                                    119,639.14          DRY                        Barclays Whse
                  2178433                                     95,822.48          DRY                        Barclays Whse
                  2182302                                     92,722.19          DRY                        Barclays Whse
                  2183731                                     57,339.23          DRY                        Barclays Whse
                  2183812                                    166,526.72          DRY                        Barclays Whse
                  2184269                                     49,937.23          DRY                        Barclays Whse
                  2184408                                    179,511.55          DRY                        Barclays Whse
                  2186102                                    261,844.31          DRY                        Barclays Whse
                  2186243                                     80,572.67          DRY                        Barclays Whse
                  2186313                                     84,288.93          DRY                        Barclays Whse
                  2187167                                    210,102.87          DRY                        Barclays Whse
                  2187733                                    170,485.77          DRY                        Barclays Whse
                  2187840                                     74,935.90          DRY                        Barclays Whse
                  2187940                                     92,673.18          DRY                        Barclays Whse
                  2188736                                    135,765.97          DRY                        Barclays Whse
                  2188904                                     91,045.40          DRY                        Barclays Whse
                  2188919                                     88,207.80          DRY                        Barclays Whse
                  2189383                                    125,433.35          DRY                        Barclays Whse
                  2189611                                    125,250.00          DRY                        Barclays Whse
                  2190370                                     98,753.92          DRY                        Barclays Whse
                  2190699                                    107,716.72          DRY                        Barclays Whse
                  2190986                                    222,243.48          DRY                        Barclays Whse
                  2191402                                    348,947.48          DRY                        Barclays Whse
                  2191629                                     89,098.00          DRY                        Barclays Whse
                  2192592                                    302,188.52          DRY                        Barclays Whse
                  2192729                                    134,682.15          DRY                        Barclays Whse
                  2192854                                     63,653.17          DRY                        Barclays Whse
                  2192906                                    127,770.48          DRY                        Barclays Whse
                  2193159                                    147,555.78          DRY                        Barclays Whse
                  2193470                                    249,248.20          DRY                        Barclays Whse
                  2193547                                    324,022.66          DRY                        Barclays Whse
                  2193940                                    415,198.71          DRY                        Barclays Whse
                  2193978                                    309,154.71          DRY                        Barclays Whse
                  2194493                                    293,356.85          DRY                        Barclays Whse
                  2194803                                    108,793.85          DRY                        Barclays Whse
                  2195138                                    387,688.42          DRY                        Barclays Whse
                  2196336                                     27,424.29          DRY                        Barclays Whse
                  2196624                                    483,541.51          DRY                        Barclays Whse
                  2196627                                    163,593.56          DRY                        Barclays Whse
                  2197918                                    106,041.24          DRY                        Barclays Whse
                  2198262                                     93,211.18          DRY                        Barclays Whse
                  2198417                                    109,781.06          DRY                        Barclays Whse
                  2198509                                    187,282.93          DRY                        Barclays Whse
                  2198853                                    109,328.38          DRY                        Barclays Whse
                  2198918                                    195,101.83          DRY                        Barclays Whse
                  2199258                                     67,459.52          DRY                        Barclays Whse
                  2199396                                     87,776.50          DRY                        Barclays Whse
                  2199538                                    299,205.43          DRY                        Barclays Whse
                  2199621                                     67,369.18          DRY                        Barclays Whse
                  2199905                                     54,991.97          DRY                        Barclays Whse
                  2200218                                     73,418.56          DRY                        Barclays Whse
                  2200230                                    438,522.86          DRY                        Barclays Whse
                  2200662                                    300,861.42          DRY                        Barclays Whse
                  2200726                                     28,940.04          DRY                        Barclays Whse
                  2200840                                     99,025.38          DRY                        Barclays Whse
                  2201024                                     69,852.32          DRY                        Barclays Whse
                  2201518                                    349,614.97          DRY                        Barclays Whse
                  2201703                                    169,730.77          DRY                        Barclays Whse
                  2201893                                     95,768.32          DRY                        Barclays Whse
                  2202036                                    120,597.09          DRY                        Barclays Whse
                  2202047                                     89,413.80          DRY                        Barclays Whse
                  2202245                                    300,163.23          DRY                        Barclays Whse
                  2202613                                     87,865.54          DRY                        Barclays Whse
                  2202666                                    102,974.49          DRY                        Barclays Whse
                  2202966                                    317,365.28          DRY                        Barclays Whse
                  2203258                                    430,183.33          DRY                        Barclays Whse
                  2203377                                    199,398.56          DRY                        Barclays Whse
                  2203576                                    108,790.05          DRY                        Barclays Whse
                  2203583                                    211,159.37          DRY                        Barclays Whse
                  2203630                                     99,801.42          DRY                        Barclays Whse
                  2203653                                    165,057.14          DRY                        Barclays Whse
                  2203679                                    221,448.09          DRY                        Barclays Whse
                  2203733                                    138,020.79          DRY                        Barclays Whse
                  2203754                                    173,960.82          DRY                        Barclays Whse
                  2203767                                    157,730.91          DRY                        Barclays Whse
                  2203863                                    134,162.39          DRY                        Barclays Whse
                  2203927                                     79,032.91          DRY                        Barclays Whse
                  2203961                                     82,657.22          DRY                        Barclays Whse
                  2204122                                    135,656.95          DRY                        Barclays Whse
                  2204286                                     95,846.37          DRY                        Barclays Whse
                  2204580                                     75,875.69          DRY                        Barclays Whse
                  2204596                                    301,091.83          DRY                        Barclays Whse
                  2204863                                    187,686.82          DRY                        Barclays Whse
                  2205316                                    157,300.16          DRY                        Barclays Whse
                  2205334                                    479,835.85          DRY                        Barclays Whse
                  2205342                                    249,270.81          DRY                        Barclays Whse
                  2205521                                     82,360.94          DRY                        Barclays Whse
                  2205550                                     92,648.37          DRY                        Barclays Whse
                  2205800                                     76,177.73          DRY                        Barclays Whse
                  2205858                                    119,639.14          DRY                        Barclays Whse
                  2205936                                    127,664.27          DRY                        Barclays Whse
                  2206263                                    305,673.20          DRY                        Barclays Whse
                  2206307                                    121,433.72          DRY                        Barclays Whse
                  2206586                                    103,795.56          DRY                        Barclays Whse
                  2206640                                    259,466.01          DRY                        Barclays Whse
                  2206726                                    126,215.16          DRY                        Barclays Whse
                  2206761                                    104,813.65          DRY                        Barclays Whse
                  2206885                                    132,000.00          DRY                        Barclays Whse
                  2207536                                    107,626.33          DRY                        Barclays Whse
                  2208988                                    210,365.48          DRY                        Barclays Whse
                  2210346                                    203,480.36          DRY                        Barclays Whse
                  2210659                                    120,636.13          DRY                        Barclays Whse
                  2210744                                    198,976.73          DRY                        Barclays Whse
                  2211044                                     91,816.63          DRY                        Barclays Whse
                  2211861                                    152,815.87          DRY                        Barclays Whse
                  2212062                                    234,293.31          DRY                        Barclays Whse
                  2212334                                    167,519.29          DRY                        Barclays Whse
                  2212697                                    285,753.89          DRY                        Barclays Whse
                  2212980                                     57,173.83          DRY                        Barclays Whse
                  2213722                                    295,375.51          DRY                        Barclays Whse
                  2214198                                    129,722.96          DRY                        Barclays Whse
                  2214384                                     79,826.93          DRY                        Barclays Whse
                  2215442                                    332,463.18          DRY                        Barclays Whse
                  2216269                                    305,616.32          DRY                        Barclays Whse
                  2216358                                    142,938.12          DRY                        Barclays Whse
                  2216588                                    197,872.81          DRY                        Barclays Whse
                  2216953                                    222,911.08          DRY                        Barclays Whse
                  2217024                                    123,839.69          DRY                        Barclays Whse
                  2217662                                    143,891.52          DRY                        Barclays Whse
                  2217992                                    234,215.71          DRY                        Barclays Whse
                  2218132                                    115,650.52          DRY                        Barclays Whse
                  2219044                                    263,095.56          DRY                        Barclays Whse
                  2221088                                     83,873.04          DRY                        Barclays Whse
                  2221122                                    119,923.87          DRY                        Barclays Whse
                  2221572                                    335,627.71          DRY                        Barclays Whse
                  2222241                                     89,521.07          DRY                        Barclays Whse
                  2222547                                    157,062.69          DRY                        Barclays Whse
                  2224523                                    195,587.80          DRY                        Barclays Whse
                  2225194                                    130,431.99          DRY                        Barclays Whse
                  2225864                                    214,639.49          DRY                        Barclays Whse
                  2226308                                     55,870.61          DRY                        Barclays Whse
                  2226395                                    112,329.12          DRY                        Barclays Whse
                  2226973                                     28,363.51          DRY                        Barclays Whse
                  2227265                                     49,952.16          DRY                        Barclays Whse
                  2229921                                     66,722.31          DRY                        Barclays Whse
                  2232121                                    131,395.36          DRY                        Barclays Whse
                  2232580                                     55,971.51          DRY                        Barclays Whse
                  2233686                                     94,829.65          DRY                        Barclays Whse
                  2234880                                     92,644.85          DRY                        Barclays Whse
                  2235075                                    116,943.35          DRY                        Barclays Whse
                  2242364                                     49,900.28          DRY                        Barclays Whse
                  2242629                                    103,033.64          DRY                        Barclays Whse
                  2243433                                     80,800.00          DRY                        Barclays Whse
                  2243580                                    163,600.00          DRY                        Barclays Whse
                  2244446                                    230,000.00          DRY                        Barclays Whse
                  2244770                                     50,000.00          DRY                        Barclays Whse
                  2246819                                     50,226.56          DRY                        Barclays Whse
                  2248016                                     53,500.00          DRY                        Barclays Whse
                  2249871                                     75,178.24          DRY                        Barclays Whse
                  2250074                                    249,830.55          DRY                        Barclays Whse
                  2251334                                    126,000.00          DRY                        Barclays Whse
                  2251385                                    177,000.00          DRY                        Barclays Whse
               1001767635                                    162,000.00          DRY                        Barclays Whse
               1001920292                                    146,539.60          DRY                        Barclays Whse
               1002038299                                     66,018.35          DRY                        Barclays Whse
               1002052263                                    538,405.87          DRY                        Barclays Whse
               1002217504                                    222,970.00          DRY                        Barclays Whse
               1002277146                                    139,835.83          DRY                        Barclays Whse
               1002278234                                    490,000.00          DRY                        Barclays Whse
               1002336154                                     74,246.31          DRY                        Barclays Whse
               1002532147                                     89,812.02          DRY                        Barclays Whse
               1002534822                                     50,914.27          DRY                        Barclays Whse
               1002556852                                     88,593.39          DRY                        Barclays Whse
               1002610080                                    187,527.67          DRY                        Barclays Whse
               1002614282                                    156,294.69          DRY                        Barclays Whse
               1002620373                                    377,046.51          DRY                        Barclays Whse
               1002625813                                    191,351.67          DRY                        Barclays Whse
               1002661060                                    612,692.26          DRY                        Barclays Whse
               1002680502                                    124,709.17          DRY                        Barclays Whse
               1002684615                                    344,000.00          DRY                        Barclays Whse
               1002686472                                     94,771.86          DRY                        Barclays Whse
               1002702089                                    214,535.66          DRY                        Barclays Whse
               1002708573                                    167,000.00          DRY                        Barclays Whse
               1002712960                                    180,000.00          DRY                        Barclays Whse
               1002714478                                    156,348.74          DRY                        Barclays Whse
               1002724412                                    331,135.68          DRY                        Barclays Whse
               1002728677                                    333,992.59          DRY                        Barclays Whse
               1002729042                                     71,000.00          DRY                        Barclays Whse
               1002729122                                    325,918.43          DRY                        Barclays Whse
               1002737195                                    181,415.51          DRY                        Barclays Whse
               1002741750                                    110,182.49          DRY                        Barclays Whse
               1002745266                                     79,868.37          DRY                        Barclays Whse
               1002748423                                    202,500.00          DRY                        Barclays Whse
               1002753871                                     80,609.61          DRY                        Barclays Whse
               1002764752                                    458,522.71          DRY                        Barclays Whse
               1002768204                                     85,500.00          DRY                        Barclays Whse
               1002772315                                    189,000.00          DRY                        Barclays Whse
               1002778015                                    148,674.69          DRY                        Barclays Whse
               1002779791                                    513,000.00          DRY                        Barclays Whse
               1002784954                                    181,672.16          DRY                        Barclays Whse
               1002792507                                    289,000.00          DRY                        Barclays Whse
               1002796004                                     74,859.89          DRY                        Barclays Whse
               1002801301                                     55,123.74          DRY                        Barclays Whse
               1002804184                                    174,531.98          DRY                        Barclays Whse
               1002811960                                    192,482.06          DRY                        Barclays Whse
               1002812790                                    126,676.50          DRY                        Barclays Whse
               1002814556                                    363,013.04          DRY                        Barclays Whse
               1002815038                                     80,780.42          DRY                        Barclays Whse
               1002816821                                    352,097.71          DRY                        Barclays Whse
               1002818543                                    329,007.63          DRY                        Barclays Whse
               1002820754                                    147,090.20          DRY                        Barclays Whse
               1002824411                                    329,238.28          DRY                        Barclays Whse
               1002824867                                     27,140.30          DRY                        Barclays Whse
               1002836480                                    237,321.55          DRY                        Barclays Whse
               1002838898                                    274,579.79          DRY                        Barclays Whse
               1002851907                                     28,354.26          DRY                        Barclays Whse
               1002852103                                    174,669.72          DRY                        Barclays Whse
               1002852951                                     89,794.31          DRY                        Barclays Whse
               1002852988                                    195,485.91          DRY                        Barclays Whse
               1002856001                                    132,088.29          DRY                        Barclays Whse
               1002859213                                    249,369.39          DRY                        Barclays Whse
               1002860041                                    110,538.51          DRY                        Barclays Whse
               1002861451                                    108,000.00          DRY                        Barclays Whse
               1002861843                                    149,990.79          DRY                        Barclays Whse
               1002863592                                     85,467.23          DRY                        Barclays Whse
               1002864252                                    300,857.48          DRY                        Barclays Whse
               1002869783                                    360,484.01          DRY                        Barclays Whse
               1002872653                                    159,675.78          DRY                        Barclays Whse
               1002872993                                    346,617.04          DRY                        Barclays Whse
               1002883071                                    156,469.19          DRY                        Barclays Whse
               1002884294                                     81,445.04          DRY                        Barclays Whse
               1002885239                                    319,275.90          DRY                        Barclays Whse
               1002886586                                    129,805.80          DRY                        Barclays Whse
               1002886602                                     78,850.00          DRY                        Barclays Whse
               1002886746                                    271,871.01          DRY                        Barclays Whse
               1002888584                                    194,834.12          DRY                        Barclays Whse
               1002888637                                    299,116.57          DRY                        Barclays Whse
               1002889798                                    212,094.83          DRY                        Barclays Whse
               1002890606                                    202,072.77          DRY                        Barclays Whse
               1002890839                                    215,481.25          DRY                        Barclays Whse
               1002890964                                    119,767.68          DRY                        Barclays Whse
               1002894229                                    200,395.54          DRY                        Barclays Whse
               1002897039                                    354,492.51          DRY                        Barclays Whse
               1002898644                                    209,416.21          DRY                        Barclays Whse
               1002900800                                    292,116.92          DRY                        Barclays Whse
               1002900908                                    180,000.00          DRY                        Barclays Whse
               1002901275                                    300,926.66          DRY                        Barclays Whse
               1002902443                                    317,980.75          DRY                        Barclays Whse
               1002903647                                    207,759.68          DRY                        Barclays Whse
               1002904824                                    120,301.70          DRY                        Barclays Whse
               1002905217                                    110,337.37          DRY                        Barclays Whse
               1002907741                                    148,414.45          DRY                        Barclays Whse
               1002907965                                    112,981.96          DRY                        Barclays Whse
               1002915849                                    143,983.31          DRY                        Barclays Whse
               1002922216                                    116,633.93          DRY                        Barclays Whse
               1002925874                                    255,516.85          DRY                        Barclays Whse
               1002927471                                     82,673.28          DRY                        Barclays Whse
               1002927667                                    381,647.32          DRY                        Barclays Whse
               1002929629                                    161,243.33          DRY                        Barclays Whse
               1002934347                                    202,198.81          DRY                        Barclays Whse
               1002936274                                    124,624.71          DRY                        Barclays Whse
               1002936773                                    223,503.14          DRY                        Barclays Whse
               1002939075                                    215,409.15          DRY                        Barclays Whse
               1002939654                                    150,000.00          DRY                        Barclays Whse
               1002940223                                    279,179.40          DRY                        Barclays Whse
               1002942178                                    247,500.00          DRY                        Barclays Whse
               1002942926                                    114,457.27          DRY                        Barclays Whse
               1002944979                                    185,530.82          DRY                        Barclays Whse
               1002947645                                     97,562.67          DRY                        Barclays Whse
               1002947912                                    122,175.97          DRY                        Barclays Whse
               1002950630                                    326,432.58          DRY                        Barclays Whse
               1002951942                                    299,243.26          DRY                        Barclays Whse
               1002955555                                    147,061.48          DRY                        Barclays Whse
               1002962486                                    287,386.25          DRY                        Barclays Whse
               1002963467                                    213,032.55          DRY                        Barclays Whse
               1002964153                                    104,781.79          DRY                        Barclays Whse
               1002966062                                    598,601.25          DRY                        Barclays Whse
               1002966375                                    258,051.25          DRY                        Barclays Whse
               1002967329                                    249,520.09          DRY                        Barclays Whse
               1002968621                                    299,385.91          DRY                        Barclays Whse
               1002970244                                    280,468.14          DRY                        Barclays Whse
               1002971975                                    179,374.84          DRY                        Barclays Whse
               1002971984                                     78,599.85          DRY                        Barclays Whse
               1002972518                                     79,879.76          DRY                        Barclays Whse
               1002972689                                    127,636.26          DRY                        Barclays Whse
               1002974106                                    192,485.34          DRY                        Barclays Whse
               1002974419                                     49,885.73          DRY                        Barclays Whse
               1002974801                                    312,558.89          DRY                        Barclays Whse
               1002977639                                    368,248.48          DRY                        Barclays Whse
               1002979575                                    319,066.64          DRY                        Barclays Whse
               1002980616                                    155,600.00          DRY                        Barclays Whse
               1002982758                                    102,701.80          DRY                        Barclays Whse
               1002982972                                    120,728.91          DRY                        Barclays Whse
               1002984818                                     98,870.30          DRY                        Barclays Whse
               1002989270                                    101,062.79          DRY                        Barclays Whse
               1002991472                                    157,174.33          DRY                        Barclays Whse
               1002992220                                     93,404.50          DRY                        Barclays Whse
               1002993032                                    194,342.27          DRY                        Barclays Whse
               1002993425                                     85,811.14          DRY                        Barclays Whse
               1002993666                                     49,901.71          DRY                        Barclays Whse
               1002994068                                    235,001.08          DRY                        Barclays Whse
               1002997911                                     80,936.47          DRY                        Barclays Whse
               1003000497                                     97,541.71          DRY                        Barclays Whse
               1003000601                                     85,291.62          DRY                        Barclays Whse
               1003003582                                    148,800.00          DRY                        Barclays Whse
               1003004162                                    268,355.66          DRY                        Barclays Whse
               1003005642                                    487,594.17          DRY                        Barclays Whse
               1003009746                                    173,898.68          DRY                        Barclays Whse
               1003014794                                    127,541.03          DRY                        Barclays Whse
               1003015196                                     67,859.40          DRY                        Barclays Whse
               1003015230                                     67,905.06          DRY                        Barclays Whse
               1003015542                                    149,347.84          DRY                        Barclays Whse
               1003019557                                    231,321.91          DRY                        Barclays Whse
               1003022106                                    365,227.82          DRY                        Barclays Whse
               1003023837                                    697,894.96          DRY                        Barclays Whse
               1003026004                                    351,258.90          DRY                        Barclays Whse
               1003027012                                    148,549.19          DRY                        Barclays Whse
               1003027432                                    106,726.62          DRY                        Barclays Whse
               1003028084                                     76,332.00          DRY                        Barclays Whse
               1003029323                                    153,777.00          DRY                        Barclays Whse
               1003029840                                     62,063.47          DRY                        Barclays Whse
               1003032587                                     82,329.41          DRY                        Barclays Whse
               1003033791                                    269,256.62          DRY                        Barclays Whse
               1003034512                                    224,459.67          DRY                        Barclays Whse
               1003035156                                    129,631.58          DRY                        Barclays Whse
               1003038171                                    394,877.73          DRY                        Barclays Whse
               1003038536                                    230,305.34          DRY                        Barclays Whse
               1003042086                                    342,843.81          DRY                        Barclays Whse
               1003044770                                     31,389.26          DRY                        Barclays Whse
               1003046885                                    125,688.35          DRY                        Barclays Whse
               1003047508                                    195,594.31          DRY                        Barclays Whse
               1003048446                                    126,085.82          DRY                        Barclays Whse
               1003049392                                     75,058.07          DRY                        Barclays Whse
               1003049775                                    122,058.01          DRY                        Barclays Whse
               1003050664                                    192,000.00          DRY                        Barclays Whse
               1003050762                                    283,311.23          DRY                        Barclays Whse
               1003053288                                    334,798.48          DRY                        Barclays Whse
               1003053297                                    448,508.67          DRY                        Barclays Whse
               1003054928                                    548,636.93          DRY                        Barclays Whse
               1003055026                                    278,209.31          DRY                        Barclays Whse
               1003055703                                    152,624.34          DRY                        Barclays Whse
               1003056481                                    134,617.41          DRY                        Barclays Whse
               1003056524                                    132,868.72          DRY                        Barclays Whse
               1003057097                                    210,910.38          DRY                        Barclays Whse
               1003057113                                    265,195.75          DRY                        Barclays Whse
               1003057355                                     55,285.00          DRY                        Barclays Whse
               1003058470                                    296,938.52          DRY                        Barclays Whse
               1003058862                                    167,081.61          DRY                        Barclays Whse
               1003059193                                    403,782.09          DRY                        Barclays Whse
               1003061901                                    209,520.06          DRY                        Barclays Whse
               1003062170                                    114,542.67          DRY                        Barclays Whse
               1003063909                                    150,693.40          DRY                        Barclays Whse
               1003065006                                    299,250.65          DRY                        Barclays Whse
               1003067166                                     49,854.86          DRY                        Barclays Whse
               1003070321                                     72,131.95          DRY                        Barclays Whse
               1003070553                                    199,586.46          DRY                        Barclays Whse
               1003070615                                     97,543.77          DRY                        Barclays Whse
               1003070937                                    339,230.65          DRY                        Barclays Whse
               1003071311                                    297,225.95          DRY                        Barclays Whse
               1003073818                                    206,435.56          DRY                        Barclays Whse
               1003074407                                    134,262.51          DRY                        Barclays Whse
               1003075424                                    297,126.64          DRY                        Barclays Whse
               1003076664                                     95,821.61          DRY                        Barclays Whse
               1003077529                                    359,715.00          DRY                        Barclays Whse
               1003080702                                    193,000.00          DRY                        Barclays Whse
               1003081015                                    103,762.32          DRY                        Barclays Whse
               1003081587                                    293,000.00          DRY                        Barclays Whse
               1003082121                                    144,080.00          DRY                        Barclays Whse
               1003082210                                    383,782.57          DRY                        Barclays Whse
               1003084566                                    344,003.31          DRY                        Barclays Whse
               1003084842                                    136,518.56          DRY                        Barclays Whse
               1003085716                                    223,033.99          DRY                        Barclays Whse
               1003085985                                    255,365.55          DRY                        Barclays Whse
               1003087055                                    233,398.09          DRY                        Barclays Whse
               1003087723                                    348,961.60          DRY                        Barclays Whse
               1003088580                                    153,204.90          DRY                        Barclays Whse
               1003089197                                     91,682.03          DRY                        Barclays Whse
               1003092913                                    301,186.29          DRY                        Barclays Whse
               1003092959                                    466,349.33          DRY                        Barclays Whse
               1003093743                                    169,624.79          DRY                        Barclays Whse
               1003094190                                    153,660.11          DRY                        Barclays Whse
               1003095386                                    373,149.49          DRY                        Barclays Whse
               1003097909                                     95,764.87          DRY                        Barclays Whse
               1003098392                                     86,738.37          DRY                        Barclays Whse
               1003099907                                     98,190.30          DRY                        Barclays Whse
               1003100245                                     89,752.21          DRY                        Barclays Whse
               1003100502                                    197,040.00          DRY                        Barclays Whse
               1003101681                                    228,509.53          DRY                        Barclays Whse
               1003103670                                    106,682.55          DRY                        Barclays Whse
               1003103787                                     92,768.84          DRY                        Barclays Whse
               1003104553                                    132,490.41          DRY                        Barclays Whse
               1003105017                                    184,200.10          DRY                        Barclays Whse
               1003106178                                    443,661.80          DRY                        Barclays Whse
               1003106374                                    133,195.56          DRY                        Barclays Whse
               1003107603                                     84,625.54          DRY                        Barclays Whse
               1003108149                                     75,843.64          DRY                        Barclays Whse
               1003109380                                    183,498.28          DRY                        Barclays Whse
               1003110010                                    348,000.00          DRY                        Barclays Whse
               1003111778                                    269,436.06          DRY                        Barclays Whse
               1003111787                                     86,983.89          DRY                        Barclays Whse
               1003112090                                    229,857.53          DRY                        Barclays Whse
               1003112937                                    182,476.37          DRY                        Barclays Whse
               1003113008                                    101,790.15          DRY                        Barclays Whse
               1003114025                                    109,741.01          DRY                        Barclays Whse
               1003114338                                    183,565.74          DRY                        Barclays Whse
               1003116363                                    136,816.27          DRY                        Barclays Whse
               1003117406                                    152,787.65          DRY                        Barclays Whse
               1003119299                                    202,620.77          DRY                        Barclays Whse
               1003119306                                    267,269.23          DRY                        Barclays Whse
               1003119538                                    384,071.08          DRY                        Barclays Whse
               1003120633                                    274,358.91          DRY                        Barclays Whse
               1003121507                                     60,350.74          DRY                        Barclays Whse
               1003122061                                    317,864.28          DRY                        Barclays Whse
               1003122436                                    244,298.96          DRY                        Barclays Whse
               1003122454                                    166,857.75          DRY                        Barclays Whse
               1003124602                                    170,094.45          DRY                        Barclays Whse
               1003124746                                    189,582.74          DRY                        Barclays Whse
               1003126316                                    371,219.28          DRY                        Barclays Whse
               1003126487                                     49,946.02          DRY                        Barclays Whse
               1003126664                                    329,195.72          DRY                        Barclays Whse
               1003127084                                     74,645.33          DRY                        Barclays Whse
               1003127743                                    351,096.85          DRY                        Barclays Whse
               1003129527                                     54,879.21          DRY                        Barclays Whse
               1003129607                                     92,908.99          DRY                        Barclays Whse
               1003131346                                    105,852.00          DRY                        Barclays Whse
               1003132283                                     72,172.41          DRY                        Barclays Whse
               1003132489                                    233,420.08          DRY                        Barclays Whse
               1003132728                                    179,494.76          DRY                        Barclays Whse
               1003133120                                    124,887.27          DRY                        Barclays Whse
               1003133987                                     57,537.68          DRY                        Barclays Whse
               1003134959                                    191,927.70          DRY                        Barclays Whse
               1003134968                                    155,234.36          DRY                        Barclays Whse
               1003135495                                    314,272.90          DRY                        Barclays Whse
               1003135583                                    195,926.86          DRY                        Barclays Whse
               1003135805                                    103,726.85          DRY                        Barclays Whse
               1003136234                                    197,671.40          DRY                        Barclays Whse
               1003137000                                    194,589.90          DRY                        Barclays Whse
               1003137652                                    114,744.09          DRY                        Barclays Whse
               1003137670                                    184,148.22          DRY                        Barclays Whse
               1003138214                                    343,443.73          DRY                        Barclays Whse
               1003138296                                     63,939.08          DRY                        Barclays Whse
               1003139124                                     53,499.87          DRY                        Barclays Whse
               1003139507                                    223,519.08          DRY                        Barclays Whse
               1003139516                                    144,563.96          DRY                        Barclays Whse
               1003139874                                     89,895.02          DRY                        Barclays Whse
               1003139945                                    258,713.94          DRY                        Barclays Whse
               1003140755                                    183,518.60          DRY                        Barclays Whse
               1003141004                                     36,334.82          DRY                        Barclays Whse
               1003141120                                    271,499.60          DRY                        Barclays Whse
               1003142502                                    247,343.15          DRY                        Barclays Whse
               1003143333                                    214,659.82          DRY                        Barclays Whse
               1003143609                                     97,915.67          DRY                        Barclays Whse
               1003144127                                    418,736.98          DRY                        Barclays Whse
               1003145000                                     79,867.92          DRY                        Barclays Whse
               1003146768                                    130,130.16          DRY                        Barclays Whse
               1003147687                                     80,618.62          DRY                        Barclays Whse
               1003148463                                    353,969.50          DRY                        Barclays Whse
               1003149783                                    301,176.52          DRY                        Barclays Whse
               1003150477                                    241,679.63          DRY                        Barclays Whse
               1003152493                                     63,517.56          DRY                        Barclays Whse
               1003152830                                    186,978.76          DRY                        Barclays Whse
               1003154482                                    143,640.31          DRY                        Barclays Whse
               1003154721                                    175,626.81          DRY                        Barclays Whse
               1003157372                                     47,091.04          DRY                        Barclays Whse
               1003158255                                    279,283.27          DRY                        Barclays Whse
               1003158399                                     99,801.42          DRY                        Barclays Whse
               1003160091                                    127,732.65          DRY                        Barclays Whse
               1003160439                                     87,402.82          DRY                        Barclays Whse
               1003160466                                    174,536.50          DRY                        Barclays Whse
               1003160821                                    179,527.87          DRY                        Barclays Whse
               1003160983                                    167,583.64          DRY                        Barclays Whse
               1003161401                                    299,257.97          DRY                        Barclays Whse
               1003163891                                    166,098.54          DRY                        Barclays Whse
               1003164284                                    304,082.81          DRY                        Barclays Whse
               1003164417                                    219,567.54          DRY                        Barclays Whse
               1003165586                                    114,897.84          DRY                        Barclays Whse
               1003166326                                    257,011.53          DRY                        Barclays Whse
               1003169243                                     50,871.61          DRY                        Barclays Whse
               1003170384                                    338,977.55          DRY                        Barclays Whse
               1003170400                                     59,886.76          DRY                        Barclays Whse
               1003170570                                    377,144.66          DRY                        Barclays Whse
               1003171677                                    149,691.40          DRY                        Barclays Whse
               1003172042                                    468,586.62          DRY                        Barclays Whse
               1003172685                                     76,324.29          DRY                        Barclays Whse
               1003174040                                    381,883.39          DRY                        Barclays Whse
               1003174941                                    229,838.48          DRY                        Barclays Whse
               1003176155                                     70,673.05          DRY                        Barclays Whse
               1003176459                                    203,874.23          DRY                        Barclays Whse
               1003177092                                     96,599.85          DRY                        Barclays Whse
               1003177261                                    119,795.63          DRY                        Barclays Whse
               1003177626                                    127,667.52          DRY                        Barclays Whse
               1003177742                                     94,919.98          DRY                        Barclays Whse
               1003177902                                     68,298.27          DRY                        Barclays Whse
               1003180211                                    238,322.67          DRY                        Barclays Whse
               1003180462                                    139,755.33          DRY                        Barclays Whse
               1003180792                                     57,744.69          DRY                        Barclays Whse
               1003181595                                    179,604.70          DRY                        Barclays Whse
               1003181684                                    149,466.42          DRY                        Barclays Whse
               1003182040                                     53,863.96          DRY                        Barclays Whse
               1003182077                                    260,348.06          DRY                        Barclays Whse
               1003182870                                    212,992.24          DRY                        Barclays Whse
               1003183254                                    114,659.73          DRY                        Barclays Whse
               1003183423                                     79,520.55          DRY                        Barclays Whse
               1003183968                                    359,223.77          DRY                        Barclays Whse
               1003184510                                    351,257.36          DRY                        Barclays Whse
               1003184654                                    243,301.83          DRY                        Barclays Whse
               1003185074                                    103,241.47          DRY                        Barclays Whse
               1003185662                                    199,551.92          DRY                        Barclays Whse
               1003186448                                    339,159.03          DRY                        Barclays Whse
               1003186527                                    106,862.44          DRY                        Barclays Whse
               1003188035                                    497,848.19          DRY                        Barclays Whse
               1003188785                                     81,892.57          DRY                        Barclays Whse
               1003188990                                    203,386.53          DRY                        Barclays Whse
               1003190326                                    147,726.33          DRY                        Barclays Whse
               1003191833                                    179,580.37          DRY                        Barclays Whse
               1003191940                                     81,918.16          DRY                        Barclays Whse
               1003192191                                    410,919.35          DRY                        Barclays Whse
               1003192538                                     62,264.33          DRY                        Barclays Whse
               1003192707                                     81,906.76          DRY                        Barclays Whse
               1003194956                                    120,106.09          DRY                        Barclays Whse
               1003195562                                    197,592.65          DRY                        Barclays Whse
               1003195688                                    109,886.31          DRY                        Barclays Whse
               1003197702                                    289,604.31          DRY                        Barclays Whse
               1003198104                                    117,029.24          DRY                        Barclays Whse
               1003198177                                     71,833.81          DRY                        Barclays Whse
               1003198658                                    269,589.89          DRY                        Barclays Whse
               1003200280                                     96,551.00          DRY                        Barclays Whse
               1003201332                                    139,706.11          DRY                        Barclays Whse
               1003201779                                     92,932.81          DRY                        Barclays Whse
               1003202064                                     59,339.27          DRY                        Barclays Whse
               1003202518                                     52,449.18          DRY                        Barclays Whse
               1003205409                                    259,503.05          DRY                        Barclays Whse
               1003206417                                     79,827.80          DRY                        Barclays Whse
               1003206587                                    301,097.20          DRY                        Barclays Whse
               1003206729                                    113,368.64          DRY                        Barclays Whse
               1003207728                                    121,633.12          DRY                        Barclays Whse
               1003208308                                    652,135.69          DRY                        Barclays Whse
               1003208745                                    178,185.17          DRY                        Barclays Whse
               1003210082                                    343,845.73          DRY                        Barclays Whse
               1003210313                                    393,994.27          DRY                        Barclays Whse
               1003210670                                    327,722.73          DRY                        Barclays Whse
               1003213864                                     81,911.29          DRY                        Barclays Whse
               1003214015                                    111,147.24          DRY                        Barclays Whse
               1003215620                                    169,767.62          DRY                        Barclays Whse
               1003215648                                    398,797.12          DRY                        Barclays Whse
               1003215942                                    270,071.29          DRY                        Barclays Whse
               1003216497                                     73,808.72          DRY                        Barclays Whse
               1003216843                                    117,210.79          DRY                        Barclays Whse
               1003218011                                     98,916.61          DRY                        Barclays Whse
               1003222195                                    291,276.33          DRY                        Barclays Whse
               1003224335                                     89,919.87          DRY                        Barclays Whse
               1003225021                                     46,754.20          DRY                        Barclays Whse
               1003225664                                     89,917.54          DRY                        Barclays Whse
               1003228938                                     67,936.96          DRY                        Barclays Whse
               1003229759                                     62,814.47          DRY                        Barclays Whse
               1003230364                                    152,643.32          DRY                        Barclays Whse
               1003230685                                     98,784.75          DRY                        Barclays Whse
               1003231522                                    167,747.35          DRY                        Barclays Whse
               1003231915                                    169,178.44          DRY                        Barclays Whse
               1003234654                                     32,971.07          DRY                        Barclays Whse
               1003237036                                    228,252.64          DRY                        Barclays Whse
               1003238151                                     68,238.96          DRY                        Barclays Whse
               1003238240                                     70,962.35          DRY                        Barclays Whse
               1003239383                                     84,844.42          DRY                        Barclays Whse
               1003239454                                    359,014.56          DRY                        Barclays Whse
               1003242592                                     72,823.43          DRY                        Barclays Whse
               1003244019                                    171,535.52          DRY                        Barclays Whse
               1003248113                                    134,872.18          DRY                        Barclays Whse
               1003248952                                    129,875.54          DRY                        Barclays Whse
               1003253188                                    118,229.18          DRY                        Barclays Whse
               1003254034                                    100,752.63          DRY                        Barclays Whse
               1003254506                                     59,900.94          DRY                        Barclays Whse
               1003254560                                     86,875.94          DRY                        Barclays Whse
               1003254695                                     25,952.41          DRY                        Barclays Whse
               1003255408                                     93,309.57          DRY                        Barclays Whse
               1003256283                                    106,024.16          DRY                        Barclays Whse
               1003256728                                     25,053.97          DRY                        Barclays Whse
               1003257237                                     99,712.49          DRY                        Barclays Whse
               1003257415                                    208,000.00          DRY                        Barclays Whse
               1003258021                                    109,700.06          DRY                        Barclays Whse
               1003259039                                    121,747.74          DRY                        Barclays Whse
               1003259547                                     67,880.55          DRY                        Barclays Whse
               1003259930                                     94,824.33          DRY                        Barclays Whse
               1003260553                                    118,746.40          DRY                        Barclays Whse
               1003262472                                    166,794.80          DRY                        Barclays Whse
               1003262944                                    139,614.55          DRY                        Barclays Whse
               1003265978                                     53,072.24          DRY                        Barclays Whse
               1003267459                                     66,217.95          DRY                        Barclays Whse
               1003268582                                     45,950.23          DRY                        Barclays Whse
               1003268699                                    145,823.93          DRY                        Barclays Whse
               1003269082                                    269,530.57          DRY                        Barclays Whse
               1003271364                                     76,894.75          DRY                        Barclays Whse
               1003271667                                    319,093.12          DRY                        Barclays Whse
               1003272773                                     41,958.52          DRY                        Barclays Whse
               1003273291                                    157,228.03          DRY                        Barclays Whse
               1003274192                                    361,276.07          DRY                        Barclays Whse
               1003274664                                    574,343.93          DRY                        Barclays Whse
               1003274851                                    331,730.06          DRY                        Barclays Whse
               1003275752                                    107,414.73          DRY                        Barclays Whse
               1003277359                                     81,926.99          DRY                        Barclays Whse
               1003277821                                     79,880.62          DRY                        Barclays Whse
               1003279525                                     93,998.87          DRY                        Barclays Whse
               1003280149                                    279,300.60          DRY                        Barclays Whse
               1003286214                                     71,524.37          DRY                        Barclays Whse
               1003286358                                    114,889.96          DRY                        Barclays Whse
               1003287945                                    257,592.26          DRY                        Barclays Whse
               1003293135                                     71,920.22          DRY                        Barclays Whse
               1003293705                                    423,721.94          DRY                        Barclays Whse
               1003294358                                    163,588.34          DRY                        Barclays Whse
               1003294526                                     94,870.14          DRY                        Barclays Whse
               1003294884                                     45,935.09          DRY                        Barclays Whse
               1003295053                                     69,733.90          DRY                        Barclays Whse
               1003295062                                     25,966.73          DRY                        Barclays Whse
               1003295507                                    161,112.17          DRY                        Barclays Whse
               1003296392                                     84,924.48          DRY                        Barclays Whse
               1003297729                                    102,428.84          DRY                        Barclays Whse
               1003298381                                    167,623.62          DRY                        Barclays Whse
               1003298915                                    108,596.75          DRY                        Barclays Whse
               1003298933                                    146,599.17          DRY                        Barclays Whse
               1003299077                                     78,333.97          DRY                        Barclays Whse
               1003300573                                    139,211.55          DRY                        Barclays Whse
               1003302045                                     62,925.34          DRY                        Barclays Whse
               1003303400                                    289,146.98          DRY                        Barclays Whse
               1003304506                                     57,264.79          DRY                        Barclays Whse
               1003305621                                    204,421.82          DRY                        Barclays Whse
               1003307852                                    109,878.12          DRY                        Barclays Whse
               1003312490                                     49,950.62          DRY                        Barclays Whse
               1003317011                                    127,603.60          DRY                        Barclays Whse
               1003318591                                    377,043.74          DRY                        Barclays Whse
               1003319402                                    125,726.05          DRY                        Barclays Whse
               1003322817                                    255,002.07          DRY                        Barclays Whse
               1003324744                                    107,206.87          DRY                        Barclays Whse
               1003327787                                    179,451.97          DRY                        Barclays Whse
               1003332058                                     51,920.60          DRY                        Barclays Whse
               1003334403                                    211,611.97          DRY                        Barclays Whse
               1003336321                                     80,823.89          DRY                        Barclays Whse
               1003339408                                     67,401.98          DRY                        Barclays Whse
               1003343331                                     71,031.29          DRY                        Barclays Whse
               1003348238                                    249,580.80          DRY                        Barclays Whse
               1003349086                                    142,792.21          DRY                        Barclays Whse
               1003353436                                    331,274.53          DRY                        Barclays Whse
               1003354284                                    518,688.32          DRY                        Barclays Whse
               1003355014                                     47,975.38          DRY                        Barclays Whse
               1003355531                                    119,706.09          DRY                        Barclays Whse
               1003355844                                    163,621.45          DRY                        Barclays Whse
               1003358084                                    251,364.46          DRY                        Barclays Whse
               1003358155                                    143,845.35          DRY                        Barclays Whse
               1003363693                                     70,398.40          DRY                        Barclays Whse
               1003363924                                    146,579.38          DRY                        Barclays Whse
               1003366477                                     97,929.79          DRY                        Barclays Whse
               1003366556                                     74,790.50          DRY                        Barclays Whse
               1003366994                                    210,994.59          DRY                        Barclays Whse
               1003370042                                     89,800.37          DRY                        Barclays Whse
               1003370293                                    210,396.25          DRY                        Barclays Whse
               1003370505                                    111,725.68          DRY                        Barclays Whse
               1003374752                                    237,981.45          DRY                        Barclays Whse
               1003379855                                    339,341.76          DRY                        Barclays Whse
               1003379944                                    126,000.00          DRY                        Barclays Whse
               1003382226                                     52,410.12          DRY                        Barclays Whse
               1003383083                                    224,495.91          DRY                        Barclays Whse
               1003393740                                    179,131.97          DRY                        Barclays Whse
               1003393777                                    212,042.58          DRY                        Barclays Whse
               1003394936                                    115,553.22          DRY                        Barclays Whse
               1003395711                                    144,227.28          DRY                        Barclays Whse
               1003396550                                    120,301.20          DRY                        Barclays Whse
               1003398004                                    139,645.68          DRY                        Barclays Whse
               1003398120                                    139,663.80          DRY                        Barclays Whse
               1003399129                                    185,706.03          DRY                        Barclays Whse
               1003399441                                     58,409.27          DRY                        Barclays Whse
               1003403980                                    136,680.62          DRY                        Barclays Whse
               1003404131                                    179,660.28          DRY                        Barclays Whse
               1003404827                                     90,856.63          DRY                        Barclays Whse
               1003408128                                     72,139.69          DRY                        Barclays Whse
               1003408155                                     59,942.89          DRY                        Barclays Whse
               1003408912                                    223,543.79          DRY                        Barclays Whse
               1003409877                                    109,988.74          DRY                        Barclays Whse
               1003412872                                     87,780.19          DRY                        Barclays Whse
               1003416306                                    115,206.41          DRY                        Barclays Whse
               1003416770                                     99,777.91          DRY                        Barclays Whse
               1003418876                                     55,596.82          DRY                        Barclays Whse
               1003420612                                     96,000.00          DRY                        Barclays Whse
               1003423245                                     61,086.83          DRY                        Barclays Whse
               1003423405                                     99,753.87          DRY                        Barclays Whse
               1003426091                                    250,386.46          DRY                        Barclays Whse
               1003427072                                     74,534.58          DRY                        Barclays Whse
               1003430754                                    170,954.73          DRY                        Barclays Whse
               1003436543                                    154,769.46          DRY                        Barclays Whse
               1003436936                                     49,916.16          DRY                        Barclays Whse
               1003437132                                    238,968.16          DRY                        Barclays Whse
               1003440958                                     79,490.63          DRY                        Barclays Whse
               1003443205                                    415,388.36          DRY                        Barclays Whse
               1003445739                                    130,023.28          DRY                        Barclays Whse
               1003447434                                    169,835.60          DRY                        Barclays Whse
               1003448433                                     64,448.65          DRY                        Barclays Whse
               1003448709                                    399,182.37          DRY                        Barclays Whse
               1003456637                                    182,419.80          DRY                        Barclays Whse
               1003459876                                    107,016.33          DRY                        Barclays Whse
               1003460356                                    307,980.34          DRY                        Barclays Whse
               1003465324                                     92,510.01          DRY                        Barclays Whse
               1003467536                                     84,478.39          DRY                        Barclays Whse
               1003469197                                    105,905.23          DRY                        Barclays Whse
               1003469678                                    111,744.03          DRY                        Barclays Whse
               1003471488                                    472,500.00          DRY                        Barclays Whse
               1003472879                                    184,271.02          DRY                        Barclays Whse
               1003474190                                    368,712.16          DRY                        Barclays Whse
               1003475858                                    242,646.28          DRY                        Barclays Whse
               1003479738                                    117,424.90          DRY                        Barclays Whse
               1003481707                                     84,028.41          DRY                        Barclays Whse
               1003482305                                    219,696.20          DRY                        Barclays Whse
               1003485099                                    143,635.65          DRY                        Barclays Whse
               1003485259                                     99,920.82          DRY                        Barclays Whse
               1003486061                                    223,830.58          DRY                        Barclays Whse
               1003486739                                    297,095.36          DRY                        Barclays Whse
               1003488675                                     74,012.64          DRY                        Barclays Whse
               1003489068                                    355,769.17          DRY                        Barclays Whse
               1003489763                                    202,240.86          DRY                        Barclays Whse
               1003492116                                    134,193.81          DRY                        Barclays Whse
               1003493945                                    137,116.47          DRY                        Barclays Whse
               1003498012                                     90,279.51          DRY                        Barclays Whse
               1003500465                                    127,313.92          DRY                        Barclays Whse
               1003500606                                    148,873.53          DRY                        Barclays Whse
               1003507431                                    279,516.49          DRY                        Barclays Whse
               1003507869                                     88,825.30          DRY                        Barclays Whse
               1003508706                                    159,777.94          DRY                        Barclays Whse
               1003508957                                    139,769.36          DRY                        Barclays Whse
               1003509705                                    160,571.50          DRY                        Barclays Whse
               1003511426                                     75,426.21          DRY                        Barclays Whse
               1003512602                                     59,443.96          DRY                        Barclays Whse
               1003513344                                    385,836.22          DRY                        Barclays Whse
               1003514085                                     85,131.09          DRY                        Barclays Whse
               1003514575                                    224,744.15          DRY                        Barclays Whse
               1003514673                                     80,253.53          DRY                        Barclays Whse
               1003516109                                    276,497.82          DRY                        Barclays Whse
               1003516163                                    403,166.63          DRY                        Barclays Whse
               1003520265                                     81,933.83          DRY                        Barclays Whse
               1003525135                                    198,371.85          DRY                        Barclays Whse
               1003527240                                    126,184.73          DRY                        Barclays Whse
               1003530192                                    105,379.44          DRY                        Barclays Whse
               1003534198                                     98,808.34          DRY                        Barclays Whse
               1003535035                                    391,307.85          DRY                        Barclays Whse
               1003540083                                    398,522.43          DRY                        Barclays Whse
               1003540163                                    189,668.69          DRY                        Barclays Whse
               1003544329                                    337,000.00          DRY                        Barclays Whse
               1003547059                                    139,809.58          DRY                        Barclays Whse
               1003547451                                    107,817.12          DRY                        Barclays Whse
               1003548003                                     90,261.31          DRY                        Barclays Whse
               1003551123                                     73,496.15          DRY                        Barclays Whse
               1003554362                                     79,813.63          DRY                        Barclays Whse
               1003556048                                    233,246.84          DRY                        Barclays Whse
               1003556565                                    159,460.39          DRY                        Barclays Whse
               1003556930                                    116,801.94          DRY                        Barclays Whse
               1003558297                                    286,683.18          DRY                        Barclays Whse
               1003558313                                    135,655.26          DRY                        Barclays Whse
               1003558377                                    236,526.05          DRY                        Barclays Whse
               1003558536                                    118,178.88          DRY                        Barclays Whse
               1003558732                                    150,006.05          DRY                        Barclays Whse
               1003560612                                     49,943.44          DRY                        Barclays Whse
               1003561041                                    175,597.76          DRY                        Barclays Whse
               1003572556                                    114,224.50          DRY                        Barclays Whse
               1003575330                                    151,727.10          DRY                        Barclays Whse
               1003581136                                    119,831.36          DRY                        Barclays Whse
               1003586346                                    566,919.31          DRY                        Barclays Whse
               1003589398                                    164,000.00          DRY                        Barclays Whse
               1003590304                                     94,265.45          DRY                        Barclays Whse
               1003595915                                    147,231.52          DRY                        Barclays Whse
               1003598921                                     78,597.54          DRY                        Barclays Whse
               1003600561                                    115,200.00          DRY                        Barclays Whse
               1003602541                                     86,289.43          DRY                        Barclays Whse
               1003603336                                    101,472.44          DRY                        Barclays Whse
               1003607181                                     54,929.62          DRY                        Barclays Whse
               1003607724                                    104,823.93          DRY                        Barclays Whse
               1003612219                                    336,000.00          DRY                        Barclays Whse
               1003612576                                     67,387.92          DRY                        Barclays Whse
               1003618883                                    149,856.47          DRY                        Barclays Whse
               1003622379                                    549,303.30          DRY                        Barclays Whse
               1003626400                                    219,600.38          DRY                        Barclays Whse
               1003630244                                    287,200.00          DRY                        Barclays Whse
               1003632108                                    159,736.42          DRY                        Barclays Whse
               1003647539                                    157,876.56          DRY                        Barclays Whse
               1003651300                                     99,353.37          DRY                        Barclays Whse
               1003659801                                    449,230.50          DRY                        Barclays Whse
               1003659829                                    169,784.66          DRY                        Barclays Whse
               1003660586                                     97,892.40          DRY                        Barclays Whse
               1003661638                                    220,136.75          DRY                        Barclays Whse
               1003662432                                     47,959.57          DRY                        Barclays Whse
               1003665938                                    274,500.00          DRY                        Barclays Whse
               1003675516                                     93,381.56          DRY                        Barclays Whse
               1003681019                                    720,000.00          DRY                        Barclays Whse
               1003682508                                     96,198.18          DRY                        Barclays Whse
               1003682893                                     86,931.29          DRY                        Barclays Whse
               1003683703                                    315,000.00          DRY                        Barclays Whse
               1003690152                                     61,676.07          DRY                        Barclays Whse
               1003696110                                    187,828.39          DRY                        Barclays Whse
               1003706537                                     84,514.22          DRY                        Barclays Whse
               1003709712                                     64,562.45          DRY                        Barclays Whse
               1003716492                                    290,000.00          DRY                        Barclays Whse
               1003718668                                    162,557.60          DRY                        Barclays Whse
               1003721501                                    150,000.00          DRY                        Barclays Whse
               1003724544                                    287,865.64          DRY                        Barclays Whse
               1003731475                                    103,944.37          DRY                        Barclays Whse
               1003737594                                    131,807.35          DRY                        Barclays Whse
               1003740651                                    163,100.62          DRY                        Barclays Whse
               1003745674                                     78,106.85          DRY                        Barclays Whse
               1003752656                                    100,383.94          DRY                        Barclays Whse
               1003767864                                    313,064.90          DRY                        Barclays Whse
               1003773857                                    294,702.09          DRY                        Barclays Whse
               1003775837                                     85,283.84          DRY                        Barclays Whse
               1003796636                                    391,547.29          DRY                        Barclays Whse
               1003804547                                    145,600.00          DRY                        Barclays Whse
               1003811744                                     55,945.27          DRY                        Barclays Whse
               1003813706                                    119,893.39          DRY                        Barclays Whse
               1003815624                                    155,763.05          DRY                        Barclays Whse
               1003821350                                    147,036.90          DRY                        Barclays Whse
               1003821458                                     95,919.74          DRY                        Barclays Whse
               1003826293                                    134,929.76          DRY                        Barclays Whse
               1003826774                                    108,928.44          DRY                        Barclays Whse
               1003837744                                     59,364.15          DRY                        Barclays Whse
               1003848689                                    524,000.00          DRY                        Barclays Whse
               1003872054                                    101,428.72          DRY                        Barclays Whse
               1003872170                                    209,724.39          DRY                        Barclays Whse
               1003875550                                     52,581.93          DRY                        Barclays Whse
               1003876176                                    214,819.37          DRY                        Barclays Whse
               1003885022                                     97,620.16          DRY                        Barclays Whse
               1003891514                                     78,519.04          DRY                        Barclays Whse
               1003911486                                    312,000.00          DRY                        Barclays Whse
               1003914768                                     64,764.23          DRY                        Barclays Whse
               1003917480                                    145,520.30          DRY                        Barclays Whse
               1003920225                                    286,769.35          DRY                        Barclays Whse
               1003943763                                    221,115.97          DRY                        Barclays Whse
               1003957579                                    195,806.42          DRY                        Barclays Whse
               1003967292                                    115,069.01          DRY                        Barclays Whse
               1003978949                                    122,173.62          DRY                        Barclays Whse
               1003983988                                     66,231.71          DRY                        Barclays Whse
               1003984264                                     67,845.05          DRY                        Barclays Whse
               1003993192                                    111,913.49          DRY                        Barclays Whse
               1003996910                                    110,000.00          DRY                        Barclays Whse
               1004004838                                    258,803.90          DRY                        Barclays Whse
               1004005855                                    154,278.35          DRY                        Barclays Whse
               1004021613                                    129,500.00          DRY                        Barclays Whse
               1004024308                                     99,914.74          DRY                        Barclays Whse
               1004040610                                    124,915.27          DRY                        Barclays Whse
               1004044518                                     67,000.00          DRY                        Barclays Whse
               1004044705                                    366,165.00          DRY                        Barclays Whse
               1004049906                                     74,400.00          DRY                        Barclays Whse
               1004053302                                     62,050.00          DRY                        Barclays Whse
               1004062310                                    440,000.00          DRY                        Barclays Whse
               1004073219                                     61,372.25          DRY                        Barclays Whse
               1004074469                                    254,821.83          DRY                        Barclays Whse
               1004101215                                     53,512.96          DRY                        Barclays Whse
               1004116209                                    260,667.60          DRY                        Barclays Whse
               1004126047                                     58,400.00          DRY                        Barclays Whse
               1004129339                                    104,000.00          DRY                        Barclays Whse
               1004139612                                    145,500.00          DRY                        Barclays Whse
               1004159751                                    199,800.00          DRY                        Barclays Whse
               1004162373                                    114,689.57          DRY                        Barclays Whse
               1004167074                                    104,931.66          DRY                        Barclays Whse
               1004169394                                    110,500.00          DRY                        Barclays Whse
               1004170211                                    186,871.96          DRY                        Barclays Whse
               1004171247                                    416,000.00          DRY                        Barclays Whse
               1004215806                                     91,200.00          DRY                        Barclays Whse
               1004219740                                    128,000.00          DRY                        Barclays Whse
               1004230629                                    279,920.00          DRY                        Barclays Whse
               1004232547                                    205,847.12          DRY                        Barclays Whse
               1004240510                                    125,800.00          DRY                        Barclays Whse
               1004242340                                     60,300.00          DRY                        Barclays Whse
               1004248665                                     69,660.31          DRY                        Barclays Whse
               1004251393                                    344,000.00          DRY                        Barclays Whse
               1004254194                                    123,000.00          DRY                        Barclays Whse
               1004255807                                    238,500.00          DRY                        Barclays Whse
               1004257440                                    128,605.44          DRY                        Barclays Whse
               1004275956                                     64,000.00          DRY                        Barclays Whse
               1004279578                                    405,600.00          DRY                        Barclays Whse
               1004286819                                    222,000.00          DRY                        Barclays Whse
               1004287658                                    202,169.68          DRY                        Barclays Whse
               1004290118                                     92,000.00          DRY                        Barclays Whse
               1004290822                                    252,000.00          DRY                        Barclays Whse
               1004299182                                    280,000.00          DRY                        Barclays Whse
               1004302686                                    192,800.00          DRY                        Barclays Whse
               1004310472                                    399,500.00          DRY                        Barclays Whse
               1004311097                                    168,627.25          DRY                        Barclays Whse
               1004315164                                    207,000.00          DRY                        Barclays Whse
               1004330744                                    201,600.00          DRY                        Barclays Whse
               1004331459                                     87,200.00          DRY                        Barclays Whse
               1004338041                                    130,000.00          DRY                        Barclays Whse
               1004352257                                    240,000.00          DRY                        Barclays Whse
               1004354558                                    208,000.00          DRY                        Barclays Whse
               1004356645                                     97,948.39          DRY                        Barclays Whse
               1004363593                                    212,000.00          DRY                        Barclays Whse
               1004373957                                    120,700.00          DRY                        Barclays Whse
               1004386319                                    168,750.00          DRY                        Barclays Whse
               1004395577                                    560,000.00          DRY                        Barclays Whse
               1004400936                                    211,106.08          DRY                        Barclays Whse
               1004402649                                    310,250.00          DRY                        Barclays Whse
               1004408894                                    290,000.00          DRY                        Barclays Whse
               1004413735                                    108,000.00          DRY                        Barclays Whse
               1004416518                                    167,200.00          DRY                        Barclays Whse
               1004417928                                    164,000.00          DRY                        Barclays Whse
               1004421664                                    121,019.16          DRY                        Barclays Whse
               1004424304                                    301,000.00          DRY                        Barclays Whse
               1004425170                                    200,800.00          DRY                        Barclays Whse
               1004425982                                    156,000.00          DRY                        Barclays Whse
               1004426507                                     77,000.00          DRY                        Barclays Whse
               1004429988                                     87,500.00          DRY                        Barclays Whse
               1004434213                                    207,750.00          DRY                        Barclays Whse
               1004438031                                    123,750.00          DRY                        Barclays Whse
               1004440910                                     93,000.00          DRY                        Barclays Whse
               1004442035                                    179,878.98          DRY                        Barclays Whse
               1004443310                                     75,000.00          DRY                        Barclays Whse
               1004455752                                    236,000.00          DRY                        Barclays Whse
               1004457340                                    112,720.00          DRY                        Barclays Whse
               1004460835                                    136,000.00          DRY                        Barclays Whse
               1004461647                                    175,000.00          DRY                        Barclays Whse
               1004462539                                    103,947.20          DRY                        Barclays Whse
               1004466740                                    180,000.00          DRY                        Barclays Whse
               1004475874                                    225,600.00          DRY                        Barclays Whse
               1004485220                                    352,501.03          DRY                        Barclays Whse
               1004493872                                    112,500.00          DRY                        Barclays Whse
               1004500506                                    120,000.00          DRY                        Barclays Whse
               1004500891                                    117,000.00          DRY                        Barclays Whse
               1004503068                                     57,000.00          DRY                        Barclays Whse
               1004511139                                    134,725.00          DRY                        Barclays Whse
               1004511282                                     50,000.00          DRY                        Barclays Whse
               1004517883                                    144,000.00          DRY                        Barclays Whse
               1004520067                                    108,000.00          DRY                        Barclays Whse
               1004521814                                    109,900.00          DRY                        Barclays Whse
               1004523304                                    188,000.00          DRY                        Barclays Whse
               1004529709                                     83,000.00          DRY                        Barclays Whse
               1004533099                                     87,750.00          DRY                        Barclays Whse
               1004543541                                    480,000.00          DRY                        Barclays Whse
               1004545200                                     91,350.00          DRY                        Barclays Whse
               1004547716                                    162,500.00          DRY                        Barclays Whse
               1004553085                                     93,000.00          DRY                        Barclays Whse
               1004555895                                    486,000.00          DRY                        Barclays Whse
               1004561888                                    242,000.00          DRY                        Barclays Whse
               1004561897                                    100,800.00          DRY                        Barclays Whse
               1004562093                                    255,000.00          DRY                        Barclays Whse
               1004565928                                     98,625.00          DRY                        Barclays Whse
               1004567016                                    352,563.26          DRY                        Barclays Whse
               1004571715                                    144,500.00          DRY                        Barclays Whse
               1004578344                                    360,000.00          DRY                        Barclays Whse
               1004583793                                    330,000.00          DRY                        Barclays Whse
               1004587762                                    388,000.00          DRY                        Barclays Whse
               1004592916                                    130,500.00          DRY                        Barclays Whse
               1004593005                                    118,500.00          DRY                        Barclays Whse
               1004594362                                     87,100.00          DRY                        Barclays Whse
               1004595450                                    195,500.00          DRY                        Barclays Whse
               1004595744                                     87,000.00          DRY                        Barclays Whse
               1004596379                                    350,000.00          DRY                        Barclays Whse
               1004603968                                     79,000.00          DRY                        Barclays Whse
               1004609409                                    124,100.00          DRY                        Barclays Whse
               1004609819                                    102,600.00          DRY                        Barclays Whse
               1004616589                                     86,800.00          DRY                        Barclays Whse
               1004617579                                    179,000.00          DRY                        Barclays Whse
               1004618015                                     59,850.00          DRY                        Barclays Whse
               1004623349                                     61,600.00          DRY                        Barclays Whse
               1004627504                                    103,500.00          DRY                        Barclays Whse
               1004636727                                    513,000.00          DRY                        Barclays Whse
               1004639984                                    560,000.00          DRY                        Barclays Whse
               1004640838                                     53,910.00          DRY                        Barclays Whse
               1004640954                                    234,000.00          DRY                        Barclays Whse
               1004641631                                     89,600.00          DRY                        Barclays Whse
               1004642827                                    157,500.00          DRY                        Barclays Whse
               1004646066                                    204,250.00          DRY                        Barclays Whse
               1004646814                                    156,000.00          DRY                        Barclays Whse
               1004646832                                    205,200.00          DRY                        Barclays Whse
               1004648000                                    140,250.00          DRY                        Barclays Whse
               1004648625                                    130,500.00          DRY                        Barclays Whse
               1004652628                                    114,750.00          DRY                        Barclays Whse
               1004653404                                    149,600.00          DRY                        Barclays Whse
               1004654341                                    133,600.00          DRY                        Barclays Whse
               1004661654                                    102,400.00          DRY                        Barclays Whse
               1004662243                                    250,000.00          DRY                        Barclays Whse
               1004668489                                     89,100.00          DRY                        Barclays Whse
               1004668611                                     52,500.00          DRY                        Barclays Whse
               1004671983                                     82,025.00          DRY                        Barclays Whse
               1004675989                                     73,800.00          DRY                        Barclays Whse
               1004679743                                    134,500.00          DRY                        Barclays Whse
               1004681384                                    161,500.00          DRY                        Barclays Whse
               1004684372                                    200,000.00          DRY                        Barclays Whse
               1004688270                                    131,250.00          DRY                        Barclays Whse
               1004688289                                    190,000.00          DRY                        Barclays Whse
               1004692586                                    370,000.00          DRY                        Barclays Whse
               1004702343                                    100,000.00          DRY                        Barclays Whse
               1004705395                                    424,000.00          DRY                        Barclays Whse
               1004706009                                     77,900.00          DRY                        Barclays Whse
               1004725293                                    118,800.00          DRY                        Barclays Whse
               1004735219                                    145,000.00          DRY                        Barclays Whse
               1004745146                                    115,200.00          DRY                        Barclays Whse
               1004748474                                     82,450.00          DRY                        Barclays Whse
               1004774177                                    465,000.00          DRY                        Barclays Whse
               1004774916                                    400,000.00          DRY                        Barclays Whse
               1004785977                                     93,500.00          DRY                        Barclays Whse
               1004792184                                     54,900.00          DRY                        Barclays Whse
               1004808140                                    412,000.00          DRY                        Barclays Whse
               1004818086                                    421,000.00          DRY                        Barclays Whse
               1004820518                                    700,000.00          DRY                        Barclays Whse
               1004821839                                    112,500.00          DRY                        Barclays Whse
               1004832925                                     96,000.00          DRY                        Barclays Whse
               1004881220                                    177,000.00          DRY                        Barclays Whse
               1004893501                                    300,000.00          DRY                        Barclays Whse
               1004897286                                    260,000.00          DRY                        Barclays Whse
               1004901011                                    107,950.00          DRY                        Barclays Whse
               1004902957                                    244,000.00          DRY                        Barclays Whse
               1004907346                                    102,000.00          DRY                        Barclays Whse
               1004913375                                    137,200.00          DRY                        Barclays Whse
               1004913678                                    378,000.00          DRY                        Barclays Whse
               1004920740                                    152,197.00          DRY                        Barclays Whse
               1004933399                                     58,500.00          DRY                        Barclays Whse
               1004948356                                    188,000.00          DRY                        Barclays Whse
               1004961250                                     56,000.00          DRY                        Barclays Whse
               1004981657                                    239,000.00          DRY                        Barclays Whse
               1005010463                                    189,000.00          DRY                        Barclays Whse
               1005022156                                    360,000.00          DRY                        Barclays Whse
               1005043115                                    393,000.00          DRY                        Barclays Whse
               1005105414                                    195,300.00          DRY                        Barclays Whse
               1005121398                                    193,000.00          DRY                        Barclays Whse
                  2178343                                    161,982.26          DRY                        Bear Stearns Whse
                  2186425                                    573,053.02          DRY                        Bear Stearns Whse
                  2187140                                    119,679.07          DRY                        Bear Stearns Whse
                  2188065                                    132,696.04          DRY                        Bear Stearns Whse
                  2189429                                     71,920.43          DRY                        Bear Stearns Whse
                  2190702                                    187,683.11          DRY                        Bear Stearns Whse
                  2193634                                     69,549.13          DRY                        Bear Stearns Whse
                  2195565                                     49,739.24          DRY                        Bear Stearns Whse
                  2196704                                     28,974.86          DRY                        Bear Stearns Whse
                  2197682                                     84,842.82          DRY                        Bear Stearns Whse
                  2199702                                    271,501.42          DRY                        Bear Stearns Whse
                  2199917                                     50,198.24          DRY                        Bear Stearns Whse
                  2199923                                     93,273.51          DRY                        Bear Stearns Whse
                  2201765                                    251,446.15          DRY                        Bear Stearns Whse
                  2202009                                    132,854.01          DRY                        Bear Stearns Whse
                  2204124                                    128,640.64          DRY                        Bear Stearns Whse
                  2204549                                    148,199.08          DRY                        Bear Stearns Whse
                  2204859                                     86,960.75          DRY                        Bear Stearns Whse
                  2205545                                     75,604.28          DRY                        Bear Stearns Whse
                  2206018                                    307,152.00          DRY                        Bear Stearns Whse
                  2206699                                     55,136.33          DRY                        Bear Stearns Whse
                  2207398                                    377,467.89          DRY                        Bear Stearns Whse
                  2207755                                    139,592.77          DRY                        Bear Stearns Whse
                  2208979                                    216,754.30          DRY                        Bear Stearns Whse
                  2213829                                     56,388.94          DRY                        Bear Stearns Whse
                  2217130                                    121,487.60          DRY                        Bear Stearns Whse
                  2217450                                     72,745.12          DRY                        Bear Stearns Whse
                  2218092                                    106,804.13          DRY                        Bear Stearns Whse
                  2218603                                    183,676.01          DRY                        Bear Stearns Whse
                  2218815                                    108,617.56          DRY                        Bear Stearns Whse
                  2220320                                    102,929.14          DRY                        Bear Stearns Whse
                  2221365                                    108,718.33          DRY                        Bear Stearns Whse
                  2221917                                     51,703.08          DRY                        Bear Stearns Whse
                  2222089                                    134,773.63          DRY                        Bear Stearns Whse
                  2222140                                    135,755.82          DRY                        Bear Stearns Whse
                  2223430                                     88,459.11          DRY                        Bear Stearns Whse
                  2225084                                    254,592.97          DRY                        Bear Stearns Whse
                  2226844                                     20,790.86          DRY                        Bear Stearns Whse
                  2227994                                    210,608.25          DRY                        Bear Stearns Whse
                  2228476                                     51,791.95          DRY                        Bear Stearns Whse
                  2238333                                    424,191.39          DRY                        Bear Stearns Whse
                  2241817                                     28,981.38          DRY                        Bear Stearns Whse
               1002289981                                    138,700.00          DRY                        Bear Stearns Whse
               1002340657                                    209,512.48          DRY                        Bear Stearns Whse
               1002473004                                    192,000.00          DRY                        Bear Stearns Whse
               1002519563                                    101,863.21          DRY                        Bear Stearns Whse
               1002617118                                    146,800.00          DRY                        Bear Stearns Whse
               1002649012                                     24,968.28          DRY                        Bear Stearns Whse
               1002690172                                    556,000.00          DRY                        Bear Stearns Whse
               1002718875                                    155,650.50          DRY                        Bear Stearns Whse
               1002733965                                    132,737.96          DRY                        Bear Stearns Whse
               1002765458                                    170,616.90          DRY                        Bear Stearns Whse
               1002775768                                    133,800.70          DRY                        Bear Stearns Whse
               1002783526                                    133,855.34          DRY                        Bear Stearns Whse
               1002812898                                    583,318.05          DRY                        Bear Stearns Whse
               1002835926                                    172,800.00          DRY                        Bear Stearns Whse
               1002845121                                    300,000.00          DRY                        Bear Stearns Whse
               1002854236                                    190,805.13          DRY                        Bear Stearns Whse
               1002890679                                    157,600.00          DRY                        Bear Stearns Whse
               1002893140                                     95,400.00          DRY                        Bear Stearns Whse
               1002900668                                    317,351.84          DRY                        Bear Stearns Whse
               1002919293                                    168,000.00          DRY                        Bear Stearns Whse
               1002963252                                     19,978.87          DRY                        Bear Stearns Whse
               1002973893                                     52,929.07          DRY                        Bear Stearns Whse
               1002979691                                     57,236.85          DRY                        Bear Stearns Whse
               1002983579                                    238,400.00          DRY                        Bear Stearns Whse
               1002984685                                    380,229.44          DRY                        Bear Stearns Whse
               1002992863                                     98,831.39          DRY                        Bear Stearns Whse
               1003014115                                     57,943.24          DRY                        Bear Stearns Whse
               1003019003                                    380,000.00          DRY                        Bear Stearns Whse
               1003019076                                    159,545.53          DRY                        Bear Stearns Whse
               1003029939                                     94,601.00          DRY                        Bear Stearns Whse
               1003037485                                    170,653.49          DRY                        Bear Stearns Whse
               1003042807                                    122,879.99          DRY                        Bear Stearns Whse
               1003044547                                    255,814.01          DRY                        Bear Stearns Whse
               1003047358                                     68,860.18          DRY                        Bear Stearns Whse
               1003049132                                    204,751.61          DRY                        Bear Stearns Whse
               1003055419                                    135,906.73          DRY                        Bear Stearns Whse
               1003059380                                    433,913.44          DRY                        Bear Stearns Whse
               1003083451                                     28,658.50          DRY                        Bear Stearns Whse
               1003099916                                    104,540.09          DRY                        Bear Stearns Whse
               1003101075                                    145,638.17          DRY                        Bear Stearns Whse
               1003108531                                    429,858.47          DRY                        Bear Stearns Whse
               1003109781                                    394,227.98          DRY                        Bear Stearns Whse
               1003114891                                    136,372.06          DRY                        Bear Stearns Whse
               1003139151                                     29,977.31          DRY                        Bear Stearns Whse
               1003140194                                    132,831.25          DRY                        Bear Stearns Whse
               1003141175                                     46,813.59          DRY                        Bear Stearns Whse
               1003145206                                     76,662.29          DRY                        Bear Stearns Whse
               1003148579                                     70,935.88          DRY                        Bear Stearns Whse
               1003149792                                     63,898.82          DRY                        Bear Stearns Whse
               1003149989                                     98,916.61          DRY                        Bear Stearns Whse
               1003163178                                     81,924.04          DRY                        Bear Stearns Whse
               1003166433                                    185,891.73          DRY                        Bear Stearns Whse
               1003173728                                    327,959.89          DRY                        Bear Stearns Whse
               1003174754                                    286,426.06          DRY                        Bear Stearns Whse
               1003176832                                     59,927.84          DRY                        Bear Stearns Whse
               1003180140                                     69,943.22          DRY                        Bear Stearns Whse
               1003186386                                     21,404.15          DRY                        Bear Stearns Whse
               1003187740                                    508,935.24          DRY                        Bear Stearns Whse
               1003190157                                    191,812.97          DRY                        Bear Stearns Whse
               1003199470                                     93,776.48          DRY                        Bear Stearns Whse
               1003209860                                    643,500.00          DRY                        Bear Stearns Whse
               1003210830                                     87,254.94          DRY                        Bear Stearns Whse
               1003213944                                     71,933.30          DRY                        Bear Stearns Whse
               1003226404                                    648,219.02          DRY                        Bear Stearns Whse
               1003226903                                     72,153.12          DRY                        Bear Stearns Whse
               1003227591                                     57,727.44          DRY                        Bear Stearns Whse
               1003230710                                     36,370.14          DRY                        Bear Stearns Whse
               1003232683                                     19,981.47          DRY                        Bear Stearns Whse
               1003236965                                    226,075.44          DRY                        Bear Stearns Whse
               1003239784                                    316,118.76          DRY                        Bear Stearns Whse
               1003241673                                    459,166.06          DRY                        Bear Stearns Whse
               1003245768                                     77,939.72          DRY                        Bear Stearns Whse
               1003246446                                    111,897.39          DRY                        Bear Stearns Whse
               1003249915                                     50,309.16          DRY                        Bear Stearns Whse
               1003254374                                    334,986.07          DRY                        Bear Stearns Whse
               1003255603                                    443,623.62          DRY                        Bear Stearns Whse
               1003272906                                     64,929.83          DRY                        Bear Stearns Whse
               1003272933                                     36,644.88          DRY                        Bear Stearns Whse
               1003273362                                    155,802.25          DRY                        Bear Stearns Whse
               1003286875                                    137,385.30          DRY                        Bear Stearns Whse
               1003287357                                     74,937.50          DRY                        Bear Stearns Whse
               1003288365                                    108,962.57          DRY                        Bear Stearns Whse
               1003290511                                     43,135.75          DRY                        Bear Stearns Whse
               1003294189                                    133,413.47          DRY                        Bear Stearns Whse
               1003294330                                    239,567.43          DRY                        Bear Stearns Whse
               1003294839                                     38,857.91          DRY                        Bear Stearns Whse
               1003299433                                    354,598.87          DRY                        Bear Stearns Whse
               1003299521                                    418,852.54          DRY                        Bear Stearns Whse
               1003300975                                    415,212.31          DRY                        Bear Stearns Whse
               1003322880                                    454,090.09          DRY                        Bear Stearns Whse
               1003323594                                    254,304.68          DRY                        Bear Stearns Whse
               1003342680                                     25,847.86          DRY                        Bear Stearns Whse
               1003352589                                     35,260.58          DRY                        Bear Stearns Whse
               1003357236                                     68,875.00          DRY                        Bear Stearns Whse
               1003361855                                    186,620.30          DRY                        Bear Stearns Whse
               1003380406                                    318,852.57          DRY                        Bear Stearns Whse
               1003392411                                    100,000.00          DRY                        Bear Stearns Whse
               1003394286                                     20,959.39          DRY                        Bear Stearns Whse
               1003394320                                     61,658.60          DRY                        Bear Stearns Whse
               1003394794                                    384,230.08          DRY                        Bear Stearns Whse
               1003397862                                    323,150.17          DRY                        Bear Stearns Whse
               1003403150                                    137,176.17          DRY                        Bear Stearns Whse
               1003405611                                    249,624.24          DRY                        Bear Stearns Whse
               1003407833                                    291,579.44          DRY                        Bear Stearns Whse
               1003410749                                     24,976.84          DRY                        Bear Stearns Whse
               1003414086                                     41,344.48          DRY                        Bear Stearns Whse
               1003433136                                     81,915.25          DRY                        Bear Stearns Whse
               1003434581                                     82,791.66          DRY                        Bear Stearns Whse
               1003447425                                    279,490.13          DRY                        Bear Stearns Whse
               1003463102                                     77,368.12          DRY                        Bear Stearns Whse
               1003469552                                    519,010.64          DRY                        Bear Stearns Whse
               1003482840                                    151,728.84          DRY                        Bear Stearns Whse
               1003489638                                     38,771.90          DRY                        Bear Stearns Whse
               1003489941                                     88,424.95          DRY                        Bear Stearns Whse
               1003490430                                     53,510.58          DRY                        Bear Stearns Whse
               1003513317                                    177,876.94          DRY                        Bear Stearns Whse
               1003513674                                     44,868.87          DRY                        Bear Stearns Whse
               1003515574                                     79,817.17          DRY                        Bear Stearns Whse
               1003541288                                     40,160.66          DRY                        Bear Stearns Whse
               1003546988                                     55,983.80          DRY                        Bear Stearns Whse
               1003550767                                     64,353.36          DRY                        Bear Stearns Whse
               1003553425                                    134,576.18          DRY                        Bear Stearns Whse
               1003554656                                    291,885.13          DRY                        Bear Stearns Whse
               1003554923                                    436,720.00          DRY                        Bear Stearns Whse
               1003554978                                    440,000.00          DRY                        Bear Stearns Whse
               1003556280                                    108,664.97          DRY                        Bear Stearns Whse
               1003573074                                    392,000.00          DRY                        Bear Stearns Whse
               1003583884                                    254,526.38          DRY                        Bear Stearns Whse
               1003594603                                    360,837.09          DRY                        Bear Stearns Whse
               1003606574                                    212,000.00          DRY                        Bear Stearns Whse
               1003623056                                     23,683.57          DRY                        Bear Stearns Whse
               1003623225                                     29,960.53          DRY                        Bear Stearns Whse
               1003624714                                    176,494.70          DRY                        Bear Stearns Whse
               1003638790                                     29,478.82          DRY                        Bear Stearns Whse
               1003645112                                    107,814.41          DRY                        Bear Stearns Whse
               1003653503                                     36,475.51          DRY                        Bear Stearns Whse
               1003654940                                    314,911.18          DRY                        Bear Stearns Whse
               1003657545                                    299,250.00          DRY                        Bear Stearns Whse
               1003658919                                    351,619.73          DRY                        Bear Stearns Whse
               1003663967                                     22,388.35          DRY                        Bear Stearns Whse
               1003668123                                     96,000.00          DRY                        Bear Stearns Whse
               1003675491                                    645,286.26          DRY                        Bear Stearns Whse
               1003682642                                    507,024.13          DRY                        Bear Stearns Whse
               1003692187                                    265,422.60          DRY                        Bear Stearns Whse
               1003693710                                    335,200.00          DRY                        Bear Stearns Whse
               1003707322                                     74,870.49          DRY                        Bear Stearns Whse
               1003725801                                    380,000.00          DRY                        Bear Stearns Whse
               1003727060                                    175,720.52          DRY                        Bear Stearns Whse
               1003731368                                    303,085.90          DRY                        Bear Stearns Whse
               1003732134                                    137,084.82          DRY                        Bear Stearns Whse
               1003738478                                    314,519.15          DRY                        Bear Stearns Whse
               1003744498                                    203,400.00          DRY                        Bear Stearns Whse
               1003752157                                     96,937.02          DRY                        Bear Stearns Whse
               1003765429                                    153,216.00          DRY                        Bear Stearns Whse
               1003767169                                     27,707.96          DRY                        Bear Stearns Whse
               1003771216                                    251,547.55          DRY                        Bear Stearns Whse
               1003780858                                     28,563.25          DRY                        Bear Stearns Whse
               1003819979                                     34,967.55          DRY                        Bear Stearns Whse
               1003821902                                     49,969.61          DRY                        Bear Stearns Whse
               1003832160                                     27,945.42          DRY                        Bear Stearns Whse
               1003832829                                     51,962.34          DRY                        Bear Stearns Whse
               1003834211                                    538,972.59          DRY                        Bear Stearns Whse
               1003845851                                     42,626.51          DRY                        Bear Stearns Whse
               1003850746                                    271,734.17          DRY                        Bear Stearns Whse
               1003851781                                    115,052.58          DRY                        Bear Stearns Whse
               1003851932                                    434,192.07          DRY                        Bear Stearns Whse
               1003855037                                    114,908.94          DRY                        Bear Stearns Whse
               1003856189                                    449,788.92          DRY                        Bear Stearns Whse
               1003857437                                    247,662.69          DRY                        Bear Stearns Whse
               1003858953                                    379,277.00          DRY                        Bear Stearns Whse
               1003861048                                    139,554.04          DRY                        Bear Stearns Whse
               1003862305                                     29,962.57          DRY                        Bear Stearns Whse
               1003864795                                    322,453.05          DRY                        Bear Stearns Whse
               1003877344                                    219,620.10          DRY                        Bear Stearns Whse
               1003880606                                    311,481.95          DRY                        Bear Stearns Whse
               1003882061                                    383,286.79          DRY                        Bear Stearns Whse
               1003884764                                     62,544.86          DRY                        Bear Stearns Whse
               1003885889                                    587,679.74          DRY                        Bear Stearns Whse
               1003899623                                    111,858.13          DRY                        Bear Stearns Whse
               1003906312                                     41,767.31          DRY                        Bear Stearns Whse
               1003924141                                     72,420.50          DRY                        Bear Stearns Whse
               1003932579                                    272,470.51          DRY                        Bear Stearns Whse
               1003937146                                    149,905.33          DRY                        Bear Stearns Whse
               1003940310                                    504,000.00          DRY                        Bear Stearns Whse
               1003965427                                    125,100.00          DRY                        Bear Stearns Whse
               1003982685                                    251,847.65          DRY                        Bear Stearns Whse
               1004002466                                     41,966.83          DRY                        Bear Stearns Whse
               1004003376                                    251,844.33          DRY                        Bear Stearns Whse
               1004028581                                    156,851.03          DRY                        Bear Stearns Whse
               1004029964                                    131,965.85          DRY                        Bear Stearns Whse
               1004031773                                    178,379.01          DRY                        Bear Stearns Whse
               1004037768                                     49,984.02          DRY                        Bear Stearns Whse
               1004039418                                    136,383.05          DRY                        Bear Stearns Whse
               1004041717                                    243,570.91          DRY                        Bear Stearns Whse
               1004042538                                    368,617.89          DRY                        Bear Stearns Whse
               1004045474                                    260,000.00          DRY                        Bear Stearns Whse
               1004083592                                    275,000.00          DRY                        Bear Stearns Whse
               1004100403                                    106,428.40          DRY                        Bear Stearns Whse
               1004121364                                    159,959.20          DRY                        Bear Stearns Whse
               1004126957                                     96,871.01          DRY                        Bear Stearns Whse
               1004129384                                    190,288.17          DRY                        Bear Stearns Whse
               1004131763                                    250,750.00          DRY                        Bear Stearns Whse
               1004144027                                    499,582.00          DRY                        Bear Stearns Whse
               1004145197                                    107,943.72          DRY                        Bear Stearns Whse
               1004172317                                    272,000.00          DRY                        Bear Stearns Whse
               1004189274                                    356,400.00          DRY                        Bear Stearns Whse
               1004200563                                    257,600.00          DRY                        Bear Stearns Whse
               1004209289                                     64,957.70          DRY                        Bear Stearns Whse
               1004223584                                     25,188.37          DRY                        Bear Stearns Whse
               1004240798                                    155,400.00          DRY                        Bear Stearns Whse
               1004251320                                    164,124.83          DRY                        Bear Stearns Whse
               1004268321                                    218,500.00          DRY                        Bear Stearns Whse
               1004274671                                    252,000.00          DRY                        Bear Stearns Whse
               1004275876                                    171,897.93          DRY                        Bear Stearns Whse
               1004311596                                    183,957.04          DRY                        Bear Stearns Whse
               1004322343                                     65,600.00          DRY                        Bear Stearns Whse
               1004323093                                    259,250.00          DRY                        Bear Stearns Whse
               1004334606                                    203,845.55          DRY                        Bear Stearns Whse
               1004337195                                    536,000.00          DRY                        Bear Stearns Whse
               1004346684                                    407,917.27          DRY                        Bear Stearns Whse
               1004352006                                    283,891.50          DRY                        Bear Stearns Whse
               1004359045                                    109,980.66          DRY                        Bear Stearns Whse
               1004360435                                    142,467.70          DRY                        Bear Stearns Whse
               1004365163                                    132,099.51          DRY                        Bear Stearns Whse
               1004365939                                    467,820.45          DRY                        Bear Stearns Whse
               1004367223                                    289,850.00          DRY                        Bear Stearns Whse
               1004369347                                    326,668.19          DRY                        Bear Stearns Whse
               1004370736                                    372,800.00          DRY                        Bear Stearns Whse
               1004384044                                    202,458.63          DRY                        Bear Stearns Whse
               1004386202                                    157,500.00          DRY                        Bear Stearns Whse
               1004394471                                     70,163.03          DRY                        Bear Stearns Whse
               1004396451                                    512,000.00          DRY                        Bear Stearns Whse
               1004413352                                    483,731.47          DRY                        Bear Stearns Whse
               1004416670                                    217,622.76          DRY                        Bear Stearns Whse
               1004435935                                    118,979.93          DRY                        Bear Stearns Whse
               1004436211                                    165,110.94          DRY                        Bear Stearns Whse
               1004436514                                    105,500.00          DRY                        Bear Stearns Whse
               1004437853                                     71,966.05          DRY                        Bear Stearns Whse
               1004438335                                     71,948.15          DRY                        Bear Stearns Whse
               1004439423                                     19,995.96          DRY                        Bear Stearns Whse
               1004444293                                     84,800.00          DRY                        Bear Stearns Whse
               1004459614                                    383,053.39          DRY                        Bear Stearns Whse
               1004471299                                    222,000.00          DRY                        Bear Stearns Whse
               1004486023                                    224,847.49          DRY                        Bear Stearns Whse
               1004497002                                    131,920.00          DRY                        Bear Stearns Whse
               1004502041                                    380,000.00          DRY                        Bear Stearns Whse
               1004516802                                    573,500.00          DRY                        Bear Stearns Whse
               1004531242                                    120,000.00          DRY                        Bear Stearns Whse
               1004550024                                    160,888.64          DRY                        Bear Stearns Whse
               1004561557                                    208,600.00          DRY                        Bear Stearns Whse
               1004589314                                    128,661.78          DRY                        Bear Stearns Whse
               1004643096                                     71,250.00          DRY                        Bear Stearns Whse
               1004656571                                    451,000.00          DRY                        Bear Stearns Whse
               1004665099                                    367,000.00          DRY                        Bear Stearns Whse
               1004670715                                    136,000.00          DRY                        Bear Stearns Whse
               1004684960                                    660,000.00          DRY                        Bear Stearns Whse
               1004688216                                    289,000.00          DRY                        Bear Stearns Whse
               1004703182                                     93,200.00          DRY                        Bear Stearns Whse
               1004703716                                    336,000.00          DRY                        Bear Stearns Whse
               1004703832                                    450,500.00          DRY                        Bear Stearns Whse
               1004704733                                     52,500.00          DRY                        Bear Stearns Whse
               1004710511                                    506,000.00          DRY                        Bear Stearns Whse
               1004714615                                    412,816.00          DRY                        Bear Stearns Whse
               1004719139                                    455,000.00          DRY                        Bear Stearns Whse
               1004726611                                    276,000.00          DRY                        Bear Stearns Whse
               1004728049                                    152,000.00          DRY                        Bear Stearns Whse
               1004730786                                    308,000.00          DRY                        Bear Stearns Whse
               1004734755                                    158,000.00          DRY                        Bear Stearns Whse
               1004746984                                  1,000,000.00          DRY                        Bear Stearns Whse
               1004759700                                     63,120.00          DRY                        Bear Stearns Whse
               1004781150                                    280,000.00          DRY                        Bear Stearns Whse
               1004786850                                    120,000.00          DRY                        Bear Stearns Whse
               1004790943                                    274,500.00          DRY                        Bear Stearns Whse
               1004796652                                    146,300.00          DRY                        Bear Stearns Whse
               1004838661                                    320,000.00          DRY                        Bear Stearns Whse
               1004860467                                    517,750.00          DRY                        Bear Stearns Whse
               1004862937                                     56,100.00          DRY                        Bear Stearns Whse
               1004880702                                    655,500.00          DRY                        Bear Stearns Whse
               1004896278                                     50,400.00          DRY                        Bear Stearns Whse
               1004917013                                    164,000.00          DRY                        Bear Stearns Whse
               1004925558                                    115,200.00          DRY                        Bear Stearns Whse
               1004926423                                    332,000.00          DRY                        Bear Stearns Whse
               1004927994                                    228,000.00          DRY                        Bear Stearns Whse
               1004935397                                    252,000.00          DRY                        Bear Stearns Whse
               1004944065                                    420,000.00          DRY                        Bear Stearns Whse
               1004964015                                    175,000.00          DRY                        Bear Stearns Whse
               1004968262                                    292,000.00          DRY                        Bear Stearns Whse
               1004975030                                    260,000.00          DRY                        Bear Stearns Whse
               1004994652                                    340,000.00          DRY                        Bear Stearns Whse
               1005009135                                    273,000.00          DRY                        Bear Stearns Whse
               1005025616                                    424,000.00          DRY                        Bear Stearns Whse
               1005033876                                    235,000.00          DRY                        Bear Stearns Whse
               1005126106                                    246,500.00          DRY                        Bear Stearns Whse
               1005128060                                    175,500.00          DRY                        Bear Stearns Whse
               1005175419                                    192,000.00          DRY                        Bear Stearns Whse
                  2239215                                    660,000.00          DRY                        CDC
                  2211104                                     20,982.39          DRY                        CDC
                  2211108                                     21,957.45          DRY                        CDC
                  2251699                                     26,987.54          DRY                        CDC
                  2251794                                    223,250.00          DRY                        CDC
               1002543723                                     27,151.16          DRY                        CDC
               1002843775                                    369,865.73          DRY                        CDC
               1003032319                                     73,692.88          DRY                        CDC
               1003122971                                     87,400.89          DRY                        CDC
               1003138063                                     26,854.45          DRY                        CDC
               1003179063                                     23,971.45          DRY                        CDC
               1003224692                                     71,741.44          DRY                        CDC
               1003374182                                     89,140.69          DRY                        CDC
               1003471353                                     67,313.58          DRY                        CDC
               1003473324                                     23,977.77          DRY                        CDC
               1003533572                                     43,955.50          DRY                        CDC
               1003543883                                     53,659.82          DRY                        CDC
               1003562772                                     33,872.94          DRY                        CDC
               1003626035                                    547,000.00          DRY                        CDC
               1003677523                                    208,656.37          DRY                        CDC
               1003684524                                    287,759.23          DRY                        CDC
               1003694782                                     32,412.32          DRY                        CDC
               1003713609                                     97,721.93          DRY                        CDC
               1003740072                                     37,672.10          DRY                        CDC
               1003742230                                    205,821.77          DRY                        CDC
               1003754146                                     39,873.14          DRY                        CDC
               1003754477                                     49,962.18          DRY                        CDC
               1003762850                                     48,548.46          DRY                        CDC
               1003780233                                     37,155.86          DRY                        CDC
               1003783980                                     60,449.04          DRY                        CDC
               1003792667                                     71,950.08          DRY                        CDC
               1003802816                                    117,915.46          DRY                        CDC
               1003811619                                     68,972.58          DRY                        CDC
               1003815321                                     38,961.89          DRY                        CDC
               1003824259                                     24,977.74          DRY                        CDC
               1003824428                                     72,947.13          DRY                        CDC
               1003844479                                     26,528.75          DRY                        CDC
               1003851237                                     42,786.02          DRY                        CDC
               1003875952                                     59,972.30          DRY                        CDC
               1003902049                                     99,930.66          DRY                        CDC
               1003950488                                     27,532.20          DRY                        CDC
               1003979877                                     91,951.60          DRY                        CDC
               1004010420                                    233,739.44          DRY                        CDC
               1004024656                                    145,706.64          DRY                        CDC
               1004036493                                    116,960.50          DRY                        CDC
               1004089328                                     97,467.08          DRY                        CDC
               1004103160                                     53,080.65          DRY                        CDC
               1004139097                                     67,965.70          DRY                        CDC
               1004147319                                     28,831.66          DRY                        CDC
               1004163595                                     95,975.32          DRY                        CDC
               1004165110                                     34,388.26          DRY                        CDC
               1004212382                                     41,487.59          DRY                        CDC
               1004223174                                    273,510.00          DRY                        CDC
               1004274804                                     40,387.92          DRY                        CDC
               1004298691                                    108,000.00          DRY                        CDC
               1004308261                                     99,400.00          DRY                        CDC
               1004313530                                    180,000.00          DRY                        CDC
               1004339139                                    736,250.00          DRY                        CDC
               1004341144                                    446,500.00          DRY                        CDC
               1004346005                                    510,000.00          DRY                        CDC
               1004384883                                    280,000.00          DRY                        CDC
               1004387648                                    107,000.00          DRY                        CDC
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                  2154061                                    162,938.53          DRY                        Morgan Stanley Whse
                  2163111                                     59,891.86          DRY                        Morgan Stanley Whse
                  2164201                                    118,115.67          DRY                        Morgan Stanley Whse
                  2165670                                    164,336.76          DRY                        Morgan Stanley Whse
                  2168027                                    183,553.75          DRY                        Morgan Stanley Whse
                  2171088                                    209,000.00          DRY                        Morgan Stanley Whse
                  2171616                                     63,580.64          DRY                        Morgan Stanley Whse
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                  2175060                                     99,493.42          DRY                        Morgan Stanley Whse
                  2175645                                    288,834.31          DRY                        Morgan Stanley Whse
                  2178681                                     91,787.64          DRY                        Morgan Stanley Whse
                  2179275                                    647,000.00          DRY                        Morgan Stanley Whse
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                  2180994                                    151,614.71          DRY                        Morgan Stanley Whse
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                  2182027                                    141,349.75          DRY                        Morgan Stanley Whse
                  2182401                                    591,000.00          DRY                        Morgan Stanley Whse
                  2182521                                    331,780.68          DRY                        Morgan Stanley Whse
                  2183575                                    241,638.27          DRY                        Morgan Stanley Whse
                  2183764                                    193,066.49          DRY                        Morgan Stanley Whse
                  2184090                                    117,494.01          DRY                        Morgan Stanley Whse
                  2185176                                    283,893.70          DRY                        Morgan Stanley Whse
                  2185448                                    256,044.86          DRY                        Morgan Stanley Whse
                  2186012                                    125,095.87          DRY                        Morgan Stanley Whse
                  2186483                                    535,017.64          DRY                        Morgan Stanley Whse
                  2188025                                    278,154.58          DRY                        Morgan Stanley Whse
                  2188560                                    138,103.70          DRY                        Morgan Stanley Whse
                  2188997                                    151,721.79          DRY                        Morgan Stanley Whse
                  2189042                                    128,935.53          DRY                        Morgan Stanley Whse
                  2189461                                     71,102.68          DRY                        Morgan Stanley Whse
                  2190307                                    155,531.77          DRY                        Morgan Stanley Whse
                  2190446                                    153,991.06          DRY                        Morgan Stanley Whse
                  2190749                                    199,573.79          DRY                        Morgan Stanley Whse
                  2190821                                    679,000.00          DRY                        Morgan Stanley Whse
                  2191270                                     99,880.49          DRY                        Morgan Stanley Whse
                  2191366                                    215,416.70          DRY                        Morgan Stanley Whse
                  2191905                                    398,630.31          DRY                        Morgan Stanley Whse
                  2192612                                     29,572.88          DRY                        Morgan Stanley Whse
                  2192627                                     71,967.39          DRY                        Morgan Stanley Whse
                  2192711                                    379,195.06          DRY                        Morgan Stanley Whse
                  2193486                                     54,680.05          DRY                        Morgan Stanley Whse
                  2194133                                    265,200.09          DRY                        Morgan Stanley Whse
                  2194637                                    233,030.66          DRY                        Morgan Stanley Whse
                  2195463                                    179,458.71          DRY                        Morgan Stanley Whse
                  2195627                                    261,831.34          DRY                        Morgan Stanley Whse
                  2195971                                     59,936.23          DRY                        Morgan Stanley Whse
                  2195972                                    250,298.86          DRY                        Morgan Stanley Whse
                  2196030                                    232,212.76          DRY                        Morgan Stanley Whse
                  2196784                                    169,679.16          DRY                        Morgan Stanley Whse
                  2198759                                     23,107.65          DRY                        Morgan Stanley Whse
                  2199228                                    183,562.47          DRY                        Morgan Stanley Whse
                  2199290                                     28,925.99          DRY                        Morgan Stanley Whse
                  2199398                                     29,972.19          DRY                        Morgan Stanley Whse
                  2199726                                    177,257.91          DRY                        Morgan Stanley Whse
                  2199790                                    123,035.71          DRY                        Morgan Stanley Whse
                  2200004                                    435,894.19          DRY                        Morgan Stanley Whse
                  2200093                                    182,678.89          DRY                        Morgan Stanley Whse
                  2200744                                     50,209.45          DRY                        Morgan Stanley Whse
                  2200842                                    228,496.78          DRY                        Morgan Stanley Whse
                  2201052                                     28,758.41          DRY                        Morgan Stanley Whse
                  2201336                                    173,476.75          DRY                        Morgan Stanley Whse
                  2201712                                    261,278.65          DRY                        Morgan Stanley Whse
                  2201888                                    165,121.59          DRY                        Morgan Stanley Whse
                  2201985                                     59,927.06          DRY                        Morgan Stanley Whse
                  2202094                                    204,545.32          DRY                        Morgan Stanley Whse
                  2202552                                     23,780.69          DRY                        Morgan Stanley Whse
                  2202614                                    143,693.39          DRY                        Morgan Stanley Whse
                  2202874                                    299,097.84          DRY                        Morgan Stanley Whse
                  2203309                                     52,612.09          DRY                        Morgan Stanley Whse
                  2203401                                    218,379.35          DRY                        Morgan Stanley Whse
                  2203655                                    151,788.66          DRY                        Morgan Stanley Whse
                  2203864                                    165,525.01          DRY                        Morgan Stanley Whse
                  2204452                                    254,488.47          DRY                        Morgan Stanley Whse
                  2204616                                    199,622.54          DRY                        Morgan Stanley Whse
                  2204803                                    274,851.35          DRY                        Morgan Stanley Whse
                  2204996                                    331,620.57          DRY                        Morgan Stanley Whse
                  2205293                                    386,439.19          DRY                        Morgan Stanley Whse
                  2205580                                     98,252.10          DRY                        Morgan Stanley Whse
                  2206000                                    257,315.84          DRY                        Morgan Stanley Whse
                  2206195                                    237,280.09          DRY                        Morgan Stanley Whse
                  2206315                                    224,571.91          DRY                        Morgan Stanley Whse
                  2206453                                     73,806.10          DRY                        Morgan Stanley Whse
                  2206531                                     99,784.69          DRY                        Morgan Stanley Whse
                  2206593                                    498,623.38          DRY                        Morgan Stanley Whse
                  2206941                                    201,495.43          DRY                        Morgan Stanley Whse
                  2207065                                     25,763.98          DRY                        Morgan Stanley Whse
                  2207075                                     69,851.57          DRY                        Morgan Stanley Whse
                  2207239                                    152,702.28          DRY                        Morgan Stanley Whse
                  2208906                                    111,578.97          DRY                        Morgan Stanley Whse
                  2209085                                    295,039.12          DRY                        Morgan Stanley Whse
                  2209610                                    115,381.92          DRY                        Morgan Stanley Whse
                  2209871                                     20,841.75          DRY                        Morgan Stanley Whse
                  2210327                                    355,029.27          DRY                        Morgan Stanley Whse
                  2211411                                    658,415.04          DRY                        Morgan Stanley Whse
                  2213197                                    124,711.47          DRY                        Morgan Stanley Whse
                  2213639                                    229,019.63          DRY                        Morgan Stanley Whse
                  2213819                                    184,228.45          DRY                        Morgan Stanley Whse
                  2214342                                    115,694.26          DRY                        Morgan Stanley Whse
                  2215117                                    125,845.22          DRY                        Morgan Stanley Whse
                  2215566                                    167,532.97          DRY                        Morgan Stanley Whse
                  2215647                                    298,612.28          DRY                        Morgan Stanley Whse
                  2215724                                    167,757.26          DRY                        Morgan Stanley Whse
                  2216110                                    134,776.50          DRY                        Morgan Stanley Whse
                  2216142                                    150,880.89          DRY                        Morgan Stanley Whse
                  2216300                                    221,327.78          DRY                        Morgan Stanley Whse
                  2216308                                    299,089.13          DRY                        Morgan Stanley Whse
                  2217118                                    164,149.11          DRY                        Morgan Stanley Whse
                  2217518                                     21,369.00          DRY                        Morgan Stanley Whse
                  2217704                                    484,210.52          DRY                        Morgan Stanley Whse
                  2217744                                    323,292.02          DRY                        Morgan Stanley Whse
                  2219095                                    364,827.41          DRY                        Morgan Stanley Whse
                  2219670                                    194,688.85          DRY                        Morgan Stanley Whse
                  2219734                                     30,974.00          DRY                        Morgan Stanley Whse
                  2220318                                    229,647.15          DRY                        Morgan Stanley Whse
                  2220368                                     81,466.50          DRY                        Morgan Stanley Whse
                  2220493                                    234,239.92          DRY                        Morgan Stanley Whse
                  2220531                                    254,608.80          DRY                        Morgan Stanley Whse
                  2220723                                     27,435.37          DRY                        Morgan Stanley Whse
                  2220786                                     34,977.89          DRY                        Morgan Stanley Whse
                  2221210                                    115,893.38          DRY                        Morgan Stanley Whse
                  2221588                                    149,923.29          DRY                        Morgan Stanley Whse
                  2221832                                     63,104.48          DRY                        Morgan Stanley Whse
                  2221908                                     87,862.29          DRY                        Morgan Stanley Whse
                  2222278                                     48,364.87          DRY                        Morgan Stanley Whse
                  2222360                                     95,854.91          DRY                        Morgan Stanley Whse
                  2222569                                     96,373.32          DRY                        Morgan Stanley Whse
                  2222654                                     67,001.57          DRY                        Morgan Stanley Whse
                  2222931                                    105,284.42          DRY                        Morgan Stanley Whse
                  2223073                                     54,785.38          DRY                        Morgan Stanley Whse
                  2223093                                     98,494.58          DRY                        Morgan Stanley Whse
                  2223969                                    362,664.04          DRY                        Morgan Stanley Whse
                  2224017                                     60,479.33          DRY                        Morgan Stanley Whse
                  2224249                                     67,921.47          DRY                        Morgan Stanley Whse
                  2224580                                    157,008.76          DRY                        Morgan Stanley Whse
                  2224792                                    441,058.70          DRY                        Morgan Stanley Whse
                  2224925                                     96,150.79          DRY                        Morgan Stanley Whse
                  2225024                                     65,513.56          DRY                        Morgan Stanley Whse
                  2225145                                    271,506.88          DRY                        Morgan Stanley Whse
                  2225312                                    184,779.27          DRY                        Morgan Stanley Whse
                  2225458                                     68,494.95          DRY                        Morgan Stanley Whse
                  2225801                                     24,940.82          DRY                        Morgan Stanley Whse
                  2226024                                    251,441.87          DRY                        Morgan Stanley Whse
                  2226493                                    335,489.64          DRY                        Morgan Stanley Whse
                  2226567                                     49,739.47          DRY                        Morgan Stanley Whse
                  2226641                                    488,376.24          DRY                        Morgan Stanley Whse
                  2226780                                     89,176.01          DRY                        Morgan Stanley Whse
                  2227328                                     83,072.36          DRY                        Morgan Stanley Whse
                  2227734                                    249,524.35          DRY                        Morgan Stanley Whse
                  2228682                                     79,887.84          DRY                        Morgan Stanley Whse
                  2229029                                     98,751.15          DRY                        Morgan Stanley Whse
                  2229116                                    123,885.71          DRY                        Morgan Stanley Whse
                  2230036                                     71,918.55          DRY                        Morgan Stanley Whse
                  2230160                                     69,200.00          DRY                        Morgan Stanley Whse
                  2230170                                    331,330.11          DRY                        Morgan Stanley Whse
                  2230894                                     50,148.78          DRY                        Morgan Stanley Whse
                  2231852                                     68,146.85          DRY                        Morgan Stanley Whse
                  2231940                                     25,590.19          DRY                        Morgan Stanley Whse
                  2232253                                    195,457.12          DRY                        Morgan Stanley Whse
                  2232618                                    136,000.00          DRY                        Morgan Stanley Whse
                  2233063                                    305,814.62          DRY                        Morgan Stanley Whse
                  2233067                                    200,421.28          DRY                        Morgan Stanley Whse
                  2233445                                    265,985.38          DRY                        Morgan Stanley Whse
                  2233620                                     26,236.34          DRY                        Morgan Stanley Whse
                  2233637                                     63,964.23          DRY                        Morgan Stanley Whse
                  2234718                                     78,708.96          DRY                        Morgan Stanley Whse
                  2235761                                    418,202.80          DRY                        Morgan Stanley Whse
                  2235845                                    288,496.06          DRY                        Morgan Stanley Whse
                  2236255                                    200,188.20          DRY                        Morgan Stanley Whse
                  2236499                                    122,376.88          DRY                        Morgan Stanley Whse
                  2236814                                     67,409.78          DRY                        Morgan Stanley Whse
                  2237303                                     59,021.60          DRY                        Morgan Stanley Whse
                  2238221                                    615,000.00          DRY                        Morgan Stanley Whse
                  2238269                                     19,989.94          DRY                        Morgan Stanley Whse
                  2239288                                    150,189.15          DRY                        Morgan Stanley Whse
                  2239635                                     46,174.30          DRY                        Morgan Stanley Whse
                  2239765                                     69,522.86          DRY                        Morgan Stanley Whse
                  2239800                                    284,627.78          DRY                        Morgan Stanley Whse
                  2239912                                     54,302.06          DRY                        Morgan Stanley Whse
                  2240012                                    139,000.00          DRY                        Morgan Stanley Whse
                  2240060                                     29,786.90          DRY                        Morgan Stanley Whse
                  2240456                                    112,305.73          DRY                        Morgan Stanley Whse
                  2241188                                    163,895.42          DRY                        Morgan Stanley Whse
                  2244462                                     71,197.65          DRY                        Morgan Stanley Whse
                  2244468                                     24,989.62          DRY                        Morgan Stanley Whse
                  2245235                                    149,857.67          DRY                        Morgan Stanley Whse
                  2245433                                    131,176.80          DRY                        Morgan Stanley Whse
                  2245814                                    212,838.73          DRY                        Morgan Stanley Whse
                  2245884                                    303,727.84          DRY                        Morgan Stanley Whse
                  2247088                                    454,588.67          DRY                        Morgan Stanley Whse
                  2247148                                    237,884.77          DRY                        Morgan Stanley Whse
                  2247170                                     90,240.52          DRY                        Morgan Stanley Whse
                  2247934                                    320,150.00          DRY                        Morgan Stanley Whse
                  2247966                                    314,686.42          DRY                        Morgan Stanley Whse
                  2248667                                    130,000.00          DRY                        Morgan Stanley Whse
                  2249274                                     59,952.26          DRY                        Morgan Stanley Whse
                  2249893                                    103,722.05          DRY                        Morgan Stanley Whse
                  2250266                                    462,992.67          DRY                        Morgan Stanley Whse
                  2250523                                     51,899.14          DRY                        Morgan Stanley Whse
                  2250732                                     58,070.75          DRY                        Morgan Stanley Whse
                  2250901                                    199,810.23          DRY                        Morgan Stanley Whse
                  2251675                                     21,994.37          DRY                        Morgan Stanley Whse
               1001687491                                     74,214.65          DRY                        Morgan Stanley Whse
               1001904489                                    105,600.00          DRY                        Morgan Stanley Whse
               1002142899                                    122,987.35          DRY                        Morgan Stanley Whse
               1002185931                                     45,139.43          DRY                        Morgan Stanley Whse
               1002189982                                     21,175.10          DRY                        Morgan Stanley Whse
               1002251654                                     59,651.29          DRY                        Morgan Stanley Whse
               1002252742                                    418,876.74          DRY                        Morgan Stanley Whse
               1002255099                                     45,959.04          DRY                        Morgan Stanley Whse
               1002323220                                    366,000.00          DRY                        Morgan Stanley Whse
               1002327529                                    179,000.00          DRY                        Morgan Stanley Whse
               1002369207                                    112,000.00          DRY                        Morgan Stanley Whse
               1002380738                                    161,275.86          DRY                        Morgan Stanley Whse
               1002385092                                    172,000.00          DRY                        Morgan Stanley Whse
               1002392468                                    495,073.79          DRY                        Morgan Stanley Whse
               1002414827                                    114,800.06          DRY                        Morgan Stanley Whse
               1002478009                                    180,000.00          DRY                        Morgan Stanley Whse
               1002487981                                    113,199.79          DRY                        Morgan Stanley Whse
               1002523512                                     34,947.15          DRY                        Morgan Stanley Whse
               1002560188                                     54,743.36          DRY                        Morgan Stanley Whse
               1002561588                                    450,000.00          DRY                        Morgan Stanley Whse
               1002587659                                    161,374.01          DRY                        Morgan Stanley Whse
               1002588514                                     71,891.29          DRY                        Morgan Stanley Whse
               1002593713                                    135,934.46          DRY                        Morgan Stanley Whse
               1002595294                                     79,853.59          DRY                        Morgan Stanley Whse
               1002596088                                     84,698.99          DRY                        Morgan Stanley Whse
               1002615726                                    137,419.55          DRY                        Morgan Stanley Whse
               1002627713                                     84,914.98          DRY                        Morgan Stanley Whse
               1002631986                                    195,930.66          DRY                        Morgan Stanley Whse
               1002636703                                     89,874.79          DRY                        Morgan Stanley Whse
               1002638925                                    700,000.00          DRY                        Morgan Stanley Whse
               1002656450                                    388,840.53          DRY                        Morgan Stanley Whse
               1002676189                                    274,097.94          DRY                        Morgan Stanley Whse
               1002681878                                    423,952.80          DRY                        Morgan Stanley Whse
               1002698156                                     25,184.79          DRY                        Morgan Stanley Whse
               1002709590                                    125,603.25          DRY                        Morgan Stanley Whse
               1002711113                                    465,500.00          DRY                        Morgan Stanley Whse
               1002713852                                    292,273.85          DRY                        Morgan Stanley Whse
               1002714646                                     89,735.63          DRY                        Morgan Stanley Whse
               1002716216                                    209,368.49          DRY                        Morgan Stanley Whse
               1002718893                                    365,500.00          DRY                        Morgan Stanley Whse
               1002720461                                    114,718.34          DRY                        Morgan Stanley Whse
               1002727883                                    376,000.00          DRY                        Morgan Stanley Whse
               1002735552                                     66,461.01          DRY                        Morgan Stanley Whse
               1002739727                                    512,000.00          DRY                        Morgan Stanley Whse
               1002751659                                    338,760.52          DRY                        Morgan Stanley Whse
               1002753773                                    473,679.52          DRY                        Morgan Stanley Whse
               1002754362                                     83,790.18          DRY                        Morgan Stanley Whse
               1002765421                                     25,172.80          DRY                        Morgan Stanley Whse
               1002769329                                    760,000.00          DRY                        Morgan Stanley Whse
               1002771414                                    520,000.00          DRY                        Morgan Stanley Whse
               1002776543                                    104,808.85          DRY                        Morgan Stanley Whse
               1002781252                                    127,875.64          DRY                        Morgan Stanley Whse
               1002791054                                    256,750.00          DRY                        Morgan Stanley Whse
               1002791697                                     64,934.27          DRY                        Morgan Stanley Whse
               1002794765                                    402,915.16          DRY                        Morgan Stanley Whse
               1002795657                                     93,311.88          DRY                        Morgan Stanley Whse
               1002796745                                    231,364.70          DRY                        Morgan Stanley Whse
               1002802854                                    105,959.46          DRY                        Morgan Stanley Whse
               1002802916                                    156,876.08          DRY                        Morgan Stanley Whse
               1002805600                                     96,773.87          DRY                        Morgan Stanley Whse
               1002806707                                    253,176.52          DRY                        Morgan Stanley Whse
               1002814752                                    164,389.40          DRY                        Morgan Stanley Whse
               1002815350                                    142,753.23          DRY                        Morgan Stanley Whse
               1002815555                                    193,000.00          DRY                        Morgan Stanley Whse
               1002822119                                    299,514.88          DRY                        Morgan Stanley Whse
               1002824288                                    116,669.80          DRY                        Morgan Stanley Whse
               1002826455                                     94,729.19          DRY                        Morgan Stanley Whse
               1002826614                                    303,706.73          DRY                        Morgan Stanley Whse
               1002826981                                    398,855.45          DRY                        Morgan Stanley Whse
               1002828532                                    347,992.32          DRY                        Morgan Stanley Whse
               1002829443                                    322,344.15          DRY                        Morgan Stanley Whse
               1002830618                                    323,000.00          DRY                        Morgan Stanley Whse
               1002833795                                    213,007.63          DRY                        Morgan Stanley Whse
               1002834963                                    119,431.83          DRY                        Morgan Stanley Whse
               1002837336                                    294,365.00          DRY                        Morgan Stanley Whse
               1002838736                                    323,221.93          DRY                        Morgan Stanley Whse
               1002839049                                    148,835.36          DRY                        Morgan Stanley Whse
               1002839548                                    565,282.05          DRY                        Morgan Stanley Whse
               1002841848                                    213,000.00          DRY                        Morgan Stanley Whse
               1002843622                                    159,585.57          DRY                        Morgan Stanley Whse
               1002848128                                     73,897.77          DRY                        Morgan Stanley Whse
               1002848299                                    193,500.00          DRY                        Morgan Stanley Whse
               1002849788                                    148,407.46          DRY                        Morgan Stanley Whse
               1002850436                                    170,000.00          DRY                        Morgan Stanley Whse
               1002853200                                    514,445.11          DRY                        Morgan Stanley Whse
               1002853870                                    230,820.00          DRY                        Morgan Stanley Whse
               1002853969                                    489,162.53          DRY                        Morgan Stanley Whse
               1002856029                                    503,200.00          DRY                        Morgan Stanley Whse
               1002858394                                    314,321.94          DRY                        Morgan Stanley Whse
               1002858465                                    162,554.59          DRY                        Morgan Stanley Whse
               1002859017                                    317,938.06          DRY                        Morgan Stanley Whse
               1002861807                                    328,796.97          DRY                        Morgan Stanley Whse
               1002861969                                    351,860.20          DRY                        Morgan Stanley Whse
               1002869827                                    112,724.49          DRY                        Morgan Stanley Whse
               1002873849                                  1,000,000.00          DRY                        Morgan Stanley Whse
               1002876882                                    162,623.76          DRY                        Morgan Stanley Whse
               1002878416                                    224,638.76          DRY                        Morgan Stanley Whse
               1002879344                                    106,090.30          DRY                        Morgan Stanley Whse
               1002882526                                    378,857.27          DRY                        Morgan Stanley Whse
               1002882535                                    205,547.17          DRY                        Morgan Stanley Whse
               1002883829                                     99,811.27          DRY                        Morgan Stanley Whse
               1002884445                                    406,924.62          DRY                        Morgan Stanley Whse
               1002885131                                    230,660.21          DRY                        Morgan Stanley Whse
               1002887718                                    262,458.36          DRY                        Morgan Stanley Whse
               1002887807                                    106,726.11          DRY                        Morgan Stanley Whse
               1002888334                                    617,500.00          DRY                        Morgan Stanley Whse
               1002888806                                    376,497.82          DRY                        Morgan Stanley Whse
               1002890544                                    203,714.00          DRY                        Morgan Stanley Whse
               1002890759                                    280,250.00          DRY                        Morgan Stanley Whse
               1002891133                                     50,966.88          DRY                        Morgan Stanley Whse
               1002891302                                    211,362.47          DRY                        Morgan Stanley Whse
               1002891909                                     25,974.83          DRY                        Morgan Stanley Whse
               1002892123                                    140,690.35          DRY                        Morgan Stanley Whse
               1002894906                                     84,835.44          DRY                        Morgan Stanley Whse
               1002896209                                    135,762.08          DRY                        Morgan Stanley Whse
               1002896922                                    440,371.72          DRY                        Morgan Stanley Whse
               1002897066                                    447,649.77          DRY                        Morgan Stanley Whse
               1002903451                                    361,332.82          DRY                        Morgan Stanley Whse
               1002903656                                    444,559.33          DRY                        Morgan Stanley Whse
               1002906163                                    203,582.42          DRY                        Morgan Stanley Whse
               1002912307                                    642,000.00          DRY                        Morgan Stanley Whse
               1002917124                                    252,900.00          DRY                        Morgan Stanley Whse
               1002917525                                     86,223.14          DRY                        Morgan Stanley Whse
               1002918258                                    275,741.21          DRY                        Morgan Stanley Whse
               1002919676                                    317,648.34          DRY                        Morgan Stanley Whse
               1002925142                                    215,583.28          DRY                        Morgan Stanley Whse
               1002929095                                     67,681.43          DRY                        Morgan Stanley Whse
               1002929861                                    498,682.14          DRY                        Morgan Stanley Whse
               1002931812                                    601,800.00          DRY                        Morgan Stanley Whse
               1002936915                                     22,449.76          DRY                        Morgan Stanley Whse
               1002937273                                    275,251.05          DRY                        Morgan Stanley Whse
               1002941035                                    117,000.76          DRY                        Morgan Stanley Whse
               1002941865                                     31,177.89          DRY                        Morgan Stanley Whse
               1002942052                                    279,168.78          DRY                        Morgan Stanley Whse
               1002943783                                    292,280.00          DRY                        Morgan Stanley Whse
               1002945111                                     91,833.33          DRY                        Morgan Stanley Whse
               1002946655                                    111,109.80          DRY                        Morgan Stanley Whse
               1002946851                                     91,750.10          DRY                        Morgan Stanley Whse
               1002947930                                    175,571.05          DRY                        Morgan Stanley Whse
               1002948298                                    144,281.67          DRY                        Morgan Stanley Whse
               1002948840                                    148,173.88          DRY                        Morgan Stanley Whse
               1002949625                                     37,964.77          DRY                        Morgan Stanley Whse
               1002949983                                    199,352.51          DRY                        Morgan Stanley Whse
               1002950328                                    179,643.50          DRY                        Morgan Stanley Whse
               1002950970                                    204,300.00          DRY                        Morgan Stanley Whse
               1002951292                                     79,896.31          DRY                        Morgan Stanley Whse
               1002951434                                    539,908.13          DRY                        Morgan Stanley Whse
               1002955172                                     23,979.65          DRY                        Morgan Stanley Whse
               1002957107                                    109,141.47          DRY                        Morgan Stanley Whse
               1002957312                                    225,000.00          DRY                        Morgan Stanley Whse
               1002957839                                    495,235.82          DRY                        Morgan Stanley Whse
               1002958641                                    279,300.60          DRY                        Morgan Stanley Whse
               1002958669                                    273,817.70          DRY                        Morgan Stanley Whse
               1002960503                                    327,096.94          DRY                        Morgan Stanley Whse
               1002961110                                    315,216.85          DRY                        Morgan Stanley Whse
               1002961441                                    219,516.86          DRY                        Morgan Stanley Whse
               1002961469                                    261,712.11          DRY                        Morgan Stanley Whse
               1002961833                                    207,696.75          DRY                        Morgan Stanley Whse
               1002962360                                    407,311.77          DRY                        Morgan Stanley Whse
               1002964787                                     39,772.70          DRY                        Morgan Stanley Whse
               1002965704                                    199,454.65          DRY                        Morgan Stanley Whse
               1002965777                                     57,444.95          DRY                        Morgan Stanley Whse
               1002966552                                    153,550.71          DRY                        Morgan Stanley Whse
               1002967819                                    640,000.00          DRY                        Morgan Stanley Whse
               1002968239                                    216,805.73          DRY                        Morgan Stanley Whse
               1002968612                                    387,038.42          DRY                        Morgan Stanley Whse
               1002969112                                    215,431.22          DRY                        Morgan Stanley Whse
               1002969292                                    156,470.37          DRY                        Morgan Stanley Whse
               1002970896                                    462,841.00          DRY                        Morgan Stanley Whse
               1002971083                                    123,651.14          DRY                        Morgan Stanley Whse
               1002971136                                    234,000.00          DRY                        Morgan Stanley Whse
               1002972732                                    298,075.33          DRY                        Morgan Stanley Whse
               1002975123                                    453,908.25          DRY                        Morgan Stanley Whse
               1002976612                                    160,965.83          DRY                        Morgan Stanley Whse
               1002982847                                    107,785.54          DRY                        Morgan Stanley Whse
               1002983285                                    151,914.25          DRY                        Morgan Stanley Whse
               1002984569                                    242,433.51          DRY                        Morgan Stanley Whse
               1002985719                                    372,875.31          DRY                        Morgan Stanley Whse
               1002986380                                    179,458.71          DRY                        Morgan Stanley Whse
               1002989378                                    549,000.00          DRY                        Morgan Stanley Whse
               1002989608                                    161,687.96          DRY                        Morgan Stanley Whse
               1002990302                                    161,562.52          DRY                        Morgan Stanley Whse
               1002990945                                    171,870.35          DRY                        Morgan Stanley Whse
               1002991392                                    470,589.93          DRY                        Morgan Stanley Whse
               1002991659                                    132,550.64          DRY                        Morgan Stanley Whse
               1002993185                                    389,704.20          DRY                        Morgan Stanley Whse
               1002994380                                    334,460.43          DRY                        Morgan Stanley Whse
               1002996958                                    424,066.66          DRY                        Morgan Stanley Whse
               1002999241                                     99,850.63          DRY                        Morgan Stanley Whse
               1003000442                                     69,829.39          DRY                        Morgan Stanley Whse
               1003001398                                    150,545.91          DRY                        Morgan Stanley Whse
               1003001995                                    100,939.69          DRY                        Morgan Stanley Whse
               1003010253                                    238,010.01          DRY                        Morgan Stanley Whse
               1003010351                                    118,694.88          DRY                        Morgan Stanley Whse
               1003011136                                     98,809.51          DRY                        Morgan Stanley Whse
               1003011617                                    298,589.53          DRY                        Morgan Stanley Whse
               1003017540                                    166,067.52          DRY                        Morgan Stanley Whse
               1003017906                                    101,663.53          DRY                        Morgan Stanley Whse
               1003018326                                    305,000.00          DRY                        Morgan Stanley Whse
               1003019717                                    123,895.14          DRY                        Morgan Stanley Whse
               1003019922                                    152,000.00          DRY                        Morgan Stanley Whse
               1003020670                                    259,219.62          DRY                        Morgan Stanley Whse
               1003021857                                    196,525.41          DRY                        Morgan Stanley Whse
               1003023908                                    104,000.00          DRY                        Morgan Stanley Whse
               1003027156                                    130,003.75          DRY                        Morgan Stanley Whse
               1003027414                                     87,851.67          DRY                        Morgan Stanley Whse
               1003032113                                     92,159.99          DRY                        Morgan Stanley Whse
               1003033979                                     66,966.12          DRY                        Morgan Stanley Whse
               1003035021                                    174,489.57          DRY                        Morgan Stanley Whse
               1003035780                                    103,947.66          DRY                        Morgan Stanley Whse
               1003036878                                     82,194.18          DRY                        Morgan Stanley Whse
               1003036976                                    156,133.23          DRY                        Morgan Stanley Whse
               1003042825                                    329,028.23          DRY                        Morgan Stanley Whse
               1003043174                                    309,284.44          DRY                        Morgan Stanley Whse
               1003043888                                    200,000.00          DRY                        Morgan Stanley Whse
               1003044100                                    321,354.89          DRY                        Morgan Stanley Whse
               1003044173                                     96,890.75          DRY                        Morgan Stanley Whse
               1003044477                                     91,863.16          DRY                        Morgan Stanley Whse
               1003045369                                    123,703.87          DRY                        Morgan Stanley Whse
               1003046723                                    299,097.84          DRY                        Morgan Stanley Whse
               1003047018                                    264,203.09          DRY                        Morgan Stanley Whse
               1003047152                                    125,613.29          DRY                        Morgan Stanley Whse
               1003048071                                    108,927.71          DRY                        Morgan Stanley Whse
               1003048188                                    284,492.58          DRY                        Morgan Stanley Whse
               1003048428                                    199,467.71          DRY                        Morgan Stanley Whse
               1003050129                                    146,635.69          DRY                        Morgan Stanley Whse
               1003050487                                    450,614.96          DRY                        Morgan Stanley Whse
               1003051244                                    271,313.89          DRY                        Morgan Stanley Whse
               1003051627                                    152,620.82          DRY                        Morgan Stanley Whse
               1003052500                                    497,499.41          DRY                        Morgan Stanley Whse
               1003054937                                    201,410.82          DRY                        Morgan Stanley Whse
               1003055231                                    167,494.79          DRY                        Morgan Stanley Whse
               1003055320                                    548,574.99          DRY                        Morgan Stanley Whse
               1003055507                                    368,941.29          DRY                        Morgan Stanley Whse
               1003055678                                    336,579.72          DRY                        Morgan Stanley Whse
               1003058041                                    180,656.50          DRY                        Morgan Stanley Whse
               1003059512                                    124,624.10          DRY                        Morgan Stanley Whse
               1003060430                                    148,157.23          DRY                        Morgan Stanley Whse
               1003061590                                    163,440.28          DRY                        Morgan Stanley Whse
               1003062072                                    457,590.02          DRY                        Morgan Stanley Whse
               1003064864                                    129,613.51          DRY                        Morgan Stanley Whse
               1003064962                                    428,706.91          DRY                        Morgan Stanley Whse
               1003065131                                    178,027.38          DRY                        Morgan Stanley Whse
               1003065694                                    181,426.12          DRY                        Morgan Stanley Whse
               1003065818                                    153,210.65          DRY                        Morgan Stanley Whse
               1003065863                                    169,575.87          DRY                        Morgan Stanley Whse
               1003068307                                     68,953.70          DRY                        Morgan Stanley Whse
               1003069903                                    672,688.65          DRY                        Morgan Stanley Whse
               1003070205                                    305,132.79          DRY                        Morgan Stanley Whse
               1003070456                                    220,499.92          DRY                        Morgan Stanley Whse
               1003071160                                    314,405.49          DRY                        Morgan Stanley Whse
               1003072542                                    749,335.06          DRY                        Morgan Stanley Whse
               1003075987                                    103,764.67          DRY                        Morgan Stanley Whse
               1003076156                                    200,894.05          DRY                        Morgan Stanley Whse
               1003076833                                     21,976.76          DRY                        Morgan Stanley Whse
               1003077477                                    170,057.13          DRY                        Morgan Stanley Whse
               1003079714                                    107,722.25          DRY                        Morgan Stanley Whse
               1003081275                                     49,951.07          DRY                        Morgan Stanley Whse
               1003082087                                    190,758.05          DRY                        Morgan Stanley Whse
               1003082194                                    118,548.10          DRY                        Morgan Stanley Whse
               1003083745                                    180,525.25          DRY                        Morgan Stanley Whse
               1003083834                                    458,352.33          DRY                        Morgan Stanley Whse
               1003084370                                    291,345.81          DRY                        Morgan Stanley Whse
               1003086341                                    212,028.65          DRY                        Morgan Stanley Whse
               1003086369                                     92,602.24          DRY                        Morgan Stanley Whse
               1003087215                                    287,133.93          DRY                        Morgan Stanley Whse
               1003087769                                    673,238.12          DRY                        Morgan Stanley Whse
               1003088438                                    270,195.79          DRY                        Morgan Stanley Whse
               1003088893                                    125,735.50          DRY                        Morgan Stanley Whse
               1003089008                                     63,853.73          DRY                        Morgan Stanley Whse
               1003089927                                    144,159.78          DRY                        Morgan Stanley Whse
               1003090176                                    618,292.99          DRY                        Morgan Stanley Whse
               1003090194                                    382,173.89          DRY                        Morgan Stanley Whse
               1003090318                                    254,483.27          DRY                        Morgan Stanley Whse
               1003090577                                    159,604.25          DRY                        Morgan Stanley Whse
               1003091095                                     78,786.66          DRY                        Morgan Stanley Whse
               1003092584                                    122,965.51          DRY                        Morgan Stanley Whse
               1003093672                                    568,048.20          DRY                        Morgan Stanley Whse
               1003094706                                    384,750.00          DRY                        Morgan Stanley Whse
               1003096465                                     63,960.23          DRY                        Morgan Stanley Whse
               1003097963                                    113,487.10          DRY                        Morgan Stanley Whse
               1003099220                                    178,022.62          DRY                        Morgan Stanley Whse
               1003099346                                    165,881.23          DRY                        Morgan Stanley Whse
               1003100931                                    224,429.66          DRY                        Morgan Stanley Whse
               1003101477                                    114,074.17          DRY                        Morgan Stanley Whse
               1003102653                                    189,900.00          DRY                        Morgan Stanley Whse
               1003104900                                     96,959.58          DRY                        Morgan Stanley Whse
               1003104991                                    163,590.35          DRY                        Morgan Stanley Whse
               1003105115                                    139,773.61          DRY                        Morgan Stanley Whse
               1003105302                                    254,600.00          DRY                        Morgan Stanley Whse
               1003105749                                    127,739.31          DRY                        Morgan Stanley Whse
               1003106800                                    398,797.12          DRY                        Morgan Stanley Whse
               1003106935                                    251,085.66          DRY                        Morgan Stanley Whse
               1003107168                                     23,172.98          DRY                        Morgan Stanley Whse
               1003107462                                    173,096.96          DRY                        Morgan Stanley Whse
               1003107998                                     69,561.59          DRY                        Morgan Stanley Whse
               1003108121                                    274,631.60          DRY                        Morgan Stanley Whse
               1003108675                                    440,100.00          DRY                        Morgan Stanley Whse
               1003108906                                    246,328.18          DRY                        Morgan Stanley Whse
               1003108924                                    169,619.14          DRY                        Morgan Stanley Whse
               1003109139                                     74,836.93          DRY                        Morgan Stanley Whse
               1003109344                                    254,356.77          DRY                        Morgan Stanley Whse
               1003110500                                    464,000.00          DRY                        Morgan Stanley Whse
               1003111652                                    118,246.23          DRY                        Morgan Stanley Whse
               1003112198                                    124,324.33          DRY                        Morgan Stanley Whse
               1003113053                                    258,792.24          DRY                        Morgan Stanley Whse
               1003113589                                    449,001.84          DRY                        Morgan Stanley Whse
               1003113696                                    291,180.39          DRY                        Morgan Stanley Whse
               1003115319                                     77,797.40          DRY                        Morgan Stanley Whse
               1003116149                                    163,438.43          DRY                        Morgan Stanley Whse
               1003116292                                    386,175.28          DRY                        Morgan Stanley Whse
               1003116835                                    131,456.30          DRY                        Morgan Stanley Whse
               1003116871                                    609,382.90          DRY                        Morgan Stanley Whse
               1003117068                                     74,772.65          DRY                        Morgan Stanley Whse
               1003118076                                     61,637.21          DRY                        Morgan Stanley Whse
               1003118227                                    314,139.41          DRY                        Morgan Stanley Whse
               1003118753                                    207,488.16          DRY                        Morgan Stanley Whse
               1003118968                                    222,329.40          DRY                        Morgan Stanley Whse
               1003119654                                    502,882.06          DRY                        Morgan Stanley Whse
               1003120526                                     83,129.49          DRY                        Morgan Stanley Whse
               1003120713                                    195,698.33          DRY                        Morgan Stanley Whse
               1003121311                                    171,526.44          DRY                        Morgan Stanley Whse
               1003121491                                    236,292.82          DRY                        Morgan Stanley Whse
               1003121632                                    241,178.71          DRY                        Morgan Stanley Whse
               1003122481                                    406,965.79          DRY                        Morgan Stanley Whse
               1003122542                                     26,481.83          DRY                        Morgan Stanley Whse
               1003123480                                    199,196.27          DRY                        Morgan Stanley Whse
               1003124041                                    160,656.90          DRY                        Morgan Stanley Whse
               1003124078                                    236,748.43          DRY                        Morgan Stanley Whse
               1003124470                                    376,364.78          DRY                        Morgan Stanley Whse
               1003125772                                    449,378.59          DRY                        Morgan Stanley Whse
               1003126156                                    144,731.87          DRY                        Morgan Stanley Whse
               1003126290                                    131,780.93          DRY                        Morgan Stanley Whse
               1003126959                                    259,277.21          DRY                        Morgan Stanley Whse
               1003127627                                    134,787.31          DRY                        Morgan Stanley Whse
               1003128653                                    161,585.32          DRY                        Morgan Stanley Whse
               1003129625                                    368,638.09          DRY                        Morgan Stanley Whse
               1003130089                                    391,033.66          DRY                        Morgan Stanley Whse
               1003130775                                     42,350.63          DRY                        Morgan Stanley Whse
               1003133380                                     31,104.74          DRY                        Morgan Stanley Whse
               1003135725                                    254,197.46          DRY                        Morgan Stanley Whse
               1003136458                                     68,295.02          DRY                        Morgan Stanley Whse
               1003137331                                    377,198.49          DRY                        Morgan Stanley Whse
               1003137616                                    161,138.18          DRY                        Morgan Stanley Whse
               1003137705                                     28,734.79          DRY                        Morgan Stanley Whse
               1003137901                                    170,487.73          DRY                        Morgan Stanley Whse
               1003139062                                    351,632.41          DRY                        Morgan Stanley Whse
               1003139598                                    242,484.64          DRY                        Morgan Stanley Whse
               1003139856                                     28,059.47          DRY                        Morgan Stanley Whse
               1003139909                                    190,009.97          DRY                        Morgan Stanley Whse
               1003140808                                    224,323.38          DRY                        Morgan Stanley Whse
               1003141344                                    292,720.00          DRY                        Morgan Stanley Whse
               1003142021                                    305,563.64          DRY                        Morgan Stanley Whse
               1003142290                                    152,381.33          DRY                        Morgan Stanley Whse
               1003142833                                     62,359.48          DRY                        Morgan Stanley Whse
               1003143510                                    134,818.95          DRY                        Morgan Stanley Whse
               1003143985                                    249,284.66          DRY                        Morgan Stanley Whse
               1003144332                                    130,023.00          DRY                        Morgan Stanley Whse
               1003144537                                    877,353.67          DRY                        Morgan Stanley Whse
               1003145144                                     72,933.64          DRY                        Morgan Stanley Whse
               1003145153                                    411,230.32          DRY                        Morgan Stanley Whse
               1003147865                                    209,193.90          DRY                        Morgan Stanley Whse
               1003148695                                    170,567.65          DRY                        Morgan Stanley Whse
               1003149612                                    251,512.13          DRY                        Morgan Stanley Whse
               1003150743                                    407,697.00          DRY                        Morgan Stanley Whse
               1003150994                                     83,807.07          DRY                        Morgan Stanley Whse
               1003152616                                    499,999.00          DRY                        Morgan Stanley Whse
               1003154393                                    134,849.45          DRY                        Morgan Stanley Whse
               1003154491                                    259,359.89          DRY                        Morgan Stanley Whse
               1003155837                                     72,714.30          DRY                        Morgan Stanley Whse
               1003156159                                    145,962.51          DRY                        Morgan Stanley Whse
               1003156300                                    279,157.99          DRY                        Morgan Stanley Whse
               1003159496                                    242,374.94          DRY                        Morgan Stanley Whse
               1003160037                                    315,129.97          DRY                        Morgan Stanley Whse
               1003160457                                    237,515.28          DRY                        Morgan Stanley Whse
               1003160634                                    184,363.57          DRY                        Morgan Stanley Whse
               1003160849                                    199,302.48          DRY                        Morgan Stanley Whse
               1003160965                                     67,906.45          DRY                        Morgan Stanley Whse
               1003161544                                     30,578.03          DRY                        Morgan Stanley Whse
               1003162400                                     59,396.55          DRY                        Morgan Stanley Whse
               1003162561                                    113,314.85          DRY                        Morgan Stanley Whse
               1003162598                                    150,306.87          DRY                        Morgan Stanley Whse
               1003163150                                    131,952.16          DRY                        Morgan Stanley Whse
               1003163971                                     76,655.79          DRY                        Morgan Stanley Whse
               1003164505                                    464,517.90          DRY                        Morgan Stanley Whse
               1003164952                                    418,290.33          DRY                        Morgan Stanley Whse
               1003165201                                    212,327.98          DRY                        Morgan Stanley Whse
               1003165210                                     29,176.18          DRY                        Morgan Stanley Whse
               1003166406                                    107,748.22          DRY                        Morgan Stanley Whse
               1003166601                                    206,479.18          DRY                        Morgan Stanley Whse
               1003168057                                    199,236.19          DRY                        Morgan Stanley Whse
               1003168789                                    152,691.53          DRY                        Morgan Stanley Whse
               1003170035                                    115,694.26          DRY                        Morgan Stanley Whse
               1003170428                                     79,795.22          DRY                        Morgan Stanley Whse
               1003171481                                     28,781.01          DRY                        Morgan Stanley Whse
               1003171757                                    699,013.68          DRY                        Morgan Stanley Whse
               1003172621                                     66,197.12          DRY                        Morgan Stanley Whse
               1003173443                                    307,203.86          DRY                        Morgan Stanley Whse
               1003174022                                     43,962.14          DRY                        Morgan Stanley Whse
               1003174246                                    127,631.98          DRY                        Morgan Stanley Whse
               1003175021                                    322,075.78          DRY                        Morgan Stanley Whse
               1003175343                                    279,143.46          DRY                        Morgan Stanley Whse
               1003176921                                    365,750.00          DRY                        Morgan Stanley Whse
               1003177779                                     51,959.81          DRY                        Morgan Stanley Whse
               1003178206                                     54,941.27          DRY                        Morgan Stanley Whse
               1003178448                                    550,000.00          DRY                        Morgan Stanley Whse
               1003178947                                     39,946.36          DRY                        Morgan Stanley Whse
               1003179811                                     87,938.98          DRY                        Morgan Stanley Whse
               1003180499                                     99,890.87          DRY                        Morgan Stanley Whse
               1003180532                                    447,606.66          DRY                        Morgan Stanley Whse
               1003180596                                     43,725.40          DRY                        Morgan Stanley Whse
               1003181283                                    264,589.40          DRY                        Morgan Stanley Whse
               1003181666                                     56,133.10          DRY                        Morgan Stanley Whse
               1003183218                                    103,777.25          DRY                        Morgan Stanley Whse
               1003183860                                     59,891.30          DRY                        Morgan Stanley Whse
               1003184137                                    150,914.60          DRY                        Morgan Stanley Whse
               1003184342                                    108,144.05          DRY                        Morgan Stanley Whse
               1003184805                                     96,073.27          DRY                        Morgan Stanley Whse
               1003184903                                    106,897.87          DRY                        Morgan Stanley Whse
               1003184958                                    261,339.12          DRY                        Morgan Stanley Whse
               1003185056                                    379,485.76          DRY                        Morgan Stanley Whse
               1003185369                                    465,076.00          DRY                        Morgan Stanley Whse
               1003185626                                     57,743.40          DRY                        Morgan Stanley Whse
               1003185840                                    394,387.97          DRY                        Morgan Stanley Whse
               1003186037                                     27,347.01          DRY                        Morgan Stanley Whse
               1003186411                                     83,983.63          DRY                        Morgan Stanley Whse
               1003187081                                    186,536.24          DRY                        Morgan Stanley Whse
               1003187615                                     26,375.54          DRY                        Morgan Stanley Whse
               1003187651                                    104,400.00          DRY                        Morgan Stanley Whse
               1003188026                                     24,976.33          DRY                        Morgan Stanley Whse
               1003188419                                     83,003.05          DRY                        Morgan Stanley Whse
               1003188669                                    279,221.61          DRY                        Morgan Stanley Whse
               1003189016                                    191,491.47          DRY                        Morgan Stanley Whse
               1003189640                                    426,493.47          DRY                        Morgan Stanley Whse
               1003189775                                    207,827.15          DRY                        Morgan Stanley Whse
               1003189908                                    110,339.63          DRY                        Morgan Stanley Whse
               1003190647                                     85,316.88          DRY                        Morgan Stanley Whse
               1003190772                                     33,943.28          DRY                        Morgan Stanley Whse
               1003191245                                     41,561.46          DRY                        Morgan Stanley Whse
               1003192075                                     47,954.95          DRY                        Morgan Stanley Whse
               1003193207                                    400,000.00          DRY                        Morgan Stanley Whse
               1003193626                                    100,795.71          DRY                        Morgan Stanley Whse
               1003194527                                    567,000.00          DRY                        Morgan Stanley Whse
               1003195768                                     26,573.56          DRY                        Morgan Stanley Whse
               1003196302                                     98,398.17          DRY                        Morgan Stanley Whse
               1003196687                                    120,763.24          DRY                        Morgan Stanley Whse
               1003196810                                    100,859.42          DRY                        Morgan Stanley Whse
               1003198890                                    158,911.59          DRY                        Morgan Stanley Whse
               1003199559                                     55,963.64          DRY                        Morgan Stanley Whse
               1003201804                                     56,234.44          DRY                        Morgan Stanley Whse
               1003203321                                    402,233.24          DRY                        Morgan Stanley Whse
               1003203474                                     80,951.84          DRY                        Morgan Stanley Whse
               1003203722                                    224,323.38          DRY                        Morgan Stanley Whse
               1003203919                                    111,782.06          DRY                        Morgan Stanley Whse
               1003205061                                    195,630.66          DRY                        Morgan Stanley Whse
               1003206042                                    157,074.67          DRY                        Morgan Stanley Whse
               1003207032                                    178,555.07          DRY                        Morgan Stanley Whse
               1003207050                                     41,974.75          DRY                        Morgan Stanley Whse
               1003208503                                     92,700.00          DRY                        Morgan Stanley Whse
               1003210377                                     33,504.09          DRY                        Morgan Stanley Whse
               1003210929                                     63,948.91          DRY                        Morgan Stanley Whse
               1003211483                                     19,993.88          DRY                        Morgan Stanley Whse
               1003211973                                     33,960.41          DRY                        Morgan Stanley Whse
               1003213579                                    264,459.19          DRY                        Morgan Stanley Whse
               1003213588                                    359,217.28          DRY                        Morgan Stanley Whse
               1003214211                                    112,836.64          DRY                        Morgan Stanley Whse
               1003214462                                    155,896.46          DRY                        Morgan Stanley Whse
               1003214925                                    108,669.15          DRY                        Morgan Stanley Whse
               1003216004                                     82,502.78          DRY                        Morgan Stanley Whse
               1003216807                                     34,722.92          DRY                        Morgan Stanley Whse
               1003217691                                    136,442.93          DRY                        Morgan Stanley Whse
               1003218217                                     61,104.08          DRY                        Morgan Stanley Whse
               1003218244                                     25,960.56          DRY                        Morgan Stanley Whse
               1003218618                                     55,942.75          DRY                        Morgan Stanley Whse
               1003218716                                    672,000.00          DRY                        Morgan Stanley Whse
               1003218841                                    190,468.34          DRY                        Morgan Stanley Whse
               1003219127                                    498,991.92          DRY                        Morgan Stanley Whse
               1003219635                                     69,930.74          DRY                        Morgan Stanley Whse
               1003219886                                    136,955.18          DRY                        Morgan Stanley Whse
               1003220393                                     24,978.80          DRY                        Morgan Stanley Whse
               1003220776                                    103,762.32          DRY                        Morgan Stanley Whse
               1003221052                                     40,757.83          DRY                        Morgan Stanley Whse
               1003223498                                     25,633.22          DRY                        Morgan Stanley Whse
               1003223755                                    311,220.67          DRY                        Morgan Stanley Whse
               1003223835                                     49,932.17          DRY                        Morgan Stanley Whse
               1003225968                                     60,942.24          DRY                        Morgan Stanley Whse
               1003226501                                     65,137.61          DRY                        Morgan Stanley Whse
               1003226529                                     61,156.63          DRY                        Morgan Stanley Whse
               1003226716                                     44,943.51          DRY                        Morgan Stanley Whse
               1003226823                                     44,944.71          DRY                        Morgan Stanley Whse
               1003227644                                     72,122.85          DRY                        Morgan Stanley Whse
               1003227895                                     24,737.96          DRY                        Morgan Stanley Whse
               1003228723                                    387,355.76          DRY                        Morgan Stanley Whse
               1003228778                                     44,966.69          DRY                        Morgan Stanley Whse
               1003228956                                    493,104.42          DRY                        Morgan Stanley Whse
               1003231470                                     62,383.05          DRY                        Morgan Stanley Whse
               1003232433                                    261,850.72          DRY                        Morgan Stanley Whse
               1003232914                                     69,893.57          DRY                        Morgan Stanley Whse
               1003233833                                    101,766.89          DRY                        Morgan Stanley Whse
               1003234342                                     79,899.69          DRY                        Morgan Stanley Whse
               1003234627                                     19,981.46          DRY                        Morgan Stanley Whse
               1003235617                                    283,653.78          DRY                        Morgan Stanley Whse
               1003235840                                     49,938.26          DRY                        Morgan Stanley Whse
               1003237125                                     51,732.86          DRY                        Morgan Stanley Whse
               1003237580                                    125,170.82          DRY                        Morgan Stanley Whse
               1003239873                                    191,455.87          DRY                        Morgan Stanley Whse
               1003241520                                     68,525.84          DRY                        Morgan Stanley Whse
               1003242002                                    164,605.21          DRY                        Morgan Stanley Whse
               1003243172                                    107,584.99          DRY                        Morgan Stanley Whse
               1003246400                                    127,054.80          DRY                        Morgan Stanley Whse
               1003246428                                    109,430.45          DRY                        Morgan Stanley Whse
               1003250305                                     87,279.96          DRY                        Morgan Stanley Whse
               1003250403                                    215,501.42          DRY                        Morgan Stanley Whse
               1003252269                                     48,531.98          DRY                        Morgan Stanley Whse
               1003253829                                     45,704.97          DRY                        Morgan Stanley Whse
               1003253838                                    251,454.83          DRY                        Morgan Stanley Whse
               1003255159                                    135,335.91          DRY                        Morgan Stanley Whse
               1003255774                                    201,968.86          DRY                        Morgan Stanley Whse
               1003256407                                    260,423.95          DRY                        Morgan Stanley Whse
               1003256531                                    261,264.60          DRY                        Morgan Stanley Whse
               1003258520                                    171,682.08          DRY                        Morgan Stanley Whse
               1003258959                                    106,887.46          DRY                        Morgan Stanley Whse
               1003259422                                    183,535.87          DRY                        Morgan Stanley Whse
               1003260474                                    174,545.44          DRY                        Morgan Stanley Whse
               1003261972                                     31,762.16          DRY                        Morgan Stanley Whse
               1003262739                                    471,511.00          DRY                        Morgan Stanley Whse
               1003265530                                    143,566.96          DRY                        Morgan Stanley Whse
               1003266469                                     86,431.62          DRY                        Morgan Stanley Whse
               1003267896                                     79,331.68          DRY                        Morgan Stanley Whse
               1003269643                                    307,320.22          DRY                        Morgan Stanley Whse
               1003270203                                    199,350.14          DRY                        Morgan Stanley Whse
               1003270908                                     30,784.15          DRY                        Morgan Stanley Whse
               1003271916                                    450,000.00          DRY                        Morgan Stanley Whse
               1003271952                                    145,855.80          DRY                        Morgan Stanley Whse
               1003273399                                     66,520.76          DRY                        Morgan Stanley Whse
               1003275119                                    322,438.42          DRY                        Morgan Stanley Whse
               1003275636                                    154,865.19          DRY                        Morgan Stanley Whse
               1003276742                                     70,949.14          DRY                        Morgan Stanley Whse
               1003277563                                    101,091.55          DRY                        Morgan Stanley Whse
               1003280363                                     99,316.28          DRY                        Morgan Stanley Whse
               1003281503                                    328,206.01          DRY                        Morgan Stanley Whse
               1003284154                                     57,756.28          DRY                        Morgan Stanley Whse
               1003284485                                     69,927.14          DRY                        Morgan Stanley Whse
               1003286982                                    254,428.70          DRY                        Morgan Stanley Whse
               1003287080                                     56,944.20          DRY                        Morgan Stanley Whse
               1003287482                                     34,763.01          DRY                        Morgan Stanley Whse
               1003288025                                     21,696.26          DRY                        Morgan Stanley Whse
               1003291075                                    103,565.50          DRY                        Morgan Stanley Whse
               1003291173                                     72,947.70          DRY                        Morgan Stanley Whse
               1003293117                                    119,562.55          DRY                        Morgan Stanley Whse
               1003293493                                    604,855.86          DRY                        Morgan Stanley Whse
               1003293652                                    122,990.65          DRY                        Morgan Stanley Whse
               1003293787                                    124,910.45          DRY                        Morgan Stanley Whse
               1003296436                                    164,862.51          DRY                        Morgan Stanley Whse
               1003297881                                     60,948.62          DRY                        Morgan Stanley Whse
               1003298979                                     90,062.45          DRY                        Morgan Stanley Whse
               1003299674                                    118,801.98          DRY                        Morgan Stanley Whse
               1003300163                                    115,406.80          DRY                        Morgan Stanley Whse
               1003302679                                    144,000.00          DRY                        Morgan Stanley Whse
               1003302964                                    393,824.27          DRY                        Morgan Stanley Whse
               1003303838                                    568,577.39          DRY                        Morgan Stanley Whse
               1003307068                                    235,589.40          DRY                        Morgan Stanley Whse
               1003307576                                     96,812.40          DRY                        Morgan Stanley Whse
               1003307656                                     94,381.51          DRY                        Morgan Stanley Whse
               1003308281                                    298,567.98          DRY                        Morgan Stanley Whse
               1003309618                                    250,658.44          DRY                        Morgan Stanley Whse
               1003309949                                     62,394.87          DRY                        Morgan Stanley Whse
               1003314620                                    224,324.67          DRY                        Morgan Stanley Whse
               1003316496                                     97,365.62          DRY                        Morgan Stanley Whse
               1003319787                                    166,183.86          DRY                        Morgan Stanley Whse
               1003322416                                     77,521.53          DRY                        Morgan Stanley Whse
               1003325388                                    111,731.45          DRY                        Morgan Stanley Whse
               1003326010                                    239,646.21          DRY                        Morgan Stanley Whse
               1003326181                                     42,972.69          DRY                        Morgan Stanley Whse
               1003326190                                    449,316.48          DRY                        Morgan Stanley Whse
               1003326350                                    158,576.83          DRY                        Morgan Stanley Whse
               1003327572                                     72,764.97          DRY                        Morgan Stanley Whse
               1003328367                                     91,909.97          DRY                        Morgan Stanley Whse
               1003330265                                    161,847.89          DRY                        Morgan Stanley Whse
               1003330782                                    549,765.76          DRY                        Morgan Stanley Whse
               1003331157                                    239,676.20          DRY                        Morgan Stanley Whse
               1003331754                                    339,365.46          DRY                        Morgan Stanley Whse
               1003331781                                    431,430.03          DRY                        Morgan Stanley Whse
               1003334010                                    242,291.23          DRY                        Morgan Stanley Whse
               1003337482                                    123,236.81          DRY                        Morgan Stanley Whse
               1003346800                                    333,140.86          DRY                        Morgan Stanley Whse
               1003348513                                    368,292.85          DRY                        Morgan Stanley Whse
               1003348791                                    367,285.13          DRY                        Morgan Stanley Whse
               1003350545                                    277,295.32          DRY                        Morgan Stanley Whse
               1003351535                                     61,521.13          DRY                        Morgan Stanley Whse
               1003352883                                    119,607.84          DRY                        Morgan Stanley Whse
               1003353230                                     44,954.49          DRY                        Morgan Stanley Whse
               1003357094                                    538,722.29          DRY                        Morgan Stanley Whse
               1003359109                                    488,663.89          DRY                        Morgan Stanley Whse
               1003359234                                    679,657.89          DRY                        Morgan Stanley Whse
               1003359966                                     41,958.90          DRY                        Morgan Stanley Whse
               1003361711                                    424,472.12          DRY                        Morgan Stanley Whse
               1003368821                                    188,478.46          DRY                        Morgan Stanley Whse
               1003369072                                     67,394.21          DRY                        Morgan Stanley Whse
               1003372406                                    212,390.53          DRY                        Morgan Stanley Whse
               1003372709                                    104,974.11          DRY                        Morgan Stanley Whse
               1003375635                                    320,720.90          DRY                        Morgan Stanley Whse
               1003376260                                    105,784.11          DRY                        Morgan Stanley Whse
               1003377660                                    748,531.35          DRY                        Morgan Stanley Whse
               1003378491                                     68,835.51          DRY                        Morgan Stanley Whse
               1003379301                                    303,390.32          DRY                        Morgan Stanley Whse
               1003380282                                    319,223.92          DRY                        Morgan Stanley Whse
               1003384082                                    102,952.17          DRY                        Morgan Stanley Whse
               1003386133                                    109,911.24          DRY                        Morgan Stanley Whse
               1003387908                                     30,957.56          DRY                        Morgan Stanley Whse
               1003388211                                     55,168.68          DRY                        Morgan Stanley Whse
               1003389112                                    127,561.22          DRY                        Morgan Stanley Whse
               1003391332                                    266,250.00          DRY                        Morgan Stanley Whse
               1003394151                                     74,856.46          DRY                        Morgan Stanley Whse
               1003397755                                    150,024.32          DRY                        Morgan Stanley Whse
               1003398380                                     43,549.65          DRY                        Morgan Stanley Whse
               1003400983                                     90,380.50          DRY                        Morgan Stanley Whse
               1003403294                                    548,395.79          DRY                        Morgan Stanley Whse
               1003403962                                     59,911.23          DRY                        Morgan Stanley Whse
               1003404792                                     75,559.35          DRY                        Morgan Stanley Whse
               1003406040                                     31,965.08          DRY                        Morgan Stanley Whse
               1003407405                                    136,545.74          DRY                        Morgan Stanley Whse
               1003408164                                     20,585.08          DRY                        Morgan Stanley Whse
               1003408707                                    211,062.68          DRY                        Morgan Stanley Whse
               1003408823                                     54,963.09          DRY                        Morgan Stanley Whse
               1003409608                                     91,799.77          DRY                        Morgan Stanley Whse
               1003410865                                    148,295.97          DRY                        Morgan Stanley Whse
               1003410892                                    179,518.60          DRY                        Morgan Stanley Whse
               1003412300                                     87,936.82          DRY                        Morgan Stanley Whse
               1003415520                                    271,998.47          DRY                        Morgan Stanley Whse
               1003416556                                     33,577.70          DRY                        Morgan Stanley Whse
               1003419027                                    194,224.08          DRY                        Morgan Stanley Whse
               1003424440                                    359,624.46          DRY                        Morgan Stanley Whse
               1003425706                                     20,542.95          DRY                        Morgan Stanley Whse
               1003429463                                    578,875.08          DRY                        Morgan Stanley Whse
               1003431165                                     20,986.61          DRY                        Morgan Stanley Whse
               1003431423                                     32,953.93          DRY                        Morgan Stanley Whse
               1003433546                                    383,007.09          DRY                        Morgan Stanley Whse
               1003434901                                    257,258.22          DRY                        Morgan Stanley Whse
               1003436464                                     19,985.64          DRY                        Morgan Stanley Whse
               1003436954                                     40,955.64          DRY                        Morgan Stanley Whse
               1003437837                                     46,955.00          DRY                        Morgan Stanley Whse
               1003438382                                    399,085.83          DRY                        Morgan Stanley Whse
               1003441939                                     79,671.38          DRY                        Morgan Stanley Whse
               1003443633                                     59,944.97          DRY                        Morgan Stanley Whse
               1003444393                                    296,391.52          DRY                        Morgan Stanley Whse
               1003444473                                     59,944.97          DRY                        Morgan Stanley Whse
               1003445052                                    206,173.67          DRY                        Morgan Stanley Whse
               1003445800                                     36,563.39          DRY                        Morgan Stanley Whse
               1003450214                                    114,921.13          DRY                        Morgan Stanley Whse
               1003451446                                    379,417.03          DRY                        Morgan Stanley Whse
               1003452855                                     19,963.39          DRY                        Morgan Stanley Whse
               1003455353                                     45,966.69          DRY                        Morgan Stanley Whse
               1003455870                                     36,573.72          DRY                        Morgan Stanley Whse
               1003458109                                     27,683.53          DRY                        Morgan Stanley Whse
               1003458886                                    187,687.84          DRY                        Morgan Stanley Whse
               1003462522                                    150,832.03          DRY                        Morgan Stanley Whse
               1003462648                                     34,372.54          DRY                        Morgan Stanley Whse
               1003464487                                    397,319.42          DRY                        Morgan Stanley Whse
               1003465146                                     24,387.31          DRY                        Morgan Stanley Whse
               1003467572                                     22,714.51          DRY                        Morgan Stanley Whse
               1003469473                                    249,528.90          DRY                        Morgan Stanley Whse
               1003471772                                    165,602.38          DRY                        Morgan Stanley Whse
               1003477259                                    148,943.18          DRY                        Morgan Stanley Whse
               1003480922                                    131,480.09          DRY                        Morgan Stanley Whse
               1003481020                                     26,361.14          DRY                        Morgan Stanley Whse
               1003483910                                     95,851.25          DRY                        Morgan Stanley Whse
               1003484438                                     84,815.19          DRY                        Morgan Stanley Whse
               1003485570                                     43,565.20          DRY                        Morgan Stanley Whse
               1003487426                                    174,566.30          DRY                        Morgan Stanley Whse
               1003487435                                    146,088.74          DRY                        Morgan Stanley Whse
               1003489923                                     37,815.43          DRY                        Morgan Stanley Whse
               1003492811                                    114,605.38          DRY                        Morgan Stanley Whse
               1003497200                                    144,956.53          DRY                        Morgan Stanley Whse
               1003499805                                    163,530.22          DRY                        Morgan Stanley Whse
               1003500367                                    239,629.97          DRY                        Morgan Stanley Whse
               1003500517                                     88,640.04          DRY                        Morgan Stanley Whse
               1003500893                                    325,597.57          DRY                        Morgan Stanley Whse
               1003501598                                     41,972.73          DRY                        Morgan Stanley Whse
               1003502702                                    118,747.06          DRY                        Morgan Stanley Whse
               1003503186                                    219,743.29          DRY                        Morgan Stanley Whse
               1003504782                                     75,850.72          DRY                        Morgan Stanley Whse
               1003505567                                    112,000.00          DRY                        Morgan Stanley Whse
               1003505763                                     51,965.11          DRY                        Morgan Stanley Whse
               1003507208                                     52,479.36          DRY                        Morgan Stanley Whse
               1003508154                                     25,176.64          DRY                        Morgan Stanley Whse
               1003510089                                     36,965.28          DRY                        Morgan Stanley Whse
               1003512835                                    176,982.59          DRY                        Morgan Stanley Whse
               1003513237                                     26,183.36          DRY                        Morgan Stanley Whse
               1003516760                                     42,160.88          DRY                        Morgan Stanley Whse
               1003516993                                    359,126.91          DRY                        Morgan Stanley Whse
               1003518303                                    408,826.84          DRY                        Morgan Stanley Whse
               1003519543                                    411,329.25          DRY                        Morgan Stanley Whse
               1003520531                                    112,000.00          DRY                        Morgan Stanley Whse
               1003524715                                    279,306.07          DRY                        Morgan Stanley Whse
               1003526795                                     75,526.02          DRY                        Morgan Stanley Whse
               1003528739                                    176,729.81          DRY                        Morgan Stanley Whse
               1003529168                                    181,970.55          DRY                        Morgan Stanley Whse
               1003530110                                    259,526.35          DRY                        Morgan Stanley Whse
               1003530361                                     91,734.09          DRY                        Morgan Stanley Whse
               1003531397                                    275,806.86          DRY                        Morgan Stanley Whse
               1003532476                                    109,929.36          DRY                        Morgan Stanley Whse
               1003533803                                     49,963.39          DRY                        Morgan Stanley Whse
               1003534081                                     70,327.24          DRY                        Morgan Stanley Whse
               1003534615                                    140,084.65          DRY                        Morgan Stanley Whse
               1003535909                                    462,495.81          DRY                        Morgan Stanley Whse
               1003537738                                    249,331.39          DRY                        Morgan Stanley Whse
               1003540289                                    143,625.96          DRY                        Morgan Stanley Whse
               1003540369                                     99,786.40          DRY                        Morgan Stanley Whse
               1003540467                                     67,949.12          DRY                        Morgan Stanley Whse
               1003544043                                    148,530.43          DRY                        Morgan Stanley Whse
               1003544132                                    100,925.65          DRY                        Morgan Stanley Whse
               1003544141                                     56,181.61          DRY                        Morgan Stanley Whse
               1003545667                                     81,441.64          DRY                        Morgan Stanley Whse
               1003546489                                    170,733.08          DRY                        Morgan Stanley Whse
               1003547102                                    287,558.17          DRY                        Morgan Stanley Whse
               1003548325                                    293,507.02          DRY                        Morgan Stanley Whse
               1003548959                                     87,934.57          DRY                        Morgan Stanley Whse
               1003553247                                    259,539.95          DRY                        Morgan Stanley Whse
               1003553274                                     33,677.39          DRY                        Morgan Stanley Whse
               1003554157                                    118,919.27          DRY                        Morgan Stanley Whse
               1003555557                                    399,200.00          DRY                        Morgan Stanley Whse
               1003556342                                     51,383.39          DRY                        Morgan Stanley Whse
               1003556743                                     28,734.90          DRY                        Morgan Stanley Whse
               1003559964                                     51,562.63          DRY                        Morgan Stanley Whse
               1003560685                                     25,951.89          DRY                        Morgan Stanley Whse
               1003560961                                     33,577.45          DRY                        Morgan Stanley Whse
               1003563049                                     50,516.31          DRY                        Morgan Stanley Whse
               1003564128                                     69,934.56          DRY                        Morgan Stanley Whse
               1003564459                                     19,987.71          DRY                        Morgan Stanley Whse
               1003565430                                     63,577.27          DRY                        Morgan Stanley Whse
               1003569070                                     71,404.70          DRY                        Morgan Stanley Whse
               1003570488                                     37,972.48          DRY                        Morgan Stanley Whse
               1003570941                                    431,163.16          DRY                        Morgan Stanley Whse
               1003575517                                     40,351.01          DRY                        Morgan Stanley Whse
               1003577098                                    531,771.11          DRY                        Morgan Stanley Whse
               1003577249                                    186,683.16          DRY                        Morgan Stanley Whse
               1003579746                                     33,774.16          DRY                        Morgan Stanley Whse
               1003581181                                     45,361.76          DRY                        Morgan Stanley Whse
               1003581564                                    539,379.58          DRY                        Morgan Stanley Whse
               1003582652                                     69,949.30          DRY                        Morgan Stanley Whse
               1003584197                                    207,883.31          DRY                        Morgan Stanley Whse
               1003584847                                     59,924.00          DRY                        Morgan Stanley Whse
               1003585640                                     48,954.58          DRY                        Morgan Stanley Whse
               1003586435                                    168,196.29          DRY                        Morgan Stanley Whse
               1003587309                                    133,889.07          DRY                        Morgan Stanley Whse
               1003587595                                     99,887.46          DRY                        Morgan Stanley Whse
               1003587915                                     19,986.28          DRY                        Morgan Stanley Whse
               1003589370                                     56,954.01          DRY                        Morgan Stanley Whse
               1003589664                                    295,436.82          DRY                        Morgan Stanley Whse
               1003590395                                     87,509.46          DRY                        Morgan Stanley Whse
               1003590732                                     27,782.92          DRY                        Morgan Stanley Whse
               1003591410                                  1,400,000.00          DRY                        Morgan Stanley Whse
               1003592730                                    135,784.84          DRY                        Morgan Stanley Whse
               1003594300                                    692,845.15          DRY                        Morgan Stanley Whse
               1003595577                                    140,055.35          DRY                        Morgan Stanley Whse
               1003597799                                     95,709.18          DRY                        Morgan Stanley Whse
               1003598716                                    151,269.88          DRY                        Morgan Stanley Whse
               1003599029                                     97,916.38          DRY                        Morgan Stanley Whse
               1003599083                                    339,771.87          DRY                        Morgan Stanley Whse
               1003599190                                    241,569.71          DRY                        Morgan Stanley Whse
               1003600151                                    121,922.14          DRY                        Morgan Stanley Whse
               1003604335                                    208,014.42          DRY                        Morgan Stanley Whse
               1003604861                                    126,296.07          DRY                        Morgan Stanley Whse
               1003606789                                    409,002.09          DRY                        Morgan Stanley Whse
               1003607519                                    143,726.02          DRY                        Morgan Stanley Whse
               1003607895                                    271,754.11          DRY                        Morgan Stanley Whse
               1003608199                                    545,000.00          DRY                        Morgan Stanley Whse
               1003608527                                     62,082.12          DRY                        Morgan Stanley Whse
               1003612371                                     76,947.76          DRY                        Morgan Stanley Whse
               1003612629                                     85,331.09          DRY                        Morgan Stanley Whse
               1003615699                                    153,674.15          DRY                        Morgan Stanley Whse
               1003617303                                    146,994.67          DRY                        Morgan Stanley Whse
               1003617385                                    314,497.19          DRY                        Morgan Stanley Whse
               1003618026                                     32,979.27          DRY                        Morgan Stanley Whse
               1003620200                                     23,967.83          DRY                        Morgan Stanley Whse
               1003624796                                     46,170.00          DRY                        Morgan Stanley Whse
               1003625526                                     41,984.86          DRY                        Morgan Stanley Whse
               1003625964                                     32,875.12          DRY                        Morgan Stanley Whse
               1003627016                                     38,971.45          DRY                        Morgan Stanley Whse
               1003627070                                     26,561.67          DRY                        Morgan Stanley Whse
               1003627695                                     54,968.72          DRY                        Morgan Stanley Whse
               1003633795                                     20,521.52          DRY                        Morgan Stanley Whse
               1003635383                                     79,427.85          DRY                        Morgan Stanley Whse
               1003637844                                    451,844.00          DRY                        Morgan Stanley Whse
               1003638950                                    125,828.62          DRY                        Morgan Stanley Whse
               1003640769                                     68,698.58          DRY                        Morgan Stanley Whse
               1003640858                                     29,860.17          DRY                        Morgan Stanley Whse
               1003641170                                     94,446.19          DRY                        Morgan Stanley Whse
               1003642669                                    247,000.00          DRY                        Morgan Stanley Whse
               1003645096                                    198,852.65          DRY                        Morgan Stanley Whse
               1003645381                                     26,383.78          DRY                        Morgan Stanley Whse
               1003646451                                    259,528.64          DRY                        Morgan Stanley Whse
               1003646558                                    544,268.47          DRY                        Morgan Stanley Whse
               1003647192                                    446,500.00          DRY                        Morgan Stanley Whse
               1003648431                                     20,720.77          DRY                        Morgan Stanley Whse
               1003650114                                    296,709.74          DRY                        Morgan Stanley Whse
               1003650187                                    205,651.17          DRY                        Morgan Stanley Whse
               1003651220                                    279,989.00          DRY                        Morgan Stanley Whse
               1003651943                                     53,256.53          DRY                        Morgan Stanley Whse
               1003653950                                     42,168.77          DRY                        Morgan Stanley Whse
               1003655903                                     20,986.66          DRY                        Morgan Stanley Whse
               1003658241                                     29,562.80          DRY                        Morgan Stanley Whse
               1003658483                                    442,000.00          DRY                        Morgan Stanley Whse
               1003658811                                     69,949.30          DRY                        Morgan Stanley Whse
               1003660078                                     88,373.41          DRY                        Morgan Stanley Whse
               1003665215                                     97,936.37          DRY                        Morgan Stanley Whse
               1003666875                                     25,784.14          DRY                        Morgan Stanley Whse
               1003667669                                     75,948.44          DRY                        Morgan Stanley Whse
               1003668249                                    356,000.00          DRY                        Morgan Stanley Whse
               1003668524                                     50,967.07          DRY                        Morgan Stanley Whse
               1003670762                                     36,576.49          DRY                        Morgan Stanley Whse
               1003671253                                     20,582.27          DRY                        Morgan Stanley Whse
               1003671547                                     19,987.57          DRY                        Morgan Stanley Whse
               1003671949                                    170,000.00          DRY                        Morgan Stanley Whse
               1003672181                                     19,993.61          DRY                        Morgan Stanley Whse
               1003672859                                     19,987.98          DRY                        Morgan Stanley Whse
               1003673233                                     62,959.54          DRY                        Morgan Stanley Whse
               1003673796                                     44,563.23          DRY                        Morgan Stanley Whse
               1003673812                                     21,871.86          DRY                        Morgan Stanley Whse
               1003675222                                     19,974.41          DRY                        Morgan Stanley Whse
               1003675721                                    200,458.31          DRY                        Morgan Stanley Whse
               1003676604                                     23,585.97          DRY                        Morgan Stanley Whse
               1003677284                                     89,891.69          DRY                        Morgan Stanley Whse
               1003677603                                    571,200.00          DRY                        Morgan Stanley Whse
               1003678283                                     32,873.19          DRY                        Morgan Stanley Whse
               1003679754                                     23,980.84          DRY                        Morgan Stanley Whse
               1003680573                                     59,918.39          DRY                        Morgan Stanley Whse
               1003682009                                    161,295.42          DRY                        Morgan Stanley Whse
               1003683035                                    125,200.00          DRY                        Morgan Stanley Whse
               1003684089                                     54,858.83          DRY                        Morgan Stanley Whse
               1003684686                                     21,230.30          DRY                        Morgan Stanley Whse
               1003685211                                    319,317.42          DRY                        Morgan Stanley Whse
               1003685676                                     49,944.02          DRY                        Morgan Stanley Whse
               1003686602                                     91,795.93          DRY                        Morgan Stanley Whse
               1003687344                                     49,945.74          DRY                        Morgan Stanley Whse
               1003687709                                     73,167.52          DRY                        Morgan Stanley Whse
               1003688281                                    298,837.84          DRY                        Morgan Stanley Whse
               1003690875                                     26,983.41          DRY                        Morgan Stanley Whse
               1003692052                                    227,000.00          DRY                        Morgan Stanley Whse
               1003693612                                    118,288.02          DRY                        Morgan Stanley Whse
               1003696352                                     79,793.73          DRY                        Morgan Stanley Whse
               1003697636                                     59,425.40          DRY                        Morgan Stanley Whse
               1003698555                                     26,807.60          DRY                        Morgan Stanley Whse
               1003699000                                     32,291.26          DRY                        Morgan Stanley Whse
               1003699126                                     46,969.48          DRY                        Morgan Stanley Whse
               1003699331                                     28,782.30          DRY                        Morgan Stanley Whse
               1003699518                                    370,500.00          DRY                        Morgan Stanley Whse
               1003699536                                     85,938.39          DRY                        Morgan Stanley Whse
               1003699732                                     76,971.94          DRY                        Morgan Stanley Whse
               1003702381                                     23,957.50          DRY                        Morgan Stanley Whse
               1003703647                                    235,000.00          DRY                        Morgan Stanley Whse
               1003704879                                     66,347.56          DRY                        Morgan Stanley Whse
               1003706378                                    121,463.86          DRY                        Morgan Stanley Whse
               1003706948                                     31,990.11          DRY                        Morgan Stanley Whse
               1003707153                                    273,218.06          DRY                        Morgan Stanley Whse
               1003708027                                     95,937.67          DRY                        Morgan Stanley Whse
               1003712637                                     44,571.36          DRY                        Morgan Stanley Whse
               1003714412                                    314,844.63          DRY                        Morgan Stanley Whse
               1003714653                                    140,459.67          DRY                        Morgan Stanley Whse
               1003714779                                    159,917.05          DRY                        Morgan Stanley Whse
               1003715563                                    454,295.00          DRY                        Morgan Stanley Whse
               1003715769                                     29,835.46          DRY                        Morgan Stanley Whse
               1003715876                                     64,953.43          DRY                        Morgan Stanley Whse
               1003718356                                    296,085.00          DRY                        Morgan Stanley Whse
               1003718454                                    128,907.58          DRY                        Morgan Stanley Whse
               1003719854                                     79,907.61          DRY                        Morgan Stanley Whse
               1003721128                                    141,908.80          DRY                        Morgan Stanley Whse
               1003721208                                    129,000.00          DRY                        Morgan Stanley Whse
               1003722010                                    155,789.96          DRY                        Morgan Stanley Whse
               1003722582                                     59,924.77          DRY                        Morgan Stanley Whse
               1003723527                                     30,953.91          DRY                        Morgan Stanley Whse
               1003723867                                     82,399.69          DRY                        Morgan Stanley Whse
               1003724492                                    390,400.16          DRY                        Morgan Stanley Whse
               1003724900                                    242,707.56          DRY                        Morgan Stanley Whse
               1003725160                                    127,824.13          DRY                        Morgan Stanley Whse
               1003725428                                     28,223.81          DRY                        Morgan Stanley Whse
               1003726383                                     24,852.65          DRY                        Morgan Stanley Whse
               1003726579                                     42,972.98          DRY                        Morgan Stanley Whse
               1003726748                                     46,959.12          DRY                        Morgan Stanley Whse
               1003729488                                     49,932.34          DRY                        Morgan Stanley Whse
               1003730831                                     22,593.68          DRY                        Morgan Stanley Whse
               1003731313                                     79,906.17          DRY                        Morgan Stanley Whse
               1003731536                                    283,056.35          DRY                        Morgan Stanley Whse
               1003732303                                    257,608.67          DRY                        Morgan Stanley Whse
               1003733437                                     29,578.75          DRY                        Morgan Stanley Whse
               1003738744                                     56,981.58          DRY                        Morgan Stanley Whse
               1003738762                                     34,966.15          DRY                        Morgan Stanley Whse
               1003739850                                     57,962.34          DRY                        Morgan Stanley Whse
               1003739896                                    206,468.34          DRY                        Morgan Stanley Whse
               1003739958                                    380,000.00          DRY                        Morgan Stanley Whse
               1003740045                                    327,428.05          DRY                        Morgan Stanley Whse
               1003740205                                    104,923.96          DRY                        Morgan Stanley Whse
               1003742409                                    302,408.00          DRY                        Morgan Stanley Whse
               1003744791                                     70,468.78          DRY                        Morgan Stanley Whse
               1003745950                                    172,000.00          DRY                        Morgan Stanley Whse
               1003747137                                    201,370.76          DRY                        Morgan Stanley Whse
               1003747903                                     58,964.14          DRY                        Morgan Stanley Whse
               1003748500                                     75,950.17          DRY                        Morgan Stanley Whse
               1003748760                                    182,044.44          DRY                        Morgan Stanley Whse
               1003749901                                    115,463.71          DRY                        Morgan Stanley Whse
               1003751862                                     36,373.92          DRY                        Morgan Stanley Whse
               1003752754                                     34,547.55          DRY                        Morgan Stanley Whse
               1003752898                                     39,091.16          DRY                        Morgan Stanley Whse
               1003754084                                    349,452.28          DRY                        Morgan Stanley Whse
               1003754486                                    136,400.00          DRY                        Morgan Stanley Whse
               1003755706                                     21,763.81          DRY                        Morgan Stanley Whse
               1003757410                                    284,479.82          DRY                        Morgan Stanley Whse
               1003757857                                     25,686.02          DRY                        Morgan Stanley Whse
               1003760166                                    146,873.51          DRY                        Morgan Stanley Whse
               1003760362                                    100,883.36          DRY                        Morgan Stanley Whse
               1003760610                                     90,471.70          DRY                        Morgan Stanley Whse
               1003760647                                     25,519.48          DRY                        Morgan Stanley Whse
               1003762191                                    110,432.37          DRY                        Morgan Stanley Whse
               1003762930                                    475,000.00          DRY                        Morgan Stanley Whse
               1003763467                                    134,691.89          DRY                        Morgan Stanley Whse
               1003763537                                     39,705.78          DRY                        Morgan Stanley Whse
               1003767301                                     25,476.36          DRY                        Morgan Stanley Whse
               1003767702                                     31,970.34          DRY                        Morgan Stanley Whse
               1003768453                                    141,197.56          DRY                        Morgan Stanley Whse
               1003768701                                     51,961.09          DRY                        Morgan Stanley Whse
               1003768989                                     94,942.26          DRY                        Morgan Stanley Whse
               1003769327                                     23,968.78          DRY                        Morgan Stanley Whse
               1003769595                                     26,991.56          DRY                        Morgan Stanley Whse
               1003772082                                     45,566.96          DRY                        Morgan Stanley Whse
               1003772144                                     84,686.97          DRY                        Morgan Stanley Whse
               1003772885                                     19,987.30          DRY                        Morgan Stanley Whse
               1003773090                                    387,288.60          DRY                        Morgan Stanley Whse
               1003773740                                     68,110.19          DRY                        Morgan Stanley Whse
               1003775169                                    145,768.10          DRY                        Morgan Stanley Whse
               1003775392                                     76,424.45          DRY                        Morgan Stanley Whse
               1003776328                                    169,000.00          DRY                        Morgan Stanley Whse
               1003778219                                     24,949.63          DRY                        Morgan Stanley Whse
               1003779557                                    117,765.24          DRY                        Morgan Stanley Whse
               1003780527                                     49,936.99          DRY                        Morgan Stanley Whse
               1003781740                                     42,970.83          DRY                        Morgan Stanley Whse
               1003781937                                     82,877.65          DRY                        Morgan Stanley Whse
               1003783436                                     49,452.03          DRY                        Morgan Stanley Whse
               1003783551                                     39,951.30          DRY                        Morgan Stanley Whse
               1003784024                                     41,161.34          DRY                        Morgan Stanley Whse
               1003785345                                    111,919.59          DRY                        Morgan Stanley Whse
               1003790240                                    215,858.71          DRY                        Morgan Stanley Whse
               1003790473                                     49,867.75          DRY                        Morgan Stanley Whse
               1003794237                                     75,895.58          DRY                        Morgan Stanley Whse
               1003795824                                    310,064.69          DRY                        Morgan Stanley Whse
               1003796066                                     19,975.68          DRY                        Morgan Stanley Whse
               1003796538                                     31,168.53          DRY                        Morgan Stanley Whse
               1003796985                                    116,924.86          DRY                        Morgan Stanley Whse
               1003799508                                     37,775.46          DRY                        Morgan Stanley Whse
               1003800435                                     25,381.40          DRY                        Morgan Stanley Whse
               1003800872                                     68,364.34          DRY                        Morgan Stanley Whse
               1003800952                                     42,186.36          DRY                        Morgan Stanley Whse
               1003801639                                    109,909.37          DRY                        Morgan Stanley Whse
               1003802031                                     59,931.01          DRY                        Morgan Stanley Whse
               1003802692                                    474,634.94          DRY                        Morgan Stanley Whse
               1003802718                                     38,369.68          DRY                        Morgan Stanley Whse
               1003803502                                    111,930.41          DRY                        Morgan Stanley Whse
               1003803968                                    136,446.97          DRY                        Morgan Stanley Whse
               1003804066                                     56,602.00          DRY                        Morgan Stanley Whse
               1003804841                                     49,218.02          DRY                        Morgan Stanley Whse
               1003808320                                     63,356.52          DRY                        Morgan Stanley Whse
               1003809864                                     26,782.34          DRY                        Morgan Stanley Whse
               1003810157                                    106,169.96          DRY                        Morgan Stanley Whse
               1003810996                                     19,981.46          DRY                        Morgan Stanley Whse
               1003813038                                     71,975.15          DRY                        Morgan Stanley Whse
               1003813485                                     35,916.44          DRY                        Morgan Stanley Whse
               1003813617                                    336,896.25          DRY                        Morgan Stanley Whse
               1003813680                                     20,281.18          DRY                        Morgan Stanley Whse
               1003817267                                    111,846.12          DRY                        Morgan Stanley Whse
               1003817711                                    214,873.72          DRY                        Morgan Stanley Whse
               1003818952                                     81,968.11          DRY                        Morgan Stanley Whse
               1003820716                                     68,155.23          DRY                        Morgan Stanley Whse
               1003822581                                     35,238.86          DRY                        Morgan Stanley Whse
               1003822643                                     91,770.01          DRY                        Morgan Stanley Whse
               1003823759                                    511,525.79          DRY                        Morgan Stanley Whse
               1003823946                                     27,975.07          DRY                        Morgan Stanley Whse
               1003824936                                    104,924.61          DRY                        Morgan Stanley Whse
               1003826845                                     56,963.39          DRY                        Morgan Stanley Whse
               1003827078                                     82,940.41          DRY                        Morgan Stanley Whse
               1003827531                                     50,102.92          DRY                        Morgan Stanley Whse
               1003828692                                    129,884.50          DRY                        Morgan Stanley Whse
               1003830849                                     37,362.19          DRY                        Morgan Stanley Whse
               1003831330                                     39,268.49          DRY                        Morgan Stanley Whse
               1003831571                                     89,971.24          DRY                        Morgan Stanley Whse
               1003834925                                     75,948.44          DRY                        Morgan Stanley Whse
               1003835158                                    163,730.36          DRY                        Morgan Stanley Whse
               1003837423                                     63,846.18          DRY                        Morgan Stanley Whse
               1003837977                                    569,763.85          DRY                        Morgan Stanley Whse
               1003839056                                     59,378.59          DRY                        Morgan Stanley Whse
               1003839145                                    511,600.00          DRY                        Morgan Stanley Whse
               1003840507                                     24,976.82          DRY                        Morgan Stanley Whse
               1003840650                                     34,551.24          DRY                        Morgan Stanley Whse
               1003841230                                     77,148.20          DRY                        Morgan Stanley Whse
               1003841766                                    157,857.23          DRY                        Morgan Stanley Whse
               1003842168                                     23,385.08          DRY                        Morgan Stanley Whse
               1003842532                                    416,000.00          DRY                        Morgan Stanley Whse
               1003843265                                     32,474.88          DRY                        Morgan Stanley Whse
               1003843489                                    111,710.75          DRY                        Morgan Stanley Whse
               1003845094                                    149,272.76          DRY                        Morgan Stanley Whse
               1003846761                                    153,893.25          DRY                        Morgan Stanley Whse
               1003846770                                     78,951.98          DRY                        Morgan Stanley Whse
               1003848910                                    404,000.00          DRY                        Morgan Stanley Whse
               1003849018                                     55,765.85          DRY                        Morgan Stanley Whse
               1003850817                                     33,169.22          DRY                        Morgan Stanley Whse
               1003851111                                    335,333.31          DRY                        Morgan Stanley Whse
               1003853627                                     51,984.10          DRY                        Morgan Stanley Whse
               1003854136                                    353,376.67          DRY                        Morgan Stanley Whse
               1003856278                                    349,767.53          DRY                        Morgan Stanley Whse
               1003857188                                    199,842.42          DRY                        Morgan Stanley Whse
               1003857534                                    174,261.52          DRY                        Morgan Stanley Whse
               1003857614                                    121,899.01          DRY                        Morgan Stanley Whse
               1003858560                                    109,940.82          DRY                        Morgan Stanley Whse
               1003859104                                     74,884.94          DRY                        Morgan Stanley Whse
               1003859907                                     26,594.53          DRY                        Morgan Stanley Whse
               1003860469                                    176,250.00          DRY                        Morgan Stanley Whse
               1003860539                                    321,324.14          DRY                        Morgan Stanley Whse
               1003860977                                     60,981.14          DRY                        Morgan Stanley Whse
               1003862127                                     25,184.17          DRY                        Morgan Stanley Whse
               1003862163                                     45,870.52          DRY                        Morgan Stanley Whse
               1003862298                                    467,281.41          DRY                        Morgan Stanley Whse
               1003862715                                     66,557.02          DRY                        Morgan Stanley Whse
               1003865286                                    124,000.00          DRY                        Morgan Stanley Whse
               1003866711                                    215,844.45          DRY                        Morgan Stanley Whse
               1003868318                                     76,400.86          DRY                        Morgan Stanley Whse
               1003870421                                     22,472.19          DRY                        Morgan Stanley Whse
               1003870485                                     38,587.66          DRY                        Morgan Stanley Whse
               1003871386                                     24,699.59          DRY                        Morgan Stanley Whse
               1003872189                                     51,821.52          DRY                        Morgan Stanley Whse
               1003874383                                     30,227.48          DRY                        Morgan Stanley Whse
               1003874604                                    459,622.20          DRY                        Morgan Stanley Whse
               1003875024                                    149,912.77          DRY                        Morgan Stanley Whse
               1003875195                                     45,583.71          DRY                        Morgan Stanley Whse
               1003875202                                    119,886.14          DRY                        Morgan Stanley Whse
               1003876336                                    403,439.70          DRY                        Morgan Stanley Whse
               1003876639                                     59,960.55          DRY                        Morgan Stanley Whse
               1003877674                                    110,931.92          DRY                        Morgan Stanley Whse
               1003877941                                     44,075.86          DRY                        Morgan Stanley Whse
               1003880143                                     36,826.57          DRY                        Morgan Stanley Whse
               1003881712                                     28,885.33          DRY                        Morgan Stanley Whse
               1003882230                                    103,628.99          DRY                        Morgan Stanley Whse
               1003884522                                    271,910.05          DRY                        Morgan Stanley Whse
               1003884835                                    355,500.00          DRY                        Morgan Stanley Whse
               1003885736                                    131,942.20          DRY                        Morgan Stanley Whse
               1003886548                                     49,970.02          DRY                        Morgan Stanley Whse
               1003886815                                    116,840.86          DRY                        Morgan Stanley Whse
               1003888975                                    169,903.70          DRY                        Morgan Stanley Whse
               1003889732                                     38,767.88          DRY                        Morgan Stanley Whse
               1003893727                                    516,000.00          DRY                        Morgan Stanley Whse
               1003893790                                    123,540.45          DRY                        Morgan Stanley Whse
               1003895618                                     72,704.44          DRY                        Morgan Stanley Whse
               1003895707                                    424,714.83          DRY                        Morgan Stanley Whse
               1003897215                                    266,000.00          DRY                        Morgan Stanley Whse
               1003899721                                     63,957.92          DRY                        Morgan Stanley Whse
               1003901353                                  1,027,500.00          DRY                        Morgan Stanley Whse
               1003903397                                    392,469.78          DRY                        Morgan Stanley Whse
               1003905992                                     22,570.60          DRY                        Morgan Stanley Whse
               1003906036                                     24,590.22          DRY                        Morgan Stanley Whse
               1003906125                                    121,953.06          DRY                        Morgan Stanley Whse
               1003907927                                     63,681.54          DRY                        Morgan Stanley Whse
               1003910012                                    403,778.86          DRY                        Morgan Stanley Whse
               1003912234                                    101,909.54          DRY                        Morgan Stanley Whse
               1003914161                                    240,000.00          DRY                        Morgan Stanley Whse
               1003916187                                    689,600.00          DRY                        Morgan Stanley Whse
               1003917319                                     23,478.22          DRY                        Morgan Stanley Whse
               1003917756                                    197,853.06          DRY                        Morgan Stanley Whse
               1003919371                                    332,634.85          DRY                        Morgan Stanley Whse
               1003919479                                     77,350.64          DRY                        Morgan Stanley Whse
               1003920680                                    279,921.06          DRY                        Morgan Stanley Whse
               1003922054                                    184,931.10          DRY                        Morgan Stanley Whse
               1003927950                                     23,485.76          DRY                        Morgan Stanley Whse
               1003932230                                     75,776.56          DRY                        Morgan Stanley Whse
               1003932506                                    315,774.71          DRY                        Morgan Stanley Whse
               1003935013                                    126,894.17          DRY                        Morgan Stanley Whse
               1003935433                                    216,453.93          DRY                        Morgan Stanley Whse
               1003936334                                    107,951.19          DRY                        Morgan Stanley Whse
               1003936414                                     82,713.82          DRY                        Morgan Stanley Whse
               1003936441                                    184,830.30          DRY                        Morgan Stanley Whse
               1003938500                                     55,181.43          DRY                        Morgan Stanley Whse
               1003940846                                     76,029.85          DRY                        Morgan Stanley Whse
               1003941140                                    125,919.08          DRY                        Morgan Stanley Whse
               1003942103                                    311,907.34          DRY                        Morgan Stanley Whse
               1003942345                                    158,882.00          DRY                        Morgan Stanley Whse
               1003943558                                     60,000.00          DRY                        Morgan Stanley Whse
               1003944254                                     84,000.00          DRY                        Morgan Stanley Whse
               1003951003                                    523,576.55          DRY                        Morgan Stanley Whse
               1003953494                                    750,000.00          DRY                        Morgan Stanley Whse
               1003954386                                    146,910.95          DRY                        Morgan Stanley Whse
               1003955250                                    135,885.74          DRY                        Morgan Stanley Whse
               1003958346                                    127,150.85          DRY                        Morgan Stanley Whse
               1003962572                                    444,000.00          DRY                        Morgan Stanley Whse
               1003963900                                    339,707.27          DRY                        Morgan Stanley Whse
               1003964847                                    111,850.86          DRY                        Morgan Stanley Whse
               1003965178                                    112,062.47          DRY                        Morgan Stanley Whse
               1003967381                                    101,000.00          DRY                        Morgan Stanley Whse
               1003967620                                    139,751.07          DRY                        Morgan Stanley Whse
               1003970288                                    190,276.71          DRY                        Morgan Stanley Whse
               1003970313                                    334,000.00          DRY                        Morgan Stanley Whse
               1003971517                                    205,134.05          DRY                        Morgan Stanley Whse
               1003971606                                    239,039.18          DRY                        Morgan Stanley Whse
               1003972678                                    254,761.47          DRY                        Morgan Stanley Whse
               1003974328                                    909,239.24          DRY                        Morgan Stanley Whse
               1003975363                                    193,000.00          DRY                        Morgan Stanley Whse
               1003976585                                    217,778.80          DRY                        Morgan Stanley Whse
               1003976709                                     71,958.58          DRY                        Morgan Stanley Whse
               1003977815                                    199,828.65          DRY                        Morgan Stanley Whse
               1003979733                                    140,308.63          DRY                        Morgan Stanley Whse
               1003981622                                    119,914.96          DRY                        Morgan Stanley Whse
               1003983611                                    267,773.74          DRY                        Morgan Stanley Whse
               1003985067                                     60,000.00          DRY                        Morgan Stanley Whse
               1003989054                                    107,962.73          DRY                        Morgan Stanley Whse
               1003991531                                    287,968.00          DRY                        Morgan Stanley Whse
               1003993156                                    717,600.69          DRY                        Morgan Stanley Whse
               1003994360                                    310,500.00          DRY                        Morgan Stanley Whse
               1003994422                                    315,700.17          DRY                        Morgan Stanley Whse
               1003995485                                     22,289.71          DRY                        Morgan Stanley Whse
               1003995626                                    219,069.92          DRY                        Morgan Stanley Whse
               1003995975                                    404,779.93          DRY                        Morgan Stanley Whse
               1003997526                                    233,167.96          DRY                        Morgan Stanley Whse
               1004000574                                    103,500.00          DRY                        Morgan Stanley Whse
               1004001430                                    229,372.01          DRY                        Morgan Stanley Whse
               1004002395                                    175,919.61          DRY                        Morgan Stanley Whse
               1004002803                                    201,831.13          DRY                        Morgan Stanley Whse
               1004003937                                    179,862.35          DRY                        Morgan Stanley Whse
               1004004687                                     28,061.80          DRY                        Morgan Stanley Whse
               1004004776                                    341,719.11          DRY                        Morgan Stanley Whse
               1004005374                                    260,761.75          DRY                        Morgan Stanley Whse
               1004005613                                    239,834.00          DRY                        Morgan Stanley Whse
               1004006756                                    148,635.11          DRY                        Morgan Stanley Whse
               1004007078                                    200,000.00          DRY                        Morgan Stanley Whse
               1004007666                                    279,781.57          DRY                        Morgan Stanley Whse
               1004008273                                    255,000.00          DRY                        Morgan Stanley Whse
               1004011205                                     78,253.53          DRY                        Morgan Stanley Whse
               1004016825                                    335,681.19          DRY                        Morgan Stanley Whse
               1004017085                                    223,838.69          DRY                        Morgan Stanley Whse
               1004018592                                    269,822.48          DRY                        Morgan Stanley Whse
               1004019314                                     19,987.25          DRY                        Morgan Stanley Whse
               1004019467                                    266,230.13          DRY                        Morgan Stanley Whse
               1004019494                                    393,763.76          DRY                        Morgan Stanley Whse
               1004020026                                     26,612.13          DRY                        Morgan Stanley Whse
               1004021427                                    356,150.87          DRY                        Morgan Stanley Whse
               1004021490                                     19,987.04          DRY                        Morgan Stanley Whse
               1004021775                                    188,836.89          DRY                        Morgan Stanley Whse
               1004021800                                    346,276.78          DRY                        Morgan Stanley Whse
               1004022337                                    101,631.62          DRY                        Morgan Stanley Whse
               1004022774                                    108,521.33          DRY                        Morgan Stanley Whse
               1004024843                                    446,800.00          DRY                        Morgan Stanley Whse
               1004025860                                     79,434.51          DRY                        Morgan Stanley Whse
               1004026459                                    190,000.00          DRY                        Morgan Stanley Whse
               1004026468                                    167,872.80          DRY                        Morgan Stanley Whse
               1004026789                                     16,374.60          DRY                        Morgan Stanley Whse
               1004028395                                    579,454.96          DRY                        Morgan Stanley Whse
               1004029198                                    118,920.96          DRY                        Morgan Stanley Whse
               1004030140                                     29,886.74          DRY                        Morgan Stanley Whse
               1004030774                                    133,560.00          DRY                        Morgan Stanley Whse
               1004030925                                    210,000.00          DRY                        Morgan Stanley Whse
               1004031023                                    323,000.00          DRY                        Morgan Stanley Whse
               1004031639                                    209,880.42          DRY                        Morgan Stanley Whse
               1004031899                                    739,428.44          DRY                        Morgan Stanley Whse
               1004032291                                    614,715.45          DRY                        Morgan Stanley Whse
               1004033263                                     49,385.55          DRY                        Morgan Stanley Whse
               1004033637                                     33,989.37          DRY                        Morgan Stanley Whse
               1004033646                                    197,466.06          DRY                        Morgan Stanley Whse
               1004033735                                     96,276.00          DRY                        Morgan Stanley Whse
               1004035181                                    595,831.73          DRY                        Morgan Stanley Whse
               1004035430                                    629,800.40          DRY                        Morgan Stanley Whse
               1004036554                                    296,164.89          DRY                        Morgan Stanley Whse
               1004036830                                    244,000.00          DRY                        Morgan Stanley Whse
               1004036938                                    371,660.43          DRY                        Morgan Stanley Whse
               1004038160                                     80,705.89          DRY                        Morgan Stanley Whse
               1004038302                                     55,221.66          DRY                        Morgan Stanley Whse
               1004039711                                     59,388.40          DRY                        Morgan Stanley Whse
               1004040503                                    209,918.86          DRY                        Morgan Stanley Whse
               1004041851                                    192,335.88          DRY                        Morgan Stanley Whse
               1004042556                                    285,913.21          DRY                        Morgan Stanley Whse
               1004043779                                    131,750.00          DRY                        Morgan Stanley Whse
               1004044616                                    244,905.34          DRY                        Morgan Stanley Whse
               1004045410                                    119,946.63          DRY                        Morgan Stanley Whse
               1004046552                                     19,987.68          DRY                        Morgan Stanley Whse
               1004047221                                    322,721.90          DRY                        Morgan Stanley Whse
               1004048630                                    312,560.80          DRY                        Morgan Stanley Whse
               1004049461                                    439,752.05          DRY                        Morgan Stanley Whse
               1004049899                                     55,216.53          DRY                        Morgan Stanley Whse
               1004050065                                    459,827.19          DRY                        Morgan Stanley Whse
               1004050261                                     29,790.68          DRY                        Morgan Stanley Whse
               1004051545                                    172,405.78          DRY                        Morgan Stanley Whse
               1004051714                                    138,459.16          DRY                        Morgan Stanley Whse
               1004053320                                    207,000.00          DRY                        Morgan Stanley Whse
               1004054258                                    308,470.89          DRY                        Morgan Stanley Whse
               1004054640                                    125,100.00          DRY                        Morgan Stanley Whse
               1004054702                                     50,252.60          DRY                        Morgan Stanley Whse
               1004056924                                    217,500.00          DRY                        Morgan Stanley Whse
               1004057068                                    318,072.51          DRY                        Morgan Stanley Whse
               1004057488                                     53,263.53          DRY                        Morgan Stanley Whse
               1004058370                                    567,803.97          DRY                        Morgan Stanley Whse
               1004059547                                     73,971.53          DRY                        Morgan Stanley Whse
               1004059798                                    295,864.91          DRY                        Morgan Stanley Whse
               1004060232                                     47,385.82          DRY                        Morgan Stanley Whse
               1004060330                                    174,105.04          DRY                        Morgan Stanley Whse
               1004061366                                    206,868.68          DRY                        Morgan Stanley Whse
               1004061936                                    259,878.04          DRY                        Morgan Stanley Whse
               1004062677                                    413,837.79          DRY                        Morgan Stanley Whse
               1004064265                                    199,791.19          DRY                        Morgan Stanley Whse
               1004064915                                    151,300.00          DRY                        Morgan Stanley Whse
               1004065594                                    503,083.20          DRY                        Morgan Stanley Whse
               1004067048                                    110,600.00          DRY                        Morgan Stanley Whse
               1004068261                                     21,370.13          DRY                        Morgan Stanley Whse
               1004068494                                    281,250.00          DRY                        Morgan Stanley Whse
               1004074414                                     60,918.16          DRY                        Morgan Stanley Whse
               1004075805                                    573,750.00          DRY                        Morgan Stanley Whse
               1004079035                                    449,741.10          DRY                        Morgan Stanley Whse
               1004081727                                    146,212.28          DRY                        Morgan Stanley Whse
               1004083333                                     92,654.88          DRY                        Morgan Stanley Whse
               1004085849                                    383,853.29          DRY                        Morgan Stanley Whse
               1004088294                                     19,994.28          DRY                        Morgan Stanley Whse
               1004089462                                     74,972.37          DRY                        Morgan Stanley Whse
               1004090931                                     42,984.63          DRY                        Morgan Stanley Whse
               1004093108                                    393,659.42          DRY                        Morgan Stanley Whse
               1004094232                                    511,018.50          DRY                        Morgan Stanley Whse
               1004095712                                    152,600.00          DRY                        Morgan Stanley Whse
               1004096276                                    246,941.05          DRY                        Morgan Stanley Whse
               1004096374                                    225,113.54          DRY                        Morgan Stanley Whse
               1004097284                                    128,157.64          DRY                        Morgan Stanley Whse
               1004097701                                     19,979.37          DRY                        Morgan Stanley Whse
               1004098238                                     83,951.67          DRY                        Morgan Stanley Whse
               1004099371                                     19,994.28          DRY                        Morgan Stanley Whse
               1004099772                                     33,963.60          DRY                        Morgan Stanley Whse
               1004099889                                    567,000.00          DRY                        Morgan Stanley Whse
               1004100289                                    111,944.62          DRY                        Morgan Stanley Whse
               1004100546                                     85,954.47          DRY                        Morgan Stanley Whse
               1004101509                                    287,726.73          DRY                        Morgan Stanley Whse
               1004101821                                    195,362.02          DRY                        Morgan Stanley Whse
               1004102839                                    105,235.88          DRY                        Morgan Stanley Whse
               1004103703                                    849,246.40          DRY                        Morgan Stanley Whse
               1004104506                                    496,725.16          DRY                        Morgan Stanley Whse
               1004105603                                    131,304.90          DRY                        Morgan Stanley Whse
               1004105649                                    559,780.59          DRY                        Morgan Stanley Whse
               1004105925                                    275,500.00          DRY                        Morgan Stanley Whse
               1004106372                                    352,800.00          DRY                        Morgan Stanley Whse
               1004110250                                    357,706.55          DRY                        Morgan Stanley Whse
               1004110884                                    339,921.79          DRY                        Morgan Stanley Whse
               1004111954                                    274,529.13          DRY                        Morgan Stanley Whse
               1004114568                                    110,371.02          DRY                        Morgan Stanley Whse
               1004115433                                    174,144.00          DRY                        Morgan Stanley Whse
               1004118626                                    343,882.95          DRY                        Morgan Stanley Whse
               1004119616                                     35,587.85          DRY                        Morgan Stanley Whse
               1004120221                                     25,968.01          DRY                        Morgan Stanley Whse
               1004123264                                    475,818.14          DRY                        Morgan Stanley Whse
               1004124165                                     62,580.86          DRY                        Morgan Stanley Whse
               1004125182                                    435,853.74          DRY                        Morgan Stanley Whse
               1004130693                                    207,226.61          DRY                        Morgan Stanley Whse
               1004131950                                     20,187.35          DRY                        Morgan Stanley Whse
               1004133663                                     59,930.60          DRY                        Morgan Stanley Whse
               1004140076                                     26,920.47          DRY                        Morgan Stanley Whse
               1004142671                                     70,977.31          DRY                        Morgan Stanley Whse
               1004143368                                     40,587.31          DRY                        Morgan Stanley Whse
               1004145428                                     24,984.35          DRY                        Morgan Stanley Whse
               1004148988                                     24,792.74          DRY                        Morgan Stanley Whse
               1004154364                                     36,990.53          DRY                        Morgan Stanley Whse
               1004155808                                    112,559.76          DRY                        Morgan Stanley Whse
               1004157272                                    526,150.00          DRY                        Morgan Stanley Whse
               1004159136                                     29,791.18          DRY                        Morgan Stanley Whse
               1004159886                                    149,561.86          DRY                        Morgan Stanley Whse
               1004161374                                    254,934.02          DRY                        Morgan Stanley Whse
               1004161800                                     89,962.26          DRY                        Morgan Stanley Whse
               1004163130                                    174,338.08          DRY                        Morgan Stanley Whse
               1004164022                                    407,623.94          DRY                        Morgan Stanley Whse
               1004164594                                     35,378.55          DRY                        Morgan Stanley Whse
               1004165101                                    295,870.38          DRY                        Morgan Stanley Whse
               1004165352                                    188,954.56          DRY                        Morgan Stanley Whse
               1004169447                                     91,200.00          DRY                        Morgan Stanley Whse
               1004169802                                    147,943.46          DRY                        Morgan Stanley Whse
               1004170694                                     22,393.73          DRY                        Morgan Stanley Whse
               1004170998                                    138,368.86          DRY                        Morgan Stanley Whse
               1004174869                                     23,988.92          DRY                        Morgan Stanley Whse
               1004176705                                     55,500.00          DRY                        Morgan Stanley Whse
               1004176938                                    388,000.00          DRY                        Morgan Stanley Whse
               1004177483                                     41,374.08          DRY                        Morgan Stanley Whse
               1004177937                                    700,000.00          DRY                        Morgan Stanley Whse
               1004178151                                     29,371.60          DRY                        Morgan Stanley Whse
               1004181414                                    134,916.52          DRY                        Morgan Stanley Whse
               1004182896                                    215,931.57          DRY                        Morgan Stanley Whse
               1004184901                                    159,872.81          DRY                        Morgan Stanley Whse
               1004186286                                    601,817.31          DRY                        Morgan Stanley Whse
               1004186776                                    634,500.00          DRY                        Morgan Stanley Whse
               1004188033                                    142,704.18          DRY                        Morgan Stanley Whse
               1004189327                                    143,132.83          DRY                        Morgan Stanley Whse
               1004189522                                    292,000.00          DRY                        Morgan Stanley Whse
               1004190306                                    330,000.00          DRY                        Morgan Stanley Whse
               1004190814                                     89,226.90          DRY                        Morgan Stanley Whse
               1004190887                                    584,565.85          DRY                        Morgan Stanley Whse
               1004191617                                    107,963.54          DRY                        Morgan Stanley Whse
               1004192821                                    433,334.85          DRY                        Morgan Stanley Whse
               1004192992                                    316,000.00          DRY                        Morgan Stanley Whse
               1004195230                                    217,893.90          DRY                        Morgan Stanley Whse
               1004195748                                    425,000.00          DRY                        Morgan Stanley Whse
               1004205229                                     64,587.19          DRY                        Morgan Stanley Whse
               1004208761                                     19,944.72          DRY                        Morgan Stanley Whse
               1004209181                                    332,000.00          DRY                        Morgan Stanley Whse
               1004209724                                    342,674.55          DRY                        Morgan Stanley Whse
               1004210623                                    154,936.67          DRY                        Morgan Stanley Whse
               1004210801                                     41,951.37          DRY                        Morgan Stanley Whse
               1004211301                                    183,886.22          DRY                        Morgan Stanley Whse
               1004211659                                    461,190.75          DRY                        Morgan Stanley Whse
               1004211882                                    574,000.00          DRY                        Morgan Stanley Whse
               1004212863                                    488,677.71          DRY                        Morgan Stanley Whse
               1004213498                                    295,096.66          DRY                        Morgan Stanley Whse
               1004213844                                    114,920.46          DRY                        Morgan Stanley Whse
               1004214638                                     76,449.70          DRY                        Morgan Stanley Whse
               1004215682                                     27,792.22          DRY                        Morgan Stanley Whse
               1004216486                                    171,842.99          DRY                        Morgan Stanley Whse
               1004217065                                     74,929.84          DRY                        Morgan Stanley Whse
               1004217831                                    455,067.80          DRY                        Morgan Stanley Whse
               1004218386                                     21,966.68          DRY                        Morgan Stanley Whse
               1004220417                                    199,853.05          DRY                        Morgan Stanley Whse
               1004221194                                    315,794.34          DRY                        Morgan Stanley Whse
               1004222059                                    615,724.59          DRY                        Morgan Stanley Whse
               1004222638                                    259,250.00          DRY                        Morgan Stanley Whse
               1004224057                                     42,987.00          DRY                        Morgan Stanley Whse
               1004225154                                     22,327.69          DRY                        Morgan Stanley Whse
               1004226484                                     28,586.80          DRY                        Morgan Stanley Whse
               1004226974                                    147,913.07          DRY                        Morgan Stanley Whse
               1004227394                                     23,729.04          DRY                        Morgan Stanley Whse
               1004228366                                    745,750.00          DRY                        Morgan Stanley Whse
               1004229034                                    253,406.07          DRY                        Morgan Stanley Whse
               1004230068                                    147,250.00          DRY                        Morgan Stanley Whse
               1004233626                                    262,262.70          DRY                        Morgan Stanley Whse
               1004233877                                    335,750.00          DRY                        Morgan Stanley Whse
               1004234082                                     81,281.30          DRY                        Morgan Stanley Whse
               1004234484                                    306,000.00          DRY                        Morgan Stanley Whse
               1004235232                                    283,780.65          DRY                        Morgan Stanley Whse
               1004236179                                    100,726.68          DRY                        Morgan Stanley Whse
               1004236204                                    433,500.00          DRY                        Morgan Stanley Whse
               1004236473                                    549,478.14          DRY                        Morgan Stanley Whse
               1004237720                                    169,784.38          DRY                        Morgan Stanley Whse
               1004239817                                    119,921.10          DRY                        Morgan Stanley Whse
               1004240422                                     75,977.27          DRY                        Morgan Stanley Whse
               1004241653                                    201,851.96          DRY                        Morgan Stanley Whse
               1004243802                                    188,936.60          DRY                        Morgan Stanley Whse
               1004243973                                    468,200.64          DRY                        Morgan Stanley Whse
               1004244767                                    108,436.80          DRY                        Morgan Stanley Whse
               1004245935                                    293,431.37          DRY                        Morgan Stanley Whse
               1004253015                                    220,857.63          DRY                        Morgan Stanley Whse
               1004253195                                    149,250.00          DRY                        Morgan Stanley Whse
               1004253710                                    175,943.84          DRY                        Morgan Stanley Whse
               1004255031                                    361,149.48          DRY                        Morgan Stanley Whse
               1004255139                                     56,662.91          DRY                        Morgan Stanley Whse
               1004257217                                     65,380.00          DRY                        Morgan Stanley Whse
               1004260579                                    138,800.00          DRY                        Morgan Stanley Whse
               1004266163                                     97,000.00          DRY                        Morgan Stanley Whse
               1004271086                                    135,977.15          DRY                        Morgan Stanley Whse
               1004271905                                    432,000.00          DRY                        Morgan Stanley Whse
               1004273226                                    460,000.00          DRY                        Morgan Stanley Whse
               1004275073                                    531,341.01          DRY                        Morgan Stanley Whse
               1004275251                                    209,000.00          DRY                        Morgan Stanley Whse
               1004276116                                    110,367.34          DRY                        Morgan Stanley Whse
               1004276385                                    315,802.58          DRY                        Morgan Stanley Whse
               1004276465                                     71,977.49          DRY                        Morgan Stanley Whse
               1004276991                                    512,000.00          DRY                        Morgan Stanley Whse
               1004278935                                    254,900.09          DRY                        Morgan Stanley Whse
               1004280478                                    167,177.31          DRY                        Morgan Stanley Whse
               1004280655                                    704,703.84          DRY                        Morgan Stanley Whse
               1004280673                                     67,967.94          DRY                        Morgan Stanley Whse
               1004280913                                    323,000.00          DRY                        Morgan Stanley Whse
               1004281271                                    242,926.26          DRY                        Morgan Stanley Whse
               1004282323                                    126,368.47          DRY                        Morgan Stanley Whse
               1004282644                                     81,125.25          DRY                        Morgan Stanley Whse
               1004282939                                     36,389.23          DRY                        Morgan Stanley Whse
               1004283206                                    541,332.00          DRY                        Morgan Stanley Whse
               1004283304                                    354,766.60          DRY                        Morgan Stanley Whse
               1004284223                                    194,250.00          DRY                        Morgan Stanley Whse
               1004284893                                     27,971.06          DRY                        Morgan Stanley Whse
               1004284928                                     57,012.47          DRY                        Morgan Stanley Whse
               1004289914                                     29,993.59          DRY                        Morgan Stanley Whse
               1004290564                                    283,896.27          DRY                        Morgan Stanley Whse
               1004291082                                    349,928.50          DRY                        Morgan Stanley Whse
               1004293268                                    544,000.00          DRY                        Morgan Stanley Whse
               1004294043                                    109,582.40          DRY                        Morgan Stanley Whse
               1004294445                                    209,938.97          DRY                        Morgan Stanley Whse
               1004295364                                    522,750.00          DRY                        Morgan Stanley Whse
               1004296005                                    128,129.59          DRY                        Morgan Stanley Whse
               1004296194                                    440,000.00          DRY                        Morgan Stanley Whse
               1004296201                                    267,750.00          DRY                        Morgan Stanley Whse
               1004297601                                    115,967.25          DRY                        Morgan Stanley Whse
               1004298655                                    251,876.05          DRY                        Morgan Stanley Whse
               1004299404                                    360,000.00          DRY                        Morgan Stanley Whse
               1004301142                                     39,210.98          DRY                        Morgan Stanley Whse
               1004301295                                    247,936.77          DRY                        Morgan Stanley Whse
               1004301339                                     26,715.66          DRY                        Morgan Stanley Whse
               1004302276                                     97,168.98          DRY                        Morgan Stanley Whse
               1004302873                                    466,865.84          DRY                        Morgan Stanley Whse
               1004303079                                    187,500.00          DRY                        Morgan Stanley Whse
               1004304826                                    324,800.00          DRY                        Morgan Stanley Whse
               1004305781                                    208,166.09          DRY                        Morgan Stanley Whse
               1004308699                                     84,971.62          DRY                        Morgan Stanley Whse
               1004308724                                     27,387.35          DRY                        Morgan Stanley Whse
               1004310285                                    112,703.83          DRY                        Morgan Stanley Whse
               1004311916                                     26,184.13          DRY                        Morgan Stanley Whse
               1004314192                                     42,566.69          DRY                        Morgan Stanley Whse
               1004315761                                    323,862.94          DRY                        Morgan Stanley Whse
               1004317420                                    219,948.64          DRY                        Morgan Stanley Whse
               1004318857                                     50,975.31          DRY                        Morgan Stanley Whse
               1004319259                                     53,445.45          DRY                        Morgan Stanley Whse
               1004321816                                     28,492.71          DRY                        Morgan Stanley Whse
               1004327990                                     22,381.66          DRY                        Morgan Stanley Whse
               1004329444                                    186,500.00          DRY                        Morgan Stanley Whse
               1004331823                                    543,200.00          DRY                        Morgan Stanley Whse
               1004334946                                    440,000.00          DRY                        Morgan Stanley Whse
               1004335302                                    141,186.59          DRY                        Morgan Stanley Whse
               1004339709                                    314,428.71          DRY                        Morgan Stanley Whse
               1004340742                                    192,000.00          DRY                        Morgan Stanley Whse
               1004340859                                     19,991.13          DRY                        Morgan Stanley Whse
               1004341849                                    489,846.96          DRY                        Morgan Stanley Whse
               1004342027                                    116,100.00          DRY                        Morgan Stanley Whse
               1004343936                                    155,400.00          DRY                        Morgan Stanley Whse
               1004344141                                    116,958.46          DRY                        Morgan Stanley Whse
               1004346158                                    139,914.75          DRY                        Morgan Stanley Whse
               1004346292                                    170,000.00          DRY                        Morgan Stanley Whse
               1004355655                                    195,500.00          DRY                        Morgan Stanley Whse
               1004355833                                    115,175.00          DRY                        Morgan Stanley Whse
               1004356315                                    230,300.00          DRY                        Morgan Stanley Whse
               1004356547                                    122,400.00          DRY                        Morgan Stanley Whse
               1004357733                                    399,827.71          DRY                        Morgan Stanley Whse
               1004357975                                    477,000.00          DRY                        Morgan Stanley Whse
               1004360122                                    182,683.25          DRY                        Morgan Stanley Whse
               1004360621                                    700,000.00          DRY                        Morgan Stanley Whse
               1004362059                                    179,956.08          DRY                        Morgan Stanley Whse
               1004362120                                    296,882.82          DRY                        Morgan Stanley Whse
               1004362825                                    636,500.00          DRY                        Morgan Stanley Whse
               1004363076                                    124,949.64          DRY                        Morgan Stanley Whse
               1004366714                                    454,750.00          DRY                        Morgan Stanley Whse
               1004366750                                    129,932.93          DRY                        Morgan Stanley Whse
               1004369169                                    277,500.00          DRY                        Morgan Stanley Whse
               1004369285                                    214,957.05          DRY                        Morgan Stanley Whse
               1004370086                                    415,659.01          DRY                        Morgan Stanley Whse
               1004370148                                    206,250.00          DRY                        Morgan Stanley Whse
               1004370665                                    176,000.00          DRY                        Morgan Stanley Whse
               1004370861                                    257,600.00          DRY                        Morgan Stanley Whse
               1004371021                                    235,000.00          DRY                        Morgan Stanley Whse
               1004371343                                    409,468.36          DRY                        Morgan Stanley Whse
               1004372413                                    212,000.00          DRY                        Morgan Stanley Whse
               1004372761                                    400,000.00          DRY                        Morgan Stanley Whse
               1004375866                                    102,700.00          DRY                        Morgan Stanley Whse
               1004376892                                    381,818.35          DRY                        Morgan Stanley Whse
               1004377267                                    600,000.00          DRY                        Morgan Stanley Whse
               1004377285                                    166,827.34          DRY                        Morgan Stanley Whse
               1004377828                                    293,856.33          DRY                        Morgan Stanley Whse
               1004377999                                    389,784.79          DRY                        Morgan Stanley Whse
               1004382180                                    350,000.00          DRY                        Morgan Stanley Whse
               1004385123                                     44,978.28          DRY                        Morgan Stanley Whse
               1004385891                                     41,771.03          DRY                        Morgan Stanley Whse
               1004386373                                    166,200.00          DRY                        Morgan Stanley Whse
               1004387657                                    520,000.00          DRY                        Morgan Stanley Whse
               1004388549                                    598,641.22          DRY                        Morgan Stanley Whse
               1004388665                                    258,291.45          DRY                        Morgan Stanley Whse
               1004388692                                    235,600.00          DRY                        Morgan Stanley Whse
               1004390821                                    459,000.00          DRY                        Morgan Stanley Whse
               1004391642                                    108,400.00          DRY                        Morgan Stanley Whse
               1004393230                                     54,373.80          DRY                        Morgan Stanley Whse
               1004395755                                    380,000.00          DRY                        Morgan Stanley Whse
               1004400767                                     52,500.00          DRY                        Morgan Stanley Whse
               1004401258                                    339,695.61          DRY                        Morgan Stanley Whse
               1004402257                                    195,886.06          DRY                        Morgan Stanley Whse
               1004402417                                    328,000.00          DRY                        Morgan Stanley Whse
               1004402872                                    482,603.31          DRY                        Morgan Stanley Whse
               1004403176                                    170,903.64          DRY                        Morgan Stanley Whse
               1004403755                                    138,042.38          DRY                        Morgan Stanley Whse
               1004403844                                    485,000.00          DRY                        Morgan Stanley Whse
               1004404193                                     59,973.45          DRY                        Morgan Stanley Whse
               1004406217                                     25,568.66          DRY                        Morgan Stanley Whse
               1004408260                                    207,340.59          DRY                        Morgan Stanley Whse
               1004409287                                    448,000.00          DRY                        Morgan Stanley Whse
               1004411808                                    475,797.25          DRY                        Morgan Stanley Whse
               1004411979                                    444,000.00          DRY                        Morgan Stanley Whse
               1004412629                                    249,600.00          DRY                        Morgan Stanley Whse
               1004414583                                     22,829.46          DRY                        Morgan Stanley Whse
               1004415476                                    481,885.37          DRY                        Morgan Stanley Whse
               1004417697                                    371,834.84          DRY                        Morgan Stanley Whse
               1004418295                                    336,000.00          DRY                        Morgan Stanley Whse
               1004418455                                    331,921.34          DRY                        Morgan Stanley Whse
               1004418561                                    173,151.45          DRY                        Morgan Stanley Whse
               1004419025                                    449,764.68          DRY                        Morgan Stanley Whse
               1004419089                                    596,000.00          DRY                        Morgan Stanley Whse
               1004419935                                    301,647.33          DRY                        Morgan Stanley Whse
               1004420371                                    391,850.00          DRY                        Morgan Stanley Whse
               1004420674                                     79,969.09          DRY                        Morgan Stanley Whse
               1004422191                                    211,780.75          DRY                        Morgan Stanley Whse
               1004423145                                    512,050.00          DRY                        Morgan Stanley Whse
               1004425296                                    134,000.00          DRY                        Morgan Stanley Whse
               1004425599                                    427,500.00          DRY                        Morgan Stanley Whse
               1004427329                                     33,489.18          DRY                        Morgan Stanley Whse
               1004428211                                     24,992.60          DRY                        Morgan Stanley Whse
               1004430690                                    107,965.86          DRY                        Morgan Stanley Whse
               1004432536                                    799,462.13          DRY                        Morgan Stanley Whse
               1004433759                                    669,375.00          DRY                        Morgan Stanley Whse
               1004434044                                    307,200.00          DRY                        Morgan Stanley Whse
               1004437951                                     24,961.47          DRY                        Morgan Stanley Whse
               1004439851                                     51,964.79          DRY                        Morgan Stanley Whse
               1004439995                                    155,605.19          DRY                        Morgan Stanley Whse
               1004440929                                    151,941.93          DRY                        Morgan Stanley Whse
               1004441189                                     20,180.68          DRY                        Morgan Stanley Whse
               1004442963                                     77,976.93          DRY                        Morgan Stanley Whse
               1004445292                                     78,162.34          DRY                        Morgan Stanley Whse
               1004448253                                    160,000.00          DRY                        Morgan Stanley Whse
               1004449010                                    129,506.67          DRY                        Morgan Stanley Whse
               1004450588                                    126,358.50          DRY                        Morgan Stanley Whse
               1004454236                                    719,798.19          DRY                        Morgan Stanley Whse
               1004456341                                    308,542.41          DRY                        Morgan Stanley Whse
               1004457206                                    171,877.38          DRY                        Morgan Stanley Whse
               1004458170                                     62,976.28          DRY                        Morgan Stanley Whse
               1004459473                                    575,200.00          DRY                        Morgan Stanley Whse
               1004460176                                    308,500.00          DRY                        Morgan Stanley Whse
               1004463583                                    441,750.00          DRY                        Morgan Stanley Whse
               1004463690                                    460,000.00          DRY                        Morgan Stanley Whse
               1004467204                                    629,880.58          DRY                        Morgan Stanley Whse
               1004467632                                    617,500.00          DRY                        Morgan Stanley Whse
               1004468524                                     71,977.49          DRY                        Morgan Stanley Whse
               1004470414                                    164,000.00          DRY                        Morgan Stanley Whse
               1004471707                                    261,000.00          DRY                        Morgan Stanley Whse
               1004472216                                    270,000.00          DRY                        Morgan Stanley Whse
               1004472350                                    108,000.00          DRY                        Morgan Stanley Whse
               1004473484                                    550,000.00          DRY                        Morgan Stanley Whse
               1004473983                                    260,000.00          DRY                        Morgan Stanley Whse
               1004475240                                    233,750.00          DRY                        Morgan Stanley Whse
               1004475758                                    372,000.00          DRY                        Morgan Stanley Whse
               1004476766                                     29,113.85          DRY                        Morgan Stanley Whse
               1004478899                                    760,000.00          DRY                        Morgan Stanley Whse
               1004479610                                    417,824.40          DRY                        Morgan Stanley Whse
               1004482535                                    545,000.00          DRY                        Morgan Stanley Whse
               1004485140                                     82,746.11          DRY                        Morgan Stanley Whse
               1004487692                                    252,000.00          DRY                        Morgan Stanley Whse
               1004488986                                    444,000.00          DRY                        Morgan Stanley Whse
               1004489146                                     65,976.21          DRY                        Morgan Stanley Whse
               1004489654                                    680,000.00          DRY                        Morgan Stanley Whse
               1004492409                                    101,250.00          DRY                        Morgan Stanley Whse
               1004492800                                    398,400.00          DRY                        Morgan Stanley Whse
               1004493195                                     36,964.15          DRY                        Morgan Stanley Whse
               1004495479                                     21,994.18          DRY                        Morgan Stanley Whse
               1004495914                                     39,968.56          DRY                        Morgan Stanley Whse
               1004499091                                    538,760.69          DRY                        Morgan Stanley Whse
               1004499910                                     19,994.34          DRY                        Morgan Stanley Whse
               1004500757                                    618,000.00          DRY                        Morgan Stanley Whse
               1004502087                                    624,750.00          DRY                        Morgan Stanley Whse
               1004503031                                     97,506.80          DRY                        Morgan Stanley Whse
               1004503102                                    382,500.00          DRY                        Morgan Stanley Whse
               1004503120                                    146,621.87          DRY                        Morgan Stanley Whse
               1004503601                                    315,467.32          DRY                        Morgan Stanley Whse
               1004504110                                    304,000.00          DRY                        Morgan Stanley Whse
               1004506029                                    396,833.31          DRY                        Morgan Stanley Whse
               1004506350                                     77,928.96          DRY                        Morgan Stanley Whse
               1004506412                                    138,510.00          DRY                        Morgan Stanley Whse
               1004507475                                    410,208.00          DRY                        Morgan Stanley Whse
               1004507652                                    106,988.00          DRY                        Morgan Stanley Whse
               1004508241                                    403,750.00          DRY                        Morgan Stanley Whse
               1004508697                                    361,250.00          DRY                        Morgan Stanley Whse
               1004508937                                    352,000.00          DRY                        Morgan Stanley Whse
               1004509071                                    283,000.00          DRY                        Morgan Stanley Whse
               1004513422                                    239,917.17          DRY                        Morgan Stanley Whse
               1004515242                                    356,250.00          DRY                        Morgan Stanley Whse
               1004519499                                     87,000.00          DRY                        Morgan Stanley Whse
               1004520272                                    310,596.20          DRY                        Morgan Stanley Whse
               1004521752                                     21,594.77          DRY                        Morgan Stanley Whse
               1004523741                                     66,400.00          DRY                        Morgan Stanley Whse
               1004531377                                    304,000.00          DRY                        Morgan Stanley Whse
               1004531643                                    116,715.89          DRY                        Morgan Stanley Whse
               1004533071                                    100,773.92          DRY                        Morgan Stanley Whse
               1004533767                                    104,000.00          DRY                        Morgan Stanley Whse
               1004534748                                    347,855.83          DRY                        Morgan Stanley Whse
               1004537656                                    450,000.00          DRY                        Morgan Stanley Whse
               1004538218                                     62,961.16          DRY                        Morgan Stanley Whse
               1004538735                                    389,915.44          DRY                        Morgan Stanley Whse
               1004539440                                    174,600.00          DRY                        Morgan Stanley Whse
               1004539716                                    318,750.00          DRY                        Morgan Stanley Whse
               1004540090                                    446,250.00          DRY                        Morgan Stanley Whse
               1004541133                                    347,714.75          DRY                        Morgan Stanley Whse
               1004541543                                    431,200.00          DRY                        Morgan Stanley Whse
               1004542588                                    528,000.00          DRY                        Morgan Stanley Whse
               1004544461                                    188,472.00          DRY                        Morgan Stanley Whse
               1004544782                                    674,704.42          DRY                        Morgan Stanley Whse
               1004547100                                    119,473.51          DRY                        Morgan Stanley Whse
               1004547468                                    420,000.00          DRY                        Morgan Stanley Whse
               1004548582                                    360,000.00          DRY                        Morgan Stanley Whse
               1004549126                                    295,200.00          DRY                        Morgan Stanley Whse
               1004550088                                     36,689.73          DRY                        Morgan Stanley Whse
               1004553067                                    377,900.00          DRY                        Morgan Stanley Whse
               1004556723                                     50,000.00          DRY                        Morgan Stanley Whse
               1004557991                                    399,000.00          DRY                        Morgan Stanley Whse
               1004559365                                    668,000.00          DRY                        Morgan Stanley Whse
               1004559926                                    173,160.00          DRY                        Morgan Stanley Whse
               1004561904                                    592,000.00          DRY                        Morgan Stanley Whse
               1004562253                                    373,500.00          DRY                        Morgan Stanley Whse
               1004562495                                    237,000.00          DRY                        Morgan Stanley Whse
               1004563074                                    122,400.00          DRY                        Morgan Stanley Whse
               1004564661                                    318,250.00          DRY                        Morgan Stanley Whse
               1004565107                                     62,363.54          DRY                        Morgan Stanley Whse
               1004565474                                    539,582.92          DRY                        Morgan Stanley Whse
               1004567944                                    178,500.00          DRY                        Morgan Stanley Whse
               1004568836                                    260,000.00          DRY                        Morgan Stanley Whse
               1004570976                                    241,761.21          DRY                        Morgan Stanley Whse
               1004572153                                    125,000.00          DRY                        Morgan Stanley Whse
               1004572224                                    445,000.00          DRY                        Morgan Stanley Whse
               1004572554                                    134,550.00          DRY                        Morgan Stanley Whse
               1004572894                                    480,000.00          DRY                        Morgan Stanley Whse
               1004573633                                    408,000.00          DRY                        Morgan Stanley Whse
               1004575123                                    526,500.00          DRY                        Morgan Stanley Whse
               1004575436                                    554,200.00          DRY                        Morgan Stanley Whse
               1004578665                                    510,000.00          DRY                        Morgan Stanley Whse
               1004580484                                    410,000.00          DRY                        Morgan Stanley Whse
               1004583864                                    412,000.00          DRY                        Morgan Stanley Whse
               1004588609                                    425,000.00          DRY                        Morgan Stanley Whse
               1004589172                                    520,000.00          DRY                        Morgan Stanley Whse
               1004591613                                    213,750.00          DRY                        Morgan Stanley Whse
               1004593256                                    484,805.11          DRY                        Morgan Stanley Whse
               1004601078                                    315,000.00          DRY                        Morgan Stanley Whse
               1004604315                                    200,000.00          DRY                        Morgan Stanley Whse
               1004605323                                    641,600.00          DRY                        Morgan Stanley Whse
               1004605699                                    320,000.00          DRY                        Morgan Stanley Whse
               1004606019                                    161,600.00          DRY                        Morgan Stanley Whse
               1004607900                                    345,000.00          DRY                        Morgan Stanley Whse
               1004608320                                     60,000.00          DRY                        Morgan Stanley Whse
               1004609329                                    300,000.00          DRY                        Morgan Stanley Whse
               1004609506                                    116,000.00          DRY                        Morgan Stanley Whse
               1004610013                                    197,500.00          DRY                        Morgan Stanley Whse
               1004610424                                    153,000.00          DRY                        Morgan Stanley Whse
               1004611539                                    444,000.00          DRY                        Morgan Stanley Whse
               1004613047                                    690,000.00          DRY                        Morgan Stanley Whse
               1004619675                                    372,000.00          DRY                        Morgan Stanley Whse
               1004620912                                    360,000.00          DRY                        Morgan Stanley Whse
               1004621733                                    290,000.00          DRY                        Morgan Stanley Whse
               1004626541                                    560,500.00          DRY                        Morgan Stanley Whse
               1004627041                                    164,700.00          DRY                        Morgan Stanley Whse
               1004628193                                    360,000.00          DRY                        Morgan Stanley Whse
               1004628371                                    326,000.00          DRY                        Morgan Stanley Whse
               1004630288                                    380,000.00          DRY                        Morgan Stanley Whse
               1004634337                                    452,000.00          DRY                        Morgan Stanley Whse
               1004639038                                    375,000.00          DRY                        Morgan Stanley Whse
               1004639341                                    212,400.00          DRY                        Morgan Stanley Whse
               1004640918                                    272,000.00          DRY                        Morgan Stanley Whse
               1004645682                                    418,000.00          DRY                        Morgan Stanley Whse
               1004651834                                     90,000.00          DRY                        Morgan Stanley Whse
               1004652487                                    141,000.00          DRY                        Morgan Stanley Whse
               1004654724                                    442,000.00          DRY                        Morgan Stanley Whse
               1004655135                                    280,000.00          DRY                        Morgan Stanley Whse
               1004658515                                    136,000.00          DRY                        Morgan Stanley Whse
               1004662797                                    700,000.00          DRY                        Morgan Stanley Whse
               1004663028                                    522,750.00          DRY                        Morgan Stanley Whse
               1004667060                                    315,000.00          DRY                        Morgan Stanley Whse
               1004667514                                    208,000.00          DRY                        Morgan Stanley Whse
               1004669406                                    141,100.00          DRY                        Morgan Stanley Whse
               1004670314                                    184,000.00          DRY                        Morgan Stanley Whse
               1004676390                                    408,500.00          DRY                        Morgan Stanley Whse
               1004677013                                    543,200.00          DRY                        Morgan Stanley Whse
               1004678655                                    425,000.00          DRY                        Morgan Stanley Whse
               1004681776                                    341,600.00          DRY                        Morgan Stanley Whse
               1004684158                                    120,000.00          DRY                        Morgan Stanley Whse
               1004688984                                    226,000.00          DRY                        Morgan Stanley Whse
               1004694584                                    260,000.00          DRY                        Morgan Stanley Whse
               1004694851                                    950,000.00          DRY                        Morgan Stanley Whse
               1004696243                                    484,000.00          DRY                        Morgan Stanley Whse
               1004698018                                    283,500.00          DRY                        Morgan Stanley Whse
               1004699008                                     86,700.00          DRY                        Morgan Stanley Whse
               1004700602                                    484,000.00          DRY                        Morgan Stanley Whse
               1004700782                                    221,500.00          DRY                        Morgan Stanley Whse
               1004704635                                    405,000.00          DRY                        Morgan Stanley Whse
               1004705224                                    146,800.00          DRY                        Morgan Stanley Whse
               1004716025                                    153,000.00          DRY                        Morgan Stanley Whse
               1004721741                                    340,000.00          DRY                        Morgan Stanley Whse
               1004721965                                    142,000.00          DRY                        Morgan Stanley Whse
               1004722697                                    362,000.00          DRY                        Morgan Stanley Whse
               1004723295                                    290,000.00          DRY                        Morgan Stanley Whse
               1004728511                                    375,000.00          DRY                        Morgan Stanley Whse
               1004734121                                    137,700.00          DRY                        Morgan Stanley Whse
               1004740043                                    170,000.00          DRY                        Morgan Stanley Whse
               1004740891                                    248,000.00          DRY                        Morgan Stanley Whse
               1004741890                                    461,250.00          DRY                        Morgan Stanley Whse
               1004741925                                    114,240.00          DRY                        Morgan Stanley Whse
               1004749106                                    392,000.00          DRY                        Morgan Stanley Whse
               1004771697                                    488,400.00          DRY                        Morgan Stanley Whse
               1004777496                                    475,000.00          DRY                        Morgan Stanley Whse
               1004783808                                    192,000.00          DRY                        Morgan Stanley Whse
               1004785110                                     81,000.00          DRY                        Morgan Stanley Whse
               1004785316                                    137,700.00          DRY                        Morgan Stanley Whse
               1004786020                                    350,000.00          DRY                        Morgan Stanley Whse
               1004787154                                    256,000.00          DRY                        Morgan Stanley Whse
               1004794556                                    275,000.00          DRY                        Morgan Stanley Whse
               1004800558                                    392,000.00          DRY                        Morgan Stanley Whse
               1004802663                                     92,000.00          DRY                        Morgan Stanley Whse
               1004805152                                    650,000.00          DRY                        Morgan Stanley Whse
               1004807150                                    308,000.00          DRY                        Morgan Stanley Whse
               1004826585                                     81,000.00          DRY                        Morgan Stanley Whse
               1004827441                                    101,520.00          DRY                        Morgan Stanley Whse
               1004828510                                    200,000.00          DRY                        Morgan Stanley Whse
               1004832505                                    340,000.00          DRY                        Morgan Stanley Whse
               1004834530                                    385,000.00          DRY                        Morgan Stanley Whse
               1004839278                                    400,000.00          DRY                        Morgan Stanley Whse
               1004840417                                    520,000.00          DRY                        Morgan Stanley Whse
               1004848543                                    136,000.00          DRY                        Morgan Stanley Whse
               1004854660                                    400,000.00          DRY                        Morgan Stanley Whse
               1004856793                                    426,000.00          DRY                        Morgan Stanley Whse
               1004857578                                    251,390.00          DRY                        Morgan Stanley Whse
               1004859308                                    136,000.00          DRY                        Morgan Stanley Whse
               1004861572                                    673,200.00          DRY                        Morgan Stanley Whse
               1004873827                                     60,000.00          DRY                        Morgan Stanley Whse
               1004874069                                     50,400.00          DRY                        Morgan Stanley Whse
               1004880294                                    293,250.00          DRY                        Morgan Stanley Whse
               1004885477                                    186,673.00          DRY                        Morgan Stanley Whse
               1004888036                                    307,000.00          DRY                        Morgan Stanley Whse
               1004889026                                    280,500.00          DRY                        Morgan Stanley Whse
               1004890372                                     79,100.00          DRY                        Morgan Stanley Whse
               1004906114                                    156,000.00          DRY                        Morgan Stanley Whse
               1004907818                                    169,000.00          DRY                        Morgan Stanley Whse
               1004915890                                    470,000.00          DRY                        Morgan Stanley Whse
               1004922196                                     64,000.00          DRY                        Morgan Stanley Whse
               1004923033                                     96,000.00          DRY                        Morgan Stanley Whse
               1004926487                                    140,000.00          DRY                        Morgan Stanley Whse
               1004934076                                     50,000.00          DRY                        Morgan Stanley Whse
               1004934986                                    289,000.00          DRY                        Morgan Stanley Whse
               1004936519                                    100,000.00          DRY                        Morgan Stanley Whse
               1004936779                                    212,000.00          DRY                        Morgan Stanley Whse
               1004944234                                    460,000.00          DRY                        Morgan Stanley Whse
               1004947464                                     90,000.00          DRY                        Morgan Stanley Whse
               1004950672                                    280,500.00          DRY                        Morgan Stanley Whse
               1004958424                                    260,000.00          DRY                        Morgan Stanley Whse
               1004960894                                    430,000.00          DRY                        Morgan Stanley Whse
               1004961349                                    180,000.00          DRY                        Morgan Stanley Whse
               1004963212                                    187,500.00          DRY                        Morgan Stanley Whse
               1004965764                                    257,000.00          DRY                        Morgan Stanley Whse
               1004971016                                    378,250.00          DRY                        Morgan Stanley Whse
               1004973416                                    354,000.00          DRY                        Morgan Stanley Whse
               1004980435                                    344,250.00          DRY                        Morgan Stanley Whse
               1004995768                                    320,000.00          DRY                        Morgan Stanley Whse
               1005019703                                    329,000.00          DRY                        Morgan Stanley Whse
               1005048450                                    124,800.00          DRY                        Morgan Stanley Whse
                  2235144                                     93,927.76          DRY                        Morgan Stanley Whse
                  2249044                                     86,451.25          DRY                        Morgan Stanley Whse
                  2251787                                    144,000.00          DRY                        Morgan Stanley Whse
               1003113767                                    189,838.01          DRY                        Morgan Stanley Whse
               1003452374                                     50,110.64          DRY                        Morgan Stanley Whse
               1003457690                                     70,942.37          DRY                        Morgan Stanley Whse
               1003751693                                    439,920.00          DRY                        Morgan Stanley Whse
               1003836772                                    322,000.00          DRY                        Morgan Stanley Whse
               1003873874                                    140,000.00          DRY                        Morgan Stanley Whse
               1003908212                                     21,391.50          DRY                        Morgan Stanley Whse
               1004049791                                    290,935.00          DRY                        Morgan Stanley Whse
               1004052474                                     64,000.00          DRY                        Morgan Stanley Whse
               1004062908                                    440,000.00          DRY                        Morgan Stanley Whse
               1004065237                                    350,120.00          DRY                        Morgan Stanley Whse
               1004076715                                    103,500.00          DRY                        Morgan Stanley Whse
               1004086848                                     93,705.42          DRY                        Morgan Stanley Whse
               1004089765                                    195,838.86          DRY                        Morgan Stanley Whse
               1004096962                                    220,000.00          DRY                        Morgan Stanley Whse
               1004107282                                    166,500.00          DRY                        Morgan Stanley Whse
               1004107683                                    338,000.00          DRY                        Morgan Stanley Whse
               1004108058                                    238,500.00          DRY                        Morgan Stanley Whse
               1004110900                                     57,750.00          DRY                        Morgan Stanley Whse
               1004112212                                    379,784.63          DRY                        Morgan Stanley Whse
               1004112515                                     80,451.23          DRY                        Morgan Stanley Whse
               1004112819                                     58,619.43          DRY                        Morgan Stanley Whse
               1004117315                                    106,166.83          DRY                        Morgan Stanley Whse
               1004117556                                     53,976.62          DRY                        Morgan Stanley Whse
               1004124012                                    253,818.91          DRY                        Morgan Stanley Whse
               1004127242                                    246,934.68          DRY                        Morgan Stanley Whse
               1004127732                                     53,096.88          DRY                        Morgan Stanley Whse
               1004127983                                    320,000.00          DRY                        Morgan Stanley Whse
               1004128884                                    233,841.39          DRY                        Morgan Stanley Whse
               1004129721                                     52,000.00          DRY                        Morgan Stanley Whse
               1004129883                                    141,600.00          DRY                        Morgan Stanley Whse
               1004129927                                    448,000.00          DRY                        Morgan Stanley Whse
               1004131638                                    400,000.00          DRY                        Morgan Stanley Whse
               1004132931                                    160,000.00          DRY                        Morgan Stanley Whse
               1004134314                                    165,636.51          DRY                        Morgan Stanley Whse
               1004135670                                    157,491.20          DRY                        Morgan Stanley Whse
               1004135938                                    123,437.96          DRY                        Morgan Stanley Whse
               1004136125                                    334,220.36          DRY                        Morgan Stanley Whse
               1004136232                                    458,857.67          DRY                        Morgan Stanley Whse
               1004136349                                    135,158.97          DRY                        Morgan Stanley Whse
               1004139523                                    490,500.00          DRY                        Morgan Stanley Whse
               1004139756                                    201,161.87          DRY                        Morgan Stanley Whse
               1004141921                                    138,500.00          DRY                        Morgan Stanley Whse
               1004143144                                    149,111.41          DRY                        Morgan Stanley Whse
               1004144875                                    160,200.00          DRY                        Morgan Stanley Whse
               1004146141                                    381,600.00          DRY                        Morgan Stanley Whse
               1004146365                                    102,000.00          DRY                        Morgan Stanley Whse
               1004148372                                    172,050.00          DRY                        Morgan Stanley Whse
               1004149932                                     77,947.66          DRY                        Morgan Stanley Whse
               1004150420                                    274,409.22          DRY                        Morgan Stanley Whse
               1004152865                                    184,260.51          DRY                        Morgan Stanley Whse
               1004157548                                     94,936.90          DRY                        Morgan Stanley Whse
               1004158360                                    199,861.66          DRY                        Morgan Stanley Whse
               1004159859                                    319,874.62          DRY                        Morgan Stanley Whse
               1004161098                                    148,800.00          DRY                        Morgan Stanley Whse
               1004163005                                    144,706.72          DRY                        Morgan Stanley Whse
               1004167001                                    134,900.00          DRY                        Morgan Stanley Whse
               1004167065                                    300,000.00          DRY                        Morgan Stanley Whse
               1004168992                                    318,693.11          DRY                        Morgan Stanley Whse
               1004170220                                    219,809.65          DRY                        Morgan Stanley Whse
               1004171844                                    152,954.89          DRY                        Morgan Stanley Whse
               1004176652                                    121,413.81          DRY                        Morgan Stanley Whse
               1004178749                                    105,383.78          DRY                        Morgan Stanley Whse
               1004180139                                    193,000.00          DRY                        Morgan Stanley Whse
               1004182645                                    375,200.00          DRY                        Morgan Stanley Whse
               1004183163                                    583,950.00          DRY                        Morgan Stanley Whse
               1004183859                                    166,250.00          DRY                        Morgan Stanley Whse
               1004188934                                    580,500.00          DRY                        Morgan Stanley Whse
               1004194026                                    185,237.22          DRY                        Morgan Stanley Whse
               1004194614                                    109,569.72          DRY                        Morgan Stanley Whse
               1004196453                                    207,853.20          DRY                        Morgan Stanley Whse
               1004198282                                     72,209.28          DRY                        Morgan Stanley Whse
               1004200493                                    131,938.93          DRY                        Morgan Stanley Whse
               1004202829                                    538,000.00          DRY                        Morgan Stanley Whse
               1004204998                                    617,700.00          DRY                        Morgan Stanley Whse
               1004209109                                    349,698.66          DRY                        Morgan Stanley Whse
               1004214371                                    212,000.00          DRY                        Morgan Stanley Whse
               1004216182                                    334,884.38          DRY                        Morgan Stanley Whse
               1004216468                                    199,858.13          DRY                        Morgan Stanley Whse
               1004219483                                    289,750.00          DRY                        Morgan Stanley Whse
               1004219535                                     89,926.23          DRY                        Morgan Stanley Whse
               1004219795                                    128,734.44          DRY                        Morgan Stanley Whse
               1004221078                                    265,000.00          DRY                        Morgan Stanley Whse
               1004221309                                    110,242.14          DRY                        Morgan Stanley Whse
               1004225387                                     69,964.65          DRY                        Morgan Stanley Whse
               1004226732                                    182,700.00          DRY                        Morgan Stanley Whse
               1004227465                                    141,294.10          DRY                        Morgan Stanley Whse
               1004233163                                    352,000.00          DRY                        Morgan Stanley Whse
               1004234536                                    171,566.06          DRY                        Morgan Stanley Whse
               1004235143                                    145,357.90          DRY                        Morgan Stanley Whse
               1004236026                                    237,930.83          DRY                        Morgan Stanley Whse
               1004236516                                    156,875.07          DRY                        Morgan Stanley Whse
               1004247933                                    185,429.13          DRY                        Morgan Stanley Whse
               1004251160                                    131,200.00          DRY                        Morgan Stanley Whse
               1004251437                                     79,050.00          DRY                        Morgan Stanley Whse
               1004253827                                    527,992.00          DRY                        Morgan Stanley Whse
               1004258902                                    438,275.33          DRY                        Morgan Stanley Whse
               1004260409                                    203,000.00          DRY                        Morgan Stanley Whse
               1004262899                                     73,600.00          DRY                        Morgan Stanley Whse
               1004263184                                    268,887.00          DRY                        Morgan Stanley Whse
               1004264986                                    261,405.85          DRY                        Morgan Stanley Whse
               1004265976                                    618,703.02          DRY                        Morgan Stanley Whse
               1004268731                                    228,000.00          DRY                        Morgan Stanley Whse
               1004271567                                    109,911.60          DRY                        Morgan Stanley Whse
               1004272272                                    350,762.09          DRY                        Morgan Stanley Whse
               1004275714                                    267,793.00          DRY                        Morgan Stanley Whse
               1004277099                                    137,600.00          DRY                        Morgan Stanley Whse
               1004283572                                     68,400.00          DRY                        Morgan Stanley Whse
               1004284027                                    105,374.06          DRY                        Morgan Stanley Whse
               1004287426                                     75,000.00          DRY                        Morgan Stanley Whse
               1004288201                                    136,000.00          DRY                        Morgan Stanley Whse
               1004288318                                    101,421.60          DRY                        Morgan Stanley Whse
               1004289576                                    350,700.74          DRY                        Morgan Stanley Whse
               1004289638                                     49,969.76          DRY                        Morgan Stanley Whse
               1004291625                                    240,000.00          DRY                        Morgan Stanley Whse
               1004292394                                    151,929.67          DRY                        Morgan Stanley Whse
               1004297861                                    100,000.00          DRY                        Morgan Stanley Whse
               1004301393                                    112,925.71          DRY                        Morgan Stanley Whse
               1004301561                                    254,779.37          DRY                        Morgan Stanley Whse
               1004304728                                    114,500.00          DRY                        Morgan Stanley Whse
               1004305264                                     91,783.11          DRY                        Morgan Stanley Whse
               1004306067                                    186,000.00          DRY                        Morgan Stanley Whse
               1004307761                                     76,516.00          DRY                        Morgan Stanley Whse
               1004308788                                    351,000.00          DRY                        Morgan Stanley Whse
               1004312336                                    111,684.00          DRY                        Morgan Stanley Whse
               1004313451                                    127,134.61          DRY                        Morgan Stanley Whse
               1004314398                                     95,963.44          DRY                        Morgan Stanley Whse
               1004317162                                    183,943.35          DRY                        Morgan Stanley Whse
               1004317867                                     64,800.00          DRY                        Morgan Stanley Whse
               1004321362                                    269,450.00          DRY                        Morgan Stanley Whse
               1004323878                                     89,946.59          DRY                        Morgan Stanley Whse
               1004328908                                    267,260.52          DRY                        Morgan Stanley Whse
               1004332733                                    265,500.00          DRY                        Morgan Stanley Whse
               1004334054                                     76,485.39          DRY                        Morgan Stanley Whse
               1004339264                                    119,619.68          DRY                        Morgan Stanley Whse
               1004342125                                     70,000.00          DRY                        Morgan Stanley Whse
               1004343491                                    200,000.00          DRY                        Morgan Stanley Whse
               1004345523                                    129,600.00          DRY                        Morgan Stanley Whse
               1004346416                                    391,500.00          DRY                        Morgan Stanley Whse
               1004347594                                    158,620.07          DRY                        Morgan Stanley Whse
               1004350062                                    130,415.93          DRY                        Morgan Stanley Whse
               1004350641                                    187,921.02          DRY                        Morgan Stanley Whse
               1004353684                                    328,000.00          DRY                        Morgan Stanley Whse
               1004354594                                    310,676.00          DRY                        Morgan Stanley Whse
               1004357813                                    309,835.69          DRY                        Morgan Stanley Whse
               1004358475                                    222,000.00          DRY                        Morgan Stanley Whse
               1004358698                                    120,000.00          DRY                        Morgan Stanley Whse
               1004359036                                     50,965.43          DRY                        Morgan Stanley Whse
               1004360667                                    150,000.00          DRY                        Morgan Stanley Whse
               1004361425                                    300,000.00          DRY                        Morgan Stanley Whse
               1004364495                                     61,500.00          DRY                        Morgan Stanley Whse
               1004368945                                    144,400.00          DRY                        Morgan Stanley Whse
               1004369695                                    450,000.00          DRY                        Morgan Stanley Whse
               1004371405                                    419,868.83          DRY                        Morgan Stanley Whse
               1004372743                                    161,892.40          DRY                        Morgan Stanley Whse
               1004374251                                    179,857.62          DRY                        Morgan Stanley Whse
               1004375839                                    228,000.00          DRY                        Morgan Stanley Whse
               1004379363                                    103,200.00          DRY                        Morgan Stanley Whse
               1004379764                                    152,000.00          DRY                        Morgan Stanley Whse
               1004380805                                    178,000.00          DRY                        Morgan Stanley Whse
               1004382670                                    161,890.75          DRY                        Morgan Stanley Whse
               1004383820                                    240,929.96          DRY                        Morgan Stanley Whse
               1004387844                                    107,951.38          DRY                        Morgan Stanley Whse
               1004388727                                    219,000.00          DRY                        Morgan Stanley Whse
               1004390395                                    259,896.69          DRY                        Morgan Stanley Whse
               1004390616                                    183,109.25          DRY                        Morgan Stanley Whse
               1004391553                                    116,800.00          DRY                        Morgan Stanley Whse
               1004393025                                    382,500.00          DRY                        Morgan Stanley Whse
               1004394364                                     57,600.00          DRY                        Morgan Stanley Whse
               1004394836                                    125,000.00          DRY                        Morgan Stanley Whse
               1004394970                                     57,600.00          DRY                        Morgan Stanley Whse
               1004395540                                    114,971.94          DRY                        Morgan Stanley Whse
               1004395862                                    252,000.00          DRY                        Morgan Stanley Whse
               1004397879                                     78,265.29          DRY                        Morgan Stanley Whse
               1004397959                                     93,600.00          DRY                        Morgan Stanley Whse
               1004398627                                     75,000.00          DRY                        Morgan Stanley Whse
               1004400151                                    208,000.00          DRY                        Morgan Stanley Whse
               1004401418                                     96,117.98          DRY                        Morgan Stanley Whse
               1004401472                                    120,000.00          DRY                        Morgan Stanley Whse
               1004402328                                    110,800.00          DRY                        Morgan Stanley Whse
               1004403185                                    232,000.00          DRY                        Morgan Stanley Whse
               1004403728                                    139,500.00          DRY                        Morgan Stanley Whse
               1004404326                                    234,204.04          DRY                        Morgan Stanley Whse
               1004406976                                    120,000.00          DRY                        Morgan Stanley Whse
               1004406985                                    256,387.68          DRY                        Morgan Stanley Whse
               1004408705                                    195,000.00          DRY                        Morgan Stanley Whse
               1004409900                                    146,200.83          DRY                        Morgan Stanley Whse
               1004409919                                    235,250.00          DRY                        Morgan Stanley Whse
               1004410569                                    350,919.26          DRY                        Morgan Stanley Whse
               1004412291                                    373,577.47          DRY                        Morgan Stanley Whse
               1004413566                                     80,000.00          DRY                        Morgan Stanley Whse
               1004414324                                    112,244.00          DRY                        Morgan Stanley Whse
               1004415010                                    107,941.92          DRY                        Morgan Stanley Whse
               1004415225                                    232,574.66          DRY                        Morgan Stanley Whse
               1004416910                                    510,750.00          DRY                        Morgan Stanley Whse
               1004418106                                     98,400.00          DRY                        Morgan Stanley Whse
               1004418810                                    287,915.08          DRY                        Morgan Stanley Whse
               1004420610                                    135,000.00          DRY                        Morgan Stanley Whse
               1004421183                                    241,000.00          DRY                        Morgan Stanley Whse
               1004423163                                    383,874.81          DRY                        Morgan Stanley Whse
               1004425704                                     80,698.51          DRY                        Morgan Stanley Whse
               1004427702                                     87,000.00          DRY                        Morgan Stanley Whse
               1004430137                                    102,750.00          DRY                        Morgan Stanley Whse
               1004430306                                    199,750.00          DRY                        Morgan Stanley Whse
               1004430431                                    171,879.82          DRY                        Morgan Stanley Whse
               1004430501                                     72,000.00          DRY                        Morgan Stanley Whse
               1004431920                                    194,934.59          DRY                        Morgan Stanley Whse
               1004432670                                    549,000.00          DRY                        Morgan Stanley Whse
               1004432947                                    464,000.00          DRY                        Morgan Stanley Whse
               1004433544                                    316,800.00          DRY                        Morgan Stanley Whse
               1004433624                                    118,500.00          DRY                        Morgan Stanley Whse
               1004434641                                    136,800.00          DRY                        Morgan Stanley Whse
               1004435025                                     50,000.00          DRY                        Morgan Stanley Whse
               1004435463                                    225,000.00          DRY                        Morgan Stanley Whse
               1004436293                                     80,000.00          DRY                        Morgan Stanley Whse
               1004437407                                     84,000.00          DRY                        Morgan Stanley Whse
               1004441125                                     65,000.00          DRY                        Morgan Stanley Whse
               1004442133                                    258,750.00          DRY                        Morgan Stanley Whse
               1004442320                                     68,980.80          DRY                        Morgan Stanley Whse
               1004445568                                    369,000.00          DRY                        Morgan Stanley Whse
               1004445639                                    161,250.00          DRY                        Morgan Stanley Whse
               1004449476                                    388,000.00          DRY                        Morgan Stanley Whse
               1004451462                                     56,564.00          DRY                        Morgan Stanley Whse
               1004452121                                    103,500.00          DRY                        Morgan Stanley Whse
               1004455057                                    320,000.00          DRY                        Morgan Stanley Whse
               1004457643                                     62,800.00          DRY                        Morgan Stanley Whse
               1004457714                                    364,429.33          DRY                        Morgan Stanley Whse
               1004458269                                    122,400.00          DRY                        Morgan Stanley Whse
               1004458571                                    104,500.00          DRY                        Morgan Stanley Whse
               1004463360                                    445,500.00          DRY                        Morgan Stanley Whse
               1004464056                                    239,200.00          DRY                        Morgan Stanley Whse
               1004465466                                    296,000.00          DRY                        Morgan Stanley Whse
               1004467151                                    105,000.00          DRY                        Morgan Stanley Whse
               1004468098                                    369,000.00          DRY                        Morgan Stanley Whse
               1004471093                                    179,200.00          DRY                        Morgan Stanley Whse
               1004471404                                     80,750.00          DRY                        Morgan Stanley Whse
               1004471495                                    148,451.59          DRY                        Morgan Stanley Whse
               1004471574                                    145,600.00          DRY                        Morgan Stanley Whse
               1004471887                                    232,220.00          DRY                        Morgan Stanley Whse
               1004473581                                    170,000.00          DRY                        Morgan Stanley Whse
               1004474287                                    576,000.00          DRY                        Morgan Stanley Whse
               1004474296                                    224,894.47          DRY                        Morgan Stanley Whse
               1004475035                                     97,200.00          DRY                        Morgan Stanley Whse
               1004475589                                    131,706.43          DRY                        Morgan Stanley Whse
               1004475598                                     76,500.00          DRY                        Morgan Stanley Whse
               1004477480                                    284,000.00          DRY                        Morgan Stanley Whse
               1004478817                                    478,400.00          DRY                        Morgan Stanley Whse
               1004479549                                    404,746.98          DRY                        Morgan Stanley Whse
               1004480813                                    218,750.00          DRY                        Morgan Stanley Whse
               1004481689                                     59,500.00          DRY                        Morgan Stanley Whse
               1004483179                                     59,500.00          DRY                        Morgan Stanley Whse
               1004483892                                    288,000.00          DRY                        Morgan Stanley Whse
               1004485168                                    224,834.68          DRY                        Morgan Stanley Whse
               1004486728                                    218,700.00          DRY                        Morgan Stanley Whse
               1004487530                                    351,500.00          DRY                        Morgan Stanley Whse
               1004489351                                    257,450.00          DRY                        Morgan Stanley Whse
               1004492588                                     72,200.00          DRY                        Morgan Stanley Whse
               1004493364                                    166,000.00          DRY                        Morgan Stanley Whse
               1004495843                                    105,300.00          DRY                        Morgan Stanley Whse
               1004495870                                    335,000.00          DRY                        Morgan Stanley Whse
               1004496094                                    104,918.90          DRY                        Morgan Stanley Whse
               1004496762                                    324,730.96          DRY                        Morgan Stanley Whse
               1004501532                                    208,000.00          DRY                        Morgan Stanley Whse
               1004501943                                    328,500.00          DRY                        Morgan Stanley Whse
               1004504156                                    299,800.74          DRY                        Morgan Stanley Whse
               1004504218                                    118,300.00          DRY                        Morgan Stanley Whse
               1004504842                                    184,500.00          DRY                        Morgan Stanley Whse
               1004504860                                     88,400.00          DRY                        Morgan Stanley Whse
               1004505191                                    412,000.00          DRY                        Morgan Stanley Whse
               1004508223                                    274,000.00          DRY                        Morgan Stanley Whse
               1004511068                                    368,000.00          DRY                        Morgan Stanley Whse
               1004511825                                     63,200.00          DRY                        Morgan Stanley Whse
               1004517179                                    100,000.00          DRY                        Morgan Stanley Whse
               1004518793                                    188,800.00          DRY                        Morgan Stanley Whse
               1004519970                                    634,500.00          DRY                        Morgan Stanley Whse
               1004520003                                    262,880.00          DRY                        Morgan Stanley Whse
               1004520931                                    360,000.00          DRY                        Morgan Stanley Whse
               1004522038                                    252,280.00          DRY                        Morgan Stanley Whse
               1004523368                                     49,968.76          DRY                        Morgan Stanley Whse
               1004523590                                    166,500.00          DRY                        Morgan Stanley Whse
               1004523778                                     65,000.00          DRY                        Morgan Stanley Whse
               1004524688                                     79,900.00          DRY                        Morgan Stanley Whse
               1004524946                                    121,020.00          DRY                        Morgan Stanley Whse
               1004525348                                    790,400.00          DRY                        Morgan Stanley Whse
               1004527177                                    628,000.00          DRY                        Morgan Stanley Whse
               1004527863                                    488,000.00          DRY                        Morgan Stanley Whse
               1004529317                                    343,200.00          DRY                        Morgan Stanley Whse
               1004531064                                    304,000.00          DRY                        Morgan Stanley Whse
               1004531368                                    105,000.00          DRY                        Morgan Stanley Whse
               1004532606                                     67,500.00          DRY                        Morgan Stanley Whse
               1004534150                                    129,572.72          DRY                        Morgan Stanley Whse
               1004535079                                    106,000.00          DRY                        Morgan Stanley Whse
               1004535284                                    256,500.00          DRY                        Morgan Stanley Whse
               1004536871                                    251,728.31          DRY                        Morgan Stanley Whse
               1004537549                                    148,000.00          DRY                        Morgan Stanley Whse
               1004538165                                    504,000.00          DRY                        Morgan Stanley Whse
               1004538245                                     58,500.00          DRY                        Morgan Stanley Whse
               1004538664                                     92,000.00          DRY                        Morgan Stanley Whse
               1004539752                                    491,400.00          DRY                        Morgan Stanley Whse
               1004540116                                    312,000.00          DRY                        Morgan Stanley Whse
               1004540777                                    165,000.00          DRY                        Morgan Stanley Whse
               1004541909                                    144,500.00          DRY                        Morgan Stanley Whse
               1004543051                                     68,000.00          DRY                        Morgan Stanley Whse
               1004544372                                     80,750.00          DRY                        Morgan Stanley Whse
               1004544568                                    281,600.00          DRY                        Morgan Stanley Whse
               1004544979                                    116,400.00          DRY                        Morgan Stanley Whse
               1004547299                                    550,000.00          DRY                        Morgan Stanley Whse
               1004547976                                    260,000.00          DRY                        Morgan Stanley Whse
               1004548895                                    297,500.00          DRY                        Morgan Stanley Whse
               1004549518                                    110,000.00          DRY                        Morgan Stanley Whse
               1004549670                                    137,000.00          DRY                        Morgan Stanley Whse
               1004550587                                    225,000.00          DRY                        Morgan Stanley Whse
               1004553398                                    121,505.14          DRY                        Morgan Stanley Whse
               1004553619                                    504,000.00          DRY                        Morgan Stanley Whse
               1004554422                                     74,400.00          DRY                        Morgan Stanley Whse
               1004554431                                     77,400.00          DRY                        Morgan Stanley Whse
               1004554510                                    424,000.00          DRY                        Morgan Stanley Whse
               1004554949                                     72,000.00          DRY                        Morgan Stanley Whse
               1004555617                                    589,000.00          DRY                        Morgan Stanley Whse
               1004555877                                    600,000.00          DRY                        Morgan Stanley Whse
               1004558231                                    174,800.00          DRY                        Morgan Stanley Whse
               1004558927                                     97,600.00          DRY                        Morgan Stanley Whse
               1004560825                                    316,000.00          DRY                        Morgan Stanley Whse
               1004561405                                    346,750.00          DRY                        Morgan Stanley Whse
               1004561691                                    123,250.00          DRY                        Morgan Stanley Whse
               1004561833                                    412,000.00          DRY                        Morgan Stanley Whse
               1004563476                                    101,250.00          DRY                        Morgan Stanley Whse
               1004564162                                     75,500.00          DRY                        Morgan Stanley Whse
               1004565330                                    106,650.00          DRY                        Morgan Stanley Whse
               1004565385                                    616,250.00          DRY                        Morgan Stanley Whse
               1004565857                                    158,400.00          DRY                        Morgan Stanley Whse
               1004566142                                    289,928.19          DRY                        Morgan Stanley Whse
               1004567025                                    184,394.40          DRY                        Morgan Stanley Whse
               1004567766                                    153,000.00          DRY                        Morgan Stanley Whse
               1004568159                                    175,000.00          DRY                        Morgan Stanley Whse
               1004568845                                    300,000.00          DRY                        Morgan Stanley Whse
               1004568863                                    234,623.00          DRY                        Morgan Stanley Whse
               1004569452                                    118,575.00          DRY                        Morgan Stanley Whse
               1004569764                                    280,000.00          DRY                        Morgan Stanley Whse
               1004570404                                    322,500.00          DRY                        Morgan Stanley Whse
               1004571608                                    321,600.00          DRY                        Morgan Stanley Whse
               1004572518                                     84,900.00          DRY                        Morgan Stanley Whse
               1004572787                                    114,400.00          DRY                        Morgan Stanley Whse
               1004572812                                     90,772.44          DRY                        Morgan Stanley Whse
               1004573456                                    125,000.00          DRY                        Morgan Stanley Whse
               1004574516                                    297,000.00          DRY                        Morgan Stanley Whse
               1004576293                                     94,000.00          DRY                        Morgan Stanley Whse
               1004577050                                    172,000.00          DRY                        Morgan Stanley Whse
               1004578497                                     50,000.00          DRY                        Morgan Stanley Whse
               1004578656                                    140,000.00          DRY                        Morgan Stanley Whse
               1004579986                                    173,000.00          DRY                        Morgan Stanley Whse
               1004580643                                     64,080.00          DRY                        Morgan Stanley Whse
               1004581214                                    140,000.00          DRY                        Morgan Stanley Whse
               1004582160                                    317,815.00          DRY                        Morgan Stanley Whse
               1004583999                                     89,600.00          DRY                        Morgan Stanley Whse
               1004584104                                    161,500.00          DRY                        Morgan Stanley Whse
               1004585461                                    287,000.00          DRY                        Morgan Stanley Whse
               1004586521                                    180,000.00          DRY                        Morgan Stanley Whse
               1004589485                                    250,000.00          DRY                        Morgan Stanley Whse
               1004590339                                     64,800.00          DRY                        Morgan Stanley Whse
               1004593041                                    202,725.00          DRY                        Morgan Stanley Whse
               1004593513                                    168,000.00          DRY                        Morgan Stanley Whse
               1004594530                                    204,000.00          DRY                        Morgan Stanley Whse
               1004595174                                    148,500.00          DRY                        Morgan Stanley Whse
               1004596636                                    185,000.00          DRY                        Morgan Stanley Whse
               1004596887                                    165,750.00          DRY                        Morgan Stanley Whse
               1004597047                                    164,128.02          DRY                        Morgan Stanley Whse
               1004598554                                    749,000.00          DRY                        Morgan Stanley Whse
               1004599214                                    279,000.00          DRY                        Morgan Stanley Whse
               1004599367                                    124,000.00          DRY                        Morgan Stanley Whse
               1004600435                                     70,500.00          DRY                        Morgan Stanley Whse
               1004600863                                    352,000.00          DRY                        Morgan Stanley Whse
               1004601185                                     73,500.00          DRY                        Morgan Stanley Whse
               1004602521                                     90,100.00          DRY                        Morgan Stanley Whse
               1004602996                                     62,925.00          DRY                        Morgan Stanley Whse
               1004604217                                    380,000.00          DRY                        Morgan Stanley Whse
               1004604672                                     56,250.00          DRY                        Morgan Stanley Whse
               1004605298                                    239,400.00          DRY                        Morgan Stanley Whse
               1004606206                                    156,000.00          DRY                        Morgan Stanley Whse
               1004607839                                    162,000.00          DRY                        Morgan Stanley Whse
               1004608437                                    236,000.00          DRY                        Morgan Stanley Whse
               1004608794                                    335,000.00          DRY                        Morgan Stanley Whse
               1004609481                                    260,000.00          DRY                        Morgan Stanley Whse
               1004609659                                     94,500.00          DRY                        Morgan Stanley Whse
               1004610807                                    229,522.00          DRY                        Morgan Stanley Whse
               1004611049                                    246,500.00          DRY                        Morgan Stanley Whse
               1004611174                                    309,000.00          DRY                        Morgan Stanley Whse
               1004611245                                    283,055.00          DRY                        Morgan Stanley Whse
               1004611995                                    163,700.00          DRY                        Morgan Stanley Whse
               1004614019                                     84,000.00          DRY                        Morgan Stanley Whse
               1004614466                                    340,000.00          DRY                        Morgan Stanley Whse
               1004615884                                    255,000.00          DRY                        Morgan Stanley Whse
               1004615955                                     65,658.95          DRY                        Morgan Stanley Whse
               1004616062                                    125,000.00          DRY                        Morgan Stanley Whse
               1004617953                                     91,800.00          DRY                        Morgan Stanley Whse
               1004618257                                    357,600.00          DRY                        Morgan Stanley Whse
               1004618970                                     73,500.00          DRY                        Morgan Stanley Whse
               1004619648                                     94,800.00          DRY                        Morgan Stanley Whse
               1004620048                                    224,000.00          DRY                        Morgan Stanley Whse
               1004620574                                     90,000.00          DRY                        Morgan Stanley Whse
               1004621804                                    334,800.00          DRY                        Morgan Stanley Whse
               1004622457                                     53,100.00          DRY                        Morgan Stanley Whse
               1004622956                                    131,000.00          DRY                        Morgan Stanley Whse
               1004623982                                    459,000.00          DRY                        Morgan Stanley Whse
               1004624482                                    189,000.00          DRY                        Morgan Stanley Whse
               1004625301                                    370,500.00          DRY                        Morgan Stanley Whse
               1004625347                                    263,200.00          DRY                        Morgan Stanley Whse
               1004626346                                    275,500.00          DRY                        Morgan Stanley Whse
               1004627345                                    262,400.00          DRY                        Morgan Stanley Whse
               1004627648                                    135,900.00          DRY                        Morgan Stanley Whse
               1004627906                                     90,000.00          DRY                        Morgan Stanley Whse
               1004630652                                     58,500.00          DRY                        Morgan Stanley Whse
               1004630723                                    750,000.00          DRY                        Morgan Stanley Whse
               1004632785                                    228,000.00          DRY                        Morgan Stanley Whse
               1004632954                                     85,000.00          DRY                        Morgan Stanley Whse
               1004632972                                    562,500.00          DRY                        Morgan Stanley Whse
               1004633999                                    742,500.00          DRY                        Morgan Stanley Whse
               1004634220                                    107,100.00          DRY                        Morgan Stanley Whse
               1004637619                                    112,900.00          DRY                        Morgan Stanley Whse
               1004637833                                    133,200.00          DRY                        Morgan Stanley Whse
               1004637995                                    130,000.00          DRY                        Morgan Stanley Whse
               1004638538                                    344,000.00          DRY                        Morgan Stanley Whse
               1004639065                                    368,000.00          DRY                        Morgan Stanley Whse
               1004640650                                    297,750.00          DRY                        Morgan Stanley Whse
               1004640669                                     69,000.00          DRY                        Morgan Stanley Whse
               1004641793                                     88,200.00          DRY                        Morgan Stanley Whse
               1004641828                                     72,250.00          DRY                        Morgan Stanley Whse
               1004641935                                    139,950.00          DRY                        Morgan Stanley Whse
               1004642391                                    205,600.00          DRY                        Morgan Stanley Whse
               1004642765                                     71,200.00          DRY                        Morgan Stanley Whse
               1004643194                                     80,000.00          DRY                        Morgan Stanley Whse
               1004643210                                    116,000.00          DRY                        Morgan Stanley Whse
               1004643657                                    210,000.00          DRY                        Morgan Stanley Whse
               1004643853                                    187,425.00          DRY                        Morgan Stanley Whse
               1004644362                                    213,000.00          DRY                        Morgan Stanley Whse
               1004644692                                    313,500.00          DRY                        Morgan Stanley Whse
               1004645076                                    300,000.00          DRY                        Morgan Stanley Whse
               1004645156                                     60,375.00          DRY                        Morgan Stanley Whse
               1004645183                                     63,750.00          DRY                        Morgan Stanley Whse
               1004645888                                    418,000.00          DRY                        Morgan Stanley Whse
               1004646084                                    129,900.00          DRY                        Morgan Stanley Whse
               1004646805                                    315,000.00          DRY                        Morgan Stanley Whse
               1004647252                                    296,000.00          DRY                        Morgan Stanley Whse
               1004647305                                    166,500.00          DRY                        Morgan Stanley Whse
               1004648313                                    339,500.00          DRY                        Morgan Stanley Whse
               1004649321                                    368,000.00          DRY                        Morgan Stanley Whse
               1004650363                                    373,500.00          DRY                        Morgan Stanley Whse
               1004651317                                    153,000.00          DRY                        Morgan Stanley Whse
               1004652539                                    175,750.00          DRY                        Morgan Stanley Whse
               1004653333                                    560,000.00          DRY                        Morgan Stanley Whse
               1004653342                                    136,000.00          DRY                        Morgan Stanley Whse
               1004654467                                    252,000.00          DRY                        Morgan Stanley Whse
               1004654626                                    133,500.00          DRY                        Morgan Stanley Whse
               1004655144                                    102,320.00          DRY                        Morgan Stanley Whse
               1004655769                                    308,750.00          DRY                        Morgan Stanley Whse
               1004656278                                    205,000.00          DRY                        Morgan Stanley Whse
               1004659391                                     52,200.00          DRY                        Morgan Stanley Whse
               1004659694                                     50,400.00          DRY                        Morgan Stanley Whse
               1004659916                                     52,200.00          DRY                        Morgan Stanley Whse
               1004660021                                    212,500.00          DRY                        Morgan Stanley Whse
               1004660986                                    244,000.00          DRY                        Morgan Stanley Whse
               1004661100                                    176,800.00          DRY                        Morgan Stanley Whse
               1004661958                                     89,600.00          DRY                        Morgan Stanley Whse
               1004662047                                     78,400.00          DRY                        Morgan Stanley Whse
               1004662261                                    295,000.00          DRY                        Morgan Stanley Whse
               1004662911                                    108,750.00          DRY                        Morgan Stanley Whse
               1004663439                                    150,000.00          DRY                        Morgan Stanley Whse
               1004663527                                    236,000.00          DRY                        Morgan Stanley Whse
               1004664009                                     81,000.00          DRY                        Morgan Stanley Whse
               1004664330                                    332,500.00          DRY                        Morgan Stanley Whse
               1004664973                                    460,750.00          DRY                        Morgan Stanley Whse
               1004665268                                    185,000.00          DRY                        Morgan Stanley Whse
               1004665482                                     74,250.00          DRY                        Morgan Stanley Whse
               1004665703                                    151,200.00          DRY                        Morgan Stanley Whse
               1004666007                                    108,000.00          DRY                        Morgan Stanley Whse
               1004667131                                     81,000.00          DRY                        Morgan Stanley Whse
               1004667168                                    128,000.00          DRY                        Morgan Stanley Whse
               1004667177                                    101,250.00          DRY                        Morgan Stanley Whse
               1004667239                                    114,750.00          DRY                        Morgan Stanley Whse
               1004667275                                    144,000.00          DRY                        Morgan Stanley Whse
               1004667300                                    172,800.00          DRY                        Morgan Stanley Whse
               1004667765                                    182,750.00          DRY                        Morgan Stanley Whse
               1004669905                                    141,300.00          DRY                        Morgan Stanley Whse
               1004670252                                    260,899.00          DRY                        Morgan Stanley Whse
               1004671411                                    380,550.00          DRY                        Morgan Stanley Whse
               1004671652                                    373,000.00          DRY                        Morgan Stanley Whse
               1004672358                                    250,000.00          DRY                        Morgan Stanley Whse
               1004673008                                     82,500.00          DRY                        Morgan Stanley Whse
               1004673151                                    127,500.00          DRY                        Morgan Stanley Whse
               1004673561                                    388,000.00          DRY                        Morgan Stanley Whse
               1004674034                                     89,980.00          DRY                        Morgan Stanley Whse
               1004674196                                    423,000.00          DRY                        Morgan Stanley Whse
               1004674579                                     89,100.00          DRY                        Morgan Stanley Whse
               1004674757                                    315,000.00          DRY                        Morgan Stanley Whse
               1004675195                                    404,000.00          DRY                        Morgan Stanley Whse
               1004676595                                    160,650.00          DRY                        Morgan Stanley Whse
               1004677200                                    251,100.00          DRY                        Morgan Stanley Whse
               1004677692                                    256,000.00          DRY                        Morgan Stanley Whse
               1004678441                                    191,250.00          DRY                        Morgan Stanley Whse
               1004679789                                    253,600.00          DRY                        Morgan Stanley Whse
               1004679798                                    200,000.00          DRY                        Morgan Stanley Whse
               1004679878                                    312,000.00          DRY                        Morgan Stanley Whse
               1004680072                                     60,000.00          DRY                        Morgan Stanley Whse
               1004680526                                     71,250.00          DRY                        Morgan Stanley Whse
               1004680982                                    224,000.00          DRY                        Morgan Stanley Whse
               1004681035                                    184,000.00          DRY                        Morgan Stanley Whse
               1004681197                                    504,000.00          DRY                        Morgan Stanley Whse
               1004681918                                    323,000.00          DRY                        Morgan Stanley Whse
               1004682123                                    240,000.00          DRY                        Morgan Stanley Whse
               1004682258                                    300,000.00          DRY                        Morgan Stanley Whse
               1004682267                                    250,000.00          DRY                        Morgan Stanley Whse
               1004683015                                    132,000.00          DRY                        Morgan Stanley Whse
               1004683300                                    238,450.00          DRY                        Morgan Stanley Whse
               1004683970                                    232,000.00          DRY                        Morgan Stanley Whse
               1004684032                                     94,500.00          DRY                        Morgan Stanley Whse
               1004685282                                    128,000.00          DRY                        Morgan Stanley Whse
               1004685291                                    351,500.00          DRY                        Morgan Stanley Whse
               1004685488                                    223,200.00          DRY                        Morgan Stanley Whse
               1004686708                                    380,000.00          DRY                        Morgan Stanley Whse
               1004687306                                    432,000.00          DRY                        Morgan Stanley Whse
               1004687388                                    440,000.00          DRY                        Morgan Stanley Whse
               1004687431                                    102,850.00          DRY                        Morgan Stanley Whse
               1004688181                                    234,000.00          DRY                        Morgan Stanley Whse
               1004688323                                    240,000.00          DRY                        Morgan Stanley Whse
               1004689359                                    112,000.00          DRY                        Morgan Stanley Whse
               1004689849                                    184,000.00          DRY                        Morgan Stanley Whse
               1004689894                                    604,000.00          DRY                        Morgan Stanley Whse
               1004691587                                    160,000.00          DRY                        Morgan Stanley Whse
               1004692283                                     75,200.00          DRY                        Morgan Stanley Whse
               1004692407                                    228,000.00          DRY                        Morgan Stanley Whse
               1004692746                                    112,500.00          DRY                        Morgan Stanley Whse
               1004692862                                    187,200.00          DRY                        Morgan Stanley Whse
               1004693095                                    216,800.00          DRY                        Morgan Stanley Whse
               1004694094                                    148,000.00          DRY                        Morgan Stanley Whse
               1004695663                                    431,200.00          DRY                        Morgan Stanley Whse
               1004696804                                    145,600.00          DRY                        Morgan Stanley Whse
               1004697938                                    133,000.00          DRY                        Morgan Stanley Whse
               1004698633                                    174,000.00          DRY                        Morgan Stanley Whse
               1004698697                                    420,000.00          DRY                        Morgan Stanley Whse
               1004699357                                    280,000.00          DRY                        Morgan Stanley Whse
               1004699687                                    228,000.00          DRY                        Morgan Stanley Whse
               1004700210                                    171,920.00          DRY                        Morgan Stanley Whse
               1004700238                                     88,000.00          DRY                        Morgan Stanley Whse
               1004700425                                    289,500.00          DRY                        Morgan Stanley Whse
               1004700693                                    128,800.00          DRY                        Morgan Stanley Whse
               1004700700                                    280,000.00          DRY                        Morgan Stanley Whse
               1004701031                                     84,000.00          DRY                        Morgan Stanley Whse
               1004702708                                    155,400.00          DRY                        Morgan Stanley Whse
               1004702735                                    111,000.00          DRY                        Morgan Stanley Whse
               1004703057                                    227,500.00          DRY                        Morgan Stanley Whse
               1004703244                                     84,000.00          DRY                        Morgan Stanley Whse
               1004703734                                    159,300.00          DRY                        Morgan Stanley Whse
               1004704047                                     96,000.00          DRY                        Morgan Stanley Whse
               1004704305                                    102,000.00          DRY                        Morgan Stanley Whse
               1004704412                                    333,600.00          DRY                        Morgan Stanley Whse
               1004704939                                    157,600.00          DRY                        Morgan Stanley Whse
               1004705359                                    308,000.00          DRY                        Morgan Stanley Whse
               1004705876                                    344,100.00          DRY                        Morgan Stanley Whse
               1004706036                                    159,800.00          DRY                        Morgan Stanley Whse
               1004706376                                    173,592.00          DRY                        Morgan Stanley Whse
               1004707133                                    252,000.00          DRY                        Morgan Stanley Whse
               1004707650                                    129,255.00          DRY                        Morgan Stanley Whse
               1004707874                                    351,500.00          DRY                        Morgan Stanley Whse
               1004708212                                    116,000.00          DRY                        Morgan Stanley Whse
               1004708739                                    372,000.00          DRY                        Morgan Stanley Whse
               1004708935                                    279,200.00          DRY                        Morgan Stanley Whse
               1004709453                                    125,200.00          DRY                        Morgan Stanley Whse
               1004709827                                    285,000.00          DRY                        Morgan Stanley Whse
               1004711002                                     75,000.00          DRY                        Morgan Stanley Whse
               1004711280                                     54,000.00          DRY                        Morgan Stanley Whse
               1004712145                                    209,000.00          DRY                        Morgan Stanley Whse
               1004713830                                    437,560.00          DRY                        Morgan Stanley Whse
               1004714679                                     98,100.00          DRY                        Morgan Stanley Whse
               1004714802                                    421,925.00          DRY                        Morgan Stanley Whse
               1004715954                                    276,000.00          DRY                        Morgan Stanley Whse
               1004715963                                     88,000.00          DRY                        Morgan Stanley Whse
               1004717195                                    258,400.00          DRY                        Morgan Stanley Whse
               1004717364                                    172,500.00          DRY                        Morgan Stanley Whse
               1004721475                                    387,200.00          DRY                        Morgan Stanley Whse
               1004721554                                    186,000.00          DRY                        Morgan Stanley Whse
               1004722884                                     94,500.00          DRY                        Morgan Stanley Whse
               1004723428                                    166,400.00          DRY                        Morgan Stanley Whse
               1004723446                                     58,500.00          DRY                        Morgan Stanley Whse
               1004724356                                    228,750.00          DRY                        Morgan Stanley Whse
               1004724720                                    189,680.00          DRY                        Morgan Stanley Whse
               1004725051                                    552,500.00          DRY                        Morgan Stanley Whse
               1004728548                                    175,695.00          DRY                        Morgan Stanley Whse
               1004729752                                    120,250.00          DRY                        Morgan Stanley Whse
               1004730198                                    103,107.00          DRY                        Morgan Stanley Whse
               1004730214                                    451,500.00          DRY                        Morgan Stanley Whse
               1004730296                                    327,250.00          DRY                        Morgan Stanley Whse
               1004731295                                    146,659.00          DRY                        Morgan Stanley Whse
               1004732301                                     62,000.00          DRY                        Morgan Stanley Whse
               1004732882                                     65,700.00          DRY                        Morgan Stanley Whse
               1004733694                                    303,920.00          DRY                        Morgan Stanley Whse
               1004735344                                    168,000.00          DRY                        Morgan Stanley Whse
               1004735567                                    300,000.00          DRY                        Morgan Stanley Whse
               1004736021                                     71,100.00          DRY                        Morgan Stanley Whse
               1004736174                                    297,000.00          DRY                        Morgan Stanley Whse
               1004736502                                    264,500.00          DRY                        Morgan Stanley Whse
               1004736600                                    166,500.00          DRY                        Morgan Stanley Whse
               1004738154                                    337,250.00          DRY                        Morgan Stanley Whse
               1004740105                                    441,000.00          DRY                        Morgan Stanley Whse
               1004740212                                    147,000.00          DRY                        Morgan Stanley Whse
               1004740800                                    272,000.00          DRY                        Morgan Stanley Whse
               1004740980                                     90,000.00          DRY                        Morgan Stanley Whse
               1004743576                                    293,600.00          DRY                        Morgan Stanley Whse
               1004744511                                     70,632.00          DRY                        Morgan Stanley Whse
               1004744888                                    704,000.00          DRY                        Morgan Stanley Whse
               1004745299                                    139,940.00          DRY                        Morgan Stanley Whse
               1004747108                                     74,100.00          DRY                        Morgan Stanley Whse
               1004747750                                    318,750.00          DRY                        Morgan Stanley Whse
               1004748900                                    657,000.00          DRY                        Morgan Stanley Whse
               1004749721                                    104,500.00          DRY                        Morgan Stanley Whse
               1004749758                                    208,800.00          DRY                        Morgan Stanley Whse
               1004750273                                    529,000.00          DRY                        Morgan Stanley Whse
               1004752360                                    198,964.00          DRY                        Morgan Stanley Whse
               1004752547                                     80,275.00          DRY                        Morgan Stanley Whse
               1004753305                                    189,000.00          DRY                        Morgan Stanley Whse
               1004753573                                    107,382.00          DRY                        Morgan Stanley Whse
               1004753911                                    356,200.00          DRY                        Morgan Stanley Whse
               1004754199                                    195,000.00          DRY                        Morgan Stanley Whse
               1004754313                                    206,500.00          DRY                        Morgan Stanley Whse
               1004754723                                    701,350.00          DRY                        Morgan Stanley Whse
               1004756160                                    188,000.00          DRY                        Morgan Stanley Whse
               1004757141                                    143,500.00          DRY                        Morgan Stanley Whse
               1004757212                                     67,200.00          DRY                        Morgan Stanley Whse
               1004757276                                    337,500.00          DRY                        Morgan Stanley Whse
               1004758284                                     85,000.00          DRY                        Morgan Stanley Whse
               1004758694                                    147,000.00          DRY                        Morgan Stanley Whse
               1004758845                                     50,040.00          DRY                        Morgan Stanley Whse
               1004759229                                    262,500.00          DRY                        Morgan Stanley Whse
               1004759354                                    527,200.00          DRY                        Morgan Stanley Whse
               1004760832                                     54,000.00          DRY                        Morgan Stanley Whse
               1004760887                                     78,750.00          DRY                        Morgan Stanley Whse
               1004760903                                    419,500.00          DRY                        Morgan Stanley Whse
               1004761555                                    288,000.00          DRY                        Morgan Stanley Whse
               1004762340                                    127,500.00          DRY                        Morgan Stanley Whse
               1004762714                                    172,000.00          DRY                        Morgan Stanley Whse
               1004762769                                    105,000.00          DRY                        Morgan Stanley Whse
               1004763296                                    150,450.00          DRY                        Morgan Stanley Whse
               1004763349                                    195,000.00          DRY                        Morgan Stanley Whse
               1004763401                                     56,950.00          DRY                        Morgan Stanley Whse
               1004763688                                     98,552.00          DRY                        Morgan Stanley Whse
               1004763777                                    592,000.00          DRY                        Morgan Stanley Whse
               1004763811                                    132,000.00          DRY                        Morgan Stanley Whse
               1004763820                                    204,543.00          DRY                        Morgan Stanley Whse
               1004764231                                    139,500.00          DRY                        Morgan Stanley Whse
               1004764534                                    320,000.00          DRY                        Morgan Stanley Whse
               1004764767                                    124,320.00          DRY                        Morgan Stanley Whse
               1004765506                                    256,500.00          DRY                        Morgan Stanley Whse
               1004766104                                    155,200.00          DRY                        Morgan Stanley Whse
               1004766444                                    684,800.00          DRY                        Morgan Stanley Whse
               1004767158                                    260,100.00          DRY                        Morgan Stanley Whse
               1004767265                                    290,000.00          DRY                        Morgan Stanley Whse
               1004768503                                    109,250.00          DRY                        Morgan Stanley Whse
               1004770340                                    174,000.00          DRY                        Morgan Stanley Whse
               1004770812                                    180,000.00          DRY                        Morgan Stanley Whse
               1004770849                                    368,000.00          DRY                        Morgan Stanley Whse
               1004770894                                    262,000.00          DRY                        Morgan Stanley Whse
               1004771018                                    326,767.00          DRY                        Morgan Stanley Whse
               1004772614                                     70,212.00          DRY                        Morgan Stanley Whse
               1004773310                                    364,000.00          DRY                        Morgan Stanley Whse
               1004774113                                    272,000.00          DRY                        Morgan Stanley Whse
               1004774257                                     55,200.00          DRY                        Morgan Stanley Whse
               1004774569                                    294,950.00          DRY                        Morgan Stanley Whse
               1004778155                                     82,400.00          DRY                        Morgan Stanley Whse
               1004779494                                    141,200.00          DRY                        Morgan Stanley Whse
               1004781481                                    182,000.00          DRY                        Morgan Stanley Whse
               1004781515                                    357,600.00          DRY                        Morgan Stanley Whse
               1004781711                                     61,750.00          DRY                        Morgan Stanley Whse
               1004781720                                    117,000.00          DRY                        Morgan Stanley Whse
               1004783069                                     86,450.00          DRY                        Morgan Stanley Whse
               1004783853                                    360,160.00          DRY                        Morgan Stanley Whse
               1004786262                                    168,000.00          DRY                        Morgan Stanley Whse
               1004786315                                     82,650.00          DRY                        Morgan Stanley Whse
               1004786752                                     59,200.00          DRY                        Morgan Stanley Whse
               1004786789                                    112,000.00          DRY                        Morgan Stanley Whse
               1004787234                                    252,000.00          DRY                        Morgan Stanley Whse
               1004789072                                    180,000.00          DRY                        Morgan Stanley Whse
               1004790300                                     51,570.00          DRY                        Morgan Stanley Whse
               1004790319                                    480,000.00          DRY                        Morgan Stanley Whse
               1004791489                                    161,000.00          DRY                        Morgan Stanley Whse
               1004791531                                    305,000.00          DRY                        Morgan Stanley Whse
               1004791746                                    271,920.00          DRY                        Morgan Stanley Whse
               1004792674                                    254,000.00          DRY                        Morgan Stanley Whse
               1004794770                                     84,000.00          DRY                        Morgan Stanley Whse
               1004794912                                    132,000.00          DRY                        Morgan Stanley Whse
               1004795056                                    576,000.00          DRY                        Morgan Stanley Whse
               1004795458                                     68,400.00          DRY                        Morgan Stanley Whse
               1004796064                                    135,375.00          DRY                        Morgan Stanley Whse
               1004796224                                    230,400.00          DRY                        Morgan Stanley Whse
               1004797143                                    160,000.00          DRY                        Morgan Stanley Whse
               1004797919                                     83,200.00          DRY                        Morgan Stanley Whse
               1004797955                                    168,000.00          DRY                        Morgan Stanley Whse
               1004798017                                    240,000.00          DRY                        Morgan Stanley Whse
               1004798204                                    114,856.00          DRY                        Morgan Stanley Whse
               1004798703                                    344,000.00          DRY                        Morgan Stanley Whse
               1004799052                                    264,000.00          DRY                        Morgan Stanley Whse
               1004799427                                     69,600.00          DRY                        Morgan Stanley Whse
               1004799622                                    208,000.00          DRY                        Morgan Stanley Whse
               1004799926                                    420,000.00          DRY                        Morgan Stanley Whse
               1004800086                                    284,750.00          DRY                        Morgan Stanley Whse
               1004800111                                    293,600.00          DRY                        Morgan Stanley Whse
               1004800219                                    496,000.00          DRY                        Morgan Stanley Whse
               1004802146                                    432,000.00          DRY                        Morgan Stanley Whse
               1004803065                                    110,400.00          DRY                        Morgan Stanley Whse
               1004803760                                    127,000.00          DRY                        Morgan Stanley Whse
               1004803840                                     62,000.00          DRY                        Morgan Stanley Whse
               1004804279                                    206,800.00          DRY                        Morgan Stanley Whse
               1004804698                                    116,720.00          DRY                        Morgan Stanley Whse
               1004804938                                    180,500.00          DRY                        Morgan Stanley Whse
               1004805278                                    163,200.00          DRY                        Morgan Stanley Whse
               1004805447                                    126,000.00          DRY                        Morgan Stanley Whse
               1004805599                                    320,000.00          DRY                        Morgan Stanley Whse
               1004806437                                    314,400.00          DRY                        Morgan Stanley Whse
               1004806534                                    177,200.00          DRY                        Morgan Stanley Whse
               1004807025                                    294,500.00          DRY                        Morgan Stanley Whse
               1004811074                                    325,000.00          DRY                        Morgan Stanley Whse
               1004811699                                    200,000.00          DRY                        Morgan Stanley Whse
               1004811724                                    117,000.00          DRY                        Morgan Stanley Whse
               1004812821                                    324,000.00          DRY                        Morgan Stanley Whse
               1004812929                                     79,470.00          DRY                        Morgan Stanley Whse
               1004813269                                     79,200.00          DRY                        Morgan Stanley Whse
               1004813571                                     78,750.00          DRY                        Morgan Stanley Whse
               1004813982                                    391,200.00          DRY                        Morgan Stanley Whse
               1004814339                                     75,500.00          DRY                        Morgan Stanley Whse
               1004814623                                    388,000.00          DRY                        Morgan Stanley Whse
               1004815034                                    165,600.00          DRY                        Morgan Stanley Whse
               1004816284                                    112,320.00          DRY                        Morgan Stanley Whse
               1004816596                                     83,088.00          DRY                        Morgan Stanley Whse
               1004816925                                    584,000.00          DRY                        Morgan Stanley Whse
               1004817238                                    119,000.00          DRY                        Morgan Stanley Whse
               1004817416                                    137,600.00          DRY                        Morgan Stanley Whse
               1004817817                                    289,000.00          DRY                        Morgan Stanley Whse
               1004818683                                    270,000.00          DRY                        Morgan Stanley Whse
               1004819851                                     94,000.00          DRY                        Morgan Stanley Whse
               1004820741                                    176,640.00          DRY                        Morgan Stanley Whse
               1004821296                                     79,040.00          DRY                        Morgan Stanley Whse
               1004821492                                    316,000.00          DRY                        Morgan Stanley Whse
               1004823436                                     50,150.00          DRY                        Morgan Stanley Whse
               1004823560                                    527,200.00          DRY                        Morgan Stanley Whse
               1004824836                                    261,000.00          DRY                        Morgan Stanley Whse
               1004825461                                    496,000.00          DRY                        Morgan Stanley Whse
               1004825620                                    231,000.00          DRY                        Morgan Stanley Whse
               1004826004                                    194,000.00          DRY                        Morgan Stanley Whse
               1004826736                                    110,000.00          DRY                        Morgan Stanley Whse
               1004826941                                    152,100.00          DRY                        Morgan Stanley Whse
               1004827496                                    178,800.00          DRY                        Morgan Stanley Whse
               1004827575                                    217,000.00          DRY                        Morgan Stanley Whse
               1004828413                                    405,316.00          DRY                        Morgan Stanley Whse
               1004829190                                    215,200.00          DRY                        Morgan Stanley Whse
               1004830044                                    250,000.00          DRY                        Morgan Stanley Whse
               1004830963                                     70,200.00          DRY                        Morgan Stanley Whse
               1004831490                                    621,000.00          DRY                        Morgan Stanley Whse
               1004831668                                    171,000.00          DRY                        Morgan Stanley Whse
               1004832364                                    271,200.00          DRY                        Morgan Stanley Whse
               1004832444                                    272,650.00          DRY                        Morgan Stanley Whse
               1004832667                                    236,800.00          DRY                        Morgan Stanley Whse
               1004832890                                    157,500.00          DRY                        Morgan Stanley Whse
               1004833014                                    508,000.00          DRY                        Morgan Stanley Whse
               1004833586                                     83,000.00          DRY                        Morgan Stanley Whse
               1004835183                                     78,200.00          DRY                        Morgan Stanley Whse
               1004835815                                    356,000.00          DRY                        Morgan Stanley Whse
               1004836501                                    200,000.00          DRY                        Morgan Stanley Whse
               1004837001                                    250,750.00          DRY                        Morgan Stanley Whse
               1004839287                                    270,000.00          DRY                        Morgan Stanley Whse
               1004841835                                    387,000.00          DRY                        Morgan Stanley Whse
               1004842200                                    192,000.00          DRY                        Morgan Stanley Whse
               1004842255                                    183,000.00          DRY                        Morgan Stanley Whse
               1004842736                                    522,000.00          DRY                        Morgan Stanley Whse
               1004842861                                    144,500.00          DRY                        Morgan Stanley Whse
               1004842923                                    287,850.00          DRY                        Morgan Stanley Whse
               1004843085                                    132,800.00          DRY                        Morgan Stanley Whse
               1004843502                                     55,800.00          DRY                        Morgan Stanley Whse
               1004843691                                    552,000.00          DRY                        Morgan Stanley Whse
               1004844128                                    268,000.00          DRY                        Morgan Stanley Whse
               1004844351                                    336,000.00          DRY                        Morgan Stanley Whse
               1004845528                                    110,500.00          DRY                        Morgan Stanley Whse
               1004845886                                    454,500.00          DRY                        Morgan Stanley Whse
               1004846885                                    198,400.00          DRY                        Morgan Stanley Whse
               1004847045                                    140,250.00          DRY                        Morgan Stanley Whse
               1004847447                                    308,000.00          DRY                        Morgan Stanley Whse
               1004847624                                    300,000.00          DRY                        Morgan Stanley Whse
               1004847973                                    298,400.00          DRY                        Morgan Stanley Whse
               1004848838                                    240,000.00          DRY                        Morgan Stanley Whse
               1004850209                                    180,000.00          DRY                        Morgan Stanley Whse
               1004850343                                    127,920.00          DRY                        Morgan Stanley Whse
               1004850593                                    149,600.00          DRY                        Morgan Stanley Whse
               1004850664                                    125,600.00          DRY                        Morgan Stanley Whse
               1004850806                                    497,800.00          DRY                        Morgan Stanley Whse
               1004851798                                     80,000.00          DRY                        Morgan Stanley Whse
               1004851832                                    166,500.00          DRY                        Morgan Stanley Whse
               1004852270                                     98,128.00          DRY                        Morgan Stanley Whse
               1004852341                                    188,000.00          DRY                        Morgan Stanley Whse
               1004852644                                    127,500.00          DRY                        Morgan Stanley Whse
               1004852751                                    392,800.00          DRY                        Morgan Stanley Whse
               1004853386                                    169,600.00          DRY                        Morgan Stanley Whse
               1004855231                                     62,250.00          DRY                        Morgan Stanley Whse
               1004855240                                    280,800.00          DRY                        Morgan Stanley Whse
               1004856720                                    572,800.00          DRY                        Morgan Stanley Whse
               1004858005                                    134,500.00          DRY                        Morgan Stanley Whse
               1004859781                                     92,650.00          DRY                        Morgan Stanley Whse
               1004860902                                    154,000.00          DRY                        Morgan Stanley Whse
               1004864524                                    170,000.00          DRY                        Morgan Stanley Whse
               1004865060                                    239,920.00          DRY                        Morgan Stanley Whse
               1004865685                                    580,000.00          DRY                        Morgan Stanley Whse
               1004865792                                    197,600.00          DRY                        Morgan Stanley Whse
               1004867674                                    200,000.00          DRY                        Morgan Stanley Whse
               1004867807                                    296,000.00          DRY                        Morgan Stanley Whse
               1004871712                                     84,000.00          DRY                        Morgan Stanley Whse
               1004873220                                    253,800.00          DRY                        Morgan Stanley Whse
               1004873765                                    171,000.00          DRY                        Morgan Stanley Whse
               1004873774                                    250,240.00          DRY                        Morgan Stanley Whse
               1004873961                                    107,950.00          DRY                        Morgan Stanley Whse
               1004874112                                    241,200.00          DRY                        Morgan Stanley Whse
               1004874728                                    114,300.00          DRY                        Morgan Stanley Whse
               1004875727                                    126,750.00          DRY                        Morgan Stanley Whse
               1004876254                                     76,500.00          DRY                        Morgan Stanley Whse
               1004876628                                     60,000.00          DRY                        Morgan Stanley Whse
               1004877921                                     81,000.00          DRY                        Morgan Stanley Whse
               1004878216                                    144,000.00          DRY                        Morgan Stanley Whse
               1004878270                                    200,700.00          DRY                        Morgan Stanley Whse
               1004879117                                    252,000.00          DRY                        Morgan Stanley Whse
               1004879251                                    454,000.00          DRY                        Morgan Stanley Whse
               1004879778                                    136,000.00          DRY                        Morgan Stanley Whse
               1004882906                                    371,700.00          DRY                        Morgan Stanley Whse
               1004883415                                    280,000.00          DRY                        Morgan Stanley Whse
               1004883790                                     90,000.00          DRY                        Morgan Stanley Whse
               1004885182                                    125,000.00          DRY                        Morgan Stanley Whse
               1004885609                                    149,600.00          DRY                        Morgan Stanley Whse
               1004885798                                    229,500.00          DRY                        Morgan Stanley Whse
               1004886145                                    176,000.00          DRY                        Morgan Stanley Whse
               1004886154                                    348,000.00          DRY                        Morgan Stanley Whse
               1004886573                                    180,000.00          DRY                        Morgan Stanley Whse
               1004886635                                    199,750.00          DRY                        Morgan Stanley Whse
               1004887518                                    115,200.00          DRY                        Morgan Stanley Whse
               1004887625                                    208,905.00          DRY                        Morgan Stanley Whse
               1004887643                                    472,000.00          DRY                        Morgan Stanley Whse
               1004888820                                    320,000.00          DRY                        Morgan Stanley Whse
               1004888937                                    276,000.00          DRY                        Morgan Stanley Whse
               1004889213                                     93,750.00          DRY                        Morgan Stanley Whse
               1004889384                                    356,000.00          DRY                        Morgan Stanley Whse
               1004890489                                     69,600.00          DRY                        Morgan Stanley Whse
               1004890522                                    107,350.00          DRY                        Morgan Stanley Whse
               1004891111                                    249,600.00          DRY                        Morgan Stanley Whse
               1004891442                                    217,000.00          DRY                        Morgan Stanley Whse
               1004892959                                     78,750.00          DRY                        Morgan Stanley Whse
               1004893324                                     50,400.00          DRY                        Morgan Stanley Whse
               1004894582                                     60,000.00          DRY                        Morgan Stanley Whse
               1004895732                                    196,000.00          DRY                        Morgan Stanley Whse
               1004895778                                     63,500.00          DRY                        Morgan Stanley Whse
               1004896651                                    292,000.00          DRY                        Morgan Stanley Whse
               1004896713                                    250,000.00          DRY                        Morgan Stanley Whse
               1004896802                                     99,000.00          DRY                        Morgan Stanley Whse
               1004897026                                    225,000.00          DRY                        Morgan Stanley Whse
               1004898034                                    265,000.00          DRY                        Morgan Stanley Whse
               1004898230                                     94,500.00          DRY                        Morgan Stanley Whse
               1004898338                                    204,000.00          DRY                        Morgan Stanley Whse
               1004898427                                    192,600.00          DRY                        Morgan Stanley Whse
               1004899710                                    564,000.00          DRY                        Morgan Stanley Whse
               1004900236                                    184,500.00          DRY                        Morgan Stanley Whse
               1004901752                                    456,000.00          DRY                        Morgan Stanley Whse
               1004904811                                    188,400.00          DRY                        Morgan Stanley Whse
               1004905160                                     59,415.00          DRY                        Morgan Stanley Whse
               1004906061                                     88,000.00          DRY                        Morgan Stanley Whse
               1004906221                                     82,800.00          DRY                        Morgan Stanley Whse
               1004907042                                    106,000.00          DRY                        Morgan Stanley Whse
               1004907373                                    237,250.00          DRY                        Morgan Stanley Whse
               1004908577                                     74,700.00          DRY                        Morgan Stanley Whse
               1004908611                                     55,250.00          DRY                        Morgan Stanley Whse
               1004908782                                    132,000.00          DRY                        Morgan Stanley Whse
               1004909362                                    134,000.00          DRY                        Morgan Stanley Whse
               1004909754                                    127,500.00          DRY                        Morgan Stanley Whse
               1004909852                                     92,700.00          DRY                        Morgan Stanley Whse
               1004910804                                    147,000.00          DRY                        Morgan Stanley Whse
               1004911242                                    153,900.00          DRY                        Morgan Stanley Whse
               1004911634                                    412,000.00          DRY                        Morgan Stanley Whse
               1004911661                                    220,000.00          DRY                        Morgan Stanley Whse
               1004911876                                    138,000.00          DRY                        Morgan Stanley Whse
               1004911885                                    228,000.00          DRY                        Morgan Stanley Whse
               1004913482                                    116,000.00          DRY                        Morgan Stanley Whse
               1004914980                                    297,250.00          DRY                        Morgan Stanley Whse
               1004915168                                    405,000.00          DRY                        Morgan Stanley Whse
               1004915284                                     65,700.00          DRY                        Morgan Stanley Whse
               1004915578                                    740,000.00          DRY                        Morgan Stanley Whse
               1004916381                                    118,700.00          DRY                        Morgan Stanley Whse
               1004916531                                    101,600.00          DRY                        Morgan Stanley Whse
               1004916782                                    211,500.00          DRY                        Morgan Stanley Whse
               1004916951                                     70,000.00          DRY                        Morgan Stanley Whse
               1004917415                                    437,500.00          DRY                        Morgan Stanley Whse
               1004917521                                    156,000.00          DRY                        Morgan Stanley Whse
               1004917763                                    388,000.00          DRY                        Morgan Stanley Whse
               1004918094                                    356,000.00          DRY                        Morgan Stanley Whse
               1004918487                                     56,250.00          DRY                        Morgan Stanley Whse
               1004918575                                    255,000.00          DRY                        Morgan Stanley Whse
               1004918904                                    194,400.00          DRY                        Morgan Stanley Whse
               1004919770                                    282,600.00          DRY                        Morgan Stanley Whse
               1004921115                                    498,750.00          DRY                        Morgan Stanley Whse
               1004922677                                    147,920.00          DRY                        Morgan Stanley Whse
               1004923104                                    198,000.00          DRY                        Morgan Stanley Whse
               1004924489                                    123,600.00          DRY                        Morgan Stanley Whse
               1004930203                                    131,400.00          DRY                        Morgan Stanley Whse
               1004930533                                     71,550.00          DRY                        Morgan Stanley Whse
               1004932611                                    355,500.00          DRY                        Morgan Stanley Whse
               1004933040                                     90,950.00          DRY                        Morgan Stanley Whse
               1004933317                                    108,000.00          DRY                        Morgan Stanley Whse
               1004933610                                    137,000.00          DRY                        Morgan Stanley Whse
               1004934405                                    132,800.00          DRY                        Morgan Stanley Whse
               1004934575                                     74,100.00          DRY                        Morgan Stanley Whse
               1004934593                                     92,800.00          DRY                        Morgan Stanley Whse
               1004935565                                    489,200.00          DRY                        Morgan Stanley Whse
               1004936323                                    170,400.00          DRY                        Morgan Stanley Whse
               1004937340                                     76,000.00          DRY                        Morgan Stanley Whse
               1004937518                                    112,750.00          DRY                        Morgan Stanley Whse
               1004938410                                    197,100.00          DRY                        Morgan Stanley Whse
               1004938456                                    192,000.00          DRY                        Morgan Stanley Whse
               1004938474                                    256,500.00          DRY                        Morgan Stanley Whse
               1004938553                                     90,392.00          DRY                        Morgan Stanley Whse
               1004938884                                     67,840.00          DRY                        Morgan Stanley Whse
               1004938973                                     58,500.00          DRY                        Morgan Stanley Whse
               1004939062                                    628,000.00          DRY                        Morgan Stanley Whse
               1004939142                                     72,000.00          DRY                        Morgan Stanley Whse
               1004939286                                    284,000.00          DRY                        Morgan Stanley Whse
               1004939428                                    384,000.00          DRY                        Morgan Stanley Whse
               1004940602                                    252,000.00          DRY                        Morgan Stanley Whse
               1004942165                                     98,320.00          DRY                        Morgan Stanley Whse
               1004942879                                    175,500.00          DRY                        Morgan Stanley Whse
               1004944181                                    329,600.00          DRY                        Morgan Stanley Whse
               1004945215                                    340,000.00          DRY                        Morgan Stanley Whse
               1004946081                                    114,750.00          DRY                        Morgan Stanley Whse
               1004946982                                    290,000.00          DRY                        Morgan Stanley Whse
               1004947080                                    268,000.00          DRY                        Morgan Stanley Whse
               1004947204                                    252,000.00          DRY                        Morgan Stanley Whse
               1004948123                                    121,600.00          DRY                        Morgan Stanley Whse
               1004948579                                    350,000.00          DRY                        Morgan Stanley Whse
               1004948640                                    424,000.00          DRY                        Morgan Stanley Whse
               1004948711                                    207,000.00          DRY                        Morgan Stanley Whse
               1004949408                                    149,600.00          DRY                        Morgan Stanley Whse
               1004951056                                    352,000.00          DRY                        Morgan Stanley Whse
               1004951225                                     82,500.00          DRY                        Morgan Stanley Whse
               1004951877                                     53,320.00          DRY                        Morgan Stanley Whse
               1004951920                                     78,000.00          DRY                        Morgan Stanley Whse
               1004953312                                     56,250.00          DRY                        Morgan Stanley Whse
               1004955123                                     84,000.00          DRY                        Morgan Stanley Whse
               1004956097                                    171,900.00          DRY                        Morgan Stanley Whse
               1004958521                                    250,400.00          DRY                        Morgan Stanley Whse
               1004959691                                    159,920.00          DRY                        Morgan Stanley Whse
               1004960368                                     57,000.00          DRY                        Morgan Stanley Whse
               1004960876                                    174,800.00          DRY                        Morgan Stanley Whse
               1004961535                                    184,000.00          DRY                        Morgan Stanley Whse
               1004962375                                    307,520.00          DRY                        Morgan Stanley Whse
               1004962507                                    568,000.00          DRY                        Morgan Stanley Whse
               1004965176                                    364,000.00          DRY                        Morgan Stanley Whse
               1004967156                                     66,320.00          DRY                        Morgan Stanley Whse
               1004967174                                    189,000.00          DRY                        Morgan Stanley Whse
               1004968119                                    197,000.00          DRY                        Morgan Stanley Whse
               1004968235                                    295,000.00          DRY                        Morgan Stanley Whse
               1004968903                                    228,000.00          DRY                        Morgan Stanley Whse
               1004969145                                     76,000.00          DRY                        Morgan Stanley Whse
               1004969261                                    261,600.00          DRY                        Morgan Stanley Whse
               1004969920                                    538,200.00          DRY                        Morgan Stanley Whse
               1004970400                                    221,000.00          DRY                        Morgan Stanley Whse
               1004972836                                    472,500.00          DRY                        Morgan Stanley Whse
               1004976146                                    184,800.00          DRY                        Morgan Stanley Whse
               1004976431                                    224,000.00          DRY                        Morgan Stanley Whse
               1004977421                                     97,500.00          DRY                        Morgan Stanley Whse
               1004982308                                    560,000.00          DRY                        Morgan Stanley Whse
               1004985485                                    136,500.00          DRY                        Morgan Stanley Whse
               1004988053                                    185,000.00          DRY                        Morgan Stanley Whse
               1004988222                                    320,000.00          DRY                        Morgan Stanley Whse
               1004989579                                    121,600.00          DRY                        Morgan Stanley Whse
               1004991110                                     50,000.00          DRY                        Morgan Stanley Whse
               1004991389                                     80,000.00          DRY                        Morgan Stanley Whse
               1004991682                                    235,000.00          DRY                        Morgan Stanley Whse
               1004992761                                    120,000.00          DRY                        Morgan Stanley Whse
               1004994313                                     71,010.00          DRY                        Morgan Stanley Whse
               1004995633                                    320,000.00          DRY                        Morgan Stanley Whse
               1004995928                                    101,520.00          DRY                        Morgan Stanley Whse
               1004995964                                     54,500.00          DRY                        Morgan Stanley Whse
               1004996008                                     84,800.00          DRY                        Morgan Stanley Whse
               1004997365                                    195,500.00          DRY                        Morgan Stanley Whse
               1005000241                                    211,200.00          DRY                        Morgan Stanley Whse
               1005001749                                    430,400.00          DRY                        Morgan Stanley Whse
               1005002285                                    180,000.00          DRY                        Morgan Stanley Whse
               1005004513                                     94,400.00          DRY                        Morgan Stanley Whse
               1005005317                                    114,000.00          DRY                        Morgan Stanley Whse
               1005005816                                    288,000.00          DRY                        Morgan Stanley Whse
               1005006156                                    336,000.00          DRY                        Morgan Stanley Whse
               1005007994                                    112,000.00          DRY                        Morgan Stanley Whse
               1005009224                                    351,000.00          DRY                        Morgan Stanley Whse
               1005010007                                    117,200.00          DRY                        Morgan Stanley Whse
               1005011916                                    195,000.00          DRY                        Morgan Stanley Whse
               1005018116                                     90,000.00          DRY                        Morgan Stanley Whse
               1005018358                                    146,700.00          DRY                        Morgan Stanley Whse
               1005019188                                    172,000.00          DRY                        Morgan Stanley Whse
               1005019918                                    370,000.00          DRY                        Morgan Stanley Whse
               1005021530                                     93,200.00          DRY                        Morgan Stanley Whse
               1005022904                                    264,000.00          DRY                        Morgan Stanley Whse
               1005023235                                    400,000.00          DRY                        Morgan Stanley Whse
               1005024387                                    178,000.00          DRY                        Morgan Stanley Whse
               1005026759                                     81,600.00          DRY                        Morgan Stanley Whse
               1005026875                                    214,500.00          DRY                        Morgan Stanley Whse
               1005027160                                    139,200.00          DRY                        Morgan Stanley Whse
               1005031002                                    520,000.00          DRY                        Morgan Stanley Whse
               1005031477                                    495,000.00          DRY                        Morgan Stanley Whse
               1005032911                                    216,000.00          DRY                        Morgan Stanley Whse
               1005033769                                    294,300.00          DRY                        Morgan Stanley Whse
               1005036310                                    208,000.00          DRY                        Morgan Stanley Whse
               1005036748                                    147,600.00          DRY                        Morgan Stanley Whse
               1005037079                                    154,400.00          DRY                        Morgan Stanley Whse
               1005038283                                     97,750.00          DRY                        Morgan Stanley Whse
               1005039175                                    140,400.00          DRY                        Morgan Stanley Whse
               1005040403                                    110,000.00          DRY                        Morgan Stanley Whse
               1005042697                                    387,840.00          DRY                        Morgan Stanley Whse
               1005044542                                    123,600.00          DRY                        Morgan Stanley Whse
               1005047736                                     75,200.00          DRY                        Morgan Stanley Whse
               1005052426                                    156,000.00          DRY                        Morgan Stanley Whse
               1005052783                                     52,000.00          DRY                        Morgan Stanley Whse
               1005054683                                    175,000.00          DRY                        Morgan Stanley Whse
               1005056020                                    440,000.00          DRY                        Morgan Stanley Whse
               1005059125                                    476,000.00          DRY                        Morgan Stanley Whse
               1005059232                                    342,000.00          DRY                        Morgan Stanley Whse
               1005061309                                    434,832.00          DRY                        Morgan Stanley Whse
               1005063423                                    180,000.00          DRY                        Morgan Stanley Whse
               1005064486                                    113,396.00          DRY                        Morgan Stanley Whse
               1005065270                                    147,992.00          DRY                        Morgan Stanley Whse
               1005065626                                    154,125.00          DRY                        Morgan Stanley Whse
               1005065751                                    111,872.00          DRY                        Morgan Stanley Whse
               1005066563                                    364,800.00          DRY                        Morgan Stanley Whse
               1005071352                                    156,800.00          DRY                        Morgan Stanley Whse
               1005079915                                    201,600.00          DRY                        Morgan Stanley Whse
               1005080333                                     97,750.00          DRY                        Morgan Stanley Whse
               1005084810                                    125,200.00          DRY                        Morgan Stanley Whse
               1005091394                                     50,017.00          DRY                        Morgan Stanley Whse
               1005091429                                     50,505.00          DRY                        Morgan Stanley Whse
               1005091633                                    118,400.00          DRY                        Morgan Stanley Whse
               1005091964                                    320,000.00          DRY                        Morgan Stanley Whse
               1005094774                                     50,000.00          DRY                        Morgan Stanley Whse
               1005095791                                    468,000.00          DRY                        Morgan Stanley Whse
               1005098903                                    265,600.00          DRY                        Morgan Stanley Whse
               1005101043                                    340,000.00          DRY                        Morgan Stanley Whse
               1005108778                                    531,250.00          DRY                        Morgan Stanley Whse
               1005114743                                    255,000.00          DRY                        Morgan Stanley Whse
               1005115984                                    140,000.00          DRY                        Morgan Stanley Whse
               1005117161                                     94,400.00          DRY                        Morgan Stanley Whse
               1005119579                                     88,000.00          DRY                        Morgan Stanley Whse
               1005122333                                    106,000.00          DRY                        Morgan Stanley Whse
               1005124313                                    112,000.00          DRY                        Morgan Stanley Whse
               1005143828                                    484,000.00          DRY                        Morgan Stanley Whse
               1005144079                                    288,000.00          DRY                        Morgan Stanley Whse
               1005152434                                    441,600.00          DRY                        Morgan Stanley Whse
               1004352747                                    100,000.00          DRY                        New Century Bi-Party
                  2177024                                    428,521.04          DRY                        New Century Bi-Party
                  2178639                                    158,097.98          DRY                        New Century Bi-Party
                  2201068                                    131,072.48          DRY                        New Century Bi-Party
                  2213989                                    122,093.55          DRY                        New Century Bi-Party
                  2217991                                    125,804.57          DRY                        New Century Bi-Party
               1000660207                                    142,833.00          DRY                        New Century Bi-Party
               1002293351                                    161,492.05          DRY                        New Century Bi-Party
               1002332041                                    139,149.84          DRY                        New Century Bi-Party
               1002557076                                    299,137.46          DRY                        New Century Bi-Party
               1002687685                                    109,014.47          DRY                        New Century Bi-Party
               1002688979                                    151,793.26          DRY                        New Century Bi-Party
               1002711649                                    367,500.00          DRY                        New Century Bi-Party
               1002794747                                    153,000.00          DRY                        New Century Bi-Party
               1002803176                                    492,000.00          DRY                        New Century Bi-Party
               1002834730                                    138,256.23          DRY                        New Century Bi-Party
               1002849617                                    139,010.52          DRY                        New Century Bi-Party
               1002887996                                    354,184.63          DRY                        New Century Bi-Party
               1002900864                                    122,169.59          DRY                        New Century Bi-Party
               1002918418                                    526,000.00          DRY                        New Century Bi-Party
               1002970413                                    180,000.00          DRY                        New Century Bi-Party
               1002983980                                    129,277.86          DRY                        New Century Bi-Party
               1003035254                                    299,467.56          DRY                        New Century Bi-Party
               1003063179                                    119,334.62          DRY                        New Century Bi-Party
               1003105393                                    128,421.57          DRY                        New Century Bi-Party
               1003108425                                    172,228.23          DRY                        New Century Bi-Party
               1003117549                                    161,068.08          DRY                        New Century Bi-Party
               1003161054                                    169,693.60          DRY                        New Century Bi-Party
               1003162357                                    242,492.46          DRY                        New Century Bi-Party
               1003193975                                    167,608.35          DRY                        New Century Bi-Party
               1003195571                                    183,145.88          DRY                        New Century Bi-Party
               1003197846                                    148,423.33          DRY                        New Century Bi-Party
               1003201635                                    349,935.50          DRY                        New Century Bi-Party
               1003240479                                     47,850.09          DRY                        New Century Bi-Party
               1003253801                                    275,684.53          DRY                        New Century Bi-Party
               1003259440                                     61,535.64          DRY                        New Century Bi-Party
               1003270070                                    149,817.66          DRY                        New Century Bi-Party
               1003289328                                    155,557.89          DRY                        New Century Bi-Party
               1003313747                                    547,639.41          DRY                        New Century Bi-Party
               1003332753                                    274,390.01          DRY                        New Century Bi-Party
               1003363577                                    237,738.48          DRY                        New Century Bi-Party
               1003481075                                    260,646.80          DRY                        New Century Bi-Party
               1003482136                                    390,150.00          DRY                        New Century Bi-Party
               1003495783                                    131,916.49          DRY                        New Century Bi-Party
               1003624910                                    249,600.00          DRY                        New Century Bi-Party
               1003626188                                    344,000.00          DRY                        New Century Bi-Party
               1003642954                                    136,000.00          DRY                        New Century Bi-Party
               1003663841                                    388,000.00          DRY                        New Century Bi-Party
               1003788734                                    233,600.00          DRY                        New Century Bi-Party
               1003789261                                    110,943.19          DRY                        New Century Bi-Party
               1003882560                                    160,970.00          DRY                        New Century Bi-Party
               1004002073                                    136,607.24          DRY                        New Century Bi-Party
               1004406592                                    105,600.00          DRY                        New Century Bi-Party
               1004632570                                    727,552.93          DRY                        New Century Bi-Party
                  2220557                                    103,500.00          DRY                        Salomon Brothers
                  2227166                                    139,867.16          DRY                        Salomon Brothers
                  2233905                                     71,100.00          DRY                        Salomon Brothers
                  2234841                                     20,484.66          DRY                        Salomon Brothers
                  2250688                                    110,400.00          DRY                        Salomon Brothers
               1002938931                                     54,687.74          DRY                        Salomon Brothers
               1003377303                                     54,687.34          DRY                        Salomon Brothers
               1003390887                                    575,450.00          DRY                        Salomon Brothers
               1003524751                                     24,476.31          DRY                        Salomon Brothers
               1003529612                                     21,986.33          DRY                        Salomon Brothers
               1003615742                                    159,734.33          DRY                        Salomon Brothers
               1003725277                                    431,920.00          DRY                        Salomon Brothers
               1003736023                                     52,110.00          DRY                        Salomon Brothers
               1003792596                                    162,450.00          DRY                        Salomon Brothers
               1003822536                                    106,720.86          DRY                        Salomon Brothers
               1003834364                                     24,577.20          DRY                        Salomon Brothers
               1003865892                                    163,861.54          DRY                        Salomon Brothers
               1003871965                                     22,193.29          DRY                        Salomon Brothers
               1003872633                                     24,715.30          DRY                        Salomon Brothers
               1003881981                                    107,822.43          DRY                        Salomon Brothers
               1003885987                                    117,600.00          DRY                        Salomon Brothers
               1003951174                                     52,480.97          DRY                        Salomon Brothers
               1003973953                                     74,375.22          DRY                        Salomon Brothers
               1003984610                                    279,807.22          DRY                        Salomon Brothers
               1003986627                                    164,954.42          DRY                        Salomon Brothers
               1004001760                                     98,634.33          DRY                        Salomon Brothers
               1004027485                                     50,575.00          DRY                        Salomon Brothers
               1004034636                                    125,033.67          DRY                        Salomon Brothers
               1004039720                                    190,337.03          DRY                        Salomon Brothers
               1004042057                                    287,460.00          DRY                        Salomon Brothers
               1004071373                                     19,094.83          DRY                        Salomon Brothers
               1004087053                                    348,000.00          DRY                        Salomon Brothers
               1004106586                                    253,506.06          DRY                        Salomon Brothers
               1004119082                                    344,000.00          DRY                        Salomon Brothers
               1004124548                                    291,897.78          DRY                        Salomon Brothers
               1004133823                                    115,116.20          DRY                        Salomon Brothers
               1004137687                                    114,000.00          DRY                        Salomon Brothers
               1004138310                                    271,828.00          DRY                        Salomon Brothers
               1004139168                                    144,000.00          DRY                        Salomon Brothers
               1004155201                                    311,200.00          DRY                        Salomon Brothers
               1004159001                                    149,500.00          DRY                        Salomon Brothers
               1004160810                                    138,400.00          DRY                        Salomon Brothers
               1004170033                                    153,000.00          DRY                        Salomon Brothers
               1004182734                                    261,900.00          DRY                        Salomon Brothers
               1004193072                                    132,000.00          DRY                        Salomon Brothers
               1004194927                                    227,059.50          DRY                        Salomon Brothers
               1004212248                                    151,200.00          DRY                        Salomon Brothers
               1004250492                                    171,365.00          DRY                        Salomon Brothers
               1004262416                                     72,000.00          DRY                        Salomon Brothers
               1004275411                                     81,490.08          DRY                        Salomon Brothers
               1004276027                                    280,000.00          DRY                        Salomon Brothers
               1004276955                                    160,000.00          DRY                        Salomon Brothers
               1004282831                                    350,000.00          DRY                        Salomon Brothers
               1004300205                                     65,160.00          DRY                        Salomon Brothers
               1004308886                                    120,700.00          DRY                        Salomon Brothers
               1004313166                                     51,425.00          DRY                        Salomon Brothers
               1004318688                                    207,200.00          DRY                        Salomon Brothers
               1004331084                                     21,793.69          DRY                        Salomon Brothers
               1004336855                                    276,250.00          DRY                        Salomon Brothers
               1004337925                                    252,000.00          DRY                        Salomon Brothers
               1004344301                                     19,184.13          DRY                        Salomon Brothers
               1004345015                                    159,920.00          DRY                        Salomon Brothers
               1004362745                                    140,000.00          DRY                        Salomon Brothers
               1004366331                                    288,000.00          DRY                        Salomon Brothers
               1004368482                                    282,900.00          DRY                        Salomon Brothers
               1004369356                                    153,400.00          DRY                        Salomon Brothers
               1004379121                                    492,000.00          DRY                        Salomon Brothers
               1004380707                                    136,000.00          DRY                        Salomon Brothers
               1004383152                                    285,000.00          DRY                        Salomon Brothers
               1004390144                                    207,920.00          DRY                        Salomon Brothers
               1004390313                                    276,000.00          DRY                        Salomon Brothers
               1004390741                                    160,000.00          DRY                        Salomon Brothers
               1004398869                                    207,000.00          DRY                        Salomon Brothers
               1004399181                                    116,000.00          DRY                        Salomon Brothers
               1004400892                                    166,776.29          DRY                        Salomon Brothers
               1004406789                                    311,920.00          DRY                        Salomon Brothers
               1004413389                                    108,000.00          DRY                        Salomon Brothers
               1004413799                                    130,500.00          DRY                        Salomon Brothers
               1004419132                                    225,000.00          DRY                        Salomon Brothers
               1004429997                                    285,000.00          DRY                        Salomon Brothers
               1004431779                                    182,400.00          DRY                        Salomon Brothers
               1004432108                                    216,000.00          DRY                        Salomon Brothers
               1004433241                                    139,500.00          DRY                        Salomon Brothers
               1004440849                                    124,000.00          DRY                        Salomon Brothers
               1004444239                                    395,250.00          DRY                        Salomon Brothers
               1004457634                                    472,500.00          DRY                        Salomon Brothers
               1004461111                                    324,000.00          DRY                        Salomon Brothers
               1004463912                                    464,000.00          DRY                        Salomon Brothers
               1004464163                                    280,000.00          DRY                        Salomon Brothers
               1004487601                                    272,000.00          DRY                        Salomon Brothers
               1004489226                                    118,800.00          DRY                        Salomon Brothers
               1004492089                                     99,450.00          DRY                        Salomon Brothers
               1004493881                                    215,700.00          DRY                        Salomon Brothers
               1004498065                                    261,000.00          DRY                        Salomon Brothers
               1004500409                                    136,000.00          DRY                        Salomon Brothers
               1004507493                                    170,000.00          DRY                        Salomon Brothers
               1004511326                                    185,000.00          DRY                        Salomon Brothers
               1004511424                                    304,000.00          DRY                        Salomon Brothers
               1004514831                                    440,000.00          DRY                        Salomon Brothers
               1004519408                                    115,200.00          DRY                        Salomon Brothers
               1004526178                                    675,000.00          DRY                        Salomon Brothers
               1004535453                                    324,000.00          DRY                        Salomon Brothers
               1004535701                                    224,000.00          DRY                        Salomon Brothers
               1004538673                                    153,600.00          DRY                        Salomon Brothers
               1004550872                                     58,000.00          DRY                        Salomon Brothers
               1004571305                                    125,600.00          DRY                        Salomon Brothers
               1004572331                                    172,000.00          DRY                        Salomon Brothers
               1004572572                                    145,000.00          DRY                        Salomon Brothers
               1004576925                                    275,000.00          DRY                        Salomon Brothers
               1004578406                                    184,500.00          DRY                        Salomon Brothers
               1004581713                                     64,000.00          DRY                        Salomon Brothers
               1004582400                                    261,000.00          DRY                        Salomon Brothers
               1004586326                                    132,500.00          DRY                        Salomon Brothers
               1004588182                                    509,400.00          DRY                        Salomon Brothers
               1004588556                                    224,000.00          DRY                        Salomon Brothers
               1004595361                                     87,200.00          DRY                        Salomon Brothers
               1004598251                                    145,000.00          DRY                        Salomon Brothers
               1004599189                                    148,880.00          DRY                        Salomon Brothers
               1004600444                                    123,300.00          DRY                        Salomon Brothers
               1004600943                                    351,000.00          DRY                        Salomon Brothers
               1004603496                                    220,000.00          DRY                        Salomon Brothers
               1004607731                                    240,000.00          DRY                        Salomon Brothers
               1004610996                                    234,600.00          DRY                        Salomon Brothers
               1004613868                                    184,000.00          DRY                        Salomon Brothers
               1004617613                                    377,000.00          DRY                        Salomon Brothers
               1004618104                                     62,400.00          DRY                        Salomon Brothers
               1004622572                                    141,300.00          DRY                        Salomon Brothers
               1004623161                                    272,000.00          DRY                        Salomon Brothers
               1004625356                                    102,000.00          DRY                        Salomon Brothers
               1004625613                                    522,000.00          DRY                        Salomon Brothers
               1004626104                                    350,400.00          DRY                        Salomon Brothers
               1004626621                                    165,600.00          DRY                        Salomon Brothers
               1004626890                                    225,000.00          DRY                        Salomon Brothers
               1004627577                                    712,500.00          DRY                        Salomon Brothers
               1004628736                                    464,000.00          DRY                        Salomon Brothers
               1004630769                                    122,500.00          DRY                        Salomon Brothers
               1004632703                                    301,600.00          DRY                        Salomon Brothers
               1004633579                                    198,000.00          DRY                        Salomon Brothers
               1004637334                                    164,000.00          DRY                        Salomon Brothers
               1004643336                                    274,950.00          DRY                        Salomon Brothers
               1004646208                                    114,000.00          DRY                        Salomon Brothers
               1004646413                                    312,000.00          DRY                        Salomon Brothers
               1004646994                                    348,000.00          DRY                        Salomon Brothers
               1004649116                                    138,550.00          DRY                        Salomon Brothers
               1004650817                                    168,800.00          DRY                        Salomon Brothers
               1004651166                                    239,200.00          DRY                        Salomon Brothers
               1004652218                                    136,000.00          DRY                        Salomon Brothers
               1004656884                                    166,308.00          DRY                        Salomon Brothers
               1004665892                                    228,000.00          DRY                        Salomon Brothers
               1004666025                                    343,500.00          DRY                        Salomon Brothers
               1004666560                                    288,000.00          DRY                        Salomon Brothers
               1004668210                                    252,800.00          DRY                        Salomon Brothers
               1004671554                                    268,000.00          DRY                        Salomon Brothers
               1004673491                                    223,200.00          DRY                        Salomon Brothers
               1004674132                                    352,161.00          DRY                        Salomon Brothers
               1004676407                                    308,000.00          DRY                        Salomon Brothers
               1004676639                                    141,600.00          DRY                        Salomon Brothers
               1004677004                                    292,792.00          DRY                        Salomon Brothers
               1004678227                                    332,800.00          DRY                        Salomon Brothers
               1004679379                                    311,400.00          DRY                        Salomon Brothers
               1004679422                                    223,600.00          DRY                        Salomon Brothers
               1004679841                                    289,850.00          DRY                        Salomon Brothers
               1004680009                                    356,000.00          DRY                        Salomon Brothers
               1004682098                                    118,950.00          DRY                        Salomon Brothers
               1004682187                                    317,600.00          DRY                        Salomon Brothers
               1004683792                                    217,000.00          DRY                        Salomon Brothers
               1004684238                                    183,667.00          DRY                        Salomon Brothers
               1004686423                                    719,200.00          DRY                        Salomon Brothers
               1004687128                                    110,320.00          DRY                        Salomon Brothers
               1004689689                                    432,000.00          DRY                        Salomon Brothers
               1004689858                                    233,750.00          DRY                        Salomon Brothers
               1004692791                                    160,680.00          DRY                        Salomon Brothers
               1004696840                                    283,920.00          DRY                        Salomon Brothers
               1004697634                                    312,000.00          DRY                        Salomon Brothers
               1004697741                                    396,000.00          DRY                        Salomon Brothers
               1004699099                                    102,320.00          DRY                        Salomon Brothers
               1004702147                                    140,000.00          DRY                        Salomon Brothers
               1004703208                                     89,000.00          DRY                        Salomon Brothers
               1004703486                                    470,400.00          DRY                        Salomon Brothers
               1004706063                                    237,000.00          DRY                        Salomon Brothers
               1004706358                                    142,885.00          DRY                        Salomon Brothers
               1004707687                                    138,675.00          DRY                        Salomon Brothers
               1004711510                                    324,750.00          DRY                        Salomon Brothers
               1004712430                                    169,200.00          DRY                        Salomon Brothers
               1004713518                                     50,000.00          DRY                        Salomon Brothers
               1004715516                                     96,050.00          DRY                        Salomon Brothers
               1004715632                                    235,694.00          DRY                        Salomon Brothers
               1004716828                                    170,000.00          DRY                        Salomon Brothers
               1004718425                                    148,750.00          DRY                        Salomon Brothers
               1004718835                                    182,800.00          DRY                        Salomon Brothers
               1004719442                                    119,600.00          DRY                        Salomon Brothers
               1004719914                                    294,000.00          DRY                        Salomon Brothers
               1004723874                                    593,600.00          DRY                        Salomon Brothers
               1004724007                                     84,950.00          DRY                        Salomon Brothers
               1004724150                                     91,000.00          DRY                        Salomon Brothers
               1004724613                                    500,000.00          DRY                        Salomon Brothers
               1004725266                                    304,000.00          DRY                        Salomon Brothers
               1004726443                                    196,000.00          DRY                        Salomon Brothers
               1004731712                                    197,500.00          DRY                        Salomon Brothers
               1004733006                                    195,946.00          DRY                        Salomon Brothers
               1004733015                                    144,000.00          DRY                        Salomon Brothers
               1004733827                                    106,000.00          DRY                        Salomon Brothers
               1004737137                                     96,000.00          DRY                        Salomon Brothers
               1004738261                                    200,000.00          DRY                        Salomon Brothers
               1004739108                                    431,000.00          DRY                        Salomon Brothers
               1004741444                                     51,000.00          DRY                        Salomon Brothers
               1004742041                                     55,200.00          DRY                        Salomon Brothers
               1004746154                                    204,000.00          DRY                        Salomon Brothers
               1004751520                                    132,000.00          DRY                        Salomon Brothers
               1004752538                                    280,500.00          DRY                        Salomon Brothers
               1004753671                                    165,200.00          DRY                        Salomon Brothers
               1004755009                                    197,200.00          DRY                        Salomon Brothers
               1004755866                                    448,000.00          DRY                        Salomon Brothers
               1004758104                                    198,000.00          DRY                        Salomon Brothers
               1004758685                                    193,800.00          DRY                        Salomon Brothers
               1004760574                                    215,000.00          DRY                        Salomon Brothers
               1004760823                                    367,999.00          DRY                        Salomon Brothers
               1004761029                                    180,000.00          DRY                        Salomon Brothers
               1004762019                                    149,200.00          DRY                        Salomon Brothers
               1004762554                                    499,000.00          DRY                        Salomon Brothers
               1004762741                                    124,000.00          DRY                        Salomon Brothers
               1004763633                                    248,000.00          DRY                        Salomon Brothers
               1004763866                                    145,000.00          DRY                        Salomon Brothers
               1004763991                                    157,500.00          DRY                        Salomon Brothers
               1004765196                                    155,000.00          DRY                        Salomon Brothers
               1004766079                                    468,800.00          DRY                        Salomon Brothers
               1004766514                                    241,200.00          DRY                        Salomon Brothers
               1004767470                                    384,000.00          DRY                        Salomon Brothers
               1004767979                                    179,100.00          DRY                        Salomon Brothers
               1004768488                                     53,000.00          DRY                        Salomon Brothers
               1004769496                                     60,000.00          DRY                        Salomon Brothers
               1004769600                                    191,200.00          DRY                        Salomon Brothers
               1004771198                                    124,000.00          DRY                        Salomon Brothers
               1004771642                                    376,000.00          DRY                        Salomon Brothers
               1004771660                                    256,000.00          DRY                        Salomon Brothers
               1004774685                                    560,000.00          DRY                        Salomon Brothers
               1004775531                                    245,600.00          DRY                        Salomon Brothers
               1004783381                                     99,200.00          DRY                        Salomon Brothers
               1004784772                                    108,283.00          DRY                        Salomon Brothers
               1004784941                                    299,000.00          DRY                        Salomon Brothers
               1004786976                                    118,400.00          DRY                        Salomon Brothers
               1004787369                                    188,000.00          DRY                        Salomon Brothers
               1004790042                                    150,400.00          DRY                        Salomon Brothers
               1004791069                                    585,000.00          DRY                        Salomon Brothers
               1004791540                                    365,600.00          DRY                        Salomon Brothers
               1004792898                                     96,000.00          DRY                        Salomon Brothers
               1004793539                                    296,000.00          DRY                        Salomon Brothers
               1004796956                                     92,000.00          DRY                        Salomon Brothers
               1004797358                                     92,000.00          DRY                        Salomon Brothers
               1004797544                                    172,000.00          DRY                        Salomon Brothers
               1004797759                                    232,000.00          DRY                        Salomon Brothers
               1004800200                                    520,000.00          DRY                        Salomon Brothers
               1004802976                                    720,000.00          DRY                        Salomon Brothers
               1004803939                                    199,750.00          DRY                        Salomon Brothers
               1004804411                                    156,400.00          DRY                        Salomon Brothers
               1004805170                                    176,000.00          DRY                        Salomon Brothers
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               1003870216                                    250,973.92          DRY                        Salomon Brothers
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               1003925989                                    214,855.74          DRY                        Salomon Brothers
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               1003931570                                    539,000.00          DRY                        Salomon Brothers
               1003935193                                    249,808.82          DRY                        Salomon Brothers
               1003960645                                    265,500.00          DRY                        Salomon Brothers
               1003963009                                    604,000.00          DRY                        Salomon Brothers
               1003963483                                    290,000.00          DRY                        Salomon Brothers
               1003964268                                    254,000.00          DRY                        Salomon Brothers
               1003969076                                    212,342.29          DRY                        Salomon Brothers
               1003969361                                    255,000.00          DRY                        Salomon Brothers
               1003978994                                    749,379.14          DRY                        Salomon Brothers
               1003983522                                    559,053.19          DRY                        Salomon Brothers
               1003997946                                    191,191.12          DRY                        Salomon Brothers
               1003999221                                    233,750.00          DRY                        Salomon Brothers
               1004000887                                    239,860.48          DRY                        Salomon Brothers
               1004005276                                    598,000.00          DRY                        Salomon Brothers
               1004005926                                    699,397.31          DRY                        Salomon Brothers
               1004008308                                    132,400.00          DRY                        Salomon Brothers
               1004016193                                    197,903.02          DRY                        Salomon Brothers
               1004024031                                    416,000.00          DRY                        Salomon Brothers
               1004025717                                    404,684.06          DRY                        Salomon Brothers
               1004026128                                     77,444.47          DRY                        Salomon Brothers
               1004028368                                    284,000.00          DRY                        Salomon Brothers
               1004031602                                    129,904.48          DRY                        Salomon Brothers
               1004032576                                    560,750.92          DRY                        Salomon Brothers
               1004033511                                    179,845.02          DRY                        Salomon Brothers
               1004033913                                    999,200.31          DRY                        Salomon Brothers
               1004043813                                    468,000.00          DRY                        Salomon Brothers
               1004049194                                    495,000.00          DRY                        Salomon Brothers
               1004050207                                    140,323.15          DRY                        Salomon Brothers
               1004050699                                    206,874.60          DRY                        Salomon Brothers
               1004051359                                    533,510.18          DRY                        Salomon Brothers
               1004059422                                    413,837.79          DRY                        Salomon Brothers
               1004062383                                    311,810.99          DRY                        Salomon Brothers
               1004068485                                    478,050.00          DRY                        Salomon Brothers
               1004070490                                    433,930.65          DRY                        Salomon Brothers
               1004095525                                    427,877.04          DRY                        Salomon Brothers
               1004106675                                    325,000.00          DRY                        Salomon Brothers
               1004118387                                    254,924.27          DRY                        Salomon Brothers
               1004121952                                    210,000.00          DRY                        Salomon Brothers
               1004126216                                    144,364.21          DRY                        Salomon Brothers
               1004133636                                    527,835.10          DRY                        Salomon Brothers
               1004135411                                    598,500.00          DRY                        Salomon Brothers
               1004141164                                    263,378.08          DRY                        Salomon Brothers
               1004174529                                    260,250.00          DRY                        Salomon Brothers
               1004193152                                    544,615.34          DRY                        Salomon Brothers
               1004198807                                    175,898.74          DRY                        Salomon Brothers
               1004216869                                    508,000.00          DRY                        Salomon Brothers
               1004227946                                    274,917.74          DRY                        Salomon Brothers
               1004237061                                    167,084.35          DRY                        Salomon Brothers
               1004238104                                    428,000.00          DRY                        Salomon Brothers
               1004244437                                    433,500.00          DRY                        Salomon Brothers
               1004246792                                    530,823.14          DRY                        Salomon Brothers
               1004248040                                    191,200.00          DRY                        Salomon Brothers
               1004248905                                    550,000.00          DRY                        Salomon Brothers
               1004251678                                     59,972.74          DRY                        Salomon Brothers
               1004261603                                    599,200.00          DRY                        Salomon Brothers
               1004276456                                    484,500.00          DRY                        Salomon Brothers
               1004289558                                    585,000.00          DRY                        Salomon Brothers
               1004330904                                    386,750.00          DRY                        Salomon Brothers
               1004358554                                    560,000.00          DRY                        Salomon Brothers
               1004359928                                    306,000.00          DRY                        Salomon Brothers
               1004373895                                    367,920.00          DRY                        Salomon Brothers
               1004391107                                    348,000.00          DRY                        Salomon Brothers
               1004394729                                    131,716.90          DRY                        Salomon Brothers
               1004399804                                    268,000.00          DRY                        Salomon Brothers
               1004406306                                    252,000.00          DRY                        Salomon Brothers
               1004411602                                    185,000.00          DRY                        Salomon Brothers
               1004419873                                    517,500.00          DRY                        Salomon Brothers
               1004444337                                    460,000.00          DRY                        Salomon Brothers
               1004491419                                    377,820.00          DRY                        Salomon Brothers
               1004491687                                    450,000.00          DRY                        Salomon Brothers
               1004519676                                    439,900.00          DRY                        Salomon Brothers
               1004522957                                    562,500.00          DRY                        Salomon Brothers
               1004525213                                    420,000.00          DRY                        Salomon Brothers
               1004528087                                    265,600.00          DRY                        Salomon Brothers
               1004529479                                    658,750.00          DRY                        Salomon Brothers
               1004538325                                    484,000.00          DRY                        Salomon Brothers
               1004545978                                    568,000.00          DRY                        Salomon Brothers
               1004546316                                    372,150.00          DRY                        Salomon Brothers
               1004557312                                    600,000.00          DRY                        Salomon Brothers
               1004563706                                    416,000.00          DRY                        Salomon Brothers
               1004574106                                    472,000.00          DRY                        Salomon Brothers
               1004575917                                    384,000.00          DRY                        Salomon Brothers
               1004600195                                    567,000.00          DRY                        Salomon Brothers
               1004614457                                    301,750.00          DRY                        Salomon Brothers
               1004620253                                    575,200.00          DRY                        Salomon Brothers
               1004625258                                    492,000.00          DRY                        Salomon Brothers
               1004626961                                    393,000.00          DRY                        Salomon Brothers
               1004628656                                    478,400.00          DRY                        Salomon Brothers
               1004639822                                    717,600.00          DRY                        Salomon Brothers
               1004662733                                    116,500.00          DRY                        Salomon Brothers
               1004667872                                    280,000.00          DRY                        Salomon Brothers
               1004667961                                    468,400.00          DRY                        Salomon Brothers
               1004668078                                    650,000.00          DRY                        Salomon Brothers
               1004672241                                    424,800.00          DRY                        Salomon Brothers
               1004674962                                    479,920.00          DRY                        Salomon Brothers
               1004677068                                    567,000.00          DRY                        Salomon Brothers
               1004681614                                    542,392.00          DRY                        Salomon Brothers
               1004681801                                    488,000.00          DRY                        Salomon Brothers
               1004688742                                    453,050.00          DRY                        Salomon Brothers
               1004699302                                    405,000.00          DRY                        Salomon Brothers
               1004700461                                    668,000.00          DRY                        Salomon Brothers
               1004716953                                    388,000.00          DRY                        Salomon Brothers
               1004723829                                    540,000.00          DRY                        Salomon Brothers
               1004726568                                    213,750.00          DRY                        Salomon Brothers
               1004728780                                    308,000.00          DRY                        Salomon Brothers
               1004731650                                    496,000.00          DRY                        Salomon Brothers
               1004735077                                    441,000.00          DRY                        Salomon Brothers
               1004738822                                    397,800.00          DRY                        Salomon Brothers
               1004741961                                    256,000.00          DRY                        Salomon Brothers
               1004742808                                    600,000.00          DRY                        Salomon Brothers
               1004744398                                    142,500.00          DRY                        Salomon Brothers
               1004753877                                    588,000.00          DRY                        Salomon Brothers
               1004757864                                    288,000.00          DRY                        Salomon Brothers
               1004772936                                    523,000.00          DRY                        Salomon Brothers
               1004775611                                    318,400.00          DRY                        Salomon Brothers
               1004785067                                    204,000.00          DRY                        Salomon Brothers
               1004790989                                    477,000.00          DRY                        Salomon Brothers
               1004817176                                    144,000.00          DRY                        Salomon Brothers
               1004819879                                    424,000.00          DRY                        Salomon Brothers
               1004827183                                    276,000.00          DRY                        Salomon Brothers
               1004834308                                    476,000.00          DRY                        Salomon Brothers
               1004837332                                    382,500.00          DRY                        Salomon Brothers
               1004837733                                    384,000.00          DRY                        Salomon Brothers
               1004846019                                    435,200.00          DRY                        Salomon Brothers
               1004890675                                    679,200.00          DRY                        Salomon Brothers
               1004925870                                    593,000.00          DRY                        Salomon Brothers
               1004925889                                    213,000.00          DRY                        Salomon Brothers
               1004929509                                    117,450.00          DRY                        Salomon Brothers
               1004966362                                    385,600.00          DRY                        Salomon Brothers
               1004978607                                    296,000.00          DRY                        Salomon Brothers
               1005002007                                    312,000.00          DRY                        Salomon Brothers
               1005093775                                    376,000.00          DRY                        Salomon Brothers
               1004389986                                    293,250.00          DRY                        UBS
               1004611904                                    550,000.00          DRY                        UBS
               1004712779                                     50,000.00          DRY                        UBS
               1005002329                                    367,317.00          DRY                        UBS
               1004381813                                    276,000.00          DRY                        UBS
               1004717113                                    351,000.00          DRY                        UBS
                  2160139                                    274,174.59          DRY                        UBS
                  2173857                                    309,761.68          DRY                        UBS
                  2191346                                    232,501.29          DRY                        UBS
                  2215695                                    463,883.32          DRY                        UBS
                  2216505                                    275,930.97          DRY                        UBS
                  2219950                                    118,568.48          DRY                        UBS
                  2229793                                     60,896.12          DRY                        UBS
                  2243676                                    308,777.48          DRY                        UBS
               1000660573                                    140,770.23          DRY                        UBS
               1002004556                                    179,398.78          DRY                        UBS
               1002106508                                     22,914.32          DRY                        UBS
               1002447187                                     91,350.00          DRY                        UBS
               1002450582                                     23,201.73          DRY                        UBS
               1002624431                                    287,162.75          DRY                        UBS
               1002653079                                    166,575.97          DRY                        UBS
               1002696853                                    414,596.85          DRY                        UBS
               1002826570                                    272,902.04          DRY                        UBS
               1002877756                                     74,913.34          DRY                        UBS
               1002881279                                    129,830.60          DRY                        UBS
               1002909892                                    203,774.48          DRY                        UBS
               1002909963                                    378,912.68          DRY                        UBS
               1002949340                                     99,884.18          DRY                        UBS
               1002951372                                    236,463.71          DRY                        UBS
               1002954529                                    294,240.18          DRY                        UBS
               1003005198                                     65,571.51          DRY                        UBS
               1003010495                                    140,751.04          DRY                        UBS
               1003036057                                    388,631.71          DRY                        UBS
               1003042932                                    254,648.44          DRY                        UBS
               1003047526                                    529,553.25          DRY                        UBS
               1003049828                                     99,863.31          DRY                        UBS
               1003051798                                    377,055.81          DRY                        UBS
               1003060403                                    122,735.24          DRY                        UBS
               1003076879                                    287,133.93          DRY                        UBS
               1003123863                                    246,491.84          DRY                        UBS
               1003126352                                    558,745.39          DRY                        UBS
               1003127663                                    245,491.34          DRY                        UBS
               1003139035                                     50,312.82          DRY                        UBS
               1003139446                                    112,110.36          DRY                        UBS
               1003151626                                    209,432.90          DRY                        UBS
               1003158380                                    186,801.99          DRY                        UBS
               1003160563                                     96,809.32          DRY                        UBS
               1003162543                                    188,569.17          DRY                        UBS
               1003167744                                    148,221.16          DRY                        UBS
               1003167771                                    143,832.17          DRY                        UBS
               1003174834                                    323,366.33          DRY                        UBS
               1003196598                                    415,627.97          DRY                        UBS
               1003241129                                    246,940.40          DRY                        UBS
               1003250494                                     83,759.95          DRY                        UBS
               1003254052                                    145,656.25          DRY                        UBS
               1003262347                                    355,402.89          DRY                        UBS
               1003265111                                     74,870.66          DRY                        UBS
               1003287302                                     98,866.10          DRY                        UBS
               1003287375                                    247,035.27          DRY                        UBS
               1003291636                                    184,526.47          DRY                        UBS
               1003333949                                    224,475.47          DRY                        UBS
               1003338999                                    101,386.72          DRY                        UBS
               1003342047                                    584,000.00          DRY                        UBS
               1003387276                                     95,837.35          DRY                        UBS
               1003402179                                     56,423.91          DRY                        UBS
               1003408093                                    109,767.93          DRY                        UBS
               1003416510                                    361,045.90          DRY                        UBS
               1003476018                                    104,178.00          DRY                        UBS
               1003519017                                    464,000.00          DRY                        UBS
               1003538675                                     89,862.61          DRY                        UBS
               1003554969                                     85,865.92          DRY                        UBS
               1003612870                                    138,654.03          DRY                        UBS
               1003721896                                    124,725.73          DRY                        UBS
               1003724759                                    204,013.58          DRY                        UBS
               1003756402                                    236,780.49          DRY                        UBS
               1003757964                                    103,833.99          DRY                        UBS
               1003764055                                    171,500.00          DRY                        UBS
               1003776523                                    404,244.15          DRY                        UBS
               1003779209                                    219,715.58          DRY                        UBS
               1003791846                                    158,000.00          DRY                        UBS
               1003795646                                    107,817.12          DRY                        UBS
               1003805895                                    125,940.84          DRY                        UBS
               1003837165                                    146,150.87          DRY                        UBS
               1003907259                                    300,000.00          DRY                        UBS
               1003969496                                    218,280.00          DRY                        UBS
               1003997278                                    148,320.00          DRY                        UBS
               1003999285                                    167,209.09          DRY                        UBS
               1004009897                                    498,625.21          DRY                        UBS
               1004037081                                    112,436.93          DRY                        UBS
               1004040727                                     49,972.11          DRY                        UBS
               1004085643                                    135,200.00          DRY                        UBS
               1004143750                                    210,000.00          DRY                        UBS
               1004155434                                    699,776.63          DRY                        UBS
               1004156264                                    132,563.23          DRY                        UBS
               1004187775                                    176,640.00          DRY                        UBS
               1004189130                                    489,600.00          DRY                        UBS
               1004189210                                    281,000.00          DRY                        UBS
               1004216547                                     55,482.65          DRY                        UBS
               1004233804                                     50,982.21          DRY                        UBS
               1004238186                                    260,000.00          DRY                        UBS
               1004251865                                    129,522.29          DRY                        UBS
               1004253346                                    193,393.75          DRY                        UBS
               1004269259                                    108,000.00          DRY                        UBS
               1004278061                                    600,000.00          DRY                        UBS
               1004308047                                    185,250.00          DRY                        UBS
               1004310828                                    123,152.93          DRY                        UBS
               1004322469                                    131,111.18          DRY                        UBS
               1004328953                                    118,964.66          DRY                        UBS
               1004361345                                     80,985.76          DRY                        UBS
               1004365626                                    144,000.00          DRY                        UBS
               1004395817                                     96,000.00          DRY                        UBS
               1004399984                                    165,750.00          DRY                        UBS
               1004417955                                     72,250.00          DRY                        UBS
               1004442295                                    248,000.00          DRY                        UBS
               1004462227                                     99,000.00          DRY                        UBS
               1004474018                                    252,000.00          DRY                        UBS
               1004481705                                    144,500.00          DRY                        UBS
               1004482143                                    102,000.00          DRY                        UBS
               1004488762                                    154,000.00          DRY                        UBS
               1004498886                                    130,000.00          DRY                        UBS
               1004505164                                     70,000.00          DRY                        UBS
               1004544185                                    152,000.00          DRY                        UBS
               1004552175                                    344,000.00          DRY                        UBS
               1004581937                                     51,821.67          DRY                        UBS
               1004594503                                     85,500.00          DRY                        UBS
               1004595502                                    150,000.00          DRY                        UBS
               1004605797                                     84,900.00          DRY                        UBS
               1004619256                                    135,000.00          DRY                        UBS
               1004643684                                     96,000.00          DRY                        UBS
               1004645049                                    178,000.00          DRY                        UBS
               1004647127                                    189,000.00          DRY                        UBS
               1004670546                                    175,000.00          DRY                        UBS
               1004672483                                    262,800.00          DRY                        UBS
               1004675426                                    441,000.00          DRY                        UBS
               1004678450                                    208,000.00          DRY                        UBS
               1004685344                                    137,000.00          DRY                        UBS
               1004694762                                    140,000.00          DRY                        UBS
               1004696500                                    260,000.00          DRY                        UBS
               1004703226                                    272,000.00          DRY                        UBS
               1004712118                                    136,350.00          DRY                        UBS
               1004723071                                    145,600.00          DRY                        UBS
               1004723963                                    150,000.00          DRY                        UBS
               1004724686                                    236,000.00          DRY                        UBS
               1004737743                                    342,000.00          DRY                        UBS
               1004752841                                    150,000.00          DRY                        UBS
               1004755900                                    118,000.00          DRY                        UBS
               1004766220                                    162,793.59          DRY                        UBS
               1004766603                                    127,500.00          DRY                        UBS
               1004768237                                    116,250.00          DRY                        UBS
               1004775327                                    174,250.00          DRY                        UBS
               1004792905                                     75,000.00          DRY                        UBS
               1004811154                                    231,000.00          DRY                        UBS
               1004812439                                    141,210.00          DRY                        UBS
               1004829831                                    460,000.00          DRY                        UBS
               1004846983                                    378,400.00          DRY                        UBS
               1004854232                                    236,000.00          DRY                        UBS
               1004873391                                    228,000.00          DRY                        UBS
               1004873836                                    279,200.00          DRY                        UBS
               1004876539                                    262,088.00          DRY                        UBS
               1004885280                                    164,500.00          DRY                        UBS
               1004885850                                    465,500.00          DRY                        UBS
               1004895260                                    140,000.00          DRY                        UBS
               1004904802                                    170,800.00          DRY                        UBS
               1004905080                                    215,900.00          DRY                        UBS
               1004911402                                    228,000.00          DRY                        UBS
               1004922622                                    103,200.00          DRY                        UBS
               1004933861                                    220,000.00          DRY                        UBS
               1004940997                                     96,000.00          DRY                        UBS
               1004958558                                    228,600.00          DRY                        UBS
               1004960448                                    183,000.00          DRY                        UBS
               1004962277                                    132,800.00          DRY                        UBS
               1004988516                                    184,000.00          DRY                        UBS
               1004988570                                    153,000.00          DRY                        UBS
               1005003391                                    123,200.00          DRY                        UBS
               1005020470                                    135,000.00          DRY                        UBS
               1005049663                                    212,400.00          DRY                        UBS
               1005060863                                    141,000.00          DRY                        UBS
               1005081216                                    111,920.00          DRY                        UBS
               1005089744                                    182,152.00          DRY                        UBS
               1004697527                                    128,000.00          DRY                        Morgan Stanley Whse
               1004745422                                     67,200.00          DRY                        Bank of America

                                1,441,160,467.50


Cash in Lieu


Legal Hold
               1004156451                                    343,763.04          DRY                        Morgan Stanley Whse
               1004908988                                    192,015.00          DRY                        Morgan Stanley Whse
               1002992300                                    207,000.00          WET                        UBS


Compliance Hold
               1004095231                                    111,958.51          DRY                        Morgan Stanley Whse


Paid In Full
               1003373307                                    151,200.00                #N/A                            #N/A
               1002434994                                    193,500.00          DRY                        Barclays Whse
               1003237553                                    350,937.49          DRY                        Bear Stearns Whse
               1003088928                                    475,000.00          DRY                        Morgan Stanley Whse
               1003432690                                    380,484.41          DRY                        Morgan Stanley Whse
               1002756681                                     63,619.03          DRY                        Morgan Stanley Whse
               1002868506                                    231,409.04          DRY                        Morgan Stanley Whse
               1003405336                                    268,833.89          DRY                        Morgan Stanley Whse
               1003417626                                    126,900.00          DRY                        Morgan Stanley Whse
               1003228509                                    458,111.37          DRY                        Barclays Whse


Withdrawn
               1002257177                                    600,000.00          DRY                        UBS
               1002785150                                    346,405.80          DRY                        Barclays Whse
               1002835329                                    144,720.70          DRY                        Bank of America


Unfunded
               1004386701                                     52,500.00                #N/A                            #N/A
               1004511148                                    121,500.00                #N/A                            #N/A
               1004598830                                    510,850.00                #N/A                            #N/A
               1004696733                                    416,700.00                #N/A                            #N/A
               1004878564                                    364,000.00                #N/A                            #N/A
               1005077873                                    191,600.00                #N/A                            #N/A


Wet Loans
               1004110599                                     97,690.78          WET                        CDC
               1004225813                                    200,735.46          WET                        New Century Bi-Party
               1004227134                                     95,921.70          WET                        UBS
               1004800861                                    188,000.00          WET                        Bank of America
               1004260445                                     69,000.00          WET                        New Century Bi-Party
               1004529816                                    230,400.00          WET                        New Century Bi-Party
               1002784892                                    204,000.00          WET                        UBS
               1004790248                                    641,250.00          WET                        UBS


Credit Kicks
               1004715712                                     75,000.00          DRY                        Bear Stearns Whse
               1002303475                                    168,000.00          DRY                        Barclays Whse
               1002848645                                    260,452.42          DRY                        Barclays Whse
               1003189515                                    224,213.23          DRY                        Morgan Stanley Whse
               1002050443                                    111,603.38          DRY                        Bank of America
               1003026255                                     47,950.39          DRY                        Bank of America

                                  8,917,225.65

                                1,450,077,693.15

 

 



 

Schedule 2

PREPAYMENT CHARGE SCHEDULE

AVAILABLE UPON REQUEST