EX-4.1 3 d450681-ex4_1.htm POOLING AND SERVICING AGREEMENT Unassociated Document
 

 

 
 
IndyMac ABS, Inc.
 
Depositor
 
IndyMac Bank, F.S.B.
 
Seller and Servicer
 
Deutsche Bank National Trust Company
 
Trustee and Supplemental Interest Trust Trustee
 
____________________________________
 
Pooling and Servicing Agreement
 
Dated as of March 1, 2006
 
_____________________________________
 
Home Equity Mortgage Loan Asset-Backed Trust
 
Series INABS 2006-B
 
Home Equity Mortgage Loan Asset-Backed Certificates
 
Series INABS 2006-B
 
 



 
 

 
ARTICLE I
 
DEFINITIONS
 
Section 1.01
Definitions.
Section 1.02
Rules of Construction.
 
ARTICLE II
 
CONVEYANCE OF MORTGAGE LOANS; REPRESENTATIONS AND WARRANTIES
 
Section 2.01
Conveyance of Mortgage Loans.
Section 2.02
Acceptance by the Trustee of the Mortgage Loans.
Section 2.03
Representations, Warranties, and Covenants of the Seller and the Servicer.
Section 2.04
Representations and Warranties of the Depositor as to the Mortgage Loans.
Section 2.05
Delivery of Opinion of Counsel in Connection with Substitutions and Repurchases.
Section 2.06
Execution and Delivery of Certificates.
Section 2.07
Conveyance of Subsequent Mortgage Loans.
Section 2.08
REMIC Matters.
Section 2.09
Covenants of the Servicer.
Section 2.10
Purposes and Powers of the Trust.
 
ARTICLE III
 
ADMINISTRATION AND SERVICING OF MORTGAGE LOANS
 
Section 3.01
Servicer to Service Mortgage Loans.
Section 3.02
Reserved.
Section 3.03
[Reserved].
Section 3.04
The Pool Policy.
Section 3.05
Trustee to Act as Servicer.
Section 3.06
Collection of Mortgage Loan Payments; Servicing Accounts; Collection Account; Certificate Account; Distribution Account; Excess Reserve Fund Account.
Section 3.07
Collection of Taxes, Assessments, and Similar Items Escrow Accounts.
Section 3.08
Access to Certain Documentation and Information Regarding the Mortgage Loans.
Section 3.09
Permitted Withdrawals from the Certificate Account, the Distribution Account and the Excess Reserve Fund Account.
Section 3.10
Maintenance of Hazard Insurance; Maintenance of Primary Insurance Policies.
Section 3.11
Enforcement of Due-On-Sale Clauses; Assumption Agreements.
Section 3.12
Realization Upon Defaulted Mortgage Loans; Repurchase of Certain Mortgage Loans.
Section 3.13
Trustee to Cooperate; Release of Mortgage Files.
Section 3.14
Documents, Records, and Funds in Possession of the Servicer to be Held for the Trustee.
Section 3.15
Servicing Compensation.
Section 3.16
Access to Certain Documentation.
Section 3.17
Annual Statement as to Compliance.
Section 3.18
Assessments of Compliance and Attestation Reports.
Section 3.19
Errors and Omissions Insurance; Fidelity Bonds.
Section 3.20
Notification of Adjustments.
Section 3.21
Prepayment Charges.
Section 3.22
Pre-Funding Accounts.
Section 3.23
[Reserved].
Section 3.24
Commission Reporting.
 
ARTICLE IV
 
DISTRIBUTIONS AND ADVANCES BY THE SERVICER
 
Section 4.01
Advances.
Section 4.02
Priorities of Distribution.
Section 4.03
Monthly Statements to Certificateholders.
Section 4.04
Allocation of Interest Shortfall and Realized Losses.
Section 4.05
Supplemental Interest Trust.
Section 4.06
Tax Treatment of Net Swap Payments and Swap Termination Payments.
Section 4.07
Certain Matters Relating to the Determination of LIBOR.
 
ARTICLE V
 
THE CERTIFICATES
 
Section 5.01
The Certificates.
Section 5.02
Certificate Register; 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
Access to List of Certificateholders’ Names and Addresses.
Section 5.06
Maintenance of Office or Agency.
 
ARTICLE VI
 
THE DEPOSITOR AND THE SERVICER
 
Section 6.01
Respective Liabilities 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 Seller, the Servicer, and Others.
Section 6.04
Limitation on Resignation of the Servicer.
Section 6.05
Inspection.
 
ARTICLE VII
 
DEFAULT
 
Section 7.01
Events of Default.
Section 7.02
Trustee to Act; Appointment of Successor.
Section 7.03
Notification to Certificateholders.
 
ARTICLE VIII
 
CONCERNING THE TRUSTEE AND THE SUPPLEMENTAL INTEREST TRUST TRUSTEE
 
Section 8.01
Duties of the Trustee and the Supplemental Interest Trust Trustee.
Section 8.02
Certain Matters Affecting the Trustee and the Supplemental Interest Trust Trustee.
Section 8.03
Trustee and Supplemental Interest Trust Trustee Not Liable for Certificates or Mortgage Loans.
Section 8.04
Trustee and Supplemental Interest Trust Trustee May Own Certificates.
Section 8.05
Trustee’s Fees and Expenses.
Section 8.06
Eligibility Requirements for the Trustee and the Supplemental Interest Trust Trustee.
Section 8.07
Resignation and Removal of the Trustee and the Supplemental Interest Trust Trustee.
Section 8.08
Successor Trustee or Supplemental Interest Trust Trustee.
Section 8.09
Merger or Consolidation of the Trustee or the Supplemental Interest Trust Trustee.
Section 8.10
Appointment of Co-Trustee or Separate Trustee.
Section 8.11
Tax Matters.
Section 8.12
[Reserved].
Section 8.13
[Reserved].
Section 8.14
[Reserved].
Section 8.15
Access to Records of Trustee.
Section 8.16
Suits for Enforcement.
 
ARTICLE IX
 
TERMINATION
 
Section 9.01
Termination upon Liquidation or Purchase of the Mortgage Loans.
Section 9.02
Final Distribution on the Certificates.
Section 9.03
Additional Termination Requirements.
Section 9.04
Termination of the Supplemental Interest Trust.

 
ARTICLE X
 
MISCELLANEOUS PROVISIONS
 
Section 10.01
Amendment.
Section 10.02
Recordation of Agreement; Counterparts.
Section 10.03
Governing Law.
Section 10.04
Intention of Parties.
Section 10.05
Notices.
Section 10.06
Severability of Provisions.
Section 10.07
Assignment.
Section 10.08
Limitation on Rights of Certificateholders.
Section 10.09
Inspection and Audit Rights.
Section 10.10
Certificates Nonassessable and Fully Paid.
Section 10.11
Official Record.
Section 10.12
Protection of Assets.
Section 10.13
Qualifying Special Purpose Entity.
Section 10.14
Rights of NIM Insurer.
 

 

 
 

SCHEDULES

Schedule I:
Mortgage Loan Schedule
Schedule II:
Representations and Warranties of the Seller/Servicer as of the Closing Date
Schedule III:
Representations and Warranties as to the Mortgage Loans as of the Closing Date or Cut-off Date, as applicable
 
 


EXHIBITS

Exhibit A:
Form of Class A and Subordinated Certificates
Exhibit B:
Form of Class P Certificate
Exhibit C:
Form of Residual Certificate
Exhibit D:
Form of Class C Certificate
Exhibit E:
[Reserved]
Exhibit F:
Form of Reverse of Certificates
Exhibit G-1:
Form of Initial Certification of Trustee
Exhibit G-2:
Form of Delayed Delivery Certification
Exhibit H:
Form of Final Certification of Trustee
Exhibit I:
Form of Transfer Affidavit
Exhibit J:
Form of Transferor Certificate
Exhibit K:
Form of Swap Agreement
Exhibit L:
Form of Rule 144A Letter
Exhibit M:
Form of Request for Release (for Trustee)
Exhibit N:
Form of Request for Release (Mortgage Loan Paid in Full, Repurchased, and Released)
Exhibit O-1:
Form of Certification to be Provided by the Depositor with Form 10-K
Exhibit O-2:
Trustee’s Officer’s Certificate
Exhibit P:
Form of Addition Notice
Exhibit Q:
Form of Subsequent Transfer Instrument
Exhibit R:
Servicing Criteria to be addressed in Assessment of Compliance
Exhibit S:
Reporting Responsibility
 

 



This Pooling and Servicing Agreement, dated as of March 1, 2006, among IndyMac ABS, Inc., a Delaware corporation, as depositor (the “Depositor”), IndyMac Bank, F.S.B. (“IndyMac”), a federal savings bank, as seller (in that capacity, the “Seller”) and as servicer (in that capacity, the “Servicer”), and Deutsche Bank National Trust Company, a national banking association, as trustee (the “Trustee”) and as supplemental interest trust trustee (the “Supplemental Interest Trust Trustee”),
 
Witnesseth That
 
In consideration of the mutual agreements herein contained, the parties agree as follows:
 
Preliminary Statement
 
The Depositor intends to sell pass-through certificates (collectively, the “Certificates”), to be issued hereunder in multiple classes, which in the aggregate will evidence the entire beneficial ownership interest in each REMIC (as defined herein) created hereunder. The Trust Fund will consist of a segregated pool of assets consisting 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 Pre-Funding Accounts, any Subsequent Mortgage Loan Interest, the Excess Reserve Fund Account, the Supplemental Interest Trust and the 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.
 
Class Designation
REMIC I Remittance Rate
                 Initial Uncertificated Balance
Latest Possible Maturity Date(1)
I-LT1
Variable (2)
$
351,895,887.17
April 25, 2036
I-LT1PF
Variable (2)
$
27,587,510.83
April 25, 2036
I-LT2
Variable (2)
$
296,263,296.10
April 25, 2036
I-LT2PF
Variable (2)
$
24,253,205.90
April 25, 2036
I-LTP
Variable (2)
$
100.00
April 25, 2036
________________
 
(1) For purposes of Treasury Regulation Section 1.860G-1(a)(4)(iii), 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 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 evidence the sole class of residual interests in REMIC II for purposes of the REMIC Provisions. 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)
I
Variable (2)
$
13,068,528.31
April 25, 2036
I-1-A
Variable (2)
$
5,421,775.61
April 25, 2036
I-1-B
Variable (2)
$
5,421,775.61
April 25, 2036
I-2-A
Variable (2)
$
5,262,716.45
April 25, 2036
I-2-B
Variable (2)
$
5,262,716.45
April 25, 2036
I-3-A
Variable (2)
$
5,108,431.34
April 25, 2036
I-3-B
Variable (2)
$
5,108,431.34
April 25, 2036
I-4-A
Variable (2)
$
4,958,501.47
April 25, 2036
I-4-B
Variable (2)
$
4,958,501.47
April 25, 2036
I-5-A
Variable (2)
$
4,813,162.01
April 25, 2036
I-5-B
Variable (2)
$
4,813,162.01
April 25, 2036
I-6-A
Variable (2)
$
4,671,914.18
April 25, 2036
I-6-B
Variable (2)
$
4,671,914.18
April 25, 2036
I-7-A
Variable (2)
$
4,534,830.51
April 25, 2036
I-7-B
Variable (2)
$
4,534,830.51
April 25, 2036
I-8-A
Variable (2)
$
4,401,900.15
April 25, 2036
I-8-B
Variable (2)
$
4,401,900.15
April 25, 2036
I-9-A
Variable (2)
$
4,272,709.06
April 25, 2036
I-9-B
Variable (2)
$
4,272,709.06
April 25, 2036
I-10-A
Variable (2)
$
4,147,409.71
April 25, 2036
I-10-B
Variable (2)
$
4,147,409.71
April 25, 2036
I-11-A
Variable (2)
$
4,025,671.40
April 25, 2036
I-11-B
Variable (2)
$
4,025,671.40
April 25, 2036
I-12-A
Variable (2)
$
3,907,643.90
April 25, 2036
I-12-B
Variable (2)
$
3,907,643.90
April 25, 2036
I-13-A
Variable (2)
$
3,792,998.55
April 25, 2036
I-13-B
Variable (2)
$
3,792,998.55
April 25, 2036
I-14-A
Variable (2)
$
3,681,725.86
April 25, 2036
I-14-B
Variable (2)
$
3,681,725.86
April 25, 2036
I-15-A
Variable (2)
$
3,573,655.73
April 25, 2036
I-15-B
Variable (2)
$
3,573,655.73
April 25, 2036
I-16-A
Variable (2)
$
3,468,862.04
April 25, 2036
I-16-B
Variable (2)
$
3,468,862.04
April 25, 2036
I-17-A
Variable (2)
$
3,367,095.41
April 25, 2036
I-17-B
Variable (2)
$
3,367,095.41
April 25, 2036
I-18-A
Variable (2)
$
3,268,267.74
April 25, 2036
I-18-B
Variable (2)
$
3,268,267.74
April 25, 2036
I-19-A
Variable (2)
$
3,172,370.91
April 25, 2036
I-19-B
Variable (2)
$
3,172,370.91
April 25, 2036
I-20-A
Variable (2)
$
3,079,238.88
April 25, 2036
I-20-B
Variable (2)
$
3,079,238.88
April 25, 2036
I-21-A
Variable (2)
$
2,988,944.17
April 25, 2036
I-21-B
Variable (2)
$
2,988,944.17
April 25, 2036
I-22-A
Variable (2)
$
5,430,309.24
April 25, 2036
I-22-B
Variable (2)
$
5,430,309.24
April 25, 2036
I-23-A
Variable (2)
$
32,740,621.86
April 25, 2036
I-23-B
Variable (2)
$
32,740,621.86
April 25, 2036
I-24-A
Variable (2)
$
8,425,685.66
April 25, 2036
I-24-B
Variable (2)
$
8,425,685.66
April 25, 2036
I-25-A
Variable (2)
$
6,859,380.40
April 25, 2036
I-25-B
Variable (2)
$
6,859,380.40
April 25, 2036
I-26-A
Variable (2)
$
4,643,696.20
April 25, 2036
I-26-B
Variable (2)
$
4,643,696.20
April 25, 2036
I-27-A
Variable (2)
$
3,619,039.93
April 25, 2036
I-27-B
Variable (2)
$
3,619,039.93
April 25, 2036
I-28-A
Variable (2)
$
2,933,430.48
April 25, 2036
I-28-B
Variable (2)
$
2,933,430.48
April 25, 2036
I-29-A
Variable (2)
$
2,407,961.04
April 25, 2036
I-29-B
Variable (2)
$
2,407,961.04
April 25, 2036
I-30-A
Variable (2)
$
1,994,833.61
April 25, 2036
I-30-B
Variable (2)
$
1,994,833.61
April 25, 2036
I-31-A
Variable (2)
$
1,667,295.31
April 25, 2036
I-31-B
Variable (2)
$
1,667,295.31
April 25, 2036
I-32-A
Variable (2)
$
1,403,477.70
April 25, 2036
I-32-B
Variable (2)
$
1,403,477.70
April 25, 2036
I-33-A
Variable (2)
$
1,327,806.66
April 25, 2036
I-33-B
Variable (2)
$
1,327,806.66
April 25, 2036
I-34-A
Variable (2)
$
1,256,025.32
April 25, 2036
I-34-B
Variable (2)
$
1,256,025.32
April 25, 2036
I-35-A
Variable (2)
$
1,341,659.16
April 25, 2036
I-35-B
Variable (2)
$
1,341,659.16
April 25, 2036
I-36-A
Variable (2)
$
1,217,610.75
April 25, 2036
I-36-B
Variable (2)
$
1,217,610.75
April 25, 2036
I-37-A
Variable (2)
$
1,115,403.65
April 25, 2036
I-37-B
Variable (2)
$
1,115,403.65
April 25, 2036
I-38-A
Variable (2)
$
980,361.73
April 25, 2036
I-38-B
Variable (2)
$
980,361.73
April 25, 2036
I-39-A
Variable (2)
$
899,045.88
April 25, 2036
I-39-B
Variable (2)
$
899,045.88
April 25, 2036
I-40-A
Variable (2)
$
854,800.13
April 25, 2036
I-40-B
Variable (2)
$
854,800.13
April 25, 2036
I-41-A
Variable (2)
$
812,142.12
April 25, 2036
I-41-B
Variable (2)
$
812,142.12
April 25, 2036
I-42-A
Variable (2)
$
769,822.26
April 25, 2036
I-42-B
Variable (2)
$
769,822.26
April 25, 2036
I-43-A
Variable (2)
$
729,773.19
April 25, 2036
I-43-B
Variable (2)
$
729,773.19
April 25, 2036
I-44-A
Variable (2)
$
691,711.00
April 25, 2036
I-44-B
Variable (2)
$
691,711.00
April 25, 2036
I-45-A
Variable (2)
$
655,632.96
April 25, 2036
I-45-B
Variable (2)
$
655,632.96
April 25, 2036
I-46-A
Variable (2)
$
621,483.51
April 25, 2036
I-46-B
Variable (2)
$
621,483.51
April 25, 2036
I-47-A
Variable (2)
$
589,169.82
April 25, 2036
I-47-B
Variable (2)
$
589,169.82
April 25, 2036
I-48-A
Variable (2)
$
558,441.14
April 25, 2036
I-48-B
Variable (2)
$
558,441.14
April 25, 2036
I-49-A
Variable (2)
$
529,423.53
April 25, 2036
I-49-B
Variable (2)
$
529,423.53
April 25, 2036
I-50-A
Variable (2)
$
501,871.67
April 25, 2036
I-50-B
Variable (2)
$
501,871.67
April 25, 2036
I-51-A
Variable (2)
$
475,755.07
April 25, 2036
I-51-B
Variable (2)
$
475,755.07
April 25, 2036
I-52-A
Variable (2)
$
451,092.71
April 25, 2036
I-52-B
Variable (2)
$
451,092.71
April 25, 2036
I-53-A
Variable (2)
$
427,682.65
April 25, 2036
I-53-B
Variable (2)
$
427,682.65
April 25, 2036
I-54-A
Variable (2)
$
405,482.86
April 25, 2036
I-54-B
Variable (2)
$
405,482.86
April 25, 2036
I-55-A
Variable (2)
$
384,496.75
April 25, 2036
I-55-B
Variable (2)
$
384,496.75
April 25, 2036
I-56-A
Variable (2)
$
364,556.24
April 25, 2036
I-56-B
Variable (2)
$
364,556.24
April 25, 2036
I-57-A
Variable (2)
$
345,723.02
April 25, 2036
I-57-B
Variable (2)
$
345,723.02
April 25, 2036
I-58-A
Variable (2)
$
327,833.76
April 25, 2036
I-58-B
Variable (2)
$
327,833.76
April 25, 2036
I-59-A
Variable (2)
$
6,527,070.76
April 25, 2036
I-59-B
Variable (2)
$
6,527,070.76
April 25, 2036
II
Variable (2)
$
11,037,926.69
April 25, 2036
II-1-A
Variable (2)
$
4,579,299.39
April 25, 2036
II-1-B
Variable (2)
$
4,579,299.39
April 25, 2036
II-2-A
Variable (2)
$
4,444,956.05
April 25, 2036$
II-2-B
Variable (2)
$
4,444,956.05
April 25, 2036
II-3-A
Variable (2)
$
4,314,644.91
April 25, 2036
II-3-B
Variable (2)
$
4,314,644.91
April 25, 2036
II-4-A
Variable (2)
$
4,188,012.28
April 25, 2036
II-4-B
Variable (2)
$
4,188,012.28
April 25, 2036
II-5-A
Variable (2)
$
4,065,256.74
April 25, 2036
II-5-B
Variable (2)
$
4,065,256.74
April 25, 2036
II-6-A
Variable (2)
$
3,945,957.07
April 25, 2036
II-6-B
Variable (2)
$
3,945,957.07
April 25, 2036
II-7-A
Variable (2)
$
3,830,174.49
April 25, 2036
II-7-B
Variable (2)
$
3,830,174.49
April 25, 2036
II-8-A
Variable (2)
$
3,717,899.85
April 25, 2036
II-8-B
Variable (2)
$
3,717,899.85
April 25, 2036
II-9-A
Variable (2)
$
3,608,783.44
April 25, 2036
II-9-B
Variable (2)
$
3,608,783.44
April 25, 2036
I-10-A
Variable (2)
$
3,502,954.04
April 25, 2036
II-10-B
Variable (2)
$
3,502,954.04
April 25, 2036
II-11-A
Variable (2)
$
3,400,132.35
April 25, 2036
II-11-B
Variable (2)
$
3,400,132.35
April 25, 2036
II-12-A
Variable (2)
$
3,300,444.85
April 25, 2036
II-12-B
Variable (2)
$
3,300,444.85
April 25, 2036
II-13-A
Variable (2)
$
3,203,613.95
April 25, 2036
II-13-B
Variable (2)
$
3,203,613.95
April 25, 2036
II-14-A
Variable (2)
$
3,109,631.64
April 25, 2036
II-14-B
Variable (2)
$
3,109,631.64
April 25, 2036
II-15-A
Variable (2)
$
3,018,354.27
April 25, 2036
II-15-B
Variable (2)
$
3,018,354.27
April 25, 2036
II-16-A
Variable (2)
$
2,929,844.21
April 25, 2036
II-16-B
Variable (2)
$
2,929,844.21
April 25, 2036
II-17-A
Variable (2)
$
2,843,890.84
April 25, 2036
II-17-B
Variable (2)
$
2,843,890.84
April 25, 2036
II-18-A
Variable (2)
$
2,760,419.76
April 25, 2036
II-18-B
Variable (2)
$
2,760,419.76
April 25, 2036
II-19-A
Variable (2)
$
2,679,424.09
April 25, 2036
II-19-B
Variable (2)
$
2,679,424.09
April 25, 2036
II-20-A
Variable (2)
$
2,600,763.62
April 25, 2036
II-20-B
Variable (2)
$
2,600,763.62
April 25, 2036
II-21-A
Variable (2)
$
2,524,499.58
April 25, 2036
II-21-B
Variable (2)
$
2,524,499.58
April 25, 2036
II-22-A
Variable (2)
$
4,586,507.01
April 25, 2036
II-22-B
Variable (2)
$
4,586,507.01
April 25, 2036
II-23-A
Variable (2)
$
27,653,138.14
April 25, 2036
II-23-B
Variable (2)
$
27,653,138.14
April 25, 2036
II-24-A
Variable (2)
$
7,116,439.34
April 25, 2036
II-24-B
Variable (2)
$
7,116,439.34
April 25, 2036
II-25-A
Variable (2)
$
5,793,518.35
April 25, 2036
II-25-B
Variable (2)
$
5,793,518.35
April 25, 2036
II-26-A
Variable (2)
$
3,922,123.80
April 25, 2036
II-26-B
Variable (2)
$
3,922,123.80
April 25, 2036
II-27-A
Variable (2)
$
3,056,686.32
April 25, 2036
II-27-B
Variable (2)
$
3,056,686.32
April 25, 2036
II-28-A
Variable (2)
$
2,477,612.02
April 25, 2036
II-28-B
Variable (2)
$
2,477,612.02
April 25, 2036
II-29-A
Variable (2)
$
2,033,793.96
April 25, 2036
II-29-B
Variable (2)
$
2,033,793.96
April 25, 2036
II-30-A
Variable (2)
$
1,684,861.39
April 25, 2036
II-30-B
Variable (2)
$
1,684,861.39
April 25, 2036
II-31-A
Variable (2)
$
1,408,218.44
April 25, 2036
II-31-B
Variable (2)
$
1,408,218.44
April 25, 2036
II-32-A
Variable (2)
$
1,185,394.80
April 25, 2036
II-32-B
Variable (2)
$
1,185,394.80
April 25, 2036
II-33-A
Variable (2)
$
1,121,482.09
April 25, 2036
II-33-B
Variable (2)
$
1,121,482.09
April 25, 2036
II-34-A
Variable (2)
$
1,060,854.68
April 25, 2036
II-34-B
Variable (2)
$
1,060,854.68
April 25, 2036
II-35-A
Variable (2)
$
1,133,182.09
April 25, 2036
II-35-B
Variable (2)
$
1,133,182.09
April 25, 2036
II-36-A
Variable (2)
$
1,028,409.25
April 25, 2036
II-36-B
Variable (2)
$
1,028,409.25
April 25, 2036
II-37-A
Variable (2)
$
942,083.85
April 25, 2036
II-37-B
Variable (2)
$
942,083.85
April 25, 2036
I-38-A
Variable (2)
$
828,025.77
April 25, 2036
II-38-B
Variable (2)
$
828,025.77
April 25, 2036
II-39-A
Variable (2)
$
759,345.37
April 25, 2036
II-39-B
Variable (2)
$
759,345.37
April 25, 2036
II-40-A
Variable (2)
$
721,974.87
April 25, 2036
II-40-B
Variable (2)
$
721,974.87
April 25, 2036
II-41-A
Variable (2)
$
685,945.38
April 25, 2036
II-41-B
Variable (2)
$
685,945.38
April 25, 2036
II-42-A
Variable (2)
$
650,201.49
April 25, 2036
II-42-B
Variable (2)
$
650,201.49
April 25, 2036
II-43-A
Variable (2)
$
616,375.56
April 25, 2036
II-43-B
Variable (2)
$
616,375.56
April 25, 2036
II-44-A
Variable (2)
$
584,227.75
April 25, 2036
II-44-B
Variable (2)
$
584,227.75
April 25, 2036
II-45-A
Variable (2)
$
553,755.79
April 25, 2036
II-45-B
Variable (2)
$
553,755.79
April 25, 2036
II-46-A
Variable (2)
$
524,912.74
April 25, 2036
II-46-B
Variable (2)
$
524,912.74
April 25, 2036
II-47-A
Variable (2)
$
497,620.18
April 25, 2036
II-47-B
Variable (2)
$
497,620.18
April 25, 2036
II-48-A
Variable (2)
$
471,666.36
April 25, 2036
II-48-B
Variable (2)
$
471,666.36
April 25, 2036
II-49-A
Variable (2)
$
447,157.72
April 25, 2036
II-49-B
Variable (2)
$
447,157.72
April 25, 2036
II-50-A
Variable (2)
$
423,887.08
April 25, 2036
II-50-B
Variable (2)
$
423,887.08
April 25, 2036
II-51-A
Variable (2)
$
401,828.68
April 25, 2036
II-51-B
Variable (2)
$
401,828.68
April 25, 2036
I-52-A
Variable (2)
$
380,998.54
April 25, 2036
II-52-B
Variable (2)
$
380,998.54
April 25, 2036
II-53-A
Variable (2)
$
361,226.10
April 25, 2036
II-53-B
Variable (2)
$
361,226.10
April 25, 2036
II-54-A
Variable (2)
$
342,475.89
April 25, 2036
II-54-B
Variable (2)
$
342,475.89
April 25, 2036
II-55-A
Variable (2)
$
324,750.75
April 25, 2036
II-55-B
Variable (2)
$
324,750.75
April 25, 2036
II-56-A
Variable (2)
$
307,908.76
April 25, 2036
II-56-B
Variable (2)
$
307,908.76
April 25, 2036
II-57-A
Variable (2)
$
292,001.98
April 25, 2036
II-57-B
Variable (2)
$
292,001.98
April 25, 2036
II-58-A
Variable (2)
$
276,892.49
April 25, 2036
II-58-B
Variable (2)
$
276,892.49
April 25, 2036
I-59-A
Variable (2)
$
5,512,845.49
April 25, 2036
II-59-B
Variable (2)
$
5,512,845.49
April 25, 2036
P
Variable (2)
$
100.00
April 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.
 
 


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 REMIC III 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 III Regular Interests (as defined herein). None of the REMIC III Regular Interests will be certificated.
 
Designation
REMIC III Remittance Rate
              Initial Uncertificated Balance
Latest Possible Maturity Date(1)
LTAA
Variable (2)
$
342,999,951.00
April 25, 2036
LT1A1
Variable (2)
$
764,660.00
April 25, 2036
LT1A2
Variable (2)
$
764,660.00
April 25, 2036
LT2A1
Variable (2)
$
544,740.00
April 25, 2036
LT2A2
Variable (2)
$
318,800.00
April 25, 2036
LT2A3
Variable (2)
$
321,980.00
April 25, 2036
LT2A4
Variable (2)
$
100,910.00
April 25, 2036
LTM1
Variable (2)
$
133,000.00
April 25, 2036
LTM2
Variable (2)
$
119,000.00
April 25, 2036
LTM3
Variable (2)
$
70,000.00
April 25, 2036
LTM4
Variable (2)
$
63,000.00
April 25, 2036
LTM5
Variable (2)
$
61,250.00
April 25, 2036
LTM6
Variable (2)
$
56,000.00
April 25, 2036
LTM7
Variable (2)
$
49,000.00
April 25, 2036
LTM8
Variable (2)
$
24,500.00
April 25, 2036
LTM9
Variable (2)
$
35,000.00
April 25, 2036
LTZZ
Variable (2)
$
3,573,499.00
April 25, 2036
LTP
Variable (2)
$
100.00
April 25, 2036
LTIO
Variable (2)
 
(3)
April 25, 2036
LT1SUB
Variable (2)
$
7,361.94
April 25, 2036
LT1GRP
Variable (2)
$
35,189.60
April 25, 2036
LT2SUB
Variable (2)
$
6,323.05
April 25, 2036
LT2GRP
Variable (2)
$
29,626.33
April 25, 2036
LTXX
Variable (2)
$
349,921,449.08
April 25, 2036

 
(1) For purposes of Treasury Regulation Section 1.860G-1(a)(4)(iii), 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 III Regular Interest.
 
(2) Calculated in accordance with the definition of REMIC III Remittance Rate herein.
 
(3) REMIC III Regular Interest LTIO will not have a Certificate Balance, but will accrue interest on its Uncertificated Notional Amount, as defined herein.
 
 
 

 

 
REMIC IV
 
As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the REMIC III Regular Interests 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 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. The Class C Interest, the Class P Interest and the Class IO Interest shall represent uncertificated regular interests in REMIC IV.

Each of the Group I Certificates, Group II Certificates and Subordinated Certificates, generally represents ownership of a regular interest in REMIC IV and also represents (i) the right to receive payments with respect to the Net WAC Cap Carry Forward Amount and (ii) the obligation to pay the Class IO Distribution Amount (as defined herein). The entitlement to principal of each REMIC IV Regular Interest ownership of which is represented by a regular interest which corresponds to each Certificate shall be equal in amount and timing to the entitlement to principal of such Certificate.
 

Designation
Pass-Through Rate
               Initial Aggregate Certificate Balance
Latest Possible Maturity Date(1)
Class 1A-1
Variable(2)
$
152,932,000.00
April 25, 2036
Class 1A-2
Variable(2)
$
152,932,000.00
April 25, 2036
Class 2A-1
Variable(2)
$
108,948,000.00
April 25, 2036
Class 2A-2
Variable(2)
$
63,760,000.00
April 25, 2036
Class 2A-3
Variable(2)
$
64,396,000.00
April 25, 2036
Class 2A-4
Variable(2)
$
20,182,000.00
April 25, 2036
Class M-1
Variable(2)
$
26,600,000.00
April 25, 2036
Class M-2
Variable(2)
$
23,800,000.00
April 25, 2036
Class M-3
Variable(2)
$
14,000,000.00
April 25, 2036
Class M-4
Variable(2)
$
12,600,000.00
April 25, 2036
Class M-5
Variable(2)
$
12,250,000.00
April 25, 2036
Class M-6
Variable(2)
$
11,200,000.00
April 25, 2036
Class M-7
Variable(2)
$
9,800,000.00
April 25, 2036
Class M-8
Variable(2)
$
4,900,000.00
April 25, 2036
Class M-9
Variable(2)
$
7,000,000.00
April 25, 2036
Class C Interest
Variable(2)(3)
$
14,699,900.00
April 25, 2036
Class P Interest
(4)
$
$100.00
April 25, 2036
Class IO Interest
(5)
 
(6)
April 25, 2036
________________
 
(1) For purposes of Treasury Regulation Section 1.860G-1(a)(4)(iii), 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 Class of Certificates.
 
(2) Calculated in accordance with the definition of Pass-Through Rate herein.
 
(3) The Class C Interest will accrue interest at its variable Pass-Through Rate on the Notional Amount of the Class C Interest outstanding from time to time, which shall equal the Uncertificated Balances of the REMIC III Regular Interests, other than REMIC III Regular Interest LTP. The Class C Interest will not accrue interest on its Uncertificated Balance.
 
(4) The Class P Interest will not accrue interest.
 
(5)  For federal income tax purposes, the Class IO Interest will not have a Pass-Through Rate, but will be entitled to 100% of the amounts distributed on REMIC III Regular Interest LTIO.
 
(6) For federal income tax purposes, the Class IO Interest will not have an Uncertificated Balance, but will have a notional amount equal to the Uncertificated Notional Amount of REMIC III Regular Interest LTIO.
 
 
 

 
 
REMIC V
 
As provided herein, the Trustee shall make an election to treat the Class C 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 represents 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 Certificate Balance and, for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the latest possible maturity date for the Class C Certificates.
 
Designation
Pass-Through Rate
Initial Certificate Balance
Latest Possible Maturity Date(1)
Class C
(2)
$ 14,699,900.00
April 25, 2036
________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date in the month immediately following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the “latest possible maturity date” for the Class C Certificates.
(2) The Class C Certificates will receive 100% of amounts received in respect of the Class C Interest.
 
 
 

 
 
REMIC VI
 
As provided herein, the Trustee shall make an election to treat the Class P Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will 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 Certificate Balance and, for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the latest possible maturity date for the Class P Certificates.
 
Designation
Pass-Through Rate
Initial Certificate Balance
Latest Possible Maturity Date(1)
Class P
(2)
$ 100.00
April 25, 2036
________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date in the month immediately following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the “latest possible maturity date” for the Class P Certificates.
(2) The Class P Certificates will receive 100% of amounts received in respect of the Class P Interest.
 
 

 
 
REMIC VII
 
As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the SWAP IO Interest as a REMIC for federal income tax purposes, and such segregated pool of assets shall be designated as “REMIC VII.” The Class R-VII Interest represents 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 Certificate Balance and, for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the latest possible maturity date for REMIC VII Regular Interest SWAP IO, which will be uncertificated.
 
Designation
Pass-Through Rate
Initial Certificate Balance
Latest Possible Maturity Date(1)
SWAP IO
(2)
N/A
April 25, 2036
________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date in the month 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 VII Regular Interest SWAP IO.
(2) REMIC VII Regular Interest SWAP IO shall receive 100% of amounts received in respect of the Class IO Interest.
 
 


Set forth below are designations of Classes of Certificates to the categories used herein:
 
Book-Entry Certificates
Class A Certificates and Subordinated Certificates.
 
Group I Certificates
Class 1A-1 and Class 1A-2 Certificates.
 
Group II Certificates
Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates.
 
Subordinated Certificates
Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and, Class M-9 Certificates.
 
ERISA-Restricted Certificates
Class R, Class R-X, Class C and Class P; and the Certificates of any Class that cease to satisfy the rating requirements of the Underwriter’s Exemption.
 
LIBOR Certificates
All Classes of Certificates other than the Private Certificates.
 
Offered Certificates
All Classes of Certificates other than the Private Certificates.
 
Definitive Certificates
Class R, Class R-X, Class P and Class C Certificates.
 
Private Certificates
Class R, Class R-X, Class P and Class C Certificates.
 
Rating Agencies
Moody’s, S&P and Fitch.
 
Regular Certificates
All Classes of Certificates other than the Class R and Class R-X Certificates.
 
Residual Certificates
Class R and Class R-X Certificates.

References to “Class A Certificates” are references to Certificates of either or both Certificate Groups of similar designations, as the context requires.
 
 

 

ARTICLE I
 
Definitions
          
        
                         Section 1.01    Definitions.
 
Whenever used in this Agreement or in the Preliminary Statement, the following words and phrases, unless the context otherwise requires, shall have the meanings specified in this Article. Unless otherwise specified, all calculations in respect of interest on the Class A Certificates and Subordinated Certificates shall be made on the basis of the actual number of days elapsed and a 360-day year and all calculations in respect of interest on the Class C Certificates, Class IO Interest, REMIC I Regular Interests, REMIC II Regular Interests, REMIC III Regular Interests and all other calculations of interest described herein shall be made on the basis of a 360-day year consisting of twelve 30-day months. The Class P Certificates and the Residual Certificates are not entitled to distributions in respect of interest and, accordingly, will not accrue interest.
 
60+ Day Delinquent Loan: As of any day during any calendar month, each Mortgage Loan in foreclosure, all REO Property, each Mortgage Loan for which the Mortgagor has filed for bankruptcy, and each Mortgage Loan with respect to which any portion of a Scheduled Payment is, as of the last day of the Remittance Period before the Remittance Period ending in such calendar month, two months or more past due (without giving effect to any grace period). For instance, in making a determination on the Distribution Date in December (December 25) with respect to a Mortgage Loan whose Scheduled Payment for October is delinquent (and that has no previous Scheduled Payment that is delinquent), that Mortgage Loan would not be a 60+ Day Delinquent Loan because as of the last day of the Remittance Period before the Remittance Period ending in December (which would be the Remittance Period ending in November (on November 1)), the Scheduled Payment for October (due October 1) would only be one month past due.
 
Accrued Certificate Interest Distribution Amount: For any Distribution Date and a Class of Certificates (other than the Class P, Class R, Class R-X and Class C Certificates), the amount of interest accrued during the related Interest Accrual Period at the applicable Pass-Through Rate for such Class on the related Class Certificate Balance immediately before the Distribution Date reduced by any Net Prepayment Interest Shortfalls and Relief Act Interest Shortfalls for such Distribution Date allocated to such Class pursuant to Section 4.04.
 
Addition Notice: With respect to the transfer of Subsequent Mortgage Loans to the Trust Fund pursuant to Section 2.07, a notice of the Depositor’s designation of the Subsequent Mortgage Loans to be sold to the Trust Fund and the aggregate principal balance of such Subsequent Mortgage Loans as of the related Subsequent Cut-off Date. The Addition Notice shall be given no later than three (3) Business Days prior to the related Subsequent Transfer Date and shall be substantially in the form attached hereto as Exhibit P.
 
Adjusted Mortgage Rate: As to each Mortgage Loan and at any time, the per annum rate equal to (x) the Mortgage Rate less (y) the Servicing Fee Rate.
 
Adjusted Net Mortgage Rate: As to each Mortgage Loan and at any time, the per annum rate equal to (x) the Mortgage Rate less (y) the Expense Fee Rate.
 
Adjustment Date: As to any adjustable-rate Mortgage Loan, the first Due Date on which the related Mortgage Rate adjusts as provided in the related Mortgage Note and each Due Date thereafter on which the Mortgage Rate adjusts as provided in the related Mortgage Note.
 
Advance: The payment required to be made by the Servicer for any Distribution Date pursuant to Section 4.01, the amount of that payment being equal to the aggregate of payments of principal and interest (net of the Servicing Fee and any net proceeds in the case of any REO Properties) on the Mortgage Loans that were due during the related Remittance Period and not received as of the close of business on the related Determination Date, plus an amount equivalent to interest on each REO Property less the aggregate amount of any delinquent payments that the Servicer has determined would constitute a Nonrecoverable Advance if advanced.
 
Affected Party: As defined in the Swap Agreement.
 
Affiliate: With respect to any Person, any other Person controlling, controlled or under common control with such Person. For purposes of this definition, “control” means the power to direct the management and policies of a Person, directly or indirectly, whether through ownership of voting securities, by contract, or otherwise and “controlling” and “controlled” shall have meanings correlative to the foregoing. Affiliates also include any entities consolidated within the requirements of generally accepted accounting principles.
 
Agreement: This Pooling and Servicing Agreement and all amendments and supplements hereto.
 
Amount Held for Future Distribution: For any Distribution Date, the aggregate amount held in the Certificate Account at the close of business on the related Determination Date on account of (i) Principal Prepayments received after the end of the related Prepayment Period and Liquidation Proceeds and Subsequent Recoveries on the Mortgage Loans, in each case, received after the end of the preceding calendar month and (ii) all Scheduled Payments on the Mortgage Loans due after the end of the related Remittance Period.
 
Applied Realized Loss Amount: For any Distribution Date and a Class of Subordinated Certificates, the excess of the aggregate Class Certificate Balance of the Class A and Subordinated Certificates over the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the preceding Remittance Period allocated to such Class pursuant to Section 4.04.
 
Appraised Value: With respect to any Mortgaged Property, the value thereof as determined by an independent appraisal made at the time of the origination of the related Mortgage Loan or the sale price, if the appraisal is not available; except that, with respect to any Mortgage Loan that is a purchase money mortgage loan, the lesser of (i) the value thereof as determined by an independent appraisal made at the time of the origination of such Mortgage Loan, if any, and (ii) the sales price of the related Mortgaged Property.
 
Available Funds: For any Distribution Date,
 
are the sum of:
 
(i)  all scheduled installments of interest (net of the related Expense Fees) and principal due on the Due Date on the Mortgage Loans in the related Remittance Period and received by the related Determination Date, together with any related Advances;
 
(ii)  all Insurance Proceeds, including those received with respect to the Pool Policy but excluding Insurance Proceeds included in Liquidation Proceeds, Liquidation Proceeds and Subsequent Recoveries received during the preceding calendar month (in each case, net of unreimbursed expenses incurred in connection with a liquidation or foreclosure and net of the related Excess Proceeds);
 
(iii)  all partial or full Principal Prepayments on the Mortgage Loans received during the related Prepayment Period together with all Compensating Interest on those Mortgage Loans and interest paid by the Mortgagors (other than Prepayment Interest Excess);
 
(iv)  amounts received by the Trustee for such Distribution Date as the Substitution Adjustment Amount or the Purchase Price of a Deleted Mortgage Loan or a Mortgage Loan repurchased by the Seller or the Servicer as of the Distribution Date including proceeds received with respect to the termination of the Trust Fund pursuant to Section 9.01; and
 
(v)  with respect to the Distribution Date immediately following the end of the Funding Period, any amounts remaining in the Pre-Funding Accounts after giving effect to any purchase of Subsequent Mortgage Loans;
 
minus
 
(vi) amounts in reimbursement for Advances previously made and other expenses reimbursable to the Servicer with respect to the Mortgage Loans pursuant to this Agreement (other than amounts included in clause (vii) below);
 
(vii) amounts reimbursable or payable to the Servicer, Depositor, NIMS Insurer or the Seller for such Distribution Date pursuant to Section 6.03.
 
(viii) any Net Swap Payment or Swap Termination Payment owed to the Swap Provider (to the extent not paid by the Supplemental Interest Trust Trustee from any upfront payment received pursuant to any replacement interest rate swap agreement that may be entered into by the Supplemental Interest Trust Trustee and other than Swap Termination Payments resulting from a Swap Provider Trigger Event).
 
Bankruptcy Code: The United States Bankruptcy Reform Act of 1978, as amended.
 
Book-Entry Certificates: As specified in the Preliminary Statement.
 
Business Day: Any day other than (i) a Saturday or a Sunday, or (ii) a day on which banking institutions in the City of New York, New York, the State of California or 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.
 
Certificate: Any one of the Certificates issued by the Trust Fund and executed by the Trustee, in substantially the forms attached as exhibits.
 
Certificate Account: The separate Eligible Account or Accounts created and maintained by the Servicer pursuant to Section 3.06(d) with a depository institution in the name of the Servicer for the benefit of the Trustee on behalf of Certificateholders and designated “IndyMac Bank, F.S.B., in trust for the registered holders of Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B.”
 
Certificate Balance: For any Certificate (other than a Class R, Class R-X or a Class C Certificate) at any date, the maximum dollar amount of principal to which the Holder of the Certificate is then entitled, such amount being equal to the Certificate’s Denomination plus any increases in the Certificate Balance of such Certificate pursuant to Section 4.04 due to the receipt of Subsequent Recoveries minus all distributions of principal previously made with respect thereto and, in the case of any Subordinated Certificate, reduced by any Applied Realized Loss Amounts applicable to any such Subordinated Certificates. With respect to the Class C Certificates as of any date of determination, an amount equal to the excess, if any, of (A) the then aggregate Uncertificated Balance of the REMIC III Regular Interests over (B) the then aggregate Certificate Balance of the Class A Certificates, Subordinated Certificates and Class P Certificates then outstanding. The Class R and Class R-X Certificates have no Certificate Balance.
 
Certificate Group: Any of the Group I Certificates or the Group II Certificates, as applicable.
 
Certificate Owner: With respect to a Book-Entry Certificate, the Person who is the beneficial owner of the Book-Entry Certificate. For purposes of this Agreement, in order for a Certificate Owner to enforce any of its rights under this Agreement, it shall first have to provide evidence of its beneficial ownership interest in a Certificate that is reasonably satisfactory to the Trustee, the Supplemental Interest Trust Trustee, the Depositor and/or the Servicer, as applicable.
 
Certificate Register: The register maintained pursuant to Section 5.02.
 
Certificateholder or Holder: The person in whose name a Certificate is registered in the Certificate Register, except that, solely for the purpose of giving any consent pursuant to this Agreement, any Certificate registered in the name of the Seller, the Depositor or its Affiliate shall not be eligible to vote or be considered Outstanding and the Percentage Interest evidenced thereby shall not be taken into account in determining whether the requisite amount of Percentage Interests necessary to effect a consent has been obtained unless the Seller, the Depositor or its Affiliates own 100% of the Percentage Interests evidenced by a Class of Certificates, in which case the Certificates shall be Outstanding for purposes of any provision of this Agreement requiring the consent of the Holders of Certificates of a particular Class as a condition to the taking of any action. The Trustee, the Supplemental Interest Trust Trustee and the NIM Insurer are entitled to rely conclusively on a certification of the Depositor or any Affiliate of the Depositor in determining which Certificates are registered in the name of an Affiliate of the Depositor.
 
Class: All Certificates bearing the same class designation, as specified in the Preliminary Statement.
 
Class A Certificates: As specified in the Preliminary Statement.  
 
Class A Principal Distribution Amount: For any Distribution Date, the sum of the Group I Senior Principal Distribution Amount and the Group II Senior Principal Distribution Amount for that Distribution Date.
 
Class Certificate Balance: For any Class as of any date of determination, the aggregate of the Certificate Balances of all Certificates of such Class as of that date.
 
Class C Certificates: Any one of the Class C Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, representing the right to distributions as set forth herein and therein and evidencing a regular interest in REMIC V.
 
Class C Interest: An uncertificated interest in the Trust Fund held by the Trustee on behalf of the Holders of the Class C Certificates, evidencing (i) a REMIC Regular Interest in REMIC IV and (ii) beneficial ownership of the Excess Reserve Fund Account.
 
Class C Distributable Amount: On any Distribution Date, the amount that has accrued on the Class C Certificates but that has not been distributed on the Class C Certificates on prior Distribution Dates.
 
Class IO Distribution Amount: As defined in Section 4.05 hereof. For purposes of clarity, the Class IO Distribution Amount for any Distribution Date shall equal the amount payable to the Supplemental Interest Trust on such Distribution Date in excess of the amount payable on the Class IO Interest on such Distribution Date, all as further provided in Section 4.05 hereof.
 
Class IO Interest: An uncertificated interest in the Trust Fund held by the Trustee, evidencing a REMIC Regular Interest in REMIC IV for purposes of the REMIC Provisions.
 
Class M Certificate: Any of the Subordinated Certificates.
 
Class M-1 Principal Distribution Amount: For any Distribution Date, the excess of
 
(i)
the sum of
 
(A) the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date) and
 
(B) the Class Certificate Balance of the Class M-1 Certificates immediately before such Distribution Date over
 
(ii)
the lesser of
 
(A) 68.50% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) and
 
(B) an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) minus 0.50% of the sum of (a) the aggregate Cut-off Date Principal Balance of the Closing Date Mortgage Loans and (b) the Original Pre-Funded Amounts;
 
provided, that if on any Distribution Date, the Class M-1 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-1 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.
 
Class M-2 Principal Distribution Amount: For any Distribution Date, the excess of
 
(i)
the sum of
 
(A) the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),
 
(B) the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date) and
 
(C) the Class Certificate Balance of the Class M-2 Certificates immediately before such Distribution Date over
 
(ii)
the lesser of
 
(A) 75.30% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) and
 
(B) an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) minus 0.50% of the sum of (a) the aggregate Cut-off Date Principal Balance of the Closing Date Mortgage Loans and (b) the Original Pre-Funded Amounts;
 
provided, that if on any Distribution Date, the Class M-2 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-2 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.
 
Class M-3 Principal Distribution Amount: For any Distribution Date, the excess of
 
(i)
the sum of
 
(A) the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),
 
(B) the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),
 
(C) the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date) and
 
(D) the Class Certificate Balance of the Class M-3 Certificates immediately before such Distribution Date over
 
(ii)
the lesser of
 
(A) 79.30% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) and
 
(B) an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) minus 0.50% of the sum of (a) the aggregate Cut-off Date Principal Balance of the Closing Date Mortgage Loans and (b) the Original Pre-Funded Amounts;
 
provided, that if on any Distribution Date, the Class M-3 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-3 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.
 
Class M-4 Principal Distribution Amount: For any Distribution Date, the excess of
 
(i)
the sum of
 
(A) the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),
 
(B) the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),
 
(C) the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),
 
(D) the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date) and
 
(E) the Class Certificate Balance of the Class M-4 Certificates immediately before such Distribution Date over
 
(ii)
the lesser of
 
(A) 82.90% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) and
 
(B) an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) minus 0.50% of the sum of (a) the aggregate Cut-off Date Principal Balance of the Closing Date Mortgage Loans and (b) the Original Pre-Funded Amounts;
 
provided, that if on any Distribution Date, the Class M-4 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-4 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.
 
Class M-5 Principal Distribution Amount: For any Distribution Date, the excess of
 
(i)
the sum of
 
(A) the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),
 
(B) the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),
 
(C) the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),
 
(D) the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date),
 
(E) the Class Certificate Balance of the Class M-4 Certificates (after taking into account distribution of the Class M-4 Principal Distribution Amount on such Distribution Date) and
 
(F) the Class Certificate Balance of the Class M-5 Certificates immediately before such Distribution Date over
 
(ii)
the lesser of
 
(A) 86.40% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) and
 
(B) an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) minus 0.50% of the sum of (a) the aggregate Cut-off Date Principal Balance of the Closing Date Mortgage Loans and (b) the Original Pre-Funded Amounts;
 
provided, that if on any Distribution Date, the Class M-5 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-5 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.
 
Class M-6 Principal Distribution Amount: For any Distribution Date, the excess of
 
(i)
the sum of
 
(A) the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),
 
(B) the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),
 
(C) the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),
 
(D) the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date),
 
(E) the Class Certificate Balance of the Class M-4 Certificates (after taking into account distribution of the Class M-4 Principal Distribution Amount on such Distribution Date),
 
(F) the Class Certificate Balance of the Class M-5 Certificates (after taking into account distribution of the Class M-5 Principal Distribution Amount on such Distribution Date) and
 
(G) the Class Certificate Balance of the Class M-6 Certificates immediately before such Distribution Date over
 
(ii)
the lesser of
 
(A) 89.60% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) and
 
(B) an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) minus 0.50% of the sum of (a) the aggregate Cut-off Date Principal Balance of the Closing Date Mortgage Loans and (b) the Original Pre-Funded Amounts;
 
provided, that if on any Distribution Date, the Class M-6 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-6 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.
 
Class M-7 Principal Distribution Amount: For any Distribution Date, the excess of
 
(i)
the sum of
 
(A) the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),
 
(B) the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),
 
(C) the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),
 
(D) the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date),
 
(E) the Class Certificate Balance of the Class M-4 Certificates (after taking into account distribution of the Class M-4 Principal Distribution Amount on such Distribution Date),
 
(F) the Class Certificate Balance of the Class M-5 Certificates (after taking into account distribution of the Class M-5 Principal Distribution Amount on such Distribution Date),
 
(G) the Class Certificate Balance of the Class M-6 Certificates (after taking into account distribution of the Class M-6 Principal Distribution Amount on such Distribution Date) and
 
(H) the Class Certificate Balance of the Class M-7 Certificates immediately before such Distribution Date over
 
(ii)
the lesser of
 
(A) 92.40% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) and
 
(B) an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) minus 0.50% of the sum of (a) the aggregate Cut-off Date Principal Balance of the Closing Date Mortgage Loans and (b) the Original Pre-Funded Amounts;
 
provided, that if on any Distribution Date, the Class M-7 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-7 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.
 
Class M-8 Principal Distribution Amount: For any Distribution Date, the excess of
 
(i)
the sum of
 
(A) the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),
 
(B) the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),
 
(C) the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),
 
(D) the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date),
 
(E) the Class Certificate Balance of the Class M-4 Certificates (after taking into account distribution of the Class M-4 Principal Distribution Amount on such Distribution Date),
 
(F) the Class Certificate Balance of the Class M-5 Certificates (after taking into account distribution of the Class M-5 Principal Distribution Amount on such Distribution Date),
 
(G) the Class Certificate Balance of the Class M-6 Certificates (after taking into account distribution of the Class M-6 Principal Distribution Amount on such Distribution Date),
 
(H) the Class Certificate Balance of the Class M-7 Certificates (after taking into account distribution of the Class M-7 Principal Distribution Amount on such Distribution Date) and
 
(I) the Class Certificate Balance of the Class M-8 Certificates immediately before such Distribution Date over
 
(ii)
the lesser of
 
(A) 93.80% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) and
 
(B) an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) minus 0.50% of the sum of (a) the aggregate Cut-off Date Principal Balance of the Closing Date Mortgage Loans and (b) the Original Pre-Funded Amounts;
 
provided, that if on any Distribution Date, the Class M-8 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-8 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.
 
Class M-9 Principal Distribution Amount: For any Distribution Date, the excess of
 
(i)
the sum of
 
(A) the aggregate Class Certificate Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount on such Distribution Date),
 
(B) the Class Certificate Balance of the Class M-1 Certificates (after taking into account distribution of the Class M-1 Principal Distribution Amount on such Distribution Date),
 
(C) the Class Certificate Balance of the Class M-2 Certificates (after taking into account distribution of the Class M-2 Principal Distribution Amount on such Distribution Date),
 
(D) the Class Certificate Balance of the Class M-3 Certificates (after taking into account distribution of the Class M-3 Principal Distribution Amount on such Distribution Date),
 
(E) the Class Certificate Balance of the Class M-4 Certificates (after taking into account distribution of the Class M-4 Principal Distribution Amount on such Distribution Date),
 
(F) the Class Certificate Balance of the Class M-5 Certificates (after taking into account distribution of the Class M-5 Principal Distribution Amount on such Distribution Date),
 
(G) the Class Certificate Balance of the Class M-6 Certificates (after taking into account distribution of the Class M-6 Principal Distribution Amount on such Distribution Date),
 
(H) the Class Certificate Balance of the Class M-7 Certificates (after taking into account distribution of the Class M-7 Principal Distribution Amount on such Distribution Date),
 
(I) the Class Certificate Balance of the Class M-8 Certificates (after taking into account distribution of the Class M-8 Principal Distribution Amount on such Distribution Date) and
 
(J) the Class Certificate Balance of the Class M-9 Certificates immediately before such Distribution Date over
 
(ii)
the lesser of
 
(A) 95.80% of the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) and
 
(B) an amount, not less than zero, equal to the aggregate Stated Principal Balance of all of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period relating to such Distribution Date) minus 0.50% of the sum of (a) the aggregate Cut-off Date Principal Balance of the Closing Date Mortgage Loans and (b) the Original Pre-Funded Amounts;
 
provided, that if on any Distribution Date, the Class M-9 Certificates are the only Class of Subordinated Certificates outstanding, the Class M-9 Principal Distribution Amount shall equal the lesser of the Class Certificate Balance of such Class immediately prior to such Distribution Date and the Principal Distribution Amount for such Distribution Date.
 
Class P Certificate: Any one of the Class P Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, representing the right to distributions as set forth herein and therein and evidencing a regular interest in REMIC VI.
 
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 IV for purposes of the REMIC Provisions.
 
Class R Certificate: A certificate representing the beneficial ownership of the Class R-I Interest, Class R-II Interest, Class R-III Interest and Class R-IV 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.
 
Class R-X Certificate: The Class R-X Certificate executed by the Trustee, and authenticated and delivered by the Certificate Registrar, evidencing the ownership of the Class R-V Interest, the Class R-VI Interest and the Class R-VII Interest. 
 
Closing Date: March 14, 2006.
 
Closing Date Mortgage Loan: Each Mortgage Loan sold and assigned by the Seller to the Trust Fund on the Closing Date.
 
Code: The United States Internal Revenue Code of 1986, including any successor or amendatory provisions.
 
Collateral Value: For any Mortgage Loan, the Collateral Value of the related Mortgaged Property shall be, other than for Refinance Loans, the lesser of (i) the appraised value determined in an appraisal obtained by the originator at origination of the Mortgage Loan and (ii) the sales price for the related Mortgaged Property. In the case of a Refinance Loan, the Collateral Value of the related Mortgaged Property is its appraised value determined in an appraisal obtained at the time of refinancing.
 
Collection Account: The separate Eligible Account or Accounts created and maintained by the Servicer pursuant to Section 3.06(c) with a depository institution in the name of the Servicer for the benefit of the Trustee on behalf of the Certificateholders and designated “IndyMac Bank, F.S.B., in trust for the registered holders of Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B.”
 
Commission. The United States Securities and Exchange Commission.
 
Compensating Interest: For any Distribution Date and Loan Group, the lesser of (i) any Prepayment Interest Shortfalls with respect to such Distribution Date and the Mortgage Loans included in such Loan Group and (ii) 0.125% multiplied by one-twelfth multiplied by the aggregate Stated Principal Balance of the Mortgage Loans included in such Loan Group, as of the related Remittance Period.
 
Corporate Trust Office: The designated office of the Trustee and the Supplemental Interest Trust Trustee in the State of California at which at any particular time its corporate trust business with respect to this Agreement is administered, which office at the date of the execution of this Agreement is located at 1761 East St. Andrew Place, Santa Ana, California 92705, Attn: Corporate Trust Administration IN06S2 (IndyMac ABS, Inc., Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B), facsimile no. (714) 247-6285 and which is the address to which notices to and correspondence with the Trustee or the Supplemental Interest Trust Trustee should be directed.
 
Corresponding Certificate: With respect to each REMIC III Regular Interest, as follows:
 
REMIC III Regular Interest
Class
   
REMIC III Regular Interest LT1A1
1A-1
REMIC III Regular Interest LT1A2
1A-2
REMIC III Regular Interest LT2A1
2A-1
REMIC III Regular Interest LT2A2
2A-2
REMIC III Regular Interest LT2A3
2A-3
REMIC III Regular Interest LT2A4
2A-4
REMIC III Regular Interest LTM1
M-1
REMIC III Regular Interest LTM2
M-2
REMIC III Regular Interest LTM3
M-3
REMIC III Regular Interest LTM4
M-4
REMIC III Regular Interest LTM5
M-5
REMIC III Regular Interest LTM6
M-6
REMIC III Regular Interest LTM7
M-7
REMIC III Regular Interest LTM8
M-8
REMIC III Regular Interest LTM9
M-9
REMIC III Regular Interest LTP]
P

 
Credit Enhancement Percentage: For any Distribution Date and any Class of Class A or Subordinated Certificates, the percentage obtained by dividing (x) the sum of (i) the aggregate Class Certificate Balances of all Classes of Certificates subordinated to such Class and (ii) the Overcollateralization Amount (in each case taking into account the distributions of the Principal Distribution Amount for such Distribution Date) by (y) the sum of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Remittance Period and any amounts on deposit in the Pre-Funding Accounts as of the close of business on such Distribution Date.
 
Cumulative Net Loss Trigger Event: With respect to any Distribution Date on or after the Stepdown Date, if the percentage obtained by dividing (x) the aggregate amount of Realized Losses incurred from the Cut-off Date through the last day of the related Remittance Period (reduced by the aggregate amount of Subsequent Recoveries received through the last day of that Remittance Period) by (y) the aggregate Cut-off Date Principal Balance of the Closing Date Mortgage Loans plus the Original Pre-Funded Amounts exceeds (a) 1.45% for the first month, plus an additional 1/12th of 1.85% for each month thereafter, from April 2008 through March 2009; (b) 3.30% for the first month, plus an additional 1/12th of 1.85% for each month thereafter, from April 2009 through March 2010; (c) 5.15% for the first month, plus an additional 1/12th of 1.50% for each month thereafter, from April 2010 through March 2011; (d) 6.65% for the first month, plus an additional 1/12th of .80% for each month thereafter, from April 2011 to March 2012; and (e) 7.45%, from April 2012 and each month thereafter.
 
Cut-off Date: As to any Closing Date Mortgage Loans, March 1, 2006. As to any Subsequent Mortgage Loans, the related Subsequent Cut-off Date.
 
Cut-off Date Principal Balance: As to any Mortgage Loan, its Stated Principal Balance as of the close of business on the related Cut-off Date without giving effect to Principal Prepayments received after such Cut-off Date.
 
Debt Service Reduction: For any Mortgage Loan, a reduction by a court of competent jurisdiction, in a proceeding under the Bankruptcy Code, in the Scheduled Payment for the Mortgage Loan that became final and non-appealable, but not including a reduction (i) resulting from a Deficient Valuation or (ii) that results in a permanent forgiveness of principal.
 
Defaulting Party: As defined in the Swap Agreement.
 
Deficient Valuation: For any Mortgage Loan, a valuation by a court of competent jurisdiction of the related Mortgaged Property in an amount less than the then outstanding indebtedness under such Mortgage Loan, or any reduction in the amount of principal to be paid in connection with any Scheduled Payment, that results in a permanent forgiveness of principal, which valuation or reduction results from an order of the court that is final and non-appealable in a proceeding under the Bankruptcy Code.
 
Definitive Certificates: As specified in the Preliminary Statement..
 
Delayed Delivery Certification: A certification substantially in the form of Exhibit G-2.
 
Delayed Delivery Mortgage Loans: The Closing Date Mortgage Loans identified on the Mortgage Loan Schedule, for which neither a related Mortgage File nor the Mortgage Note (or lost note affidavit for a lost Mortgage Note) has been delivered to the Trustee by the Closing Date. The Depositor shall deliver the Mortgage Files to the Trustee:
 
(A) for at least 70% of the Closing Date Mortgage Loans in each Loan Group, not later than the Closing Date; and
 
(B) for the remaining 30% of the Closing Date Mortgage Loans in each Loan Group, not later than five (5) Business Days following the Closing Date.
 
To the extent that the Seller is in possession of any Mortgage File for any Delayed Delivery Mortgage Loan, until delivery of the Mortgage File to the Trustee as provided in Section 2.01, the Seller shall hold the files as Servicer, as agent and in trust for the Trustee.
 
          Delayed Delivery Subsequent Mortgage Loans: The Subsequent Mortgage Loans indentified on the Mortgage Loan Schedule, for which neither a related Mortgage File nor the Mortgage Note (or lost note affidavit for a lost Mortgage Note) has been delivered to the Trustee by the Subsequent Transfer Date.
        
Deleted Mortgage Loan: As defined in Section 2.03(c).
 
Denomination: For each Certificate, the amount appearing on the face of the Certificate as the “Initial Certificate Balance of this Certificate” or the Percentage Interest appearing on the face of the Certificate.
 
Depositor: IndyMac ABS, Inc., a Delaware corporation, or its successor in interest.
 
Depository: The initial Depository shall be The Depository Trust Company, the nominee of which is Cede & Co., as the registered Holder of the Book-Entry Certificates. The Depository shall at all times be a “clearing corporation” as defined in Section 8-102(a)(5) of the Uniform Commercial Code of the State of New York.
 
Depository Participant: A broker, dealer, bank, or other financial institution or other Person for whom from time to time a Depository effects book-entry transfers and pledges of securities deposited with the Depository.
 
Determination Date: As to any Distribution Date, the 18th day of each month or, if that day is not a Business Day, the next Business Day, except that if the next Business Day is less than two (2) Business Days before the related Distribution Date, then the Determination Date shall be the Business Day preceding the 18th day of the month.
 
Distribution Account: The separate Eligible Account created and maintained by the Trustee pursuant to Section 3.06(f) in the name of the Trustee for the benefit of the Certificateholders and designated “Deutsche Bank National Trust Company in trust for registered holders of IndyMac Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B.” Funds in the Distribution Account shall be held in trust for the Certificateholders for the uses and purposes set forth in this Agreement.
 
Distribution Account Deposit Date: As to any Distribution Date, 12:30 p.m. (Pacific time) on the Business Day preceding the Distribution Date.
 
Distribution Date: The 25th day of each calendar month after the initial issuance of the Certificates, or if that day is not a Business Day, the next Business Day, commencing in April 2006.
 
Due Date: For any Mortgage Loan and Distribution Date, the first day of the month in which the Distribution Date occurs.
 
Eligible Account: Any of
 
(i) an account maintained with a federal or state chartered depository institution or trust company, the short-term unsecured debt obligations of which (or, in the case of a depository institution or trust company that is the principal subsidiary of a holding company, the debt obligations of the holding company, but only if Moody’s is not a Rating Agency) have the highest short-term ratings of each Rating Agency at the time any amounts are held on deposit therein, or
 
(ii) [reserved], or
 
(iii) a trust account or accounts maintained with the trust department of a federal or state chartered depository institution or trust company, acting in its fiduciary capacity, or
 
(iv) any other account acceptable to each Rating Agency without reduction or withdrawal of their then current ratings of the Certificates or any NIM Insurer-guaranteed NIM Notes, as evidenced by a letter from each Rating Agency to the Trustee and the NIM Insurer.
 
Eligible Accounts may bear interest, and may include, if otherwise qualified under this definition, accounts maintained with the Trustee.
 
ERISA: The Employee Retirement Income Security Act of 1974, as amended.
 
ERISA-Qualifying Underwriting: A best efforts or firm commitment underwriting or private placement that meets the requirements of an Underwriter’s Exemption.
 
ERISA-Restricted Certificate: As specified in the Preliminary Statement.
 
Escrow Account: The Eligible Account or Accounts established and maintained pursuant to Section 3.07(a).
 
Event of Default: As defined in Section 7.01.
 
Excess Overcollateralization Amount: For any Distribution Date, the excess, if any, of (a) the Overcollateralization Amount on such Distribution Date over (b) the Overcollateralization Target Amount for such Distribution Date.
 
Excess Proceeds: For any Liquidated Mortgage Loan, the excess of
 
(a) all Liquidation Proceeds from the Mortgage Loan received in the calendar month in which the Mortgage Loan became a Liquidated Mortgage Loan, net of any amounts previously reimbursed to the Servicer as Nonrecoverable Advances with respect to the Mortgage Loan pursuant to Section 3.09(a)(ii), over
 
(b) the sum of (i) the unpaid principal balance of the Liquidated Mortgage Loan as of the Due Date in the month in which the Mortgage Loan became a Liquidated Mortgage Loan plus (ii) accrued interest at the Mortgage Rate from the Due Date for which interest was last paid or advanced (and not reimbursed) to Certificateholders up to the Due Date applicable to the Distribution Date following the calendar month during which the liquidation occurred.
 
Excess Reserve Fund Account: The separate Eligible Account created and maintained by the Trustee pursuant to Section 3.06(d) in the name of the Trustee for the benefit of the Certificateholders and designated “Deutsche Bank National Trust Company in trust for registered holders of IndyMac Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B.” Funds in the Excess Reserve Fund Account shall be held in trust for the Certificateholders for the uses and purposes set forth in this Agreement. The Excess Reserve Fund Account will not be an asset of any REMIC.
 
Exchange Act: The Securities Exchange Act of 1934, as amended.
 
Expense Adjusted Net Mortgage Rate: For any Distribution Date and a Mortgage Loan, the per annum rate equal to the Mortgage Rate of that Mortgage Loan as of the first day of the month preceding the month in which that Distribution Date occurs minus the Expense Fee Rate.
 
Expense Adjusted Net Maximum Mortgage Rate: For any Distribution Date and a Mortgage Loan, the per annum rate equal to the Maximum Mortgage Rate of that Mortgage Loan as of the first day of the month preceding the month in which that Distribution Date occurs minus the Expense Fee Rate.
 
Expense Fees: As to each Mortgage Loan, the sum of the Servicing Fee and Trustee Fee for such Mortgage Loan.
 
Expense Fee Rate: The sum of the Servicing Fee Rate and the Trustee Fee Rate.
 
Extra Principal Distribution Amount: As of any Distribution Date, the sum of (i) the lesser of (x) the Total Monthly Excess Spread for such Distribution Date and (y) the Overcollateralization Deficiency for such Distribution Date and (ii) the amount received from the Supplemental Interest Trust pursuant to Section 4.05(c)(3).
 
FDIC: The Federal Deposit Insurance Corporation, or any successor thereto.
 
FHLMC: The Federal Home Loan Mortgage Corporation, a corporate instrumentality of the United States created and existing under Title III of the Emergency Home Finance Act of 1970, as amended, or any successor thereto.
 
Fitch: Fitch, Inc., or any successor thereto. If Fitch is designated as a Rating Agency in the Preliminary Statement, for purposes of Section 10.05(b) the address for notices to Fitch shall be Fitch, Inc., One State Street Plaza, New York, New York 10004, Attention: MBS Monitoring - IndyMac INABS 2006-B, or any other address Fitch furnishes to the Depositor and the Servicer.
 
FNMA: The Federal National Mortgage Association, a federally chartered and privately owned corporation organized and existing under the Federal National Mortgage Association Charter Act, or any successor thereto.
 
Funding Period: The period beginning on the Closing Date and ending on the earlier to occur of (i) the date upon which the amounts on deposit in the Pre-Funding Accounts have been reduced to zero or (ii) March 31, 2006.
 
Group I Allocation Percentage: For any Distribution Date, the percentage equivalent of a fraction, the numerator of which is aggregate Stated Principal Balance of the Group I Mortgage Loans on such Distribution Date plus any amounts on deposit in the Group I Pre-Funding Account as of the close of business on such Distribution Date and the denominator of which is the sum of the aggregate Stated Principal Balance of the Group I Mortgage Loans and the Group II Mortgage Loans on such Distribution Date plus any amounts on deposit in the Pre-Funding Accounts at of the close of business on such Distribution Date.
 
Group I Certificates: As specified in the Preliminary Statement.
 
Group I Interest Remittance Amount: For any Distribution Date, the portion of clauses (i) through (iv) of Available Funds with respect to Loan Group I that is attributable to interest minus the sum of the amounts included in clause (vi) (to the extent related to interest on the Group I Mortgage Loans) of Available Funds and (y) the Group I Allocation Percentage of the sum of the amounts included in clauses (vii) and (viii) of Available Funds.
 
Group I Maximum Cap: For a Class of Group I Certificates and any Distribution Date, the per annum rate (subject to adjustment based on the actual number of days elapsed in the related Interest Accrual Period) equal to (i) the sum of (x) the weighted average of the Expense Adjusted Net Maximum Mortgage Rates of the Group I Mortgage Loans and (y) the Group I Allocation Percentage of any Net Swap Payment made by the Swap Provider, if any, multiplied by 12 over (ii) the aggregate Stated Principal Balance of the Mortgage Loans.
 
Group I Mortgage Loan: Each Mortgage Loan identified in the Mortgage Loan Schedule as a “Group I Mortgage Loan”, each such Mortgage Loan having an original principal that conforms to Freddie Mac requirements.
 
Group I Net WAC Cap: For any Distribution Date and a Class of Group I Certificates, the per annum rate (subject to adjustment based on the actual number of days elapsed in the related Interest Accrual Period) equal to  (x) the weighted average of the Expense Adjusted Net Mortgage Rates of the Group I Mortgage Loans for such Distribution Date (weighted based on the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the first day of the related Remittance Period, adjusted to reflect unscheduled principal payments made thereafter that were included in the Principal Distribution Amount on the immediately preceding Distribution Date, and the amount in the Group I Pre-Funding Account) minus (y) a fraction, expressed as a percentage, (i) the numerator of which is equal to the product of twelve multiplied by the Group I Allocation Percentage of any Net Swap Payment or Group I Allocation Percentage of any Swap Termination Payment (to the extent not paid by the Supplemental Interest Trust Trustee from any upfront payment received pursuant to any replacement interest rate swap agreement that may be entered into by the Supplemental Interest Trust Trustee and only if such Swap Termination Payment was not due to an event of default or certain termination events with respect to the Swap Provider) made to the Swap Provider, if any, and (ii) the denominator of which is equal to the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the first day of the related Remittance Period, adjusted to reflect unscheduled principal payments made thereafter that were included in the Principal Distribution Amount on the immediately preceding Distribution Date, plus any amounts on deposit in the Group I Pre-Funding Account.

For federal income tax purposes, the equivalent of the foregoing shall be expressed as 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 of the REMIC III Remittance Rate on REMIC III Regular Interest LT1GRP, weighted on the basis of the Uncertificated Balance of such REMIC III Regular Interest.

 
Group I Pre-Funding Account: The account established and maintained pursuant to Section 3.22.
 
Group I Principal Distribution Amount: For any Distribution Date, the product of:
 
(x) the Principal Distribution Amount for such Distribution Date and
 
(y) a fraction, the numerator of which is the Principal Remittance Amount for Loan Group I for that Distribution Date and the denominator of which is the Principal Remittance Amount for both Loan Groups for such Distribution Date;
 
plus, in the case of the Distribution Date immediately following the end of the Funding Period, any amounts remaining in the Group I Pre-Funding Account and not used by the Trustee to purchase Subsequent Mortgage Loans to be included in Loan Group I.
 
Group I Senior Principal Distribution Amount: For any Distribution Date, any amount equal to the excess of
 
(A) the aggregate Class Certificate Balance of the Group I Certificates as of the day immediately preceding such Distribution Date over
 
(B) the lesser of (x) the product of (i) 60.90% and (ii) the aggregate Stated Principal Balances of all the Mortgage Loans in Loan Group I as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period related to that Distribution Date) and (y) an amount, not less than zero, equal to the aggregate Stated Principal Balance of all the Mortgage Loans in Loan Group I as of the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period related to that Distribution Date) plus any amounts on deposit in the Group I Pre-Funding Account as of the close of business minus 0.50% of the sum of (a) the aggregate Cut-off Date Principal Balance of the Group I Closing Date Mortgage Loans and (b) the Group I Original Pre-Funded Amount.
 
Group II Allocation Percentage: For any Distribution Date, the percentage equivalent of a fraction, the numerator of which is the aggregate Stated Principal Balance of the Group II Mortgage Loans on such Distribution Date plus any amounts on deposit in the Group II Pre-Funding Account as of the close of business on such Distribution Date and the denominator of which is the sum of the aggregate Stated Principal Balance of the Group I Mortgage Loans on such Distribution Date and the Group II Mortgage Loans plus any amounts on deposit in the Pre-Funding Accounts as of the close of business on such Distribution Date.
 
Group II Certificates: As specified in the Preliminary Statement.
 
Group II Interest Remittance Amount: For any Distribution Date, the portion of clauses (i) through (iv) of Available Funds with respect to Loan Group II that is attributable to interest minus the sum of the amounts included in clause (vi) (to the extent related to interest on the Group II Mortgage Loans) of Available Funds and (y) the Group II Allocation Percentage of the sum of the amounts included in clauses (vii) and (viii) of Available Funds.
 
Group II Maximum Cap: For a Class of Group II Certificates and any Distribution Date, the per annum rate (subject to adjustment based on the actual number of days elapsed in the related Interest Accrual Period) equal to (i) the sum of (x) the weighted average of the Expense Adjusted Net Maximum Mortgage Rates of the Group II Mortgage Loans and (y) the Group II Allocation Percentage of any Net Swap Payment made by the Swap Provider, if any, multiplied by 12 over (ii) the aggregate Stated Principal Balance of the Mortgage Loans on such Distribution Date.
 
Group II Mortgage Loan: Each Mortgage Loan identified on the Mortgage Loan Schedule as being a “Group II Mortgage Loan”..
 
Group II Net WAC Cap: For any Distribution Date and a Class of Group II Certificates, the per annum rate (subject to adjustment based on the actual number of days elapsed in the related Interest Accrual Period) equal to (x) the weighted average of the Expense Adjusted Net Mortgage Rates of the Group II Mortgage Loans for such Distribution Date (weighted based on the aggregate Stated Principal Balance of the Group II Mortgage Loans as of the first day of the related Remittance Period, adjusted to reflect unscheduled principal payments made thereafter that were included in the Principal Distribution Amount on the immediately preceding Distribution Date, and the amount in the Group II Pre-Funding Account) minus (y) a fraction, expressed as a percentage, (i) the numerator of which is equal to the product of twelve multiplied by the Group II Allocation Percentage of any Net Swap Payment or Group II Allocation Percentage of any Swap Termination Payment (to the extent not paid by the Supplemental Interest Trust Trustee from any upfront payment received pursuant to any replacement interest rate swap agreement that may be entered into by the Supplemental Interest Trust Trustee and only if such Swap Termination Payment was not due to an event of default or certain termination events with respect to the Swap Provider) made to the Swap Provider, if any, and (ii) the denominator of which is equal to the aggregate Stated Principal Balance of the Group II Mortgage Loans as of the first day of the related Remittance Period, adjusted to reflect unscheduled principal payments made thereafter that were included in the Principal Distribution Amount on the immediately preceding Distribution Date, plus any amounts on deposit in the Group II Pre-Funding Account.

For federal income tax purposes, the equivalent of the foregoing shall be expressed as 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 of the REMIC III Remittance Rate on REMIC III Regular Interest LT2GRP, weighted on the basis of the Uncertificated Balance of such REMIC III Regular Interest.
 
Group II Pre-Funding Account: The account established and maintained pursuant to Section 3.22.
 
Group II Principal Distribution Amount: For any Distribution Date, the product of:
 
(x) the Principal Distribution Amount for such Distribution Date and
 
(y) a fraction, the numerator of which is the Principal Remittance Amount for Loan Group II for that Distribution Date and the denominator of which is the Principal Remittance Amount for both Loan Groups for such Distribution Date;
 
plus, in the case of the Distribution Date immediately following the end of the Funding Period, any amounts remaining in the Group II Pre-Funding Account and not used by the Trustee to purchase Subsequent Mortgage Loans to be included in Loan Group II.
 
Group II Senior Principal Distribution Amount: For any Distribution Date, any amount equal to the excess of
 
(A) the aggregate Class Certificate Balance of the Group II Certificates as of the day immediately preceding such Distribution Date over
 
(B) the lesser of (x) the product of (i) 60.90% and (ii) the aggregate Stated Principal Balances of all the Mortgage Loans in Loan Group II as of the last day of the related Remittance Period (after giving effect to principal prepayments received in the Prepayment Period related to that Distribution Date) and (y) an amount, not less than zero, equal to the aggregate Stated Principal Balance of all the Mortgage Loans in Loan Group II as of the last day of the related Remittance Period (after giving effect to principal prepayments received in the Prepayment Period related to that distribution date) plus any amounts on deposit in the Group II Pre-Funding Account as of the close of business on such Distribution Date minus 0.50% of the sum of (a) the aggregate Cut-off Date Principal Balance of the Group II Closing Date Mortgage Loans and (b) the Group II Original Pre-Funded Amount.
 
Highest Priority: For any date of determination, the Class of Subordinated Certificates then outstanding with a Certificate Principal Balance greater than zero, with the highest priority for payments pursuant to Section 4.01.
 
Indenture: The indenture, or document of similar import, if any, pursuant to which any NIM Notes are issued.
 
Index: As to each adjustable-rate Mortgage Loan, the index from time to time in effect for the adjustment of the Mortgage Rate set forth as such on the related Mortgage Note.
 
Indirect Participant: A broker, dealer, bank, or other financial institution or other Person that clears through or maintains a custodial relationship with a Depository Participant.
 
Initial Group I Mortgage Loans: The Closing Date Mortgage Loans in Loan Group I.
 
Initial Group II Mortgage Loans: The Closing Date Mortgage Loans in Loan Group II.
 
Insurance Policy: For any Mortgage Loan included in the Trust Fund, any insurance policy, including all its riders and endorsements in effect, including any replacement policy or policies for any Insurance Policies.
 
Insurance Proceeds: Proceeds paid by an insurer pursuant to any Insurance Policy, in each case other than any amount included in such Insurance Proceeds in respect of Insured Expenses or released to the Mortgagor.
 
Insured Expenses: Expenses covered by an Insurance Policy, including the Pool Policy, or any other insurance policy with respect to the Mortgage Loans.
 
Interest Accrual Period: With respect to the Class A Certificates and the Subordinated Certificates and each Distribution Date, the period commencing on the preceding Distribution Date (or in the case of the first such Interest Accrual Period, commencing on the Closing Date) and ending on the day preceding such Distribution Date. With respect to the Class C Certificates and REMIC VII Regular Interest SWAP IO and each Distribution Date, the calendar month prior to the month of such Distribution Date.
 
Lender PMI Loan: Any Mortgage Loan with respect to which the related lender rather than the related borrower acquired primary mortgage guaranty insurance and charged the related borrower an interest premium.
 
LIBOR: For any Interest Accrual Period for the LIBOR Certificates, the rate determined by the Trustee on the related LIBOR Determination Date on the basis of the offered rate for one-month U.S. dollar deposits that appears on Telerate Page 3750 as of 11:00 a.m. (London time) on that date. If the rate does not appear on Telerate Page 3750, the rate for that date will be determined on the basis of the rates at which one-month U.S. dollar deposits are offered by the Reference Banks at approximately 11:00 a.m. (London time) on that date to prime banks in the London interbank market. In that case, the Trustee will request the principal London office of each of the Reference Banks to provide a quotation of its rate. If at least two quotations are so provided, the rate for that date will be the arithmetic mean of the quotations (rounded upwards if necessary to the nearest whole multiple of 1/16%). If fewer than two quotations are provided as requested, the rate for that date will be the arithmetic mean of the rates quoted by major banks in New York City, selected by the Servicer, at approximately 11:00 a.m. (New York City time) on that date for one-month U.S. dollar loans to leading European banks.
 
LIBOR Certificates: As specified in the Preliminary Statement.
 
LIBOR Determination Date: For any Interest Accrual Period for the LIBOR Certificates, the second London Business Day preceding the commencement of the Interest Accrual Period.
 
Liquidated Mortgage Loan: For any Distribution Date, a defaulted Mortgage Loan (including any REO Property) that was liquidated in the calendar month preceding the month of the Distribution Date and as to which the Servicer has certified (in accordance with this Agreement) that it has received all amounts it expects to receive in connection with the liquidation of the Mortgage Loan, including the final disposition of an REO Property.
 
Liquidation Proceeds: Amounts, including Insurance Proceeds regardless of when received, received in connection with the partial or complete liquidation of defaulted Mortgage Loans, whether through trustee’s sale, foreclosure sale, or otherwise or amounts received in connection with any condemnation or partial release of a Mortgaged Property, and any other proceeds received in connection with an REO Property, less the sum of related unreimbursed Servicing Fees, Servicing Advances and Advances.
 
Loan Group: Any of Loan Group I or Loan Group II, as applicable.
 
Loan Group I: The pool of Mortgage Loans identified on the Mortgage Loan Schedule as Group I Mortgage Loans.
 
Loan Group II: The pool of Mortgage Loans identified on the Mortgage Loan Schedule as Group II Mortgage Loans.
 
Loan-to-Value Ratio: For any Mortgage Loan and as of any date of determination, the fraction whose numerator is the principal balance of the related Mortgage Loan at that date of determination and whose denominator is the Collateral Value of the related Mortgaged Property.
 
London Business Day: Any day on which dealings in deposits of United States dollars are transacted in the London interbank market.
 
Lost Mortgage Note: Any Mortgage Note the original of which was permanently lost or destroyed and has not been replaced.
 
Majority in Interest: As to any Class of Regular Certificates, the Holders of Certificates of such Class evidencing, in the aggregate, at least 51% of the Percentage Interests evidenced by all Certificates of such Class.
 
Margin: As to each adjustable-rate Mortgage Loan, the percentage amount on the related Mortgage Note added to the Index in calculating its Mortgage Rate.
 
Marker Rate: With respect to the Class C Interest and any Distribution Date, a per annum rate equal to two (2) times the weighted average of the REMIC III Remittance Rates for each REMIC III Regular Interest (other than REMIC III Regular Interest LTAA, LT1SUB, LT1GRP, LT2SUB, LT2GRP, LTXX, LTIO and LTP) subject to a cap (for each such REMIC III Regular Interest other than REMIC III Regular Interest LTZZ) equal to the REMIC III Remittance Rate for the REMIC III Regular Interest the ownership of which is represented by the Corresponding Certificate for the purpose of this calculation; with the rate on REMIC III Regular Interest LTZZ subject to a cap of zero for the purpose of this calculation; provided, however, that solely for this purpose, calculations of the REMIC III Remittance Rate and the related caps with respect to each such REMIC III Regular Interest, other than REMIC III Regular Interest LTZZ, shall be multiplied by a fraction, the numerator of which is the actual number of days in the Interest Accrual Period and the denominator of which is 30.
 
Maximum LTZZ Uncertificated Interest Deferral Amount: With respect to any Distribution Date, the excess of (i) accrued interest at the REMIC III Remittance Rate applicable to REMIC III Regular Interest LTZZ for such Distribution Date on a balance equal to the Uncertificated Balance of REMIC III Regular Interest LTZZ minus the REMIC III Overcollateralization Amount, in each case for such Distribution Date, over (ii) Uncertificated Interest on REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1, REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8 and REMIC III Regular Interest LTM9 for such Distribution Date, with the rate on each such REMIC III Regular Interest subject to a cap equal to the lesser of (i) LIBOR plus the related Pass-Through Margin and (ii) the related Net WAC Cap; provided, however, that solely for this purpose, calculations of the REMIC III Remittance Rate and the related caps with respect to REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1 REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8 and REMIC III Regular Interest LTM9 shall be multiplied by a fraction, the numerator of which is the actual number of days in the Interest Accrual Period and the denominator of which is 30.
 
Maximum Cap: Any of the Group I Maximum Cap, the Group II Maximum Cap or the Subordinated Maximum Cap, as the context requires. 
 
Maximum Mortgage Rate: As to each adjustable-rate Mortgage Loan, the percentage set forth in the related Mortgage Note as the lifetime maximum mortgage rate to which such Mortgage Rate may be adjusted. As to each fixed-rate Mortgage Loan, the related Mortgage Rate.
 
MERS: Mortgage Electronic Registration Systems, Inc., a corporation organized and existing under the laws of the State of Delaware, or any successor thereto.
 
MERS Mortgage Loan: Any Mortgage Loan registered with MERS on the MERS® System.
 
MERS® System: The system of recording transfers of mortgages electronically that is maintained by MERS.
 
MIN: The mortgage identification number for any MERS Mortgage Loan.
 
MOM Loan: Any Mortgage Loan as to which MERS is acting as mortgagee, solely as nominee for the originator of such Mortgage Loan and its successors and assigns.
 
Monthly Statement: The statement prepared by the Trustee pursuant to Section 4.03.
 
Moody’s: Moody’s Investors Service, Inc., or its successors in interest. If Moody’s is designated as a Rating Agency in the Preliminary Statement, for purposes of Section 10.05(b) the address for notices to Moody’s shall be Moody’s Investors Service, Inc., 99 Church Street, New York, New York 10007, Attention: Residential Loan Monitoring Group, or any other address that Moody’s furnishes to the Depositor and the Servicer.
 
Mortgage: The mortgage, deed of trust, or other instrument creating a first lien on an estate in fee simple or leasehold interest in real 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 delivered to the Trustee to be added to the Mortgage File pursuant to this Agreement.
 
Mortgage Loans: Such of the Closing Date Mortgage Loans and Subsequent Mortgage Loans transferred and assigned to the Trustee pursuant to this Agreement and each Subsequent Transfer Agreement, as from time to time are held as a part of the Trust Fund (including any REO Property), the Mortgage Loans so held being identified on the Mortgage Loan Schedule, notwithstanding foreclosure or other acquisition of title of the related Mortgaged Property.
 
Mortgage Loan Schedule: As of any date, the list of Mortgage Loans in Schedule I (as supplemented by each schedule of Subsequent Mortgage Loans) included in the Trust Fund on such date. The Mortgage Loan Schedule shall be prepared by the Seller and shall contain the following information with respect to each Mortgage Loan by Loan Group and in the aggregate:
 
 
(i)
the loan number;
 
(ii)
the Mortgagor’s name and the street address of the Mortgaged
Property, including the zip code;
 
(iii)
the maturity date;
 
(iv)
the original principal balance;
 
(v)
the Cut-off Date Principal Balance or Subsequent Cut-off Date Principal Balance, as applicable;
 
(vi)
the first payment date of the Mortgage Loan;
 
(vii)
the Scheduled Payment in effect as of the applicable Cut-off Date;
 
(viii)
the Loan-to-Value Ratio at origination;
 
(ix)
a code indicating whether the residential dwelling at the time of origination was represented to be owner-occupied;
 
(x)
a code indicating whether the residential dwelling is either (a) a detached single family dwelling, (b) a townhouse, (c) a dwelling in a PUD, (d) a condominium unit or (e) a two- to four-unit residential property;
 
(xi)
the Mortgage Rate in effect immediately following: (a) the applicable date of origination and (b) the applicable Cut-off Date;
 
(xii)
the purpose for the Mortgage Loan;
 
(xiii)
the type of documentation program pursuant to which the Mortgage Loan was originated;
 
(xiv)
with respect to the adjustable-rate Mortgage Loans:
   
(a) the Maximum Mortgage Rate;
   
(b) the Periodic Rate Cap;
   
(c) the Adjustment Date;
   
(d) the Margin; and
   
(e) the Index;
 
(xv)
a code indicating whether the Mortgage Loan is a Performance Loan;
 
(xvi)
a code indicating whether the Mortgage Loan is a borrower-paid mortgage insurance loan;
 
(xvii)
a code indicating if such Mortgage Loan is a Group I Mortgage Loan or Group II Mortgage Loan;
 
(xviii)
a code indicating whether the Mortgage Loan is a Lender PMI Loan;
 
(xix)
the coverage amount of any mortgage insurance;
 
(xx)
with respect to the Lender PMI Loans, the related interest premium;
 
(xxi)
a code indicating whether the Mortgage Loan is a Delayed Delivery Mortgage Loan;
 
(xxii)
a code indicating whether the Mortgage Loan is a MERS Mortgage Loan; and
 
(xxiii)
A code indicating the term, if any, of a Prepayment Charge.

The schedule shall also state the total of the amounts described under (v) above for all of the Mortgage Loans in each Loan Group and in the aggregate.
 
Mortgage Note: The original executed note or other evidence of the indebtedness of a Mortgagor under a Mortgage Loan.
 
Mortgage Rate: The annual rate of interest borne by a Mortgage Note from time to time minus any interest premium if the applicable Mortgage Note relates to a Lender PMI Loan, if any.
 
Mortgaged Property: The underlying property securing a Mortgage Loan.
 
Mortgagor: The obligors on a Mortgage Note.
 
Net Prepayment Interest Shortfall: For any Distribution Date and a Loan Group, the excess of the Prepayment Interest Shortfalls for such Distribution Date and such Loan Group over the sum of (i) the Compensating Interest for such Loan Group and such Distribution Date and (ii) the excess of the Compensating Interest for the other Loan Group over the Prepayment Interest Shortfalls for such other Loan Group.
 
Net Swap Payment: With respect to each Distribution Date, the net payment required to be made pursuant to the terms of the Swap Agreement by either the Swap Provider or the Supplemental Interest Trust, which net payment shall not take into account any Swap Termination Payment.
 
Net WAC Cap: Any of the Group I Net WAC Cap, the Group II Net WAC Cap or the Subordinated Net WAC Cap, as the context requires.
 
Net WAC Cap Carry Forward Amount: For any Class of Certificates and any Distribution Date, an amount equal to the aggregate amount of Net WAC Shortfall for such Class on such Distribution Date (to the extent not covered by payments from the Excess Reserve Fund Account or the Supplemental Interest Trust), plus any unpaid Net WAC Cap Carry Forward Amount for such Class from prior Distribution Dates (and interest accrued thereon at the then applicable Pass-Through Rate on that Class of Certificates, without giving effect to the applicable Net WAC Cap).
 
Net WAC Shortfall: For any Class of Certificates and any Distribution Date on which the Pass-Through Rate for such Class is the related Net WAC Cap, an amount equal to excess of (x) the amount of interest such Class of Certificates would have accrued for such Distribution Date had such Pass-Through Rate not been limited by the related Net WAC Cap over (y) the amount of interest such Class of Certificates accrued for such Distribution Date at the related Net WAC Cap.
 
NIM Insurer: Any insurer guarantying at the request of the Seller certain payments under the NIM Notes.
 
NIM Notes: Net interest margin securities, if any, which are secured by the cash flow on the Class C and/or Class P Certificates.
 
Nonrecoverable Advance: Any portion of an Advance previously made or proposed to be made by the Servicer, that, in the good faith judgment of the Servicer, will not be ultimately recoverable by the Servicer from the related Mortgagor or related Liquidation Proceeds or otherwise from collections related to the Mortgage Loan.
 
Notice of Final Distribution: The notice to be provided pursuant to Section 9.02, to the effect that final distribution on any of the Certificates shall be made only on its presentation and surrender.
 
Notional Amount: With respect to the Class C Interest and any Distribution Date, the aggregate Uncertificated Balance of the REMIC III Regular Interests (other than REMIC III Regular Interest LTP) immediately prior to Distribution Date.
 
Offered Certificates: As specified in the Preliminary Statement.
 
Officer’s Certificate: A certificate (i) signed by the Chairman of the Board, the Vice Chairman of the Board, the President, a Managing Director, a Vice President (however denominated), an Assistant Vice President, the Treasurer, the Secretary, or one of the Assistant Treasurers or Assistant Secretaries of the Depositor or the Servicer, or (ii) if provided for in this Agreement, signed by a Servicing Officer, as the case may be, and delivered to the Depositor and the Trustee as required by this Agreement.
 
Opinion of Counsel: For the interpretation or application of the REMIC Provisions, counsel must (i) in fact be independent of the Depositor and the Servicer, (ii) not have any direct financial interest in the Depositor or the Servicer or in any affiliate of either, and (iii) not be connected with the Depositor or the Servicer as an officer, employee, promoter, underwriter, trustee, partner, director, or person performing similar functions. Otherwise, Opinion of Counsel is a written opinion of counsel, who may be counsel for the Depositor or the Servicer, including in-house counsel, reasonably acceptable to the Trustee.
 
Optional Termination: The termination of the Trust Fund created hereunder in connection with the purchase of the Mortgage Loans pursuant to Section 9.01(a).
 
Optional Termination Date: The Distribution Date following the last day of the related Remittance Period on which the aggregate Stated Principal Balance of the Mortgage Loans and any REO Property declines to less than 10% of the sum of (i) the aggregate Stated Principal Balance of the Closing Date Mortgage Loans as of the Cut-off Date and (ii) the sum of aggregate Stated Principal Balances of the Subsequent Mortgage Loans as of the related Subsequent Cut-off Dates.
 
Original Group I Pre-Funded Amount: The amount deposited by the Depositor in the Group I Pre-Funding Account on the Closing Date, which amount is $27,587,510.83.
 
Original Group II Pre-Funded Amount. The amount deposited by the Depositor in the Group II Pre-Funding Account on the Closing Date, which amount is $24,253,205.90.
 
Original Pre-Funded Amounts: The Original Group I Pre-Funded Amount and the Original Group II Pre-Funded Amount, as applicable.
 
OTS: The Office of Thrift Supervision.
 
Outstanding: For the Certificates as of any date of determination, all Certificates theretofore executed and authenticated under this Agreement except:
 
(i) Certificates theretofore canceled by the Trustee or delivered to the Trustee for cancellation; and
 
(ii) Certificates in exchange for which or in lieu of which other Certificates have been executed and delivered by the Trustee pursuant to this Agreement.
 
Outstanding Mortgage Loan: As of any Due Date, a Mortgage Loan with a Stated Principal Balance greater than zero that was not the subject of a Principal Prepayment in Full before the Due Date or during the Prepayment Period related to that Due Date and that did not become a Liquidated Mortgage Loan before the Due Date.
 
Overcollateralization Amount: For any Distribution Date, the excess of
 
(a) the aggregate Stated Principal Balance of the Mortgage Loans as of the Distribution Date, plus any amounts on deposit in the Pre-Funding Accounts as of the close of business on such Distribution Date (exclusive of any investment income therein) over
 
(b) the aggregate Class Certificate Balance of the Class A, Subordinated and Class P Certificates on such Distribution Date (assuming 100% of the Principal Remittance Amount is distributed to those Certificates on such Distribution Date).
 
Overcollateralization Deficiency: For any Distribution Date, the excess of (a) the Overcollateralization Target Amount applicable to such Distribution Date over (b) the Overcollateralization Amount for that Distribution Date.
 
Overcollateralization Target Amount: With respect to any Distribution Date: (i) prior to the Stepdown Date, an amount equal to 2.10% of the sum of the Cut-off Date Principal Balance of the Closing Date Mortgage Loans plus the Original Pre-Funded Amounts (ii) on or after the Stepdown Date and provided that a Trigger Event is not in effect, an amount equal to the greater of (x) 4.20% of the then current aggregate outstanding Stated Principal Balance of the Mortgage Loans as of the last day of the related Remittance Period (after giving effect to Scheduled Payments of principal due during the related Remittance Period to the extent received or advanced and Principal Prepayments received during the Prepayment Period related to such Distribution Date) and (y) 0.50% of the sum of (1) the aggregate Cut-off Date Principal Balance of the Closing Date Mortgage Loans plus (2) the Original Pre-Funded Amounts or (iii) 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 Class Certificate Balance of the Class A and Subordinate Certificates to zero the Overcollateralization Target Amount shall be zero.
 
Ownership Interest: As to any Residual Certificate, any ownership interest in the Certificate, including any interest in the Certificate as its Holder and any other interest therein, whether direct or indirect, legal or beneficial.
 
Pass-Through Margin: For each Class of Class A and Subordinate Certificates for the Interest Accrual Period for each Distribution Date on or before the Optional Termination Date, the respective amount set forth below:
 

 

 
Class
Pass-Through Margin
Class
Pass-Through Margin
1A-1
0.180%
M-3
0.400%
1A-2
0.180%
M-4
0.500%
2A-1
0.060%
M-5
0.530%
2A-2
0.120%
M-6
0.630%
2A-3
0.190%
M-7
1.250%
2A-4
0.280%
M-8
1.400%
M-1
0.360%
M-9
2.450%
M-2
0.370%
   

 
For the Interest Accrual Period for each Distribution Date after the Optional Termination Date, the Pass-Through Margin for each of the Class 1A-1, Class 1A-2, Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates shall be 2 times its initial margin and the Pass-Through Margin for each Class of Subordinated Certificates shall be 1.5 times its initial margin.
 
Pass-Through Rate: With respect to any Class of Class A Certificates or Subordinated Certificates and any Distribution Date, the least of (x) LIBOR plus the related Pass-Through Margin for such Distribution Date, (y) the related Net WAC Cap for such Distribution Date and (z) the related Maximum Cap for such Distribution Date.
 
With respect to the Class C Interest and any Distribution Date, a rate per annum equal to the percentage equivalent of a fraction, the numerator of which is the sum of the amounts calculated pursuant to clauses (A) through (R) below, and the denominator of which is the aggregate Uncertificated Balance of REMIC III Regular Interest LTAA, REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1, REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8, REMIC III Regular Interest LTM9 and REMIC III Regular Interest LTZZ. For purposes of calculating the Pass-Through Rate for the Class C Interest, the numerator is equal to the sum of the following components:
 
(A) the REMIC III Remittance Rate for REMIC III Regular Interest LTAA minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LTAA;
 
(B) the REMIC III Remittance Rate for REMIC III Regular Interest LT1A1 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LT1A1;
 
(C) the REMIC III Remittance Rate for REMIC III Regular Interest LT1A2 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LT1A2;
 
(D) the REMIC III Remittance Rate for REMIC III Regular Interest LT2A1 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LT2A1;
 
(E) the REMIC III Remittance Rate for REMIC III Regular Interest LT2A2 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LT2A2;
 
(F) the REMIC III Remittance Rate for REMIC III Regular Interest LT2A3 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LT2A3;
 
(G) the REMIC III Remittance Rate for REMIC III Regular Interest LT2A4 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LT2A4;
 
(H) the REMIC III Remittance Rate for REMIC III Regular Interest LTM1 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LTM1;
 
(I) the REMIC III Remittance Rate for REMIC III Regular Interest LTM2 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LTM2;
 
(J) the REMIC III Remittance Rate for REMIC III Regular Interest LTM3 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LTM3;
 
(K) the REMIC III Remittance Rate for REMIC III Regular Interest LTM4 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LTM4;
 
(L) the REMIC III Remittance Rate for REMIC III Regular Interest LTM5 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LTM5;
 
(M) the REMIC III Remittance Rate for REMIC III Regular Interest LTM6 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LTM6;
 
(N) the REMIC III Remittance Rate for REMIC III Regular Interest LTM7 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LTM7;
 
(O) the REMIC III Remittance Rate for REMIC III Regular Interest LTM8 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LTM8;
 
(P) the REMIC III Remittance Rate for REMIC III Regular Interest LTM9 minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LTM9;
 
(Q) the REMIC III Remittance Rate for REMIC III Regular Interest LTZZ minus the Marker Rate, applied to an amount equal to the Uncertificated Balance of REMIC III Regular Interest LTZZ; and
 
(R) 100% of the interest on REMIC III Regular Interest LTP.
 
The Class P Certificates, Class R Certificates and Class R-X Certificates will not accrue interest and therefore will not have a Pass-Through Rate.
 
With respect to the Class C Certificates, 100% of the interest distributable to the Class C Interest, expressed as a per annum rate.
 
The Class 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 III Regular Interest LTIO for such Distribution Date.
 
REMIC VII Regular Interest 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 the Class IO Interest for such Distribution Date.
 
Percentage Interest: As to any Certificate, the percentage interest evidenced thereby in distributions required to be made on the related Class, such percentage interest being stated on its face or equal to the percentage obtained by dividing the Denomination of the Certificate by the aggregate of the Denominations of all Certificates of the same Class.
 
Performance Loan: Adjustable-rate Mortgage Loans that provide borrowers the potential of margin reduction for good payment history. If, at the time of evaluation, the related borrower has made scheduled payments in full since the origination of the loan with a maximum of one late payment (which, however, cannot be in the month of evaluation), the Mortgage Loan is eligible for a reduction (ranging from 0.50% to 1.00%) in the margin used to calculate the Mortgage Rate.
 
Periodic Rate Cap: As to any adjustable-rate Mortgage Loan and any Adjustment Date, the maximum percentage increase or decrease to the related Mortgage Rate on the Adjustment Date, as specified in the related Mortgage Note.
 
Permitted Investments: At any time, any of the following:
 
(i) obligations of the United States or any agency thereof backed by the full faith and credit of the United States;
 
(ii) general obligations of or obligations guaranteed by any state of the United States or the District of Columbia receiving the highest long-term debt rating of each Rating Agency, or any lower rating that will not result in the downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies, as evidenced by a signed writing delivered by each Rating Agency;
 
(iii) commercial or finance company paper that is then receiving the highest commercial or finance company paper rating of each Rating Agency, or any lower rating that will not result in the downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies, as evidenced by a signed writing delivered by each Rating Agency;
 
(iv) certificates of deposit, demand or time deposits, or bankers’ acceptances issued by any depository institution or trust company incorporated under the laws of the United States or of any state thereof and subject to supervision and examination by federal or state banking authorities; provided, that the commercial paper or long-term unsecured debt obligations of the depository institution or trust company (or in the case of the principal depository institution in a holding company system, the commercial paper or long-term unsecured debt obligations of the holding company, but only if Moody’s is not a Rating Agency) are then rated one of the two highest long-term and the highest short-term ratings of each Rating Agency for the securities, or any lower rating that will not result in the downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies, as evidenced by a signed writing delivered by each Rating Agency;
 
(v) demand or time deposits or certificates of deposit issued by any bank or trust company or savings institution to the extent that the deposits are fully insured by the FDIC;
 
(vi) guaranteed reinvestment agreements issued by any bank, insurance company, or other corporation acceptable to the Rating Agencies at the time of the issuance of the agreements, as evidenced by a signed writing delivered by each Rating Agency;
 
(vii) repurchase obligations with respect to any security described in clauses (i) and (ii) above, in either case entered into with a depository institution or trust company (acting as principal) described in clause (iv) above; provided, that such repurchase obligation would be accounted for as a financing arrangement under generally accepted accounting principles;
 
(viii) securities (other than stripped bonds, stripped coupons, or instruments sold at a purchase price in excess of 115% of their face amount) bearing interest or sold at a discount, issued by any corporation incorporated under the laws of the United States or any state thereof, that, at the time of the investment, have one of the two highest ratings of each Rating Agency (except that if the Rating Agency is Moody’s, the rating shall be the highest commercial paper rating of Moody’s for the securities), or any lower rating that will not result in the downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies, as evidenced by a signed writing delivered by each Rating Agency;
 
(ix) units of a taxable money-market portfolio having the highest rating assigned by each Rating Agency and restricted to obligations issued or guaranteed by the United States of America or entities whose obligations are backed by the full faith and credit of the United States of America and repurchase agreements collateralized by such obligations; and
 
(x) any other investments bearing interest or sold at a discount acceptable to the Rating Agencies that will not result in the downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies, as evidenced by a signed writing delivered by each Rating Agency.
 
No Permitted Investment may (i) evidence the right to receive interest only payments with respect to the obligations underlying the instrument, (ii) be sold or disposed of before its maturity or (iii) be any obligation of the Seller or any of its Affiliates. Any Permitted Investment shall be relatively risk free and no options or voting rights shall be exercised with respect to any Permitted Investment. Any Permitted Investment shall be sold or disposed of in accordance with Statement of Financial Accounting Standards No. 140, paragraph 35c(6), in effect as of the Closing Date.
 
Permitted Transferee: Any Person other than:
 
(i) the United States, any State or political subdivision thereof, or any agency or instrumentality of any of the foregoing;
 
(ii) a foreign government, International Organization, or any agency or instrumentality of either of the foregoing;
 
(iii) an organization (except certain farmers’ cooperatives described in Section 521 of the Code) that is exempt from tax imposed by Chapter 1 of the Code (including the tax imposed by Section 511 of the Code on unrelated business taxable income) on any excess inclusions (as defined in Section 860E(c)(1) of the Code) with respect to any Residual Certificate;
 
(iv) rural electric and telephone cooperatives described in Section 1381(a)(2)(C) of the Code;
 
(v) an “electing large partnership” as defined in Section 775 of the Code;
 
(vi) a Person that is not a U.S. Person; and
 
(vii) any other Person so designated by the Depositor based on an Opinion of Counsel that the Transfer of an Ownership Interest in a Residual Certificate to the Person may cause any REMIC created under this Agreement to fail to qualify as a REMIC at any time that the Certificates are outstanding.
 
The terms “United States,” “State,” and “International Organization” have the meanings in Section 7701 of the Code or successor provisions. A corporation will not be treated as an instrumentality of the United States or of any State or political subdivision thereof for these purposes if all of its activities are subject to tax and, with the exception of the FHLMC, a majority of its board of directors is not selected by such government unit.
 
Person: Any individual, corporation, partnership, joint venture, association, limited liability company, joint-stock company, trust, unincorporated organization or government, or any agency or political subdivision thereof.
 
Pool Insurer: MGIC Insurance Corporation, a Wisconsin private mortgage insurance corporation, or any successor in interest.
 
Pool Policy: The mortgage pool insurance policy (policy #71-70289 (3/06)) dated the Closing Date and issued by the Pool Insurer.
 
Pool Stated Principal Balance: As to any Distribution Date, the aggregate Stated Principal Balance of the Outstanding Mortgage Loans on the last day of the related Remittance Period (after giving effect to Principal Prepayments received in the Prepayment Period related to that prior Due Date).
 
Pre-Funding Account: The Group I Pre-Funding Account or the Group II Pre-Funding Account, as applicable.
 
Prepayment Charge: As to a Mortgage Loan, any charge paid by a Mortgagor in connection with certain partial prepayments and all prepayments in full made within the related Prepayment Charge Period, the Prepayment Charges with respect to each applicable Mortgage Loan so held by the Trust Fund being identified in the Prepayment Charge Schedule.
 
Prepayment Charge Period: As to any Mortgage Loan, the period of time during which a Prepayment Charge may be imposed.
 
Prepayment Charge Schedule: As of any date, the list of Prepayment Charges included in the Trust Fund on that date (including the prepayment charge summary attached thereto). The Prepayment Charge Schedule shall contain the following information with respect to each Prepayment Charge:
 
(i) the Mortgage Loan account number;
 
(ii) a code indicating the type of Prepayment Charge;
 
(iii) the state of origination in which the related Mortgaged Property is located;
 
(iv) the first date on which a monthly payment is or was due under the related Mortgage Note;
 
(v) the term of the Prepayment Charge;
 
(vi) the original principal amount of the related Mortgage Loan; and
 
(vii) the Cut-off Date Principal Balance or Subsequent Cut-off Date Principal Balance, as applicable, of the related Mortgage Loan.
 
The Prepayment Charge Schedule shall be amended from time to time by the Servicer in accordance with this Agreement and a copy of the amended schedule shall be delivered to the NIM Insurer.
 
Prepayment Interest Excess: As to any Principal Prepayment received by the Servicer on a Mortgage Loan from the first day through the fifteenth day of any calendar month other than March 2006, all amounts paid by the related Mortgagor in respect of interest on such Principal Prepayment. All Prepayment Interest Excess shall be retained by the Servicer as additional servicing compensation.
 
Prepayment Interest Shortfall: As to any Distribution Date, Mortgage Loan and Principal Prepayment received on or after the sixteenth day of the month preceding the month of such Distribution Date (or, in the case of the first Distribution Date, on or after March 1, 2006) and on or before the last day of the month preceding the month of such Distribution Date, the amount, if any, by which one month’s interest at the related Mortgage Rate, net of the Servicing Fee Rate, on such Principal Prepayment exceeds the amount of interest paid in connection with such Principal Prepayment.
 
Prepayment Period: As to any Distribution Date, the period from and including the 16th day of the month immediately prior to the month of such Distribution Date (or, in the case of the first Distribution Date, on March 1, 2006) to and including the 15th day of the month of such Distribution Date.
 
Primary Insurance Policy: Each policy of primary mortgage guaranty insurance or any replacement policy therefor with respect to any Mortgage Loan.
 
Principal Distribution Amount: For any Distribution Date, the sum of (i) the excess if (a) the Principal Remittance Amount for both Loan Groups and such Distribution Date over (b) the Excess Overcollateralization Amount, if any, for such Distribution Date and (ii) the Extra Principal Distribution Amount for the Distribution Date.
 
Principal Prepayment: Any payment of principal by a Mortgagor on a Mortgage Loan (including the Purchase Price of any modified Mortgage Loan purchased pursuant to Section 3.12(c)) that is received in advance of its scheduled Due Date and is not accompanied by an amount representing scheduled interest due on any date in any month after the month of prepayment. The Servicer shall apply partial Principal Prepayments in accordance with the related Mortgage Note.
 
Principal Prepayment in Full: Any Principal Prepayment made by a Mortgagor of the entire principal balance of a Mortgage Loan.
 
Principal Remittance Amount: For any Distribution Date and Loan Group, the sum of the following amounts (without duplication) with respect to the Mortgage Loans in such Loan Group:
 
(1)    (i)the principal portion of all Scheduled Payments due during the related Remittance Period that were received by the Servicer before the related Determination Date or were part of the Advance for the related Determination Date;
 
(2)    (ii)each Principal Prepayment received by the Servicer during the related Prepayment Period;
 
(iii)  the Liquidation Proceeds on the Mortgage Loans allocable to principal and Subsequent Recoveries actually collected by the Servicer during the preceding calendar month;
 
(iv)  the principal portion of any Substitution Adjustment Amounts in connection with a substitution of a Mortgage Loan as of the Distribution Date;
 
(3)    (v)the principal portion of the Purchase Price with respect to each Deleted Mortgage Loan, the repurchase obligation for which arose during the preceding calendar month and that was repurchased before the related Distribution Account Deposit Date;
 
(4)    (vi)the principal portion of any proceeds from mortgage insurance or the Pool Policy on the Mortgage Loans in that Loan Group; and
 
(5)    (vii)the proceeds received with respect to the termination of the Trust Fund pursuant to Section 9.01 (to the extent such proceeds relate to principal and the Mortgage Loans included in that Group).
 
Private Certificates: As specified in the Preliminary Statement.
 
Prospectus Supplement: The Prospectus Supplement dated March 13, 2006 relating to the Offered Certificates.
 
PUD: Planned Unit Development.
 
Purchase Price: For any Mortgage Loan required to be purchased by the Seller pursuant to Section 2.01, 2.02, 2.03 or 2.05 or purchased by the Servicer pursuant to Section 3.12, the sum of:
 
(i) 100% of the unpaid principal balance of the Mortgage Loan on the date of the purchase;
 
(ii) accrued interest on the Mortgage Loan at the applicable Mortgage Rate (or at the applicable Adjusted Mortgage Rate if (x) the purchaser is the Servicer or (y) if the purchaser is the Seller and the Seller is the Servicer) from the date through which interest was last paid by the Mortgagor to the Due Date in the month in which the Purchase Price is to be distributed to Certificateholders, net of any unreimbursed Advances made by the Servicer on the Mortgage Loan; and
 
(iii) any costs and damages incurred by the Trust Fund in connection with any violation by the Mortgage Loan of any predatory or abusive lending law.
 
If the Mortgage Loan is a Mortgage Loan to be repurchased pursuant to Section 3.12, the interest component of the Purchase Price shall be computed (i) on the basis of the applicable Adjusted Mortgage Rate before giving effect to the related modification and (ii) from the date to which interest was last paid to the date on which the Mortgage Loan is assigned to the Servicer pursuant to Section 3.12(c).
 
Qualified Insurer: A mortgage guaranty insurance company duly qualified as such under the laws of the state of its principal place of business and each state having jurisdiction over the insurer in connection with the insurance policy issued by the insurer, duly authorized and licensed in such states to transact a mortgage guaranty insurance business in such states and to write the insurance provided by the insurance policy issued by it, approved as an FNMA- or FHLMC-approved mortgage insurer or having a claims paying ability rating of at least “AA” or an equivalent rating by a nationally recognized statistical rating organization. Any replacement insurer with respect to a Mortgage Loan must have at least as high a claims paying ability rating as the insurer it replaces had on the Closing Date.
 
Rating Agency: Each of the Rating Agencies specified in the Preliminary Statement. If any of them or a successor is no longer in existence, “Rating Agency” shall be the nationally recognized statistical rating organization, or other comparable Person, designated by the Depositor, notice of which designation shall be given to the Trustee. References to a given rating or rating category of a Rating Agency means the rating category without giving effect to any modifiers.
 
Realized Loss: The excess of the Stated Principal Balance of a defaulted Mortgage Loan over the net Liquidation Proceeds with respect thereto that are allocated to the principal balance of such Mortgage Loan.
 
Record Date: For the Class A and Subordinated Certificates held in book-entry form, the close of business on the Business Day before the related Distribution Date. For any Definitive Certificate, the close of business on the last Business Day of the month preceding the month of the related Distribution Date.
 
Reference Bank: As defined in Section 4.07.
 
Refinance Loan: Any Mortgage Loan the proceeds of which are used to refinance an existing Mortgage Loan.
 
Regular Certificates: Any Class A, Class M, Class C or Class P Certificate.
 
Regulation AB: Subpart 229.1100 - Asset Backed Securities (Regulation AB), 17 C.F.R. §§229.1100-229.1123, as such may be amended from time to time, and subject to such clarification and interpretation as have been provided by the Commission in the adopting release (Asset-Backed Securities, Securities Act Release No. 33-8518, 70 Fed. Reg. 1,506, 1,531 (Jan. 7, 2005)) or by the staff of the Commission, or as may be published by the Commission or its staff from time to time.
 
Relief Act: The Servicemembers Civil Relief Act.
 
Relief Act Interest Shortfall: With respect to any Distribution Date and any Mortgage Loan as to which there has been a reduction in the amount of interest collectible thereon for the most recently ended calendar month as a result of the application of the Relief Act or similar state laws, the amount, if any, by which (i) interest collectible on such Mortgage Loan for the most recently ended calendar month is less than (ii) interest accrued thereon for such month pursuant to the Mortgage Note.
 
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 this Agreement (including any security interest created thereby) to the extent conveyed pursuant to Section 2.01; and (v) the Collection Account, the Distribution 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 Pre-Funding Accounts, any Subsequent Mortgage Loan Interest, the Excess Reserve Fund Account, the Supplemental Interest Trust, the Swap Agreement, 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 Regular Interest: Any of the 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 Regular Interest I-LT1: One of the separate non-certificated beneficial ownership interests in REMIC I issued hereunder and designated as a Regular Interest in REMIC I. REMIC I Regular Interest I-LT1 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 Regular Interest I-LT1PF: One of the separate non-certificated beneficial ownership interests in REMIC I issued hereunder and designated as a Regular Interest in REMIC I. REMIC I Regular Interest I-LT1PF 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 Regular Interest I-LT2: One of the separate non-certificated beneficial ownership interests in REMIC I issued hereunder and designated as a Regular Interest in REMIC I. REMIC I Regular Interest I-LT2 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 Regular Interest I-LT2PF: One of the separate non-certificated beneficial ownership interests in REMIC I issued hereunder and designated as a Regular Interest in REMIC I. REMIC I Regular Interest I-LT2PF 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 Regular Interest I-LTP: One of the separate non-certificated beneficial ownership interests in REMIC I issued hereunder and designated as a Regular Interest in REMIC I. REMIC I Regular Interest I-LTP 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-LT1 and REMIC I Regular Interest I-LT-P and (i) for the first Distribution Date, the weighted average of the Adjusted Net Mortgage Rates of the Initial Group I Mortgage Loans and (ii) thereafter, the weighted average of the Adjusted Net Mortgage Rates of the Group I Mortgage Loans. With respect to REMIC I Regular Interest I-LT2, and (i) for the first Distribution Date, the weighted average of the Adjusted Net Mortgage Rates of the Initial Group II Mortgage Loans and (ii) thereafter, the weighted average of the Adjusted Net Mortgage Rates of the Group II Mortgage Loans. With respect to REMIC I Regular Interest I-LT1PF and (i) the first Distribution Date, 0.000% and (ii) thereafter, the weighted average of the Adjusted Net Mortgage Rates of the Group I Mortgage Loans. With respect to REMIC I Regular Interest I-LT2PF and (i) the first Distribution Date, 0.000% and (ii) thereafter, the weighted average of the Adjusted Net Mortgage Rates of the Group II Mortgage Loans.
 
REMIC II Group I Regular Interests: REMIC II Regular Interest I and REMIC II Regular Interest I-1-A through REMIC II Regular Interest I-59-B as designated in the Preliminary Statement hereto.
 
REMIC II Group II Regular Interests: REMIC II Regular Interest II and REMIC II Regular Interest II-1-A through REMIC II Regular Interest II-59-B as designated in the Preliminary Statement hereto.
 
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 designations for the respective REMIC II Regular Interests are set forth in the Preliminary Statement hereto. The REMIC II Regular Interests consist of the REMIC II Group I Regular Interests, REMIC II Group II Regular Interests and REMIC II Regular Interest P.
 
REMIC II Remittance Rate: With respect to REMIC II Regular Interest I and REMIC II Regular Interest P, a per annum rate equal to the weighted average of the REMIC I Remittance Rates for REMIC I Regular Interests I-LT-1, I-LT1PF and I-LTP. With respect to each REMIC II Group I Regular Interest ending with the designation “A”, a per annum rate equal to the weighted average of the REMIC I Remittance Rates for REMIC I Regular Interests I-LT-1, I-LT1PF and I-LTP multiplied by 2, subject to a maximum rate of 10.2900%. With respect to each REMIC II 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 REMIC I Remittance Rates for REMIC I Regular Interests I-LT-1, I-LT1PF and I-LTP over (ii) 10.2900% and (y) 0.00%. With respect to REMIC II Regular Interest II, a per annum rate equal to the weighted average of the REMIC I Remittance Rates for REMIC I Regular Interests I-LT-2 and I-LT2PF. With respect to each REMIC II Group II Regular Interest ending with the designation “A”, a per annum rate equal to the weighted average of the REMIC I Remittance Rates for REMIC I Regular Interests I-LT-2 and I-LT2PF multiplied by 2, subject to a maximum rate of 10.2900%. With respect to each REMIC II 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 REMIC I Remittance Rates for REMIC I Regular Interests I-LT-2 and I-LT2PF over (ii) 10.2900% and (y) 0.00%.
 
REMIC III 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 Periods for the indicated Regular Interests for such Distribution Date) equal to (a) the product of (i) 50% of the aggregate Stated Principal Balance of the Mortgage Loans and REO Properties then outstanding and (ii) the REMIC III Remittance Rate for REMIC III Regular Interest LTAA minus the Marker Rate, divided by (b) 12.
 
REMIC III Marker Allocation Percentage: 50% of any amount payable or loss attributable from the Mortgage Loans, which shall be allocated to REMIC III Regular Interest LTAA, REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1, REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8, REMIC III Regular Interest LTM9 and REMIC III Regular Interest LTZZ.
 
REMIC III Overcollateralization Target Amount: 0.50% of the Overcollateralization Target Amount.
 
REMIC III Overcollateralized Amount: With respect to any date of determination, (i) 0.50% of the aggregate Uncertificated Balance of the REMIC III Regular Interests (other than REMIC III Regular Interest LTP) minus (ii) the aggregate Uncertificated Balance of REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1, REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8 and REMIC III Regular Interest LTM9, in each case as of such date of determination.
 
REMIC III Principal Loss Allocation Amount: With respect to any Distribution Date, an amount equal to the product of (i) 50% of the aggregate Stated Principal Balance of the Mortgage Loans and REO Properties then outstanding and (ii) one (1) minus a fraction, the numerator of which is two (2) times the aggregate Uncertificated Balance of REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1, REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8, and REMIC III Regular Interest LTM9 and the denominator of which is the aggregate Uncertificated Balance of REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1, REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8, REMIC III Regular Interest LTM9 and REMIC III Regular Interest LTZZ.
 
REMIC III Regular Interest: Any of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a regular interest in REMIC III. Each REMIC III Regular Interest shall accrue interest at the related REMIC III Remittance Rate in effect from time to time, and shall be entitled to distributions of principal (other than the REMIC III Regular Interest LTIO), 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 III Regular Interest LT1GRP: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LT1GRP shall accrue interest at the related REMIC III 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 III Regular Interest LT1SUB: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LT1SUB shall accrue interest at the related REMIC III 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 III Regular Interest LT2GRP: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LT2GRP shall accrue interest at the related REMIC III 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 III Regular Interest LT2SUB: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LT2SUB shall accrue interest at the related REMIC III 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 III Regular Interest LTAA: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTAA shall accrue interest at the related REMIC III 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 III Regular Interest LT1A1: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LT1A1 shall accrue interest at the related REMIC III 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 III Regular Interest LT1A2: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LT1A2 shall accrue interest at the related REMIC III 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 III Regular Interest LT2A1: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LT2A1 shall accrue interest at the related REMIC III 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 III Regular Interest LT2A2: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LT2A2 shall accrue interest at the related REMIC III 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 III Regular Interest LT2A3: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LT2A3 shall accrue interest at the related REMIC III 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 III Regular Interest LT2A4: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LT2A4 shall accrue interest at the related REMIC III 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 III Regular Interest LTIO: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTIO shall accrue interest at the related REMIC III Remittance Rate in effect from time to time on its Uncertificated Notional Amount as set forth in the Preliminary Statement hereto.
 
REMIC III Regular Interest LTM1: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTM1 shall accrue interest at the related REMIC III 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 III Regular Interest LTM2: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTM2 shall accrue interest at the related REMIC III 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 III Regular Interest LTM3: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTM3 shall accrue interest at the related REMIC III 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 III Regular Interest LTM4: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTM4 shall accrue interest at the related REMIC III 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 III Regular Interest LTM5: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTM5 shall accrue interest at the related REMIC III 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 III Regular Interest LTM6: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTM6 shall accrue interest at the related REMIC III 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 III Regular Interest LTM7: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTM7 shall accrue interest at the related REMIC III 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 III Regular Interest LTM8: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTM8 shall accrue interest at the related REMIC III 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 III Regular Interest LTM9: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTM9 shall accrue interest at the related REMIC III 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 III Regular Interest LTP: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTP shall be entitled to any Prepayment Charges collected by the Servicer and to a distribution 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 III Regular Interest LTXX: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTXX shall accrue interest at the related REMIC III 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 III Regular Interest LTZZ: One of the separate non-certificated beneficial ownership interests in REMIC III issued hereunder and designated as a Regular Interest in REMIC III. REMIC III Regular Interest LTZZ shall accrue interest at the related REMIC III 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 III Remittance Rate: With respect to REMIC III Regular Interest LTAA, REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1, REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8, REMIC III Regular Interest LTM9, REMIC III Regular Interest LTZZ, REMIC III Regular Interest LT1SUB, REMIC III Regular Interest LT2SUB and REMIC III Regular Interest LTXX, a per annum rate (but not less than zero) equal to the weighted average of (w) with respect to REMIC II Regular Interest I and REMIC II Regular Interest II, the REMIC II Remittance Rate for such REMIC II Regular Interest for each such Distribution Date, (x) with respect to REMIC II Regular Interests ending with the designation “B”, the weighted average of the REMIC II Remittance Rates for such REMIC II Regular Interests, weighted on the basis of the Uncertificated Balance of such REMIC II Regular Interests for each such Distribution Date and (y) with respect to REMIC II 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 II Regular Interest listed below, weighted on the basis of the Uncertificated Balance of each such REMIC II Regular Interest for each such Distribution Date:
 

Distribution Date
REMIC II Regular Interest
Rate
     
1
I-1-A through I-59-A
REMIC II Remittance Rate
 
II-1-A through II-59-A
REMIC II Remittance Rate
2
I-1-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
3
I-2-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-2-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate REMIC II Remittance Rate
 
I-1-A
REMIC II Remittance Rate
 
II-1-A
REMIC II Remittance Rate
4
I-3-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-3-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A and I-2-A
REMIC II Remittance Rate
 
II-1-A and II-2-A
REMIC II Remittance Rate
5
I-4-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-4-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-3-A
REMIC II Remittance Rate
 
II-1-A through II-3-A
REMIC II Remittance Rate
6
I-5-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-5-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-4-A
REMIC II Remittance Rate
 
II-1-A through II-4-A
REMIC II Remittance Rate
7
I-6-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-6-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-5-A
REMIC II Remittance Rate
 
II-1-A through II-5-A
REMIC II Remittance Rate
8
I-7-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-7-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-6-A
REMIC II Remittance Rate
 
II-1-A through II-6-A
REMIC II Remittance Rate
9
I-8-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-8-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-7-A
REMIC II Remittance Rate
 
II-1-A through II-7-A
REMIC II Remittance Rate
10
I-9-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-9-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-8-A
REMIC II Remittance Rate
 
II-1-A through II-8-A
REMIC II Remittance Rate
11
I-10-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-10-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-9-A
REMIC II Remittance Rate
 
II-1-A through II-9-A
REMIC II Remittance Rate
12
I-11-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-11-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-10-A
REMIC II Remittance Rate
 
II-1-A through II-10-A
REMIC II Remittance Rate
13
I-12-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-12-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-11-A
REMIC II Remittance Rate
 
II-1-A through II-11-A
REMIC II Remittance Rate
14
I-13-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-13-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-12-A
REMIC II Remittance Rate
 
II-1-A through II-12-A
REMIC II Remittance Rate
15
I-14-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-14-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-13-A
REMIC II Remittance Rate
 
II-1-A through II-13-A
REMIC II Remittance Rate
16
I-15-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-15-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-14-A
REMIC II Remittance Rate
 
II-1-A through II-14-A
REMIC II Remittance Rate
17
I-16-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-16-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-15-A
REMIC II Remittance Rate
 
II-1-A through II-15-A
REMIC II Remittance Rate
18
I-17-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-17-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-16-A
REMIC II Remittance Rate
 
II-1-A through II-16-A
REMIC II Remittance Rate
19
I-18-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-18-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-17-A
REMIC II Remittance Rate
 
II-1-A through II-17-A
REMIC II Remittance Rate
20
I-19-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-19-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-18-A
REMIC II Remittance Rate
 
II-1-A through II-18-A
REMIC II Remittance Rate
21
I-20-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-20-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-19-A
REMIC II Remittance Rate
 
II-1-A through II-19-A
REMIC II Remittance Rate
22
I-21-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-21-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-20-A
REMIC II Remittance Rate
 
II-1-A through II-20-A
REMIC II Remittance Rate
23
I-22-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-22-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-21-A
REMIC II Remittance Rate
 
II-1-A through II-21-A
REMIC II Remittance Rate
24
I-23-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-23-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-22-A
REMIC II Remittance Rate
 
II-1-A through II-22-A
REMIC II Remittance Rate
25
I-24-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-24-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-23-A
REMIC II Remittance Rate
 
II-1-A through II-23-A
REMIC II Remittance Rate
26
I-25-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-25-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-24-A
REMIC II Remittance Rate
 
II-1-A through II-24-A
REMIC II Remittance Rate
27
I-26-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-26-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-25-A
REMIC II Remittance Rate
 
II-1-A through II-25-A
REMIC II Remittance Rate
28
I-27-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-27-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-26-A
REMIC II Remittance Rate
 
II-1-A through II-26-A
REMIC II Remittance Rate
29
I-28-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-28-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-27-A
REMIC II Remittance Rate
 
II-1-A through II-27-A
REMIC II Remittance Rate
30
I-29-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-29-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-28-A
REMIC II Remittance Rate
 
II-1-A through II-28-A
REMIC II Remittance Rate
31
I-30-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-30-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-29-A
REMIC II Remittance Rate
 
II-1-A through II-29-A
REMIC II Remittance Rate
32
I-31-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-31-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-30-A
REMIC II Remittance Rate
 
II-1-A through II-30-A
REMIC II Remittance Rate
33
I-32-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-32-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-31-A
REMIC II Remittance Rate
 
II-1-A through II-31-A
REMIC II Remittance Rate
34
I-33-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-33-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-32-A
REMIC II Remittance Rate
 
II-1-A through II-32-A
REMIC II Remittance Rate
35
I-34-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-34-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-33-A
REMIC II Remittance Rate
 
II-1-A through II-33-A
REMIC II Remittance Rate
36
I-35-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-35-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-34-A
REMIC II Remittance Rate
 
II-1-A through II-34-A
REMIC II Remittance Rate
37
I-36-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-36-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-35-A
REMIC II Remittance Rate
 
II-1-A through II-35-A
REMIC II Remittance Rate
38
I-37-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-37-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-36-A
REMIC II Remittance Rate
 
II-1-A through II-36-A
REMIC II Remittance Rate
39
I-38-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-38-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-37-A
REMIC II Remittance Rate
 
II-1-A through II-37-A
REMIC II Remittance Rate
40
I-39-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-39-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-38-A
REMIC II Remittance Rate
 
II-1-A through II-38-A
REMIC II Remittance Rate
41
I-40-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-40-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-39-A
REMIC II Remittance Rate
 
II-1-A through II-39-A
REMIC II Remittance Rate
42
I-41-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-41-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-40-A
REMIC II Remittance Rate
 
II-1-A through II-40-A
REMIC II Remittance Rate
43
I-42-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-42-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-41-A
REMIC II Remittance Rate
 
II-1-A through II-41-A
REMIC II Remittance Rate
44
I-43-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-43-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-42-A
REMIC II Remittance Rate
 
II-1-A through II-42-A
REMIC II Remittance Rate
45
I-44-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-44-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-43-A
REMIC II Remittance Rate
 
II-1-A through II-43-A
REMIC II Remittance Rate
46
I-45-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-45-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-44-A
REMIC II Remittance Rate
 
II-1-A through II-44-A
REMIC II Remittance Rate
47
I-46-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-46-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-45-A
REMIC II Remittance Rate
 
II-1-A through II-45-A
REMIC II Remittance Rate
48
I-47-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-47-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-46-A
REMIC II Remittance Rate
 
II-1-A through II-46-A
REMIC II Remittance Rate
49
I-48-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-48-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-47-A
REMIC II Remittance Rate
 
II-1-A through II-47-A
REMIC II Remittance Rate
50
I-49-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-49-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-48-A
REMIC II Remittance Rate
 
II-1-A through II-48-A
REMIC II Remittance Rate
51
I-50-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-50-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-49-A
REMIC II Remittance Rate
 
II-1-A through II-49-A
REMIC II Remittance Rate
52
I-51-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-51-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-50-A
REMIC II Remittance Rate
 
II-1-A through II-50-A
REMIC II Remittance Rate
53
I-52-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-52-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-51-A
REMIC II Remittance Rate
 
II-1-A through II-51-A
REMIC II Remittance Rate
54
I-53-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-53-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-52-A
REMIC II Remittance Rate
 
II-1-A through II-52-A
REMIC II Remittance Rate
55
I-54-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-54-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-53-A
REMIC II Remittance Rate
 
II-1-A through II-53-A
REMIC II Remittance Rate
56
I-55-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-55-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-54-A
REMIC II Remittance Rate
 
II-1-A through II-54-A
REMIC II Remittance Rate
57
I-56-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-56-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-55-A
REMIC II Remittance Rate
 
II-1-A through II-55-A
REMIC II Remittance Rate
58
I-57-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-57-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-56-A
REMIC II Remittance Rate
 
II-1-A through II-56-A
REMIC II Remittance Rate
59
I-58-A and I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-58-A and II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-57-A
REMIC II Remittance Rate
 
II-1-A through II-57-A
REMIC II Remittance Rate
60
I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-58-A
REMIC II Remittance Rate
 
II-1-A through II-58-A
REMIC II Remittance Rate
thereafter
I-1-A through I-59-A
REMIC II Remittance Rate
 
II-1-A through II-59-A
REMIC II Remittance Rate

 
With respect to REMIC III Regular Interest LT1GRP, a per annum rate (but not less than zero) equal to the weighted average of (w) with respect to REMIC II Regular Interest I, the REMIC II Remittance Rate for such REMIC II Regular Interest for each such Distribution Date, (x) with respect to REMIC II Group I Regular Interests ending with the designation “B”, the weighted average of the REMIC II Remittance Rates for such REMIC II Regular Interests, weighted on the basis of the Uncertificated Balance of each such REMIC II Regular Interest for each such Distribution Date and (y) with respect to REMIC II 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 II Regular Interests listed below, weighted on the basis of the Uncertificated Balance of each such REMIC II Regular Interest for each such Distribution Date:
 
Distribution Date
REMIC II Regular Interest
Rate
     
1
I-1-A through I-59-A
REMIC II Remittance Rate
2
I-1-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
3
I-2-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A
REMIC II Remittance Rate
4
I-3-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A and I-2-A
REMIC II Remittance Rate
5
I-4-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-3-A
REMIC II Remittance Rate
6
I-5-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-4-A
REMIC II Remittance Rate
7
I-6-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-5-A
REMIC II Remittance Rate
8
I-7-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-6-A
REMIC II Remittance Rate
9
I-8-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-7-A
REMIC II Remittance Rate
10
I-9-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-8-A
REMIC II Remittance Rate
11
I-10-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-9-A
REMIC II Remittance Rate
12
I-11-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-10-A
REMIC II Remittance Rate
13
I-12-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-11-A
REMIC II Remittance Rate
14
I-13-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-12-A
REMIC II Remittance Rate
15
I-14-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-13-A
REMIC II Remittance Rate
16
I-15-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-14-A
REMIC II Remittance Rate
17
I-16-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-15-A
REMIC II Remittance Rate
18
I-17-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-16-A
REMIC II Remittance Rate
19
I-18-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-17-A
REMIC II Remittance Rate
20
I-19-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-18-A
REMIC II Remittance Rate
21
I-20-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-19-A
REMIC II Remittance Rate
22
I-21-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-20-A
REMIC II Remittance Rate
23
I-22-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-21-A
REMIC II Remittance Rate
24
I-23-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-22-A
REMIC II Remittance Rate
25
I-24-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-23-A
REMIC II Remittance Rate
26
I-25-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-24-A
REMIC II Remittance Rate
27
I-26-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-25-A
REMIC II Remittance Rate
28
I-27-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-26-A
REMIC II Remittance Rate
29
I-28-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-27-A
REMIC II Remittance Rate
30
I-29-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-28-A
REMIC II Remittance Rate
31
I-30-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-29-A
REMIC II Remittance Rate
32
I-31-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-30-A
REMIC II Remittance Rate
33
I-32-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-31-A
REMIC II Remittance Rate
34
I-33-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-32-A
REMIC II Remittance Rate
35
I-34-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-33-A
REMIC II Remittance Rate
36
I-35-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-34-A
REMIC II Remittance Rate
37
I-36-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-35-A
REMIC II Remittance Rate
38
I-37-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-36-A
REMIC II Remittance Rate
39
I-38-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-37-A
REMIC II Remittance Rate
40
I-39-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-38-A
REMIC II Remittance Rate
41
I-40-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-39-A
REMIC II Remittance Rate
42
I-41-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-40-A
REMIC II Remittance Rate
43
I-42-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-41-A
REMIC II Remittance Rate
44
I-43-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-42-A
REMIC II Remittance Rate
45
I-44-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-43-A
REMIC II Remittance Rate
46
I-45-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-44-A
REMIC II Remittance Rate
47
I-46-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-45-A
REMIC II Remittance Rate
48
I-47-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-46-A
REMIC II Remittance Rate
49
I-48-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-47-A
REMIC II Remittance Rate
50
I-49-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-48-A
REMIC II Remittance Rate
51
I-50-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-49-A
REMIC II Remittance Rate
52
I-51-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-50-A
REMIC II Remittance Rate
53
I-52-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-51-A
REMIC II Remittance Rate
54
I-53-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-52-A
REMIC II Remittance Rate
55
I-54-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-53-A
REMIC II Remittance Rate
56
I-55-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-54-A
REMIC II Remittance Rate
57
I-56-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-55-A
REMIC II Remittance Rate
58
I-57-A through I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-56-A
REMIC II Remittance Rate
59
I-58-A and I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-57-A
REMIC II Remittance Rate
60
I-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
I-1-A through I-58-A
REMIC II Remittance Rate
thereafter
I-1-A through I-59-A
REMIC II Remittance Rate
 
 
With respect to REMIC III Regular Interest LT2GRP, a per annum rate (but not less than zero) equal to the weighted average of (w) with respect to REMIC II Regular Interest II, the REMIC II Remittance Rate for such REMIC II Regular Interest for each such Distribution Date, (x) with respect to REMIC II Group II Regular Interests ending with the designation “B”, the weighted average of the REMIC II Remittance Rates for such REMIC II Regular Interests, weighted on the basis of the Uncertificated Balance of each such REMIC II Regular Interest for each such Distribution Date and (y) with respect to REMIC II 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 II Regular Interests listed below, weighted on the basis of the Uncertificated Balance of each such REMIC II Regular Interest for each such Distribution Date:
 
 
Distribution Date
REMIC II Regular Interest
Rate
     
1
II-1-A through II-59-A
REMIC II Remittance Rate
2
II-1-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
3
II-2-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A
REMIC II Remittance Rate
4
II-3-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A and II-2-A
REMIC II Remittance Rate
5
II-4-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-3-A
REMIC II Remittance Rate
6
II-5-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-4-A
REMIC II Remittance Rate
7
II-6-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-5-A
REMIC II Remittance Rate
8
II-7-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-6-A
REMIC II Remittance Rate
9
II-8-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-7-A
REMIC II Remittance Rate
10
II-9-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-8-A
REMIC II Remittance Rate
11
II-10-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-9-A
REMIC II Remittance Rate
12
II-11-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-10-A
REMIC II Remittance Rate
13
II-12-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-11-A
REMIC II Remittance Rate
14
II-13-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-12-A
REMIC II Remittance Rate
15
II-14-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-13-A
REMIC II Remittance Rate
16
II-15-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-14-A
REMIC II Remittance Rate
17
II-16-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-15-A
REMIC II Remittance Rate
18
II-17-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-16-A
REMIC II Remittance Rate
19
II-18-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-17-A
REMIC II Remittance Rate
20
II-19-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-18-A
REMIC II Remittance Rate
21
II-20-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-19-A
REMIC II Remittance Rate
22
II-21-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-20-A
REMIC II Remittance Rate
23
II-22-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-21-A
REMIC II Remittance Rate
24
II-23-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-22-A
REMIC II Remittance Rate
25
II-24-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-23-A
REMIC II Remittance Rate
26
II-25-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-24-A
REMIC II Remittance Rate
27
II-26-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-25-A
REMIC II Remittance Rate
28
II-27-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-26-A
REMIC II Remittance Rate
29
II-28-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-27-A
REMIC II Remittance Rate
30
II-29-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-28-A
REMIC II Remittance Rate
31
II-30-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-29-A
REMIC II Remittance Rate
32
II-31-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-30-A
REMIC II Remittance Rate
33
II-32-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-31-A
REMIC II Remittance Rate
34
II-33-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-32-A
REMIC II Remittance Rate
35
II-34-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-33-A
REMIC II Remittance Rate
36
II-35-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-34-A
REMIC II Remittance Rate
37
II-36-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-35-A
REMIC II Remittance Rate
38
II-37-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-36-A
REMIC II Remittance Rate
39
II-38-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-37-A
REMIC II Remittance Rate
40
II-39-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-38-A
REMIC II Remittance Rate
41
II-40-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-39-A
REMIC II Remittance Rate
42
II-41-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-40-A
REMIC II Remittance Rate
43
II-42-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-41-A
REMIC II Remittance Rate
44
II-43-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-42-A
REMIC II Remittance Rate
45
II-44-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-43-A
REMIC II Remittance Rate
46
II-45-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-44-A
REMIC II Remittance Rate
47
II-46-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-45-A
REMIC II Remittance Rate
48
II-47-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-46-A
REMIC II Remittance Rate
49
II-48-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-47-A
REMIC II Remittance Rate
50
II-49-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-48-A
REMIC II Remittance Rate
51
II-50-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-49-A
REMIC II Remittance Rate
52
II-51-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-50-A
REMIC II Remittance Rate
53
II-52-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-51-A
REMIC II Remittance Rate
54
II-53-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-52-A
REMIC II Remittance Rate
55
II-54-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-53-A
REMIC II Remittance Rate
56
II-55-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-54-A
REMIC II Remittance Rate
57
II-56-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-55-A
REMIC II Remittance Rate
58
II-57-A through II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-56-A
REMIC II Remittance Rate
59
II-58-A and II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-57-A
REMIC II Remittance Rate
60
II-59-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC II Remittance Rate
 
II-1-A through II-58-A
REMIC II Remittance Rate
thereafter
II-1-A through II-59-A
REMIC II Remittance Rate

 
With respect to REMIC III Regular Interest LTIO and (a) the first Distribution Date, the excess of (i) the REMIC II Remittance Rates for REMIC II Regular Interests ending with the designation “A” over (ii) the REMIC II Remittance Rates for REMIC II Regular Interests ending with the designation “A” and (b) the second through the 60th Distribution Dates, the excess of (i) the weighted average of the REMIC II Remittance Rates for REMIC II Regular Interests ending with the designation “A”, over (ii) 2 multiplied by Swap LIBOR and (c) thereafter, 0.00%.
 
REMIC III Regular Interest LTP shall be entitled to receive 100% of the amount distributed on REMIC II Regular Interest P.
 
REMIC III Sub WAC Allocation Percentage: 50% of any amount payable from or loss attributable to the Mortgage Loans, which shall be allocated to REMIC III Regular Interest LT1SUB, REMIC III Regular Interest LT1GRP, REMIC III Regular Interest LT2SUB, REMIC III Regular Interest LT2GRP and REMIC III Regular Interest LTXX.
 
REMIC III Subordinated Balance Ratio: The ratio between the Uncertificated Balances of each REMIC III Regular Interest ending with the designation “SUB”, equal to the ratio between, with respect to each such REMIC III Regular Interest, the excess of (x) the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group plus the amount in the related Pre-Funding Account over (y) the current Certificate Balance of Class A Certificates in the related Loan Group.
 
    REMIC IV Regular Interest: Any of the Class C Interest, Class P Interest, Class IO Interest, and any “regular interest” in REMIC IV the ownership of which is represented by a Class A Certificate or Class M Certificate.
 
REMIC V Regular Interest: Any “regular interest” in REMIC V the ownership of which is represented by a Class C Certificate.
 
REMIC VI Regular Interest: Any “regular interest” in REMIC VI the ownership of which is represented by a Class P Certificate.
 
REMIC Provisions: Provisions of the federal income tax law relating to REMICs, which appear at Sections 860A through 860G of Subchapter M of Chapter 1 of the Code, and related provisions, and regulations promulgated thereunder, as the foregoing may be in effect from time to time as well as provisions of applicable state laws.
 
REMIC Regular Interest: A REMIC I Regular Interest, REMIC II Regular Interest, REMIC III Regular Interest, REMIC IV Regular Interest, REMIC V Regular Interest or REMIC VI Regular Interest.
 
REMIC Remittance Rate: The REMIC I Remittance Rate, the REMIC II Remittance Rate or the REMIC III Remittance Rate, as applicable.
 
Remittance Period: For any Distribution Date, the period commencing on the second day of the month preceding the month in which the Distribution Date occurs and ending on the first day of the month in which the Distribution Date occurs.
 
REO Property: A Mortgaged Property acquired by the Trust Fund through foreclosure or deed-in-lieu of foreclosure in connection with a defaulted Mortgage Loan.
 
Request for Release: The Request for Release submitted by the Servicer to the Trustee, substantially in the form of Exhibits M and N, as appropriate.
 
Required Insurance Policy: For any Mortgage Loan, any insurance policy that is required to be maintained from time to time under this Agreement.
 
Residual Certificates: As specified in the Preliminary Statement.
 
Responsible Officer: When used with respect to the Trustee or the Supplemental Interest Trust Trustee, any Vice President (however denominated), any Assistant Vice President, any Assistant Secretary, any Assistant Treasurer, any Trust Officer or any other officer of the Trustee or the Supplemental Interest Trust Trustee, as applicable, customarily performing functions similar to those performed by any of the above designated officers who at such time shall be officers to whom, with respect to a particular matter, the matter is referred because of the officer’s knowledge of and familiarity with the particular subject and who has direct responsibility for the administration of this Agreement.
 
S&P: Standard & Poor’s Ratings Services, a division of The McGraw-Hill Companies, Inc. If S&P is designated as a Rating Agency in the Preliminary Statement, for purposes of Section 10.05(b) the address for notices to S&P shall be Standard & Poor’s Ratings Services, a division of The McGraw-Hill Companies, Inc., 55 Water Street, New York, New York 10041, Attention: Mortgage Surveillance Monitoring, or any other address that S&P furnishes to the Depositor and the Servicer.
 
Scheduled Payment: The scheduled monthly payment due on a Mortgage Loan allocable to principal and/or interest on the Mortgage Loan that, unless otherwise specified herein, shall give effect to any related Debt Service Reduction and any Deficient Valuation that affects the amount of the monthly payment due on the Mortgage Loan.
 
Securities Act: The Securities Act of 1933, as amended.
 
Seller: IndyMac Bank, F.S.B., a federal savings bank, and its successors and assigns, in its capacity as seller of the Mortgage Loans to the Depositor.
 
Senior Enhancement Percentage: For any Distribution Date, the Credit Enhancement Percentage for the Class A Certificates.
 
Servicing Account: The separate Eligible Account or Accounts created and maintained pursuant to Section 3.06(b).
 
Servicer: IndyMac Bank, F.S.B., a federal savings bank, and its successors and assigns, in its capacity as servicer under this Agreement.
 
Servicer Advance Date: As to any Distribution Date, 12:30 p.m. (Pacific time) on the Business Day preceding the Distribution Date.
 
Servicing Advances: All customary, reasonable, and necessary “out of pocket” costs and expenses incurred in the performance by the Servicer of its servicing obligations, including the cost of:
 
(i)
 
(a) the preservation, restoration, and protection of a Mortgaged Property,
 
(b) expenses reimbursable to the Servicer pursuant to Section 3.12 and any enforcement or judicial proceedings, including foreclosures,
 
(c) the maintenance and liquidation of any REO Property, and
 
(d) compliance with the obligations under Section 3.10; and
 
(ii) reasonable compensation to the Servicer or its affiliates for acting as broker in connection with the sale of foreclosed Mortgaged Properties and for performing certain default management and other similar services (including appraisal services) in connection with the servicing of defaulted Mortgage Loans. For purposes of clause (ii), only costs and expenses incurred in connection with the performance of activities generally considered to be outside the scope of customary servicing or servicing duties shall be treated as Servicing Advances.
 
Servicing Criteria: The “servicing criteria” set forth in Item 1122(d) of Regulation AB, as such may be amended from time to time, or those Servicing Criteria otherwise mutually agreed to by IndyMac and the applicable Servicer in response to evolving interpretations of Regulation AB and incorporated into a revised Exhibit R.
 
Servicing Fee: As to each Mortgage Loan and any Distribution Date, one month’s interest at the related Servicing Fee Rate on the Stated Principal Balance of the Mortgage Loan as of the Due Date in the prior calendar month or, in the event of any payment of interest that accompanies a Principal Prepayment in Full made by the Mortgagor, interest at the Servicing Fee Rate on the Stated Principal Balance of the Mortgage Loan for the period covered by the payment of interest, subject to reduction as provided in Section 3.15.
 
Servicing Fee Rate: For each Mortgage Loan, 0.5000% per annum.
 
Servicing Officer: Any officer of the Servicer involved in, or responsible for, the administration and servicing of the Mortgage Loans whose name and facsimile signature appear on a list of servicing officers furnished to the Trustee by the Servicer on the Closing Date pursuant to this Agreement, as the list may from time to time be amended.
 
Servicer Remittance Amount: For any Distribution Date, is the sum of:
 
(i)  all scheduled installments of interest (net of the related Servicing Fees) and principal due on the Due Date on the Mortgage Loans in the related Remittance Period and received by the related Determination Date, together with any related Advances;
 
(ii)  all Insurance Proceeds (including those received with respect to the Pool Policy but excluding those included in Liquidation Proceeds), Liquidation Proceeds and Subsequent Recoveries received during the preceding calendar month (in each case, net of unreimbursed expenses incurred in connection with a liquidation or foreclosure and net of the related Excess Proceeds); and
 
(iii)  all partial or full Principal Prepayments on the Mortgage Loans received during the related Prepayment Period together with all Compensating Interest on those Mortgage Loans and interest paid by the Mortgagors (other than Prepayment Interest Excess); and
 
minus amounts in reimbursement for Advances previously made with respect to the Mortgage Loans, and other expenses reimbursable to the Servicer with respect to the Mortgage Loans pursuant to this Agreement.
 
Servicing Standard: That degree of skill and care exercised by the Servicer with respect to mortgage loans comparable to the Mortgage Loans serviced by the Servicer for itself or others.
 
Startup Day: The Closing Date.
 
Stated Principal Balance: As to any Mortgage Loan and any date of determination, the unpaid principal balance of such Mortgage Loan as of the immediately preceding Due Date (or such Due Date if the date of determination is a Due Date), as specified in the amortization schedule for such Due Date (before any adjustment to such amortization schedule by reason of any moratorium or similar waiver or grace period) after giving effect to the sum of: (i) the payment of principal due on such Due Date and irrespective of any delinquency in payment by the related Mortgagor, (ii) any Liquidation Proceeds allocable to principal received in the prior calendar month with respect to such Mortgage Loan and (iii) any Principal Prepayments received through the last day of the Prepayment Period that includes such Due Date with respect to such Mortgage Loan.
 
Stepdown Date: The earlier to occur of (a) the first Distribution Date on which the aggregate Class Certificate Balance of the Class A Certificates is reduced to zero, and (b) the later to occur of (i) the Distribution Date in April 2009 and (ii) the first Distribution Date on which the Senior Enhancement Percentage (calculated for this purpose only without taking into account the application of the Principal Distribution Amount to the Certificates) is greater than or equal to 38.80%.
 
Subordinated Certificates: As specified in the Preliminary Statement.
 
Subordinated Maximum Cap: For any Distribution Date and a Class of Subordinated Certificates, the per annum rate equal to the weighted average (weighted in proportion to the results of subtracting from the aggregate Stated Principal Balance of each Loan Group as of the first day of the related Remittance Period, adjusted to reflect unscheduled principal payments made thereafter that were included in the Principal Distribution Amount on the immediately preceding Distribution Date, and the amount in the related Pre-Funding account, the aggregate Class Certificate Balance of the related Class A Certificates before distributions on the related Distribution Date) of (i) the Group I Maximum Cap and (ii) the Group II Maximum Cap.
 
Subordinated Net WAC Cap: For any Distribution Date and any Class of Subordinated Certificates, the per annum rate equal to the weighted average (weighted in proportion to the results of subtracting from the aggregate Stated Principal Balance of each Loan Group as of the first day of the related Remittance Period, adjusted to reflect unscheduled principal payments made thereafter that were included in the Principal Distribution Amount on the immediately preceding Distribution Date, and the amount in the related Pre-Funding account, the aggregate Class Certificate Balance of the related Class A Certificates before distributions on the related Distribution Date), of (i) the Group I Net WAC Cap and (ii) the Group II Net WAC Cap.
 
For federal income tax purposes, the equivalent of the foregoing shall be expressed as 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 of the REMIC III Remittance Rate on REMIC III Regular Interest II-LT1SUB (subject to a cap and a floor equal to the REMIC III Remittance Rate on REMIC III Regular Interest LT1GRP) and REMIC III Regular Interest LT2SUB (subject to a cap and a floor equal to the REMIC III Remittance Rate on REMIC III Regular Interest LT2GRP), weighted on the basis of the Uncertificated Balance of each such REMIC III Regular Interest.

Subsequent Cut-off Date: As to any Subsequent Mortgage Loans, the later of (i) the first day of the month in which the related Subsequent Transfer Date occurs or (ii) the date of origination of such Subsequent Mortgage Loan.
 
Subsequent Cut-off Date Principal Balance: As to any Subsequent Mortgage Loan, its Stated Principal Balance as of the close of business on the applicable Subsequent Cut-off Date.
 
Subsequent Mortgage Loan: A Mortgage Loan sold by the Seller to the Depositor and the Depositor to the Trust Fund pursuant to Section 2.07, such Mortgage Loan being identified on the Mortgage Loan Schedule attached to a Subsequent Transfer Instrument.
 
Subsequent Mortgage Loan Interest: Any amount constituting (i) a monthly payment of interest received or advanced at the Adjusted Mortgage Rate with respect to a Subsequent Mortgage Loan in Loan Group I during the Remittance Period relating to the first Distribution Date in excess of 0.000% per annum and (ii) a monthly payment of interest received or advanced at the Adjusted Mortgage Rate with respect to a Subsequent Mortgage Loan in Loan Group II during the Remittance Period relating to the first Distribution Date in excess of 0.000% per annum. The Subsequent Mortgage Loan Interest shall be distributable to the Class C Certificates. The Subsequent Mortgage Loan Interest shall not be an asset of any REMIC.
 
Subsequent Recoveries: As to any Distribution Date, with respect to a Liquidated Mortgage Loan that resulted in a Realized Loss in a prior calendar month, unexpected amounts received by the Servicer (net of any related expenses permitted to be reimbursed pursuant to Section 3.09) specifically related to such Liquidated Mortgage Loan.
 
Subsequent Transfer Date: With respect to each Subsequent Transfer Instrument, the date on or before the end of the Funding Period on which the related Subsequent Mortgage Loans are sold to the Trust Fund.
 
Subsequent Transfer Instrument: Each Subsequent Transfer Instrument, dated as of a Subsequent Transfer Date, executed by the Trustee and the Depositor substantially in the form attached hereto as Exhibit Q, by which Subsequent Mortgage Loans are transferred to the Trust Fund.
 
Substitute Mortgage Loan: A Mortgage Loan substituted by the Seller for a Deleted Mortgage Loan that must, on the date of substitution, as confirmed in a Request for Release, substantially in the form of Exhibit M:
 
(i) have a Stated Principal Balance, after deduction of the principal portion of the Scheduled Payment due in the month of substitution, not in excess of, and not more than 10% less than, the Stated Principal Balance of the Deleted Mortgage Loan;
 
(ii) be accruing interest at a rate no lower than and not more than 1% per annum higher than, that of the Deleted Mortgage Loan;
 
(iii) have a Loan-to-Value Ratio no higher than that of the Deleted Mortgage Loan;
 
(iv) have a Maximum Mortgage Rate not more than 1% per annum higher than and not lower than the Maximum Mortgage Rate of the Deleted Mortgage Loan;
 
(v)  have a Margin not more than 1% per annum higher than, and not lower than that of the Deleted Mortgage Loan;
 
(vi)  have the same Index and same time period between reset periods as that of the Deleted Mortgage Loan;
 
(vii)  have a remaining term to maturity no greater than (and not more than one year less than that of) the Deleted Mortgage Loan;
 
(viii)  not be a cooperative loan;
 
(ix)  comply with each representation and warranty in Section 2.03; and
 
(x)  satisfy the criteria for inclusion in the applicable Loan Group.
 
Substitution Adjustment Amount: As defined in Section 2.03.
 
Supplemental Interest Trust: The corpus of a trust created pursuant to Section 4.05 of this Agreement and designated as the “Supplemental Interest Trust,” consisting of the Swap Agreement, the Class IO Interest and the right to receive payments in respect of the Class IO Distribution Amount. For the avoidance of doubt, the Supplemental Interest Trust does not constitute a part of the Trust Fund.
 
Supplemental Interest Trust Trustee: Deutsche Bank National Trust Company and its successor and, if a successor is appointed under this Agreement, such successor.
 
Swap Agreement: The interest rate swap agreement, dated March 14, 2006, between the Supplemental Interest Trust Trustee, as trustee on behalf of the Supplemental Interest Trust, and the Swap Provider, which agreement provides for Net Swap Payments and Swap Termination Payments to be paid, as provided therein, together with any schedules, confirmations or other agreements relating thereto, attached hereto as Exhibit K.
 
Swap LIBOR: LIBOR as determined pursuant to the Swap Agreement.
 
Swap Provider: The party to the Swap Agreement either (a) entitled to receive payments from the Supplemental Interest Trust or (b) required to make payments to the Supplemental Interest Trust, in either case pursuant to the terms of the Swap Agreement, and any successor in interest or assign. Initially, the Swap Provider shall be Bear Stearns Financial Products Inc.
 
Swap Provider Trigger Event: A Swap Provider Trigger Event shall have occurred if any of an Event of Default (under the Swap Agreement) with respect to which the Swap Provider is a Defaulting Party, a Termination Event (under the Swap Agreement) with respect to which the Swap Provider is the sole Affected Party or an Additional Termination Event (under the Swap Agreement) with respect to which the Swap Provider is the sole Affected Party has occurred.
 
Swap Termination Payment: Upon the designation of an “Early Termination Date” as defined in the Swap Agreement, the payment to be made by the Supplemental Interest Trust to the Swap Provider, or by the Swap Provider to the Supplemental Interest Trust, as applicable, pursuant to the terms of the Swap Agreement.
 
Telerate Page 3750: The display page currently so designated by Moneyline Telerate Information Services, Inc. (or on any page replacing that page on that service for the purpose of displaying London inter-bank offered rates of major banks).
 
Total Monthly Excess Spread: For any Distribution Date, the excess of (i) Available Funds during the related Remittance Period over (ii) the sum of the amounts paid to the Certificates on the Distribution Date pursuant to Sections 4.02(I)(a) and (b), assuming for purposes of this calculation that the Extra Principal Distribution Amount included in such distributions is equal to zero.
 
Transfer: Any direct or indirect transfer or sale of any Ownership Interest in a Residual Certificate.
 
Trigger Event: A Trigger Event exists if with respect to any Distribution Date on or after the Stepdown Date, (A) the quotient of (x) the three month rolling average of the Stated Principal Balance of 60+ Day Delinquent Loans as of the preceding calendar month over (y) the aggregate Stated Principal Balance of the Mortgage Loans, as of the last day of the preceding calendar month equals or exceeds 39.10% of the Senior Enhancement Percentage, or (B) a Cumulative Net Loss Trigger Event is in effect.
 
Trust: The trust created under this Agreement.
 
Trust Fund: The corpus of the Trust consisting of:
 
(i)  REMIC I;
 
(ii)  REMIC II;
 
(iii)  REMIC III;
 
(iv)  REMIC IV;
 
(v)  REMIC V;
 
(vi)  REMIC VI;
 
(vii)  REMIC VII;
 
(viii)  the Pre-Funding Accounts; and
 
(ix)  the Excess Reserve Fund Account.
 
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 and its successors and, if a successor trustee is appointed under this Agreement, such successor.
 
Trustee Fee: As to each Mortgage Loan and any Distribution Date, one month’s interest at the Trustee Fee Rate on the Stated Principal Balance of the Mortgage Loan as of the Due Date occurring in the preceding calendar month (or, whenever a payment of interest accompanies a Principal Prepayment in Full made by the Mortgagor during the preceding calendar month, interest at the Trustee Fee Rate on the Stated Principal Balance of the Mortgage Loan for the period covered by the payment of interest) plus the aggregate amount on deposit in the Pre-Funding Accounts as of the Due Date occurring in the preceding calendar month (or, in the case of the initial Distribution Date, as of the Closing Date).
 
Trustee Fee Rate: 0.0045% per annum.
 
Uncertificated Balance: The amount of any REMIC Regular Interest (other than the REMIC III Regular Interest LTIO) outstanding as of any date of determination. As of the Closing Date, the Uncertificated Balance of each REMIC Regular Interest (other than the REMIC III Regular Interest LTIO) 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 (other than the REMIC III Regular Interest LTIO) shall be reduced by all distributions of principal made on such REMIC Regular Interest on such Distribution Date pursuant to Section 4.08 and, if and to the extent necessary and appropriate, shall be further reduced on such Distribution Date by Realized Losses as provided in Section 4.08. The Uncertificated Balance of REMIC III Regular Interest LTZZ shall be increased by interest deferrals as provided in Section 4.08(I)(1). The Uncertificated Balance of each REMIC Regular Interest (other than the REMIC III Regular Interest LTIO) shall never be less than zero. With respect to the Class C Interest as of any date of determination, an amount equal to the excess, if any, of (A) the then aggregate Uncertificated Principal Balance of the REMIC III Regular Interests over (B) the then aggregate Certificate Balance of the Class A Certificates, Subordinated Certificates and Class P Certificates then outstanding.
 
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 or Uncertificated Notional Amount 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 Shortfalls, if any, for such Distribution Date to the extent not covered pursuant to Section 3.15 and (b) the aggregate amount of any Relief Act Interest Shortfalls, if any, in each case in the manner and priority described below.
 
For purposes of calculating the amount of Uncertificated Interest for the REMIC I Regular Interests for any Distribution Date, the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by the Servicer pursuant to Section 3.15) and Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated first, (a) with respect to the Group I Mortgage Loans, to REMIC I Regular Interest I-LT1, REMIC I Regular Interest I-LTP and REMIC I Regular Interest I-LT1PF, in each case to the extent of one month’s interest at the then applicable respective REMIC I Remittance Rate on the respective Uncertificated Balance of each such REMIC I Regular Interest; provided, however, that with respect to the first Distribution Date, such amounts relating to the Initial Group I Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT1 and REMIC I Regular Interest I-LTP, and such amounts relating to the Subsequent Group I Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT1PF, and (b) with respect to the Group II Mortgage Loans, to REMIC I Regular Interest I-LT2 and REMIC I Regular Interest I-LT2PF, in each case to the extent of one month’s interest at the then applicable respective REMIC I Remittance Rate on the respective Uncertificated Balance of each such REMIC I Regular Interest; provided, however, that with respect to the first Distribution Date, such amounts relating to the Initial Group I Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT2 and such amounts relating to the Subsequent Group II Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT2PF.
 
For purposes of calculating the amount of Uncertificated Interest for the REMIC II Group I Regular Interests for any Distribution Date the aggregate amount of any Net Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of Loan Group I shall be allocated first, to REMIC II Regular Interest I, REMIC II Regular Interest P and to the REMIC II 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 II Remittance Rates on the respective Uncertificated Balances of each such REMIC II Regular Interest , and then, to REMIC II 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 II Remittance Rates on the respective Uncertificated Balances of each such REMIC II Regular Interest. For purposes of calculating the amount of Uncertificated Interest for the REMIC II Group II Regular Interests for any Distribution Date the aggregate amount of any Net Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of Loan Group II shall be allocated first, REMIC II Regular Interest II and to the REMIC II 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 II Remittance Rates on the respective Uncertificated Balances of each such REMIC II Regular Interest , and then, to REMIC II 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 II Remittance Rates on the respective Uncertificated Balances of each such REMIC II Regular Interest.
 
For purposes of calculating the amount of Uncertificated Interest for the REMIC III Regular Interests for any Distribution Date:
 
The REMIC III Marker Allocation Percentage of the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by the Servicer pursuant to Section 3.15) and the REMIC III 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 III Regular Interest LTAA, REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1, REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8, REMIC III Regular Interest LTM9, REMIC III Regular Interest LTZZ and REMIC III Regular Interest LTP, pro rata, based on, and to the extent of, one month’s interest at the then applicable respective REMIC III Remittance Rate on the respective Uncertificated Balance of each such REMIC III Regular Interest; and
 
The REMIC III Sub WAC Allocation Percentage of the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by the Servicer pursuant to Section 3.15) and the REMIC III 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 III Regular Interest LT1SUB, REMIC III Regular Interest LT1GRP, REMIC III Regular Interest LT2SUB, REMIC III Regular Interest LT2GRP and REMIC III Regular Interest LTXX, pro rata, based on, and to the extent of, one month’s interest at the then applicable respective REMIC III Remittance Rate on the respective Uncertificated Balance of each such REMIC III Regular Interest.
 
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 Regular Interest as described above and pursuant to Section 4.02.
 
Uncertificated Notional Amount: With respect to REMIC III Regular Interest LTIO and each Distribution Date listed below, the aggregate Uncertificated Balance of the REMIC II Regular Interests ending with the designation “A” listed below:
 
Distribution Date
REMIC I Regular Interests
   
1st through 2nd 
I-1-A through I-59-A and II-1-A through II-59-A
3
I-2-A through I-59-A and II-2-A through II-59-A
4
I-3-A through I-59-A and II-3-A through II-59-A
5
I-4-A through I-59-A and II-4-A through II-59-A
6
I-5-A through I-59-A and II-5-A through II-59-A
7
I-6-A through I-59-A and II-6-A through II-59-A
8
I-7-A through I-59-A and II-7-A through II-59-A
9
I-8-A through I-59-A and II-8-A through II-59-A
10
I-9-A through I-59-A and II-9-A through II-59-A
11
I-10-A through I-59-A and II-10-A through II-59-A
12
I-11-A through I-59-A and II-11-A through II-59-A
13
I-12-A through I-59-A and II-12-A through II-59-A
14
I-13-A through I-59-A and II-13-A through II-59-A
15
I-14-A through I-59-A and II-14-A through II-59-A
16
I-15-A through I-59-A and II-15-A through II-59-A
17
I-16-A through I-59-A and II-16-A through II-59-A
18
I-17-A through I-59-A and II-17-A through II-59-A
19
I-18-A through I-59-A and II-18-A through II-59-A
20
I-19-A through I-59-A and II-19-A through II-59-A
21
I-20-A through I-59-A and II-20-A through II-59-A
22
I-21-A through I-59-A and II-21-A through II-59-A
23
I-22-A through I-59-A and II-22-A through II-59-A
24
I-23-A through I-59-A and II-23-A through II-59-A
25
I-24-A through I-59-A and II-24-A through II-59-A
26
I-25-A through I-59-A and II-25-A through II-59-A
27
I-26-A through I-59-A and II-26-A through II-59-A
28
I-27-A through I-59-A and II-27-A through II-59-A
29
I-28-A through I-59-A and II-28-A through II-59-A
30
I-29-A through I-59-A and II-29-A through II-59-A
31
I-30-A through I-59-A and II-30-A through II-59-A
32
I-31-A through I-59-A and II-31-A through II-59-A
33
I-32-A through I-59-A and II-32-A through II-59-A
34
I-33-A through I-59-A and II-33-A through II-59-A
35
I-34-A through I-59-A and II-34-A through II-59-A
36
I-35-A through I-59-A and II-35-A through II-59-A
37
I-36-A through I-59-A and II-36-A through II-59-A
38
I-37-A through I-59-A and II-37-A through II-59-A
39
I-38-A through I-59-A and II-38-A through II-59-A
40
I-39-A through I-59-A and II-39-A through II-59-A
41
I-40-A through I-59-A and II-40-A through II-59-A
42
I-41-A through I-59-A and II-41-A through II-59-A
43
I-42-A through I-59-A and II-42-A through II-59-A
44
I-43-A through I-59-A and II-43-A through II-59-A
45
I-44-A through I-59-A and II-44-A through II-59-A
46
I-45-A through I-59-A and II-45-A through II-59-A
47
I-46-A through I-59-A and II-46-A through II-59-A
48
I-47-A through I-59-A and II-47-A through II-59-A
49
I-48-A through I-59-A and II-48-A through II-59-A
50
I-49-A through I-59-A and II-49-A through II-59-A
51
I-50-A through I-59-A and II-50-A through II-59-A
52
I-51-A through I-59-A and II-51-A through II-59-A
53
I-52-A through I-59-A and II-52-A through II-59-A
54
I-53-A through I-59-A and II-53-A through II-59-A
55
I-54-A through I-59-A and II-54-A through II-59-A
56
I-55-A through I-59-A and II-55-A through II-59-A
57
I-56-A through I-59-A and II-56-A through II-59-A
58
I-57-A through I-59-A and II-57-A through II-59-A
59
I-58-A and I-59-A and II-58-A and II-59-A
60
I-59-A and II-59-A
thereafter
$0.00

 
With respect to the Class IO Interest and any Distribution Date, an amount equal to the Uncertificated Notional Amount of the REMIC III Regular Interest LTIO.
 
Underwriter’s Exemption: Prohibited Transaction Exemption 2002-41, 67 Fed.Reg. 54487 (2002) (or any successor thereto), or any substantially similar administrative exemption granted by the U.S. Department of Labor.
 
United States Person or U.S. Person: 
 
(i) A citizen or resident of the United States;
 
(ii) a corporation (or entity treated as a corporation for tax purposes) created or organized in the United States or under the laws of the United States or of any state thereof, including, for this purpose, the District of Columbia;
 
(iii) a partnership (or entity treated as a partnership for tax purposes) organized in the United States or under the laws of the United States or of any state thereof, including, for this purpose, the District of Columbia (unless provided otherwise by future Treasury regulations);
 
(iv) an estate whose income is includible in gross income for United States income tax purposes regardless of its source; or
 
(v) 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 U.S. Persons have authority to control all substantial decisions of the trust. Notwithstanding the last clause of the preceding sentence, to the extent provided in Treasury regulations, certain trusts in existence on August 20, 1996, and treated as U.S. Persons before that date, may elect to continue to be U.S. Persons.
 
Unpaid Interest Amounts: As of any Distribution Date and any Class of Certificates, the sum of
 
(a) the excess of
 
(i) the sum of the Accrued Certificate Interest Distribution Amount for the Distribution Date and any portion of the Accrued Certificate Interest Distribution Amount from prior Distribution Dates remaining unpaid over
 
(ii) the amount in respect of interest on the Class of Certificates actually distributed on such Distribution Date; and
 
(b) interest on that excess for the related Interest Accrual Period at the applicable Pass-Through Rate (to the extent permitted by applicable law).
 
Unpaid Realized Loss Amount: For any Class of Subordinated Certificates and any Distribution Date, is the excess of (i) Applied Realized Loss Amounts for such Class over (ii) the sum of all distributions in reduction of Applied Realized Loss Amounts for such Class on all previous Distribution Dates and any reductions applied thereto due to the receipt of Subsequent Recoveries.
 
Voting Rights: The portion of the voting rights of all of the Certificates that is allocated to any Certificate. As of any date of determination, (a) 1% of all Voting Rights shall be allocated to any Class C Certificates and (b) the remaining Voting Rights shall be allocated among Holders of the remaining Classes of Certificates in proportion to the Certificate Balances of their respective Certificates on the date (the Voting Rights to be allocated among the holders of Certificates of each Class in accordance with their respective Percentage Interests); provided that, except as set forth in Section 10.01, any Certificate registered in the name of the Seller or its Affiliates 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.
 
 
            Section 1.02  Rules of Construction.     
 
Except as otherwise expressly provided in this Agreement or unless the context clearly requires otherwise:
 
(a)   References to designated articles, sections, subsections, exhibits, and other subdivisions of this Agreement, such as “Section 6.12 (a),” refer to the designated article, section, subsection, exhibit, or other subdivision of this Agreement as a whole and to all subdivisions of the designated article, section, subsection, exhibit, or other subdivision. The words “herein,” “hereof,” “hereto,” “hereunder,” and other words of similar import refer to this Agreement as a whole and not to any particular article, section, exhibit, or other subdivision of this Agreement.
 
(b)   Any term that relates to a document or a statute, rule, or regulation includes any amendments, modifications, supplements, or any other changes that may have occurred since the document, statute, rule, or regulation came into being, including changes that occur after the date of this Agreement.
 
(c)   Any party may execute any of the requirements under this Agreement either directly or through others, and the right to cause something to be done rather than doing it directly shall be implicit in every requirement under this Agreement. Unless a provision is restricted as to time or limited as to frequency, all provisions under this Agreement are implicitly available and things may happen from time to time.
 
(d)   The term “including” and all its variations mean “including but not limited to.” Except when used in conjunction with the word “either,” the word “or” is always used inclusively (for example, the phrase “A or B” means “A or B or both,” not “either A or B but not both”).
 
(e)   A reference to “a [thing]” or “any [of a thing]” does not imply the existence or occurrence of the thing referred to even though not followed by “if any,” and “any [of a thing]” is any of it. A reference to the plural of anything as to which there could be either one or more than one does not imply the existence of more than one (for instance, the phrase “the obligors on a note” means “the obligor or obligors on a note”). “Until [something occurs]” does not imply that it must occur, and will not be modified by the word “unless.” The word “due” and the word “payable” are each used in the sense that the stated time for payment has passed. The word “accrued” is used in its accounting sense, i.e., an amount paid is no longer accrued. In the calculation of amounts of things, differences and sums may generally result in negative numbers, but when the calculation of the excess of one thing over another results in zero or a negative number, the calculation is disregarded and an “excess” does not exist. Portions of things may be expressed as fractions or percentages interchangeably.
 
(f)   All accounting terms used in an accounting context and not otherwise defined, and accounting terms partly defined in this Agreement, to the extent not completely defined, shall be construed in accordance with generally accepted accounting principles. To the extent that the definitions of accounting terms in this Agreement are inconsistent with their meanings under generally accepted accounting principles, the definitions contained in this Agreement shall control. Capitalized terms used in this Agreement without definition that are defined in the Uniform Commercial Code are used in this Agreement as defined in the Uniform Commercial Code.
 
(g)   In the computation of a period of time from a specified date to a later specified date or an open-ended period, the words “from” and “beginning” mean “from and including,” the word “after” means “from but excluding,” the words “to” and “until” mean “to but excluding,” and the word “through” means “to and including.” Likewise, in setting deadlines or other periods, “by” means “on or before.” The words “preceding,” “following,” and words of similar import, mean immediately preceding or following. References to a month or a year refer to calendar months and calendar years.
 
(h)   Any reference to the enforceability of any agreement against a party means that it is enforceable, subject as to enforcement against the party, to applicable bankruptcy, insolvency, reorganization, and other similar laws of general applicability relating to or affecting creditors’ rights and to general equity principles.
 

 


 

ARTICLE II  
 
Conveyance of Mortgage Loans; Representations and Warranties
 
 
            Section 2.01   Conveyance of Mortgage Loans.     
 
(a)   The Seller, concurrently with the execution and delivery of this Agreement, hereby transfers to the Depositor, without recourse, all the interest of the Seller in each Mortgage Loan, including all interest and principal due to the Seller on each Mortgage Loan after the applicable Cut-off Date and all interest and principal payments on each Mortgage Loan received by the applicable Cut-off Date for installments of interest and principal due after the applicable Cut-off Date but not including payments of principal and interest due on each Mortgage Loan by the applicable Cut-off Date. By the Closing Date, the Seller shall deliver to the Depositor or, at the Depositor’s direction, to the Trustee or other designee of the Depositor, the Mortgage File for each Mortgage Loan listed in the Mortgage Loan Schedule (except that, in the case of Mortgage Loans that are Delayed Delivery Mortgage Loans, such delivery may take place within five (5) Business Days of the Closing Date) as of the Closing Date. The delivery of the Mortgage Files shall be made against payment by the Depositor of the purchase price, previously agreed to by the Seller and Depositor, for the Mortgage Loans.
 
(b)   The Depositor, concurrently with the execution and delivery of this Agreement, hereby transfers to the Trustee for the benefit of the Certificateholders, without recourse, all the interest of the Depositor in the Trust Fund, together with the Depositor’s right to require the Seller to cure any breach of a representation or warranty made in this Agreement by the Seller or to repurchase or substitute for any affected Mortgage Loan in accordance with this Agreement. The Depositor hereby directs the Supplemental Interest Trust Trustee to execute the Swap Agreement.
 
(c)   In connection with the transfer and assignment of each Mortgage Loan, the Depositor has delivered (or, in the case of the Delayed Delivery Mortgage Loans, will deliver within the time periods specified in the definition of Delayed Delivery Mortgage Loans) to the Trustee for the benefit of the Certificateholders the following documents or instruments with respect to each Mortgage Loan so assigned:
 
(i)  The original Mortgage Note, endorsed by manual or facsimile signature in blank in the following form: “Pay to the order of _______________ ______________without recourse,” with all intervening endorsements showing a complete chain of endorsement from the originator to the Person endorsing the Mortgage Note (each endorsement being sufficient to transfer all interest of the party so endorsing, as noteholder or assignee thereof, in that Mortgage Note) or a lost note affidavit for any Lost Mortgage Note from the Seller stating that the original Mortgage Note was lost or destroyed, together with a copy of the Mortgage Note.
 
(ii)  Except as provided below, for each Mortgage Loan that is not a MERS Mortgage Loan, the original recorded Mortgage or a copy of such Mortgage certified by the Seller as being a true and complete copy of the Mortgage (or, in the case of a Mortgage for which the related Mortgaged Property is located in the Commonwealth of Puerto Rico, a true copy of the Mortgage certified as such by an applicable notary) and in the case of each MERS Mortgage Loan, the original Mortgage, noting the presence of the MIN of the Mortgage Loans and either language indicating that the Mortgage Loan is a MOM Loan if the Mortgage Loan is a MOM Loan or if the Mortgage Loan was not a MOM Loan at origination, the original Mortgage and the assignment thereof to MERS, with evidence of recording indicated thereon, or a copy of the Mortgage certified by the public recording office in which such Mortgage has been recorded.
 
(iii)  In the case of each Mortgage Loan that is not a MERS Mortgage Loan, a duly executed assignment of the Mortgage (which may be included in a blanket assignment or assignments), together with, except as provided below, all interim recorded assignments of such mortgage (each such assignment, when duly and validly completed, to be in recordable form and sufficient to effect the assignment of and transfer to the assignee thereof, under the Mortgage to which the assignment relates); provided, that if the related Mortgage has not been returned from the applicable public recording office, such assignment of the Mortgage may exclude the information to be provided by the recording office; provided, further, that such assignment of Mortgage need not be delivered in the case of a Mortgage for which the related Mortgaged Property is located in the Commonwealth of Puerto Rico.
 
(iv)  The original or copies of each assumption, modification, written assurance, or substitution agreement.
 
(v)  Except as provided below, the original or duplicate original lender’s title policy and all its riders.
 
In addition, in connection with the assignment of any MERS Mortgage Loan, the Seller agrees that it will cause, at the Seller’s expense, the MERS® System to indicate that the Mortgage Loans sold by the Seller to the Depositor have been assigned by the Seller to the Trustee in accordance with this Agreement for the benefit of the Certificateholders by including (or deleting, in the case of Mortgage Loans which are repurchased in accordance with this Agreement) in such computer files the information required by the MERS® System to identify the series of the Certificates issued in connection with such Mortgage Loans. The Seller further agrees that it will not, and will not permit the Servicer to, and the Servicer agrees that it will not, alter the information referenced in this paragraph with respect to any Mortgage Loan sold by the Seller to the Depositor during the term of this Agreement unless and until such Mortgage Loan is repurchased in accordance with the terms of this Agreement.
 
In the event that in connection with any Mortgage Loan that is not a MERS Mortgage Loan the Depositor cannot deliver (a) the original recorded Mortgage, (b) all interim recorded assignments or (c) the lender’s title policy (together with all riders thereto) satisfying the requirements of clause (ii), (iii) or (v) above, respectively, concurrently with the execution and delivery hereof because such document or documents have not been returned from the applicable public recording office in the case of clause (ii) or (iii) above, or because the title policy has not been delivered to either the Servicer or the Depositor by the applicable title insurer in the case of clause (v) above, the Depositor shall promptly deliver to the Trustee, in the case of clause (ii) or (iii) above, such original Mortgage or such interim assignment, as the case may be, with evidence of recording indicated thereon upon receipt thereof from the public recording office, or a copy thereof, certified, if appropriate, by the relevant recording office, but in no event shall any such delivery of the original Mortgage and each such interim assignment or a copy thereof, certified, if appropriate, by the relevant recording office, be made later than one year following the Closing Date, or, in the case of clause (v) above, no later than 120 days following the Closing Date; provided, however, that in the event the Depositor is unable to deliver by such date each Mortgage and each such interim assignment by reason of the fact that any such documents have not been returned by the appropriate recording office, or, in the case of each such interim assignment, because the related Mortgage has not been returned by the appropriate recording office, the Depositor shall deliver such documents to the Trustee as promptly as possible upon receipt thereof and, in any event, within 720 days following the Closing Date.
 
The Depositor shall forward to the Trustee (a) from time to time additional original documents evidencing an assumption or modification of a Mortgage Loan and (b) any other documents required to be delivered by the Depositor or the Servicer to the Trustee. If the original Mortgage is not delivered and in connection with the payment in full of the related Mortgage Loan the public recording office requires the presentation of a “lost instruments affidavit and indemnity” or any equivalent document, because only a copy of the Mortgage can be delivered with the instrument of satisfaction or reconveyance, the Servicer shall execute and deliver the required document to the public recording office. If a public recording office retains the original recorded Mortgage or if a Mortgage is lost after recordation in a public recording office, the Seller shall deliver to the Trustee a copy of the Mortgage certified by the public recording office to be a true and complete copy of the original recorded Mortgage.
 
As promptly as practicable after any transfer of a Mortgage Loan under this Agreement, and in any event within thirty days after the transfer, the Trustee shall (i) affix the Trustee’s name to each assignment of Mortgage, as its assignee, and (ii) cause to be delivered for recording in the appropriate public office for real property records the assignments of the Mortgages to the Trustee, except that, if the Trustee has not received the information required to deliver any assignment of a Mortgage for recording, the Trustee shall deliver it as soon as practicable after receipt of the needed information and in any event within thirty days.
 
Notwithstanding the foregoing, however, for administrative convenience and facilitation of servicing and to reduce closing costs, the assignments of Mortgage shall not be required to be submitted for recording (except with respect to any Mortgage Loan located in Maryland) unless 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, that each assignment of Mortgage shall be submitted for recording by the Seller (at the direction of the Servicer) 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 the Holders of Certificates entitled to at least 25% of the Voting Rights or by the NIM Insurer, if any, (ii) [reserved], (iii) the occurrence of a bankruptcy, insolvency or foreclosure relating to the Seller, (iv) the occurrence of a servicing transfer as described in Section 7.02 hereof and (v) if the Seller is not the Servicer and with respect to any one assignment or Mortgage, the occurrence of a bankruptcy, insolvency or foreclosure relating to the Mortgagor under the related Mortgage. Notwithstanding the foregoing, if the Servicer is unable to pay the cost of recording the assignments of Mortgage, such expense shall be paid by the Trustee and shall be reimbursable out of the Distribution Account.
 
If any Mortgage Loans have been prepaid in full as of the Closing Date, the Depositor, in lieu of delivering the above documents to the Trustee, will deposit in the Certificate Account the portion of the prepayment that is required to be deposited in the Certificate Account pursuant to Section 3.06.
 
Notwithstanding anything to the contrary in this Agreement, within five (5) Business Days after the Closing Date, the Seller shall either:
 
(i) deliver to the Trustee the Mortgage File as required pursuant to this Section 2.01 for each Delayed Delivery Mortgage Loan; or
 
(ii) (A) repurchase the Delayed Delivery Mortgage Loan or (B) substitute the Delayed Delivery Mortgage Loan for a Substitute Mortgage Loan, which repurchase or substitution shall be accomplished in the manner and subject to the conditions in Section 2.03.
 
The Trustee shall, in accordance with Section 2.02, send a Delayed Delivery Certification substantially in the form of Exhibit G-2 (with any applicable exceptions noted thereon) for all Delayed Delivery Mortgage Loans delivered within 30 days of receipt of the related Mortgage Files.  The Trustee will promptly send a copy of such Delayed Delivery Certification to each Rating Agency. If the Seller fails to deliver a Mortgage File for any Delayed Delivery Mortgage Loan within the period specified herein, the Seller shall use its best reasonable efforts to effect a substitution, rather than a repurchase of, any Deleted Mortgage Loan. The cure period provided for in Section 2.02 or in Section 2.03 shall not apply to the initial delivery of the Mortgage File for such Delayed Delivery Mortgage Loan, but rather the Seller shall have five (5) Business Days to cure such failure to deliver. At the end of such period, the Trustee shall send a Delayed Delivery Certification for the Delayed Delivery Mortgage Loans delivered during such period in accordance with the provisions of Section 2.02.
 
The Seller agrees to treat the transfer of the Mortgage Loans to the Depositor as a sale for all tax, accounting, and regulatory purposes.
 
It is agreed and understood by the parties hereto that it is not intended that any Mortgage Loan be included in the Trust Fund that is a “High-Cost Home Loan” (or any other similarly designated loan) as defined in the New Jersey Home Ownership Act effective November 27, 2003, The Home Loan Protection Act of New Mexico effective January 1, 2004, The Massachusetts Predatory Home Loan Practices Act effective November 7, 2004 or The Indiana Home Loan Practices Act effective January 1, 2005.
 
 
            Section 2.02   Acceptance by the Trustee of the Mortgage Loans.
 
The Trustee acknowledges receipt of the documents identified in the Initial Certification in the form of Exhibit G-1 and declares that it holds and will hold such documents and the other documents delivered to it constituting the Mortgage Files for the Mortgage Loans, and that it holds or will hold such other assets as are included in the Trust Fund, in trust for the exclusive use and benefit of all present and future Certificateholders. The Trustee acknowledges that it will maintain possession of the related Mortgage Notes in the State of California, unless otherwise permitted by the Rating Agencies.
 
The Trustee agrees to execute and deliver on the Closing Date to the Depositor, the Servicer and the Seller an Initial Certification in the form of Exhibit G-1. Based on its review and examination, and only as to the documents identified in the Initial Certification, the Trustee acknowledges that the documents appear regular on their face and relate to the Mortgage Loans. The Trustee shall be under no duty to inspect, review, or examine said documents, instruments, certificates, or other papers to determine that the same are genuine, enforceable, or appropriate for the represented purpose or that they have actually been recorded in the real estate records or that they are other than what they purport to be on their face.
 
By the thirtieth day after the Closing Date (or if that day is not a Business Day, the succeeding Business Day), the Trustee shall deliver to the Depositor, the Servicer and the Seller a Delayed Delivery Certification with respect to the Mortgage Loans, substantially in the form of Exhibit G-2, with any applicable exceptions noted thereon.
 
Not later than ninety (90) days after the Closing Date, the Trustee shall deliver to the Depositor, the Servicer and the Seller a Final Certification in the form of Exhibit H, with any applicable exceptions noted thereon.
 
If, in the course of its review, the Trustee finds any document constituting a part of a Mortgage File that does not meet the requirements of Section 2.01, the Trustee shall list such as an exception in the Final Certification. The Trustee shall not make any determination as to whether (i) any endorsement is sufficient to transfer all interest of the party so endorsing, as noteholder or assignee thereof, in that Mortgage Note or (ii) any assignment is in recordable form or is sufficient to effect the assignment of and transfer to the assignee thereof under the mortgage to which the assignment relates. The Seller shall promptly correct any such defect within ninety (90) days from the date it was so notified of the defect and, with respect to any Mortgage Loan for which such defect is materially adverse to the Certificateholders, if the Seller does not correct such defect within that period, the Seller shall either (a) substitute for the related Mortgage Loan a Substitute Mortgage Loan, which substitution shall be accomplished pursuant to Section 2.03, or (b) purchase the Mortgage Loan at its Purchase Price from the Trustee within ninety (90) days from the date the Seller was notified of the defect in writing.
 
If a substitution or purchase of a Mortgage Loan pursuant to this provision is required because of a delay in delivery of any documents by the appropriate recording office, or there is a dispute between either the Servicer or the Seller and the Trustee over the location or status of the recorded document, then the substitution or purchase shall occur within 720 days from the Closing Date. In no other case may a substitution or purchase occur more than 540 days from the Closing Date.
 
The Trustee shall deliver written notice to each Rating Agency within 270 days from the Closing Date indicating each Mortgage Loan (a) that has not been returned by the appropriate recording office or (b) as to which there is a dispute as to location or status of the Mortgage Loan. The notice shall be delivered every ninety (90) days thereafter until the related Mortgage Loan is returned to the Trustee. Any substitution pursuant to (a) above or purchase pursuant to (b) above shall not be effected before the delivery to the Trustee of an Opinion of Counsel, if required by Section 2.05, and any substitution pursuant to (a) above shall not be effected before the additional delivery to the Trustee of a Request for Release substantially in the form of Exhibit N. No substitution is permitted to be made in any calendar month after the Determination Date for the month.
 
The Purchase Price for any Mortgage Loan shall be deposited by the Seller in the Certificate Account by the Distribution Account Deposit Date for the Distribution Date in the month following the month of repurchase and, upon receipt of the deposit and certification with respect thereto in the form of Exhibit N, the Trustee shall release the related Mortgage File to the Seller and shall execute and deliver at the Seller’s request any instruments of transfer or assignment prepared by the Seller, in each case without recourse, necessary to vest in the Seller, or a designee, the Trustee’s interest in any Mortgage Loan released pursuant hereto.
 
If pursuant to the foregoing provisions the Seller repurchases a Mortgage Loan that is a MERS Mortgage Loan, the Servicer shall either (i) cause MERS to execute and deliver an assignment of the Mortgage in recordable form to transfer the Mortgage from MERS to the Seller and shall cause such Mortgage to be removed from registration on the MERS® System in accordance with MERS’ rules and regulations or (ii) cause MERS to designate on the MERS® System the Seller as the beneficial holder of such Mortgage Loan.
 
The Trustee shall retain possession and custody of each Mortgage File in accordance with and subject to the terms and conditions herein. The Servicer shall promptly deliver to the Trustee, upon the execution or receipt thereof, the originals of such other documents or instruments constituting the Mortgage File as come into the possession of the Servicer from time to time.
 
The obligation of the Seller to substitute for or to purchase any Mortgage Loan that does not meet the requirements of Section 2.01 shall constitute the sole remedy respecting the defect available to the Trustee, the Depositor, and any Certificateholder against the Seller.
 
Section 2.03  
Representations, Warranties, and Covenants of the Seller and the Servicer.
 
 
 
(a)   IndyMac, in its capacities as Seller and Servicer, hereby makes the representations and warranties in Schedule II, and by this reference incorporated herein, to the Depositor, the Trustee and the Supplemental Interest Trust Trustee, as of the Closing Date. The Servicer will fully furnish, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information (i.e., favorable and unfavorable) on its credit files for the related Mortgagor for each Mortgage Loan to Equifax, Experian and Trans Union Credit Information Company on a monthly basis.
 
(b)   The Seller, in its capacity as Seller, hereby makes the representations and warranties in Schedule III, and by this reference incorporated herein, to the Depositor the Trustee and the Supplemental Interest Trust Trustee, as of the Closing Date, or if so specified therein, as of the applicable Cut-off Date.
 
(c)   Upon discovery by any of the parties hereto of a breach of a representation or warranty made pursuant to Section 2.03(b) that materially and adversely affects the interests of the Certificateholders in any Mortgage Loan, the party discovering such breach shall give prompt notice thereof to the other parties and to the NIM Insurer. A breach of the representation or warranty made pursuant to clauses (29), (30), (34), (35), (36), (37), (38) and (39) of Schedule III or a breach of the covenant of the Servicer made pursuant to clause (a) above will be deemed to materially and adversely affect the interests of the Certificateholders in the related Mortgage Loan. The Seller hereby covenants that within ninety (90) days of the earlier of its discovery or its receipt of written notice from any party of a breach of any representation or warranty made pursuant to Section 2.03(b) that materially and adversely affects the interests of the Certificateholders in any Mortgage Loan, it shall cure such breach in all material respects, and if such breach is not so cured, shall: (i) if the 90 day period expires before the second anniversary of the Closing Date, remove the Mortgage Loan (a “Deleted Mortgage Loan”) from the Trust Fund and substitute in its place a Substitute Mortgage Loan, in accordance with this Section 2.03; or (ii) repurchase the affected Mortgage Loan or Mortgage Loans from the Trustee at the Purchase Price in the manner stated below. Any substitution pursuant to (i) above shall not be effected before the delivery to the Trustee of the Opinion of Counsel, if required by Section 2.05, and a Request for Release substantially in the form of Exhibit N, and the Mortgage File for any Substitute Mortgage Loan. The Seller shall promptly reimburse the Servicer and the Trustee for any expenses reasonably incurred by the Servicer or the Trustee in respect of enforcing the remedies for the breach.
 
With respect to any Substitute Mortgage Loan or Loans, the Seller shall deliver to the Trustee for the benefit of the Certificateholders the Mortgage Note, the Mortgage, the related assignment of the Mortgage, and any other documents and agreements required by Section 2.01, with the Mortgage Note endorsed and the Mortgage assigned as required by Section 2.01. No substitution is permitted to be made in any calendar month after the Determination Date for the month. Scheduled Payments due with respect to Substitute Mortgage Loans in the Remittance Period of substitution shall not be part of the Trust Fund and will be retained by the Seller on the next Distribution Date. For the Remittance Period of substitution, distributions to Certificateholders will include the monthly payment due on any Deleted Mortgage Loan for the Remittance Period and thereafter the Seller shall be entitled to retain all amounts received with respect to the Deleted Mortgage Loan.
 
The Servicer shall amend the Mortgage Loan Schedule for the benefit of the Certificateholders to reflect the removal of the Deleted Mortgage Loan and the substitution of the Substitute Mortgage Loans and the Servicer shall deliver the amended Mortgage Loan Schedule to the Trustee. Upon the substitution, the Substitute Mortgage Loans shall be subject to this Agreement in all respects, and the Seller shall be deemed to have made with respect to the Substitute Mortgage Loans, as of the date of substitution, the representations and warranties made pursuant to Section 2.03(b) with respect to the Mortgage Loan. Upon any substitution and the deposit to the Certificate Account of the amount required to be deposited therein in connection with the substitution as described in the following paragraph, the Trustee shall release the Mortgage File held for the benefit of the Certificateholders relating to the Deleted Mortgage Loan to the Seller and shall execute and deliver at the Seller’s direction such instruments of transfer or assignment prepared by the Seller, in each case without recourse, as shall be necessary to vest title in the Seller, or its designee, the Trustee’s interest in any Deleted Mortgage Loan substituted for pursuant to this Section 2.03.
 
For any month in which the Seller substitutes one or more Substitute Mortgage Loans for one or more Deleted Mortgage Loans, the Servicer will determine the amount by which the aggregate principal balance of all such Substitute Mortgage Loans as of the date of substitution is less than the aggregate Stated Principal Balance of all the Deleted Mortgage Loans (after application of the scheduled principal portion of the monthly payments due in the Remittance Period of substitution and any adjustments due to any costs or damages incurred by the Trust Fund in connection with any violation of the Mortgage Loan of any predatory or abusive lending law). The amount of the shortage (the “Substitution Adjustment Amount”) plus, if the Seller is not the Servicer, the aggregate of any unreimbursed Advances and Servicing Advances with respect to the Deleted Mortgage Loans, shall be deposited into the Certificate Account by the Seller by the Distribution Account Deposit Date for the Distribution Date in the month succeeding the calendar month during which the related Mortgage Loan became required to be purchased or replaced hereunder.
 
If the Seller repurchases a Mortgage Loan, the Purchase Price therefor shall be deposited in the Certificate Account pursuant to Section 3.06 by the Distribution Account Deposit Date for the Distribution Date in the month following the month during which the Seller became obligated hereunder to repurchase or replace the Mortgage Loan and upon such deposit of the Purchase Price, the delivery of the Opinion of Counsel required by Section 2.05 and receipt of a Request for Release in the form of Exhibit N, the Trustee shall release the related Mortgage File held for the benefit of the Certificateholders to such Person, and the Trustee shall execute and deliver at such Person’s direction such instruments of transfer or assignment prepared by such Person, in each case without recourse, as shall be necessary to transfer title from the Trustee. The obligation under this Agreement of any Person to cure, repurchase, or replace any Mortgage Loan as to which a breach has occurred and is continuing shall constitute the sole remedy against the Person respecting the breach available to Certificateholders, the Depositor, the Trustee or the Supplemental Interest Trust Trustee on their behalf.
 
The representations and warranties made pursuant to this Section 2.03 shall survive delivery of the respective Mortgage Files to the Trustee for the benefit of the Certificateholders.
 
Section 2.04  
Representations and Warranties of the Depositor as to the Mortgage Loans.
 
 
The Depositor hereby represents and warrants to the Trustee and the Supplemental Interest Trust Trustee with respect to each Mortgage Loan as of the date hereof or such other date set forth herein that as of the Closing Date, and following the transfer of the Mortgage Loans to it by the Seller, the Depositor had good title to the Mortgage Loans and the Mortgage Notes were subject to no offsets, defenses, or counterclaims.
 
The Depositor hereby transfers to the Trustee all of its rights with respect to the Mortgage Loans, including the representations and warranties of the Seller made pursuant to Section 2.03(b), together with all rights of the Depositor to require the Seller to cure any breach thereof or to repurchase or substitute for any affected Mortgage Loan in accordance with this Agreement.
 
The representations and warranties in this Section 2.04 shall survive delivery of the Mortgage Files to the Trustee. Upon discovery by the Depositor, the Trustee or the Supplemental Interest Trust Trustee of any breach of any of the representations and warranties in this Section that materially and adversely affects the interest of the Certificateholders, the party discovering the breach shall give prompt written notice to the others, the NIM Insurer, and to each Rating Agency. If the NIM Insurer discovers such a breach, it may notify the parties to this Agreement and each Rating Agency.
 
 
          Section 2.05  Delivery of Opinion of Counsel in Connection with Substitutions and Repurchases.
 
(a)   Notwithstanding any contrary provision of this Agreement, no substitution pursuant to Section 2.01, 2.02, 2.03 or 2.05 shall be made more than ninety (90) days after the Closing Date unless the Seller delivers to the Trustee an Opinion of Counsel, which Opinion of Counsel shall not be at the expense of either the Trustee or the Trust Fund, addressed to the Trustee, to the effect that such substitution will not (i) result in the imposition of the tax on “prohibited transactions” on the Trust Fund or contributions after the Startup Date, as defined in Sections 860F(a)(2) and 860G(d) of the Code, respectively, or (ii) cause any REMIC created under this Agreement to fail to qualify as a REMIC at any time that any Certificates are outstanding. A substitution pursuant to Section 2.01, 2.02, 2.03 or 2.05 that is made within ninety (90) days after the Closing Date shall not require the Seller to deliver to the Trustee an Opinion of Counsel.
 
(b)   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 promptly (and in any event within five (5) Business Days of discovery) give written notice thereof to the other parties and the NIM Insurer. If the NIM Insurer discovers such facts, it may notify the parties to this Agreement. In connection therewith, the Trustee shall require the Seller, at the Seller’s option, to either (i) substitute, if the conditions in Section 2.03(c) with respect to substitutions are satisfied, a Substitute Mortgage Loan for the affected Mortgage Loan, or (ii) repurchase the affected Mortgage Loan within ninety (90) days of such discovery in the same manner as it would a Mortgage Loan for a breach of representation or warranty made pursuant to Section 2.03. The Trustee shall reconvey to the Seller the Mortgage Loan to be released pursuant hereto in the same manner, and on the same terms, as it would a Mortgage Loan repurchased for breach of a representation or warranty contained in Section 2.03.
 
 
          Section 2.06  Execution and Delivery of Certificates.
 
The Trustee acknowledges the transfer and assignment to it of the Trust Fund and, concurrently with the transfer and assignment, has executed and delivered to or upon the order of the Depositor, the Certificates in authorized denominations evidencing directly or indirectly the entire ownership of the Trust Fund. The Trustee agrees to hold the Trust Fund and exercise the rights referred to above for the benefit of all present and future Holders of the Certificates.
 
          Section 2.07  Conveyance of Subsequent Mortgage Loans.
 
(a) Subject to the conditions set forth in paragraph (b) below in consideration of the Trustee’s delivery on the Subsequent Transfer Dates to or upon the order of the Depositor of all or a portion of the balance of funds in the Pre-Funding Accounts, the Depositor shall on any Subsequent Transfer Date sell, transfer, assign, set over and convey without recourse to the Trust Fund but subject to the other terms and provisions of this Agreement all of the right, title and interest of the Depositor in an to (i) the Subsequent Mortgage Loans identified on the Mortgage Loan Schedule attached to the related Subsequent Transfer Instrument delivered by the Depositor on such Subsequent Transfer Date, (ii) all interest accruing thereon on and after the Subsequent Cut-off Date and all collections in respect of interest and principal due after the Subsequent Cut-off Date and (iii) all items with respect to such Subsequent Mortgage Loans to be delivered pursuant to Section 2.01 and the other items in the related Mortgage Files; provided, however, that the Depositor reserves and retains all right, title and interest in and to principal received and interest accruing on the Subsequent Mortgage Loans prior to the related Subsequent Cut-off Date. The transfer to the Trustee by the Depositor of the Subsequent Mortgage Loans identified on the Mortgage Loan Schedule shall be absolute and is intended by the Depositor, the Servicer, the Trustee, the Supplemental Interest Trust Trustee and the Certificateholders to constitute and to be treated as a sale of the Subsequent Mortgage Loans by the Depositor to the Trust Fund. The related Mortgage File for each Subsequent Mortgage Loan shall be delivered to the Trustee at least three (3) Business Days prior to the related Subsequent Transfer Date (except that, in the case of Subsequent Mortgage Loans that are Delayed Delivery Subsequent Mortgage Loans, such delivery may take place within five (5) Business Days of the Subsequent Transfer Date).

The purchase price paid by the Trustee from amounts released from the Group I Pre-Funding Account or the Group II Pre-Funding Account, as applicable, shall be 100% of the aggregate Stated Principal Balance of the related Subsequent Mortgage Loans so transferred (as identified on the Mortgage Loan Schedule attached to the related Subsequent Transfer Instrument provided by the Depositor). This Agreement shall constitute a fixed-price contract in accordance with Section 860G(a)(3)(A)(ii) of the Code.

(b) The Depositor shall transfer to the Trustee for deposit in the pool of Mortgage Loans the Subsequent Mortgage Loans and the other property and rights related thereto as described in paragraph (a) above, and the Trustee shall release funds from the Group I Pre-Funding Account or the Group II Pre-Funding Account, as applicable, only upon the satisfaction of each of the following conditions on or prior to the related Subsequent Transfer Date (except that, in the case of Subsequent Mortgage Loans that are Delayed Delivery Subsequent Mortgage Loans, such delivery may take place within five (5) Business Days of the Subsequent Transfer Date):

(i) the Depositor shall have provided the Trustee and the Rating Agencies with a timely Addition Notice and shall have provided any information reasonably requested by the Trustee with respect to the Subsequent Mortgage Loans;

(ii) the Depositor shall have delivered to the Trustee a duly executed Subsequent Transfer Instrument, which shall include a Mortgage Loan Schedule listing the Subsequent Mortgage Loans, and the Seller shall have delivered a computer file acceptable to the Trustee containing such Mortgage Loan Schedule to the Trustee at least three (3) Business Days prior to the related Subsequent Transfer Date;

(iii) as of each Subsequent Transfer Date, as evidenced by delivery of the Subsequent Transfer Instrument, the Depositor shall not be insolvent nor shall it have been rendered insolvent by such transfer nor shall it be aware of any pending insolvency;
 
            (iv) such sale and transfer shall not result in a material adverse tax consequence to the Trust Fund or the Certificateholders;
 
            (v) the Funding Period shall not have terminated;

(vi) the Depositor shall not have selected the Subsequent Mortgage Loans in a manner that it believed to be adverse to the interests of the Certificateholders;
 
            (vii) the NIM Insurer, if any, must consent to such conveyance;

(viii) the Depositor shall have delivered to the Trustee a Subsequent Transfer Instrument confirming the satisfaction of the conditions precedent specified in this Section 2.07 and, pursuant to the Subsequent Transfer Instrument, assigned to the Trustee without recourse for the benefit of the Certificateholders all the right, title and interest of the Depositor, in, to and under this Agreement, to the extent of the Subsequent Mortgage Loans; and 

(ix) the Depositor shall have delivered to the Trustee an Opinion of Counsel addressed to the Trustee and the Rating Agencies with respect to the transfer of the Subsequent Mortgage Loans substantially in the form of the Opinion of Counsel delivered to the Trustee on the Closing Date regarding the true sale of the Subsequent Mortgage Loans.

(c) The obligation of the Trust Fund to purchase a Subsequent Mortgage Loan on any Subsequent Transfer Date is subject to the satisfaction of the conditions set forth in the immediately preceding paragraph and the accuracy of the following representations and warranties with respect to each such Subsequent Mortgage Loan determined as of the applicable Subsequent Cut-off Date: (i) such Subsequent Mortgage Loan may not be 30 or more days delinquent as of the applicable Subsequent Cut-off Date; provided, however, that such Subsequent Mortgage Loans may have a first payment date occurring on or after the applicable Subsequent Cut-off Date and, therefore, such Subsequent Mortgage Loan could not have been delinquent as of such Subsequent Cut-off Date; (ii) the remaining term to maturity of such Subsequent Mortgage Loan will not be less than 170 months and will not exceed 360 months from its first payment date; (iii) the Subsequent Mortgage Loan may not provide for negative amortization; (iv) the Subsequent Mortgage Loan will not have a Loan-to-Value Ratio greater than 100.000%; (v) such Subsequent Mortgage Loans will have, as of the related Subsequent Cut-off Date, a weighted average age since origination not in excess of two months; (vi) such Subsequent Mortgage Loan will not have a Mortgage Rate less than 5.000% or greater than 14.000%; (vii) such Subsequent Mortgage Loan will have been serviced by the Servicer since origination or purchase by the Seller in accordance with its standard servicing practices; (viii) such Subsequent Mortgage Loan will have a first payment date occurring on or before June 1, 2006; (ix) such Subsequent Mortgage Loan will have a principal balance no greater than $1,000,000; and (x) such Subsequent Mortgage Loan will have been underwritten in accordance with the criteria set forth under “The Mortgage Pool-Underwriting Standards” in the Prospectus Supplement.

(d) Following the purchase of any Subsequent Mortgage Loan by the Trust to be included in Loan Group I, the Mortgage Loans in Loan Group I (including the related Subsequent Mortgage Loans) will as of the related Subsequent Cut-off Date: (i) have an original term to stated maturity of not more than 360 months from the first payment date thereon; (ii) have a Mortgage Rate of not less than 5.125% and not more than 13.500%; (iii) have a weighted average Loan-to-value ratio of approximately 81.94%; (iv) have no mortgage loan with a principal balance in excess of $554,499; (v) will consist of mortgage loans with Prepayment Charges representing no less than approximately 59.49% of the mortgage loans in Loan Group I; (vi) with respect to the adjustable-rate mortgage loans in Loan Group I, have a weighted average gross margin of approximately 5.565%; and (vii) have a non-zero weighted average FICO Score of approximately 610; in each case measured by aggregate principal balance of the mortgage loans in Loan Group I as of the related cut-off date applicable to each mortgage loan. For purposes of the calculations described in this paragraph, percentages of the mortgage loans in Loan Group I will be based on the principal balance of the Closing Date Mortgage Loans in Loan Group I as of the cut-off date and the principal balance of the Subsequent Mortgage Loans included in Loan Group I as of the related Subsequent Cut-off Date.
 
Following the purchase of any Subsequent Mortgage Loan by the Trust to be included in Loan Group II, the mortgage loans in Loan Group II (including the related Subsequent Mortgage Loans) will as of the related Subsequent Cut-off Date: (i) have an original term to stated maturity of not more than 360 months from the first payment date thereon; (ii) have a mortgage rate of not less than 5.250% and not more than 13.250%; (iii) have a weighted average Loan-to-Value Ratio of approximately 76.70%; (iv) have no mortgage loan with a principal balance in excess of $750,000; (v) will consist of mortgage loans with Prepayment Charges representing no less than approximately 66.55% of the mortgage loans in Loan Group II; (vi) with respect to the adjustable-rate mortgage loans in Loan Group II, have a weighted average gross margin of approximately 5.340%; and (vii) have a non-zero weighted average FICO Score of approximately 619; in each case measured by aggregate principal balance of the mortgage loans in Loan Group II as of the related Cut-off Date applicable to each mortgage loan. For purposes of the calculations described in this paragraph, percentages of the mortgage loans in Loan Group II will be based on the principal balance of the Closing Date Mortgage Loans in Loan Group II as of the cut-off date and the principal balance of the Subsequent Mortgage Loans in Loan Group II as of the related Subsequent Cut-off Date.
 

(e) Notwithstanding the foregoing, any Subsequent Mortgage Loan may be rejected by any Rating Agency if the inclusion of any such Subsequent Mortgage Loan would adversely affect the ratings of any Class of Certificates. At least one (1) Business Day prior to the Subsequent Transfer Date, each Rating Agency shall notify the Trustee as to which Subsequent Mortgage Loans, if any, shall not be included in the transfer on the Subsequent Transfer Date; provided, however, that the Seller shall have delivered to each Rating Agency at least three (3) Business Days prior to such Subsequent Transfer Date a computer file acceptable to each Rating Agency describing the characteristics specified in paragraphs (c) and (d) above.

 
          Section 2.08     REMIC Matters.
 
The Preliminary Statement sets forth the designations and “latest possible maturity date” for federal income tax purposes of all interests created hereby.
 
(6)    (A)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-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 Certificateholders and REMIC II (as holder of the REMIC I Regular Interests) to receive distributions from the proceeds of REMIC I in respect of the Class R-I Interest and the REMIC I Regular Interests, respectively, 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.
 
(7)    (B)Conveyance of the REMIC I Regular Interests; REMIC I, REMIC II, REMIC III, REMIC IV, REMIC V, REMIC VI and REMIC VII by the Trustee.
 
(i)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee, without recourse, all the right, title and interest of the Depositor in and to the assets described in the definition of REMIC I for the benefit of the Holders of the REMIC I Regular Interests (which are uncertificated) and the Class R Certificates (in respect of the Class R-I Interest). The Trustee acknowledges receipt of the assets described in the definition of REMIC I and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the REMIC I Regular Interests and the Class R Certificates (in respect of the Class R-I Interest). 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.
 
(ii)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest in and to the REMIC I Regular Interests (which are uncertificated) and the Class R Certificates (in respect of the Class R-I Interest). The Trustee acknowledges receipt of the REMIC I Regular Interests and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the REMIC II Regular Interests and the Class R Certificates (in respect of the Class R-II Interest). The interests evidenced by the Class R-II Interest, together with the REMIC II Regular Interests, constitute the entire beneficial ownership interest in REMIC II.
 
(iii)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest in and to the REMIC II Regular Interests (which are uncertificated) and the Class R Certificates (in respect of the Class R-II Interest). The Trustee acknowledges receipt of the REMIC II Regular Interests and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the REMIC III Regular Interests and the Class R Certificates (in respect of the Class R-III Interest). The interests evidenced by the Class R-III Interest, together with the REMIC III Regular Interests, constitute the entire beneficial ownership interest in REMIC III.
 
(iv) The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest in and to the REMIC III Regular Interests (which are uncertificated) for the benefit of the Holders of the Class A Certificates, Subordinated Certificates, the Class IO Interest, the Class C Interest, the Class P Interest and the Class R Certificates (in respect of the Class R-IV Interest). The Trustee acknowledges receipt of the REMIC III Regular Interests and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the Regular Certificates, the Class IO Interest and the Class R Certificates (in respect of the Class R-IV Interest). The interests evidenced by the Class R-IV Interest, together with the Regular Certificates and the Class IO Interest, constitute the entire beneficial ownership interest in REMIC IV.
 
(v) The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest in and to the Class C Interest (which is uncertificated) for the benefit of the Holders of the Class C Certificates and the Class R-X Certificates (in respect of the Class R-V Interest). The Trustee acknowledges receipt of the Class C Interest and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the Class C Certificates and the Class R-X Certificates (in respect of the Class R-V Interest). The interests evidenced by the Class R-V Interest, together with the Class C Certificates, constitute the entire beneficial ownership interest in REMIC V.

(vi) The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest in and to the Class P Interest (which is uncertificated) for the benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-VI Interest). The Trustee acknowledges receipt of the Class P Interest and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-VI Interest). The interests evidenced by the Class R-VI Interest, together with the Class P Certificates, constitute the entire beneficial ownership interest in REMIC VI.

(vii) The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest in and to the Class IO Interest (which is uncertificated) for the benefit of the Holders of the REMIC VII Regular Interest SWAP IO (which is uncertificated) and the Class R-X Certificates (in respect of the Class R-VII Interest). The Trustee acknowledges receipt of the Class IO Interest and declares that it holds and shall hold the same in trust for the exclusive use and benefit of the Holders of the REMIC VII Regular Interest SWAP IO and the Class R-X Certificates (in respect of the Class R-VII Interest). The interests evidenced by the Class R-VII Interest, together with the REMIC VII Regular Interest SWAP IO, constitute the entire beneficial ownership interest in REMIC VII.
 
(8)    (C)Issuance of Class R 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 or the Trustee has executed, authenticated and delivered to or upon the order of the Depositor, the Class R Certificates in authorized denominations. The interests evidenced by the Class R and Class R-X Certificates, together with the REMIC I Regular Interests, the REMIC II Regular Interests, the REMIC III Regular Interests, the REMIC IV Regular Interests, the REMIC V Regular Interests, the REMIC VI Regular Interests and REMIC VII Regular Interest SWAP IO, constitute the entire beneficial ownership interest in REMIC I, REMIC II, REMIC III, REMIC IV, REMIC V, REMIC VI and REMIC VII.
 
 
          Section 2.09  Covenants of the Servicer.
 
The Servicer hereby covenants to the Depositor and the Trustee as follows:
 
(a)   the Servicer shall comply in the performance of its obligations under this Agreement with all reasonable rules and requirements of the insurer under each Required Insurance Policy; and
 
(b)   no written information, certificate of an officer, statement furnished in writing or written report delivered to the Depositor, any affiliate of the Depositor, the NIM Insurer, the Trustee or the Supplemental Interest Trust Trustee and prepared by the Servicer pursuant to this Agreement will contain any untrue statement of a material fact or omit to state a material fact necessary to make such information, certificate, statement, or report not misleading.
 
 
          Section 2.10  Purposes and Powers of the Trust
 
The purpose of the common law trust, as created hereunder, is to engage in the following activities:
 
(a)   to acquire and hold the Mortgage Loans and the other assets of the Trust Fund and the proceeds therefrom;
 
(b)   to issue the Certificates sold to the Depositor in exchange for the Mortgage Loans;
 
(c)   to make payments on the Certificates;
 
(d)   to engage in those activities that are necessary, suitable or convenient to accomplish the foregoing or are incidental thereto or connected therewith; and
 
(e)   subject to compliance with this Agreement, to engage in such other activities as may be required in connection with conservation of the Trust Fund and the making of distributions to the Certificateholders.
 
The Trust is hereby authorized to engage in the foregoing activities. The Trustee and the Servicer shall not cause the Trust to engage in any activity other than in connection with the foregoing or other than as required or authorized by the terms of this Agreement while any Certificate is outstanding, and this Section 2.10 may not be amended, without the consent of the Certificateholders evidencing 66 2/3% or more of the aggregate Voting Rights of the Certificates.
 



 

ARTICLE III  
 
 
Administration and Servicing of Mortgage Loans
 
 
          Section 3.01  Servicer to Service Mortgage Loans.
 
For and on behalf of the Certificateholders, the Servicer shall service and administer the Mortgage Loans in accordance with this Agreement and the Servicing Standard.
 
The Servicer shall not make or permit any modification, waiver, or amendment of any term of any Mortgage Loan that would cause the Trust Fund to fail to qualify as a REMIC or result in the imposition of any tax under Section 860F(a) or Section 860G(d) of the Code.
 
Without limiting the generality of the foregoing, the Servicer, in its own name or in the name of the Depositor and the Trustee, is hereby authorized and empowered by the Depositor and the Trustee, when the Servicer believes it appropriate in its reasonable judgment, to execute and deliver, on behalf of the Trustee, the Depositor, the Certificateholders, or any of them, any 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 with respect to the Mortgaged Properties held for the benefit of the Certificateholders. The Servicer shall prepare and deliver to the Depositor or the Trustee any documents requiring execution and delivery by either or both of them appropriate to enable the Servicer to service and administer the Mortgage Loans to the extent that the Servicer is not permitted to execute and deliver such documents pursuant to the preceding sentence. Upon receipt of the documents, the Depositor or the Trustee shall execute the documents and deliver them to the Servicer.
 
The Servicer further is authorized and empowered by the Trustee, on behalf of the Certificateholders and the Trustee, in its own name, when the Servicer believes it appropriate in its best judgment to register any Mortgage Loan on the MERS® System, or cause the removal from the registration of any Mortgage Loan on the MERS® System, to execute and deliver, on behalf of the Trustee and the Certificateholders or any of them, any and all instruments of assignment and other comparable instruments with respect to such assignment or re-recording of a Mortgage in the name of MERS, solely as nominee for the Trustee and its successors and assigns.
 
In accordance with and to the extent of the Servicing Standard, the Servicer shall advance funds necessary to effect the payment of taxes and assessments on the Mortgaged Properties, which advances shall be reimbursable in the first instance from related collections from the Mortgagors pursuant to Section 3.07, and further as provided in Section 3.09. The costs incurred by the Servicer in effecting the timely payments of taxes and assessments on the Mortgaged Properties and related insurance premiums shall not, for the purpose of calculating monthly distributions to the Certificateholders, be added to the Stated Principal Balances of the related Mortgage Loans, notwithstanding that the Mortgage Loans so permit.
 
          Section 3.02  Reserved.
 
          Section 3.03  [Reserved].
 
          Section 3.04  The Pool Policy.
 
The Servicer shall prepare and file on a timely basis with the Pool Insurer, all claims which may be made under the Pool Policy with respect to the covered Mortgage Loans. The Servicer shall enforce the obligations of the Servicer to take all actions required under the Pool Policy as a condition to the payment of any such claim. The Trustee agrees to hold the Pool Policy.
 
          Section 3.05  Trustee to Act as Servicer.
 
If the Servicer for any reason is no longer the Servicer hereunder (including because of an Event of Default), the Trustee or its successor shall thereupon assume all of the rights and obligations of the Servicer hereunder arising thereafter, except that the Trustee shall not be:
 
(i) liable for losses of the Servicer pursuant to Section 3.10 or any acts or omissions of the predecessor Servicer hereunder,
 
(ii) obligated to make Advances if it is prohibited from doing so by applicable law,
 
(iii) obligated to effectuate repurchases or substitutions of Mortgage Loans hereunder, including repurchases or substitutions pursuant to Section 2.01, 2.02, 2.03 or 2.05,
 
(iv) responsible for expenses of the Servicer pursuant to Section 2.03, or
 
(v) deemed to have made any representations and warranties of the Servicer hereunder. Any assumption shall be subject to Section 7.02.
 
Notwithstanding anything else in this Agreement to the contrary, in no event shall the Trustee be liable for any servicing fee or for any differential in the amount of the servicing fee paid under this Agreement and the amount necessary to induce any successor Servicer to act as successor Servicer under this Agreement and the transactions provided for in this Agreement.
 
          Section 3.06  Collection of Mortgage Loan Payments; Servicing Accounts; Collection Account; Certificate Account;
                                                   Distribution Account; Excess Reserve Fund Account.                
 
(a)   In accordance with and to the extent of the Servicing Standard, the Servicer shall make reasonable efforts in accordance with the customary and usual standards of practice of prudent mortgage servicers to collect all payments called for under the Mortgage Loans to the extent the procedures are consistent with this Agreement and any related Required Insurance Policy. Consistent with the foregoing, the Servicer may in its discretion (i) waive any late payment charge or, subject to Section 3.20, any Prepayment Charge or penalty interest in connection with the prepayment of a Mortgage Loan, (ii) modify any delinquent or defaulted Mortgage Loan (including modifications that change the Mortgage Rate, forgive the payment of principal or interest or extend the final maturity date of that Mortgage Loan); provided, that such modification is consistent with the Servicing Standard and if in the Servicer’s determination such modification is not materially adverse to the interests of the Certificateholders (taking into account any estimated loss that might result absent such action) and is expected to minimize the loss of such Mortgage Loan; provided, however, that the Servicer shall not initiate new lending to such Mortgagor through the Trust, and (iii) extend the due dates for payments due on a Mortgage Note for a period not greater than 125 days. However, the Servicer cannot extend the maturity of any Mortgage Loan past the date on which the final payment is due on the latest maturing Mortgage Loan in the applicable Loan Group as of the Cut-off Date. In the event of any such arrangement, the Servicer shall make Advances on the related Mortgage Loan in accordance with Section 4.01 during the scheduled period in accordance with the amortization schedule of the Mortgage Loan without modification thereof because of the arrangements. In addition, the NIM Insurer’s prior written consent shall be required for any modification, waiver, or amendment if the amendment of the aggregate number of outstanding Mortgage Loans that have been modified, waived, and amended exceeds 5% of the aggregate number of Mortgage Loans. The Servicer shall not be required to institute or join in litigation with respect to collection of any payment (whether under a Mortgage, Mortgage Note, or otherwise or against any public or governmental authority with respect to a taking or condemnation) if it reasonably believes that enforcing the provision of the Mortgage or other instrument pursuant to which the payment is required is prohibited by applicable law. The Servicer shall not sell any delinquent or defaulted Mortgage Loan.
 
(b)   The Servicer shall establish and maintain one or more Servicing Accounts into which the Servicer shall deposit on a daily basis within one (1) Business Day of receipt, the following payments and collections received by it in respect of Mortgage Loans after the Cut-off Date (other than in respect of principal and interest due on the Mortgage Loans by the Cut-off Date):
 
(i)  all payments on account of principal on the Mortgage Loans, including Principal Prepayments;
 
(ii)  all payments on account of interest on the Mortgage Loans; and
 
(iii)  all Insurance Proceeds, Liquidation Proceeds and Subsequent Recoveries, other than proceeds to be applied to the restoration or repair of the Mortgaged Property or released to the Mortgagor in accordance with the Servicer’s normal servicing procedures.
 
By the Determination Date in each calendar month, the Servicer shall (a) withdraw from the Servicing Account all amounts on deposit therein pursuant to clauses (i) and (ii) above (other than amounts attributable to a Principal Prepayment in Full) and (b) deposit such amounts in the Collection Account. By the Business Day in each calendar month following the deposit in the Servicing Account of amounts on deposit therein pursuant to clause (iii) above or pursuant to any Principal Prepayment in Full, the Servicer shall (a) withdraw such amounts from the Servicing Account and (b) deposit such amounts in the Collection Account.
 
(c)   The Servicer shall establish and maintain a segregated Collection Account into which the Servicer shall deposit, as and when required by paragraph (b) of this Section 3.06, all amounts required to be deposited into the Collection Account pursuant to that paragraph.
 
(d)   The Servicer shall establish and maintain a segregated Certificate Account into which the Servicer shall deposit on a daily basis (i) within one (1) Business Day of deposit in the Collection Account (in the case of items (i) through (iii) below) and (2) within one (1) Business Day of receipt (in the case of all other items), except as otherwise specified herein, the following payments and collections received by it in respect of Mortgage Loans after the Cut-off Date (other than in respect of principal and interest due on the Mortgage Loans by the Cut-off Date) and the following amounts required to be deposited hereunder:
 
(i)  all payments on account of principal on the Mortgage Loans, including Principal Prepayments;
 
(ii)  all payments on account of interest on the Mortgage Loans, net of the related Servicing Fee;
 
(iii)  all Insurance Proceeds, Subsequent Recoveries and Liquidation Proceeds, other than proceeds to be applied to the restoration or repair of the Mortgaged Property or released to the Mortgagor in accordance with the Servicer’s normal servicing procedures;
 
(iv)  [reserved];
 
(v)  any amounts required to be deposited by the Servicer pursuant to Sections 3.12 and 3.14;
 
(vi)  all Purchase Prices received from the Servicer or Seller and all Substitution Adjustment Amounts;
 
(vii)  all Advances made by the Servicer pursuant to Section 4.01;
 
(viii)  any other amounts required to be deposited hereunder; and
 
(ix)  all Prepayment Charges collected.
 
In addition, with respect to any Mortgage Loan that is subject to a buydown agreement, on each Due Date for the Mortgage Loan, in addition to the monthly payment remitted by the related Mortgagor, the Servicer shall cause funds to be deposited into the Certificate Account in an amount required to cause an amount of interest to be paid with respect to the Mortgage Loan equal to the amount of interest that has accrued on the Mortgage Loan from the preceding Due Date at the Mortgage Rate net of the Servicing Fee on that date.
 
The foregoing requirements for remittance by the Servicer shall be exclusive. Without limiting the generality of the foregoing, payments in the nature of late payment charges or assumption fees, if collected, need not be remitted by the Servicer. If the Servicer remits any amount not required to be remitted, it may at any time withdraw that amount from the Certificate Account, any provision herein to the contrary notwithstanding. The withdrawal or direction may be accomplished by delivering written notice of it to the Trustee or any other institution maintaining the Certificate Account that describes the amounts deposited in error in the Certificate Account. The Servicer shall maintain adequate records with respect to all withdrawals made pursuant to this Section 3.06. All funds deposited in the Certificate Account shall be held in trust for the Certificateholders until withdrawn in accordance with Section 3.09.
 
The Trustee shall establish and maintain the Excess Reserve Fund Account, on behalf of the Class C Certificateholder, to secure its limited recourse obligation to pay to the other Certificateholders Net WAC Cap Carry Forward Amounts.
 
On each Distribution Date, the Trustee shall deposit the amount of any Net WAC Cap Carry Forward Amount for that date into the Excess Reserve Fund Account.
 
The Trustee shall invest amounts held in the Excess Reserve Fund Account only in Permitted Investments, which shall mature not later than the Business Day preceding the next Distribution Date (except that if such Permitted Investment is an obligation of the institution that maintains such account, then such Permitted Investment shall mature not later than the next Distribution Date) and, in each case, shall not be sold or disposed of before its maturity. The Servicer shall direct the Trustee in writing with respect to investment of amounts in the Excess Reserve Fund Account.
 
On each Distribution Date on which a Net WAC Cap Carry Forward Amount exists for any Class of Certificates, the Trustee shall withdraw from the Excess Reserve Fund Account amounts necessary to pay to the Class of Certificates the Net WAC Cap Carry Forward Amount. Such payments shall be allocated to those Classes as provided in Section 4.02(IV). Any Net WAC Cap Carry Forward Amounts paid by the Trustee to the Certificateholders shall be accounted for by the Trustee as amounts distributed by REMIC IV to the Holder of the Class C Interest and by REMIC V to the Class C Certificateholder (and from the Class C Certificateholder to the Excess Reserve Fund Account), for all federal income tax purposes. In addition, the Trustee shall account for the Certificateholders’ rights to receive payments of Net WAC Cap Carry Forward Amounts as rights in a limited recourse interest rate cap contract written by the Class C Certificateholder in favor of the other Certificateholders.
 
The Trustee shall account for the Excess Reserve Fund Account as an outside reserve fund within the meaning of Treasury Regulation Section 1.860G-2(h) and not an asset of any REMIC created pursuant to this Agreement. It is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Excess Reserve Fund Account be disregarded as an entity separate from the Holder of the Class C Certificates unless and until the date when either (a) there is more than one Class C Certificateholder or (b) any Class of Certificates in addition to the Class C Certificates is recharacterized as an equity interest in the Excess Reserve Fund Account for federal income tax purposes, in which case it is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Excess Reserve Fund Account be treated as a partnership. The Trustee shall treat amounts deposited into the Excess Reserve Fund Account as amounts distributed by REMIC IV to the Holder of the Class C Interest and by REMIC V to the Class C Certificateholder (and from the Class C Certificateholder to the Excess Reserve Fund Account), for all federal income tax purposes. Accordingly, each Class of Certificates, other than the Class C Certificate, the Class P Certificate, the Class R Certificate and the Class R-X Certificate, will comprise two components - a REMIC Regular Interest and an interest in a cap contract. The Trustee shall allocate the issue price for a Class of Certificates between two components for purposes of determining the issue price of the REMIC Regular Interest component. The Excess Reserve Fund Account will be part of the Trust but not part of any REMIC and any payments to the Holders of the Class A and Subordinate Certificates of Net WAC Cap Carry Forward Amounts will not be payments with respect to a “regular interest” in a REMIC within the meaning of Code Section 860(G)(a)(1).
 
By accepting a Class C Certificate, each Class C Certificateholder hereby agrees to direct the Trustee, and the Trustee hereby is directed, to deposit into the Excess Reserve Fund Account the amounts described above on each Distribution Date as to which there is any Net WAC Cap Carry Forward Amount rather than distributing such amount to the Class C Certificateholders. By accepting a Class C Certificate, each Class C Certificateholder further agrees that such direction is given for good and valuable consideration, the receipt and sufficiency of which is acknowledged by such acceptance.
 
For federal tax return and information reporting, the right of the Holders of the Class A Certificates and the Subordinate Certificates to receive payments from the Excess Reserve Fund Account in respect of any Net WAC Cap Carry Forward Amounts may have more than a de minimis value.
 
Notwithstanding any provision contained in this Agreement, the Trustee shall not be required to make any payments from the Excess Reserve Fund Account except as expressly stated in this Section 3.06(d).
 
(e)   [Reserved].
 
(f)   The Trustee shall establish and maintain the Distribution Account on behalf of the Certificateholders. The Trustee shall, promptly upon receipt, deposit in the Distribution Account and retain therein the following:
 
(i)  the aggregate amount remitted by the Servicer to the Trustee pursuant to Section 3.09(a);
 
(ii)  any amount deposited by the Servicer pursuant to Section 3.06(g) in connection with any losses on Permitted Investments;
 
(iii)  received with respect to the termination of the Trust Fund pursuant to Section 9.01; and
 
(iv)  any other amounts deposited hereunder that are required to be deposited in the Distribution Account.
 
If the Servicer remits any amount not required to be remitted, it may at any time direct the Trustee in writing to withdraw that amount from the Distribution Account, any provision herein to the contrary notwithstanding. The direction may be accomplished by delivering an Officer’s Certificate to the Trustee that describes the amounts deposited in error in the Distribution Account. All funds deposited in the Distribution Account shall be held by the Trustee in trust for the Certificateholders until disbursed in accordance with this Agreement or withdrawn in accordance with Section 3.09. In no event shall the Trustee incur liability for withdrawals from the Distribution Account at the direction of the Servicer.
 
(g)   Each institution at which the Certificate Account or the Distribution Account is maintained shall invest the funds therein as directed in writing by the Servicer in Permitted Investments, which shall mature not later than the second Business Day preceding the related Distribution Account Deposit Date (except that if the Permitted Investment is an obligation of the institution that maintains the account, then the Permitted Investment shall mature not later than the Business Day preceding the Distribution Account Deposit Date) and shall not be sold or disposed of before its maturity. All Permitted Investments shall be made in the name of the Trustee, for the benefit of the Certificateholders. All income realized from any investment of funds on deposit in the Certificate Account and the Distribution Account shall be for the benefit of the Servicer as servicing compensation and shall be remitted to it monthly as provided herein. The amount of any realized losses on Permitted Investments in the Certificate Account or Distribution Account shall promptly be deposited by the Servicer in the Certificate Account or the Distribution Account, respectively. The Trustee shall not be liable for the amount of any loss incurred in respect of any investment or lack of investment of funds held in the Certificate Account or the Distribution Account and made in accordance with this Section 3.06. Notwithstanding the foregoing, if amounts remitted by the Servicer to the Trustee pursuant to Section 3.09(a) for deposit in the Distribution Account and investment directions therefor are not received by the Trustee before 12:00 p.m. (pacific time) on the Distribution Account Deposit Date, amounts on deposit in the Distribution Account shall remain uninvested.
 
(h)   [Reserved].
 
(i)   The Servicer shall notify the Trustee, the Seller, each Rating Agency, and the Depositor of any proposed change of the location of the Certificate Account, the Collection Account, the Excess Reserve Fund Account or the Distribution Account not later than 30 days and not more than 45 days before any change thereof.
 
          Section 3.07  Collection of Taxes, Assessments, and Similar Items Escrow Accounts.
 
(a)   To the extent required by the related Mortgage Note and not violative of current law, the Servicer shall establish and maintain one or more accounts (each, an “Escrow Account”) and deposit and retain therein all collections from the Mortgagors (or Servicing advances) for the payment of taxes, assessments, hazard insurance premiums or comparable items for the account of the Mortgagors. Nothing herein shall require the Servicer to compel a Mortgagor to establish an Escrow Account in violation of applicable law.
 
(b)   Withdrawals of amounts so collected from the Escrow Accounts may be made only to effect timely payment of taxes, assessments, hazard insurance premiums, condominium or PUD association dues, or comparable items, to reimburse (without duplication) the Servicer out of related collections for any payments made pursuant to Sections 3.01 (with respect to taxes and assessments and insurance premiums) and 3.10 (with respect to hazard insurance), to refund to any Mortgagors any sums determined to be overages, to pay interest, if required by law or the related Mortgage or Mortgage Note, to Mortgagors on balances in the Escrow Account or to clear and terminate the Escrow Account at the termination of this Agreement in accordance with Section 9.01. The Escrow Accounts shall not be a part of the Trust Fund.
 
(c)   The Servicer shall advance any payments referred to in Section 3.07(a) that are not timely paid by the Mortgagors on the date when the tax, premium or other cost for which such payment is intended is due, but the Servicer shall be required so to advance only to the extent that such advances, in the good faith judgment of the Servicer, will be recoverable by the Servicer out of Insurance Proceeds, Liquidation Proceeds, or otherwise.
 
          Section 3.08  Access to Certain Documentation and Information Regarding the Mortgage Loans.
 
The Servicer shall afford the Depositor, the NIM Insurer, the Trustee and the Supplemental Interest Trust Trustee reasonable access to all records and documentation regarding the Mortgage Loans and all accounts, insurance information, and other matters relating to this Agreement, such access being afforded without charge, but only upon reasonable request and during normal business hours at the office designated by the Servicer.
 
Upon reasonable advance notice in writing, the Servicer will provide to each Certificateholder or Certificate Owner that is a savings and loan association, bank, or insurance company certain reports and reasonable access to information and documentation regarding the Mortgage Loans sufficient to permit the Certificateholder or Certificate Owner to comply with applicable regulations of the OTS or other regulatory authorities with respect to investment in the Certificates. The Servicer shall be entitled to be reimbursed by each such Certificateholder or Certificate Owner for actual expenses incurred by the Servicer in providing the reports and access.
 
Section 3.09  
Permitted Withdrawals from the Certificate Account, the Distribution Account and the Excess Reserve Fund Account.
 
 
(a)   The Servicer may (and, in the case of clause (ix) below, shall) from time to time make withdrawals from the Certificate Account for the following purposes:
 
(i)  to pay to the Servicer (to the extent not previously retained) the servicing compensation to which it is entitled pursuant to Section 3.15, and to pay to the Servicer, as additional servicing compensation, earnings on or investment income with respect to funds in or credited to the Certificate Account;
 
(ii)  to reimburse the Servicer for unreimbursed Advances made by it, such right of reimbursement pursuant to this subclause (ii) being limited to amounts received on the Mortgage Loans in respect of which the Advance was made;
 
(iii)  to reimburse the Servicer for any Nonrecoverable Advance previously made;
 
(iv)  to reimburse the Servicer for Insured Expenses from the related Insurance Proceeds;
 
(v)  to reimburse the Servicer for (a) unreimbursed Servicing Advances, such right of reimbursement pursuant to this sub-clause (a) made by it being limited to amounts received on the Mortgage Loans in respect of which the Servicing Advance was made that represent late recoveries of the payments for which such advances were made pursuant to Section 3.01, Section 3.07 or Section 3.10 and (b) for unpaid Servicing Fees as provided in Section 3.12;
 
(vi)  to pay to the purchaser, with respect to each Mortgage Loan or property acquired in respect thereof that has been purchased pursuant to Section 2.01, 2.02, 2.03 or 2.05, all amounts received thereon after the date of such purchase;
 
(vii)  to reimburse the Seller, the Servicer, the NIM Insurer, or the Depositor for expenses incurred by any of them and reimbursable pursuant to Section 6.03;
 
(viii)  to withdraw any amount deposited in the Certificate Account and not required to be deposited therein;
 
(ix)  by the Distribution Account Deposit Date, to withdraw (1) the Servicer Remittance Amount for the Distribution Date, to the extent on deposit, and (2) the Prepayment Charges on deposit, and remit such amount to the Trustee for deposit in the Distribution Account; and
 
(x)  to clear and terminate the Certificate Account upon termination of this Agreement pursuant to Section 9.01.
 
The Servicer shall keep and maintain separate accounting, on a Mortgage Loan by Mortgage Loan basis, to justify any withdrawal from the Certificate Account pursuant to subclauses (i), (ii), (iv), (v), and (vi). Before making any withdrawal from the Certificate Account pursuant to subclause (iii), the Servicer shall deliver to the Trustee an Officer’s Certificate of a Servicing Officer indicating the amount of any previous Advance determined by the Servicer to be a Nonrecoverable Advance and identifying the related Mortgage Loans and their respective portions of the Nonrecoverable Advance.
 
(b)   The Trustee shall withdraw funds from the Distribution Account for distributions to Certificateholders in the manner specified in this Agreement (and to withhold from the amounts so withdrawn the amount of any taxes that it is authorized to withhold pursuant to the last paragraph of Section 8.11). In addition, the Trustee may from time to time make withdrawals from the Distribution Account for the following purposes:
 
(i)  to pay to itself the Trustee Fee for the related Distribution Date;
 
(ii)  to pay to the Servicer as additional servicing compensation earnings on or investment income with respect to funds in the Distribution Account;
 
(iii)  to withdraw and return to the Servicer any amount deposited in the Distribution Account and not required to be deposited therein;
 
(iv)  to clear and terminate the Distribution Account upon termination of the Agreement pursuant to Section 9.01; and
 
(v)  to make distributions to the Supplemental Interest Trust, in accordance with Section 4.05.
 
(c)   On each Distribution Date, the Trustee shall make withdrawals from the Excess Reserve Fund Account for deposit in the Distribution Account of the amount required pursuant to Section 3.06(d). Each institution at which the Excess Reserve Fund Account is maintained shall invest the funds therein as directed in writing by the Servicer in Permitted Investments, which shall mature not later than the second Business Day preceding the related Distribution Account Deposit Date (except that if the Permitted Investment is an obligation of the institution that maintains the account, then the Permitted Investment shall mature not later than the Business Day preceding the Distribution Account Deposit Date) and shall not be sold or disposed of before its maturity. All Permitted Investments shall be made in the name of the Trustee, for the benefit of the Certificateholders. All income realized from any investment of funds on deposit in the Excess Reserve Fund Account shall be for the benefit of the Servicer as servicing compensation and shall be remitted to it monthly as provided herein. The amount of any realized losses on Permitted Investments in the Excess Reserve Fund Account shall promptly be deposited by the Servicer in the Excess Reserve Fund Account. On the earlier of (i) the termination of this Agreement pursuant to Section 9.01 and (ii) the Distribution Date on which all of the Certificates (other than the Class C Certificates) are reduced to zero, any amount remaining on deposit in the Excess Reserve Fund Account after giving effect to the requirements of this section shall be withdrawn by the Trustee and paid to the Class C Certificateholders.
 
Section 3.10  
Maintenance of Hazard Insurance; Maintenance of Primary Insurance Policies.
 
(a)   The Servicer shall maintain, for each Mortgage Loan, hazard insurance with extended coverage in an amount that is at least equal to the lesser of:
 
(i)  the maximum insurable value of the improvements securing the Mortgage Loan; and
 
(ii)  the greater of (y) the outstanding principal balance of the Mortgage Loan and (z) an amount such that the proceeds of the policy are sufficient to prevent the related Mortgagor or the mortgagee from becoming a co-insurer.
 
Each policy of standard hazard insurance shall contain, or have an accompanying endorsement that contains, a standard mortgagee clause. Any amounts collected under the policies (other than the amounts to be applied to the restoration or repair of the related Mortgaged Property or amounts released to the Mortgagor in accordance with the Servicer’s normal servicing procedures) shall be deposited in the Certificate Account. Any cost incurred in maintaining any insurance shall not, for the purpose of calculating monthly distributions to the Certificateholders or remittances to the Trustee for their benefit, be added to the principal balance of the Mortgage Loan, notwithstanding that the Mortgage Loan so permits. Such costs shall be recoverable by the Servicer out of late payments by the related Mortgagor or out of Liquidation Proceeds to the extent permitted by Section 3.09. No earthquake or other additional insurance is to be required of any Mortgagor or maintained on property acquired in respect of a Mortgage other than pursuant to any applicable laws and regulations in force that require additional insurance. If the Mortgaged Property is located at the time of origination of the Mortgage Loan in a federally designated special flood hazard area and the area is participating in the national flood insurance program, the Servicer shall maintain flood insurance for the Mortgage Loan. The flood insurance shall be in an amount equal to the least of (i) the original principal balance of the related Mortgage Loan, (ii) the replacement value of the improvements that are part of the Mortgaged Property and (iii) the maximum amount of flood insurance available for the related Mortgaged Property under the national flood insurance program.
 
If the Servicer obtains and maintains a blanket policy insuring against hazard losses on all of the Mortgage Loans, it shall have satisfied its obligations in the first sentence of this Section 3.10. The policy may contain a deductible clause on terms substantially equivalent to those commercially available and maintained by comparable servicers. If the policy contains a deductible clause and a policy complying with the first sentence of this Section 3.10 has not been maintained on the related Mortgaged Property, and if a loss that would have been covered by the required policy occurs, the Servicer shall deposit in the Certificate Account, without any right of reimbursement, the amount not otherwise payable under the blanket policy because of the deductible clause. In connection with its activities as Servicer of the Mortgage Loans, the Servicer agrees to present, on behalf of itself, the Depositor, and the Trustee for the benefit of the Certificateholders and the NIM Insurer, claims under any blanket policy.
 
(b)   The Servicer shall not take any action that would result in non-coverage under any applicable Primary Insurance Policy of any loss that, but for the actions of the Servicer, would have been covered thereunder. The Servicer shall not cancel or refuse to renew any Primary Insurance Policy that is in effect at the date of the initial issuance of the Certificates and is required to be kept in force hereunder unless the replacement Primary Insurance Policy for the canceled or non-renewed policy is maintained with a Qualified Insurer. The Servicer need not maintain any Primary Insurance Policy if maintaining the Primary Insurance Policy is prohibited by applicable law. The Servicer agrees, to the extent permitted by applicable law, to effect the timely payment of the premiums on each Primary Insurance Policy, and any costs not otherwise recoverable shall be recoverable by the Servicer from the related liquidation proceeds. The Servicer shall maintain for as long as each relevant Mortgage Loan is outstanding the mortgage insurance associated with the Mortgage Loans identified on the Mortgage Loan Schedule as having lender acquired mortgage insurance, and as to any other Mortgage Loans the Servicer need not maintain any Primary Insurance Policy with respect to any Mortgage Loan with a Loan-to-Value Ratio less than or equal to 80% as of any date of determination or, based on a new appraisal, the principal balance of the Mortgage Loan represents 80% or less of the new Appraised Value.
 
In connection with its activities as Servicer of the Mortgage Loans, the Servicer agrees to present, on behalf of itself, the Trustee, the NIM Insurer, and the Certificateholders, claims to the insurer under any Primary Insurance Policies and, in this regard, to take any reasonable action in accordance with the Servicing Standard necessary to permit recovery under any Primary Insurance Policies respecting defaulted Mortgage Loans. Any amounts collected by the Servicer under any Primary Insurance Policies shall be deposited in the Certificate Account or the Collection Account (as applicable).
 
Section 3.11  
Enforcement of Due-On-Sale Clauses; Assumption Agreements.
 
(a)   Except as otherwise provided in this Section 3.11, when any property subject to a Mortgage has been conveyed by the Mortgagor, the Servicer shall to the extent that it has knowledge of the conveyance and in accordance with the Servicing Standard, enforce any due-on-sale clause contained in any Mortgage Note or Mortgage, to the extent permitted under applicable law and governmental regulations, but only to the extent that enforcement will not adversely affect or jeopardize coverage under any Required Insurance Policy. Notwithstanding the foregoing, the Servicer is not required to exercise these rights with respect to a Mortgage Loan if the Person to whom the related Mortgaged Property has been conveyed or is proposed to be conveyed satisfies the conditions contained in the Mortgage Note and Mortgage related thereto and the consent of the mortgagee under the Mortgage Note or Mortgage is not otherwise so required under the Mortgage Note or Mortgage as a condition to the transfer.
 
If (i) the Servicer is prohibited by law from enforcing any due-on-sale clause, (ii) coverage under any Required Insurance Policy would be adversely affected, (iii) the Mortgage Note does not include a due-on-sale clause or (iv) nonenforcement is otherwise permitted hereunder, the Servicer is authorized, subject to Section 3.11(b), to take or enter into an assumption and modification agreement from or with the person to whom the property has been or is about to be conveyed, pursuant to which the person becomes liable under the Mortgage Note and, unless prohibited by applicable state law, the Mortgagor remains liable thereon. The Mortgage Loan must continue to be covered (if so covered before the Servicer enters into the agreement) by the applicable Required Insurance Policies.
 
The Servicer, subject to Section 3.11(b), is also authorized with the prior approval of the insurers under any Required Insurance Policies to enter into a substitution of liability agreement with the Person, pursuant to which the original Mortgagor is released from liability and the Person is substituted as Mortgagor and becomes liable under the Mortgage Note. Notwithstanding the foregoing, the Servicer shall not be deemed to be in default under this Section 3.11 because of any transfer or assumption that the Servicer reasonably believes it is restricted by law from preventing, for any reason whatsoever.
 
(b)   Subject to the Servicer’s duty to enforce any due-on-sale clause to the extent provided in Section 3.11(a), in any case in which a Mortgaged Property has been conveyed to a Person by a Mortgagor, and the Person is to enter into an assumption agreement or modification agreement or supplement to the Mortgage Note or Mortgage that requires the signature of the Trustee, or if an instrument of release signed by the Trustee is required releasing the Mortgagor from liability on the Mortgage Loan, the Servicer shall prepare and deliver to the Trustee for signature and shall direct the Trustee, in writing, to execute the assumption agreement with the Person to whom the Mortgaged Property is to be conveyed, and the modification agreement or supplement to the Mortgage Note or Mortgage or other instruments appropriate to carry out the terms of the Mortgage Note or Mortgage or otherwise to comply with any applicable laws regarding assumptions or the transfer of the Mortgaged Property to the Person. In connection with any such assumption, no material term of the Mortgage Note may be changed.
 
In addition, the substitute Mortgagor and the Mortgaged Property must be acceptable to the Servicer in accordance with its underwriting standards as then in effect. Together with each substitution, assumption, or other agreement or instrument delivered to the Trustee for execution by it, the Servicer shall deliver an Officer’s Certificate signed by a Servicing Officer stating that the requirements of this subsection have been met in connection therewith. The Servicer shall notify the Trustee that any substitution or assumption agreement has been completed by forwarding to the Trustee the original of the substitution or assumption agreement, which in the case of the original shall be added to the related Mortgage File and shall, for all purposes, be considered a part of the Mortgage File to the same extent as all other documents and instruments constituting a part thereof. The Servicer will retain any fee collected by it for entering into an assumption or substitution of liability agreement as additional servicing compensation.
 
Section 3.12  
Realization Upon Defaulted Mortgage Loans; Repurchase of Certain Mortgage Loans.
 
(a)   The Servicer shall use reasonable efforts in accordance with the Servicing Standard to foreclose on or otherwise comparably convert the ownership of Mortgaged Properties in respect of which the related Mortgage Loans have come into and continue in default and as to which no satisfactory arrangements can be made for collection of delinquent payments. In connection with the foreclosure or other conversion, the Servicer shall follow the Servicing Standard and shall follow the requirements of the insurer under any Required Insurance Policy.
 
Notwithstanding the foregoing, the Servicer shall not be required to expend its own funds in connection with any foreclosure or towards the restoration of any property unless it determines (i) that the restoration or foreclosure will increase the proceeds of liquidation of the Mortgage Loan after reimbursement to itself of restoration expenses and (ii) that restoration expenses will be recoverable to it through Liquidation Proceeds (respecting which it shall have priority for purposes of withdrawals from the Certificate Account). The Servicer shall be responsible for all other costs and expenses incurred by it in any foreclosure proceedings. The Servicer is entitled to reimbursement thereof from the liquidation proceeds with respect to the related Mortgaged Property, as provided in the definition of Liquidation Proceeds. If the Servicer has knowledge that a Mortgaged Property that the Servicer is contemplating acquiring in foreclosure or by deed in lieu of foreclosure is located within one mile of any site listed in the Expenditure Plan for the Hazardous Substance Clean Up Bond Act of 1984 or other site with environmental or hazardous waste risks known to the Servicer, the Servicer will, before acquiring the Mortgaged Property, consider the risks and only take action in accordance with its established environmental review procedures. The Servicer shall not foreclose any Mortgaged Property or accept a deed in lieu of foreclosure for any Mortgaged Property without the consent of the NIM Insurer if the Servicer has actual knowledge or notice that the Mortgaged Property contains material hazardous wastes or substances subject to the Hazardous Substance Clean Up Bond Act of 1984.
 
With respect to any REO Property, the deed or certificate of sale shall be taken in the name of the Trustee for the benefit of the Certificateholders, or its nominee, on behalf of the Certificateholders. The Trustee’s name shall be placed on the title to the REO Property solely as the Trustee hereunder and not in its individual capacity. The Servicer shall ensure that the title to the REO Property references this Agreement and the Trustee’s capacity hereunder. Pursuant to its efforts to sell the REO Property, the Servicer shall either itself or through an agent selected by the Servicer protect and conserve the REO Property in accordance with the Servicing Standard as the Servicer deems to be in the best interest of the Certificateholders for the period before the sale of the REO Property.
 
The Servicer shall perform the tax reporting and withholding required by Sections 1445 and 6050J of the Code with respect to foreclosures and abandonments, the tax reporting required by Section 6050H of the Code with respect to the receipt of mortgage interest from individuals and, if required by Section 6050P of the Code with respect to the cancellation of indebtedness by certain financial entities, the preparation of any required tax and information returns, in the form required, and filed the same.
 
If the Trust Fund acquires any Mortgaged Property as aforesaid or otherwise in connection with a default or imminent default on a Mortgage Loan, the REO Property shall only be held temporarily, shall be actively marketed for sale, and the Servicer shall dispose of the Mortgaged Property as soon as practicable, and in any case before the end of the third calendar year following the calendar year in which the Trust Fund acquires the property. Notwithstanding any other provision of this Agreement, no Mortgaged Property acquired by the Trust Fund shall be rented (or allowed to continue to be rented) or otherwise used for the production of income by or on behalf of the Trust Fund.
 
The decision of the Servicer to foreclose on a defaulted Mortgage Loan shall be subject to a determination by the Servicer that the proceeds of the foreclosure would exceed the costs and expenses of bringing a foreclosure proceeding. The proceeds received from the maintenance of any REO Properties, net of reimbursement to the Servicer for expenses incurred (including any property or other taxes) in connection with maintenance of the REO Properties and net of unreimbursed Servicing Fees, Advances and Servicing Advances, shall be applied to the payment of principal of and interest on the related defaulted Mortgage Loans (with interest accruing as though the Mortgage Loans were still current and adjustments, if applicable, to the Mortgage Rate were being made in accordance with the Mortgage Note) and all such proceeds shall be deemed, for all purposes in this Agreement, to be payments on account of principal and interest on the related Mortgage Notes and shall be deposited into the Certificate Account. To the extent the proceeds received during any calendar month exceed the amount attributable to amortizing principal and accrued interest at the related Mortgage Rate on the related Mortgage Loan for the calendar month, the excess shall be considered to be a partial prepayment of principal of the related Mortgage Loan.
 
The proceeds from any liquidation of a Mortgage Loan, as well as any proceeds from an REO Property, will be applied in the following order of priority:
 
first, to reimburse the Servicer for any related unreimbursed Servicing Advances or Servicing Fees or for any unreimbursed Advances, as applicable;
 
second, to reimburse the Certificate Account for any Nonrecoverable Advances (or portions thereof) that were previously withdrawn by the Servicer pursuant to Section 3.09(a)(ii) that related to the Mortgage Loan;
 
third, to accrued and unpaid interest (to the extent no Advance has been made for such amount or an Advance has been reimbursed) on the Mortgage Loan or related REO Property, at the Adjusted Net Mortgage Rate through the Remittance Period preceding the Distribution Date on which the amounts are required to be distributed; and
 
fourth, as a recovery of principal of the Mortgage Loan. The Servicer will retain any Excess Proceeds from the liquidation of a Liquidated Mortgage Loan as additional servicing compensation pursuant to Section 3.15.
 
   (b)   [Reserved].
 
(c)   The Servicer may agree to a modification of any Mortgage Loan at the request of the related Mortgagor if (i) the modification is in lieu of a refinancing and the Mortgage Rate on the relevant Mortgage Loan, as modified, is approximately a prevailing market rate for newly-originated mortgage loans having similar terms and (ii) the Servicer purchases the relevant Mortgage Loan from the Trust Fund as described below. Upon the agreement of the Servicer to modify a Mortgage Loan in accordance with the preceding sentence, the Servicer shall purchase that Mortgage Loan and all interest of the Trustee in that Mortgage Loan shall automatically be deemed transferred and assigned to the Servicer and all benefits and burdens of ownership thereof, including the right to accrued interest thereon from the date of purchase and the risk of default thereon, shall pass to the Servicer. The Servicer shall promptly deliver to the Trustee a certification of a Servicing Officer to the effect that all requirements of the first paragraph of this subsection (c) have been satisfied with respect to the Mortgage Loan to be repurchased pursuant to this paragraph.
 
The Servicer shall deposit the Purchase Price for any Mortgage Loan repurchased pursuant to this Section 3.12 in the Certificate Account pursuant to Section 3.06 within one (1) Business Day after the purchase of the Mortgage Loan. Upon receipt by the Trustee of written notification of any such deposit signed by a Servicing Officer, the Trustee shall release to the Servicer the related Mortgage File and shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as shall be necessary to vest in the Servicer any Mortgage Loan previously transferred and assigned pursuant hereto.
 
The Servicer covenants and agrees to indemnify the Trust Fund against any liability for any taxes (including prohibited transaction taxes) and any related interest, additions, and penalties imposed on the Trust Fund established hereunder as a result of any modification of a Mortgage Loan effected pursuant to this Section 3.12 or any purchase of a Mortgage Loan by the Servicer in connection with a modification (but such obligation shall not prevent the Servicer or any other appropriate Person from contesting any such tax in appropriate proceedings and shall not prevent the Servicer from withholding payment of such tax, if permitted by law, pending the outcome of such proceedings). The Servicer shall have no right of reimbursement for any amount paid pursuant to the foregoing indemnification, except to the extent that the amount of any tax, interest, and penalties, together with interest thereon, is refunded to the Trust Fund or the Servicer.
 
          Section 3.13  Trustee to Cooperate; Release of Mortgage Files.
 
Upon the payment in full of any Mortgage Loan, or the receipt by the Servicer of a notification that payment in full will be escrowed in a manner customary for such purposes, the Servicer will immediately notify the Trustee by delivering a “Request for Release” substantially in the form of Exhibit N. Upon receipt of the request, the Trustee shall promptly release the related Mortgage File to the Servicer, and the Trustee shall at the Servicer’s direction execute and deliver to the Servicer the request for reconveyance, deed of reconveyance, or release or satisfaction of mortgage or such instrument releasing the lien of the Mortgage in each case provided by the Servicer, together with the Mortgage Note with written evidence of cancellation thereon. Expenses incurred in connection with any instrument of satisfaction or deed of reconveyance shall be chargeable to the related Mortgagor.
 
From time to time and as shall be appropriate for the servicing or foreclosure of any Mortgage Loan, including for such purpose collection under any policy of flood insurance, any fidelity bond or errors or omissions policy, or for the purposes of effecting a partial release of any Mortgaged Property from the lien of the Mortgage or the making of any corrections to the Mortgage Note or the Mortgage or any of the other documents included in the Mortgage File, the Trustee shall, upon delivery to the Trustee of a Request for Release in the form of Exhibit M signed by a Servicing Officer, release the Mortgage File to the Servicer or its designee. Subject to the further limitations stated below, the Servicer shall cause the Mortgage File or documents so released to be returned to the Trustee when the need therefor by the Servicer no longer exists, unless the Mortgage Loan is liquidated and the proceeds thereof are deposited in the Certificate Account, in which case the Servicer shall deliver to the Trustee a Request for Release in the form of Exhibit N, signed by a Servicing Officer.
 
If the Servicer at any time seeks to initiate a foreclosure proceeding in respect of any Mortgaged Property as authorized by this Agreement, the Servicer shall deliver to the Trustee, for signature, as appropriate, any court pleadings, requests for trustee’s sale, or other documents necessary to effectuate such foreclosure or any legal action brought to obtain judgment against the Mortgagor on the Mortgage Note or the Mortgage or to obtain a deficiency judgment or to enforce any other remedies or rights provided by the Mortgage Note or the Mortgage or otherwise available at law or in equity.
 
Section 3.14  
Documents, Records, and Funds in Possession of the Servicer to be Held for the Trustee.
 
The Servicer shall account fully to the Trustee and the NIM Insurer for any funds it receives or otherwise collects as Liquidation Proceeds or Insurance Proceeds in respect of any Mortgage Loan. All Mortgage Files and funds collected or held by, or under the control of, the Servicer in respect of any Mortgage Loans, whether from the collection of principal and interest payments or from Liquidation Proceeds, including any funds on deposit in the Certificate Account, shall be held by the Servicer for and on behalf of the Trustee and shall be and remain the sole and exclusive property of the Trustee, subject to the applicable provisions of this Agreement. The Servicer also agrees that it shall not create, incur or subject any Mortgage File or any funds that are deposited in the Certificate Account, the Collection Account, the Distribution Account or any Escrow Account, or any funds that otherwise are or may become due or payable to the Trustee for the benefit of the Certificateholders, to any claim, lien, security interest, judgment, levy, writ of attachment, or other encumbrance, or assert by legal action or otherwise any claim or right of setoff against any Mortgage File or any funds collected on, or in connection with, a Mortgage Loan, except, however, that the Servicer shall be entitled to set off against and deduct from any such funds any amounts that are properly due and payable to the Servicer under this Agreement.
 
Section 3.15  
Servicing Compensation.
  
As compensation for its activities hereunder, the Servicer may retain or withdraw from the Servicing Account, the Collection Account or the Certificate Account the Servicing Fee for each Mortgage Loan for the related Distribution Date. Notwithstanding the foregoing, the aggregate Servicing Fee payable to the Servicer shall be reduced by the lesser of the aggregate of the Prepayment Interest Shortfalls with respect to the Distribution Date and the aggregate Compensating Interest for the Distribution Date.
 
Additional servicing compensation in the form of Prepayment Interest Excess, Excess Proceeds, assumption fees, late payment charges and all income and gain net of any losses realized from Permitted Investments shall be retained by the Servicer to the extent not required to be deposited in the Certificate Account pursuant to Section 3.06. The Servicer shall be required to pay all expenses incurred by it in connection with its servicing activities hereunder (payment of any premiums for hazard insurance, and any Primary Insurance Policy and maintenance of the other forms of insurance coverage required by this Agreement) and shall not be entitled to reimbursement therefor except as specifically provided in this Agreement.
 
Section 3.16  
Access to Certain Documentation.
 
The Servicer shall provide to the OTS and the FDIC and to comparable regulatory authorities supervising the Certificateholders and Certificate Owners and the examiners and supervisory agents of the OTS, the FDIC and such other authorities, access to the documentation regarding the Mortgage Loans required by applicable regulations of the OTS and the FDIC. Access shall be afforded without charge, but only upon reasonable prior written request and during normal business hours at the offices designated by the Servicer. Nothing in this Section 3.16 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 3.16 as a result of such obligation shall not constitute a breach of this Section 3.16.
 
Section 3.17  
Annual Statement as to Compliance.
 
The Servicer shall deliver to the Trustee via electronic mail (DBSEC.Notifications@db.com), the Depositor and the Rating Agencies on or before March 15 of each year, commencing in 2007, an officer’s certificate, certifying that with respect to the period ending December 31st of the prior year: (i) the Servicer or such Servicing Officer, as applicable, has reviewed the activities of the Servicer during the preceding calendar year or portion thereof and its performance under this Agreement and (ii) to the best of the Servicer’s or such Servicing Officer’s knowledge, as applicable, based on such review, the Servicer has performed and fulfilled its duties, responsibilities and obligations under this Agreement in all material respects throughout such year, or, if there has been a default in the fulfillment of any such duties, responsibilities or obligations, specifying each such default known to such Servicing Officer and the nature and status thereof. Copies of any 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 to the foregoing, the Servicer will, to the extent reasonable, give any other servicing information required by the Commission pursuant to applicable law.
 
Section 3.18  
Assessments of Compliance and Attestation Reports.
 
The Servicer shall service and administer the Mortgage Loans in accordance with all applicable requirements of the Servicing Criteria (as set forth in Exhibit R hereto). Pursuant to Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122 of Regulation AB, the Servicer shall deliver to the Trustee via electronic mail (DBSEC.Notifications@db.com) and the Depositor prior to (x) March 15, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 15th of each year thereafter, a report regarding the Servicer’s assessment of compliance (an “Assessment of Compliance”) with the Servicing Criteria during the preceding calendar year. The Assessment of Compliance must be reasonably satisfactory to the Depositor, and as set forth in Regulation AB, the Assessment of Compliance must contain the following:
 
(i)  A statement by such officer of its responsibility for assessing compliance with the Servicing Criteria applicable to the Servicer;
 
(ii)  A statement by such officer that such officer used the Servicing Criteria, and which will also be attached to the Assessment of Compliance, to assess compliance with the Servicing Criteria applicable to the Servicer;
 
(iii)  An assessment by such officer of the Servicer’s compliance with the applicable Servicing Criteria for the period consisting of the preceding calendar year, including disclosure of any material instance of noncompliance with respect thereto during such period, which assessment shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving the Servicer, that are backed by the same asset type as the Mortgage Loans;
 
(iv)  A statement that a registered public accounting firm has issued an attestation report on the Servicer’s Assessment of Compliance for the period consisting of the preceding calendar year; and
 
(v)  A statement as to which of the Servicing Criteria, if any, are not applicable to the Servicer, which statement shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving the Servicer, that are backed by the same asset type as the Mortgage Loans.
 
Such report at a minimum shall address each of the Servicing Criteria specified on Exhibit R hereto which are indicated as applicable to the Servicer.
 
Prior to (x) March 15, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 15th of each year thereafter, the Servicer shall furnish to the Trustee and the Depositor a report (an “Attestation Report”) by a registered public accounting firm that attests to, and reports on, the Assessment of Compliance made by the Servicer, as required by Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122(b) of Regulation AB, which Attestation Report must be made in accordance with standards for attestation reports issued or adopted by the Public Company Accounting Oversight Board.
 
The Servicer shall cause and any sub-servicer, and each subcontractor determined by the Servicer to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB, to deliver to the Trustee and the Depositor an Assessment of Compliance and Attestation Report as and when provided above.
 
Such Assessment of Compliance, as to any Sub-Servicer, shall at a minimum address each of the Servicing Criteria specified on Exhibit R hereto which are indicated as applicable to any “primary servicer.” Notwithstanding the foregoing, as to any subcontractor, an Assessment of Compliance is not required to be delivered unless it is required as part of a Form 10-K with respect to the Trust Fund.
 
If the Servicer cannot deliver any Assessment of Compliance or Attestation Report by March 15th of such year, the Depositor, at its sole option, may permit a cure period for the Servicer to deliver such Assessment of Compliance or Attestation Report, but in no event later than March 25th of such year.
 
Failure of the Servicer to timely comply with this Section 3.18 may be deemed an Event of Default. The Trustee shall, with the consent of the Depositor, in addition to whatever rights the Trustee may have under this Agreement and at law or equity or to damages, including injunctive relief and specific performance, give notice to Certificateholders that they have ten Business Days to object. If no such objection is received, the Trustee shall immediately terminate all the rights and obligations of the Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Servicer for the same. This paragraph shall supersede any other provision in this Agreement or any other agreement to the contrary.
 
The Trustee shall, prior to (x) March 15, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 15th of each year thereafter, shall also provide an Assessment of Compliance and Attestation Report, as and when provided above, which shall at a minimum address each of the Servicing Criteria specified on Exhibit R hereto which are indicated as applicable to the “trustee.”
 
          Section 3.19  Errors and Omissions Insurance; Fidelity Bonds.
 
The Servicer shall obtain and maintain in force (a) policies of insurance covering errors and omissions in the performance of its obligations as Servicer hereunder and (b) a fidelity bond covering its officers, employees, and agents. Each policy and bond shall, together, comply with the requirements from time to time of FNMA or FHLMC for persons performing servicing for mortgage loans purchased by FNMA or FHLMC. The Servicer shall provide the Trustee and the NIM Insurer, upon request, with a certificate of insurance relating to the insurance policies and fidelity bond. If any policy or bond ceases to be in effect, the Servicer shall obtain a comparable replacement policy or bond from an insurer or issuer meeting the above requirements as of the date of the replacement.
 
          Section 3.20  Notification of Adjustments.
 
On each Adjustment Date, the Servicer shall make interest rate adjustments for each adjustable-rate Mortgage Loan in compliance with the requirements of the related Mortgage and Mortgage Note and applicable regulations. The Servicer shall execute and deliver the notices required by each Mortgage and Mortgage Note and applicable regulations regarding such interest rate adjustments. The Servicer also shall provide timely notification to the Trustee of all applicable data and information regarding such interest rate adjustments and the Servicer’s methods of implementing such interest rate adjustments. Upon the discovery by the Servicer or the Trustee that the Servicer has failed to adjust or has incorrectly adjusted a Mortgage Rate or a monthly payment pursuant to the terms of the related Mortgage Note and Mortgage, the Servicer shall immediately deposit in the Certificate Account from its own funds the amount of any loss caused thereby without reimbursement therefor; provided, however, that the Servicer shall not be liable with respect to any interest rate adjustments made by any servicer prior to the Servicer.
 
          Section 3.21  Prepayment Charges.
 
(a)   The Servicer shall not waive any part of any Prepayment Charge unless the waiver relates to a default or a reasonably foreseeable default, the collection of any Prepayment Charge would violate any relevant law or regulation or the waiving of the Prepayment Charge would otherwise benefit the Trust Fund and it is expected that the waiver would maximize recovery of total proceeds taking into account the value of the Prepayment Charge and related Mortgage Loan and doing so is standard and customary in servicing similar Mortgage Loans (including any waiver of a Prepayment Charge in connection with a refinancing of a Mortgage Loan that is related to a default or a reasonably foreseeable default). The Servicer shall not waive a Prepayment Charge in connection with a refinancing of a Mortgage Loan that is not related to a default or a reasonably foreseeable default.
 
(b)   The Seller represents and warrants to the Depositor and the Trustee, as of the Closing Date, that the information in the Prepayment Charge Schedule (including the attached prepayment charge summary) is complete and accurate in all material respects at the dates as of which the information is furnished and each Prepayment Charge is permissible and enforceable in accordance with its terms under applicable state law.
 
(c)   Upon discovery by the Seller or a Responsible Officer of the Trustee of a breach of the foregoing clause (b) that materially and adversely affects right of the Holders of the Class P Certificate to any Prepayment Charge, the party discovering the breach shall give prompt written notice to the other parties. If the NIM Insurer discovers a breach of the foregoing, it may give written notice of the breach to the Servicer, the Seller, and the Trustee. Within sixty (60) days of the earlier of discovery by the Servicer or receipt of notice by the Servicer of breach, the Servicer shall cure the breach in all material respects or shall pay into the Collection Account the amount of the scheduled Prepayment Charge, less any amount previously collected and paid by the Servicer into the Collection Account. If the covenant made by the Servicer in clause (a) above is breached, the Servicer must pay into the Collection Account the amount of the waived Prepayment Charge.
 
          Section 3.22  Pre-Funding Accounts.
 
(a) No later than the Closing Date, the Trustee shall establish and maintain two segregated trust accounts that are each Eligible Accounts, which shall be titled (i) “Group I Pre-Funding Account, Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Trustee for the registered holders of Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B” (the “Group I Pre-Funding Account”) and (ii) “Group II Pre-Funding Account, Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Trustee for the registered holders of Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B” (the “Group II Pre-Funding Account”). The Trustee shall, promptly upon receipt, deposit in the applicable Pre-Funding Account and retain therein the Original Group I Pre-Funded Amount or the Original Group II Pre-Funded Amount, as applicable, remitted on the Closing Date to the Trustee by the Depositor. Funds deposited in the Pre-Funding Accounts shall be held in trust by the Trustee for the Certificateholders for the uses and purposes set forth herein. The Trustee shall account for the Pre-Funding Accounts as outside reserve funds within the meaning of Treasury Regulation Section 1.860G-2(h) and not as assets of any REMIC created pursuant to this Agreement.

(b) The Trustee shall invest funds deposited in the Pre-Funding Accounts in Permitted Investments of the kind described in clauses (i), (iii) or (ix) of the definition of Permitted Investments, as specified in a written direction from the Servicer, with a maturity date no later than the second Business Day preceding each Distribution Date. For federal income tax purposes, the holders of the Class R Certificates shall be the owners of the Pre-Funding Accounts and shall report all items of income, deduction, gain or loss arising therefrom. The Servicer shall deposit in the applicable Pre-Funding Account the amount of any net loss incurred in respect of any such Permitted Investment immediately upon realization of such loss without any right of reimbursement therefor. The Pre-Funding Accounts shall not be assets of any Trust REMIC.

(c) Amounts on deposit in the Pre-Funding Accounts shall be withdrawn by the Trustee as follows:

(i)  on any Subsequent Transfer Date, the Trustee shall withdraw from the related Pre-Funding Account an amount equal to 100% of the Stated Principal Balances of the Subsequent Mortgage Loans transferred and assigned to the Trustee for deposit in the pool of Mortgage Loans on such Subsequent Transfer Date and pay such amount to or upon the order of the Depositor upon satisfaction of the conditions set forth in Section 2.07 with respect to such transfer and assignment;
 
(ii)  if the amount on deposit in the related Pre-Funding Account has not been reduced to zero during the Funding Period, on the day of the termination of the Funding Period, the Trustee shall deposit into the Distribution Account any amounts remaining in the Pre-Funding Account to be held uninvested;
 
(iii)  to withdraw any amount not required to be deposited in the Pre-Funding Accounts or deposited therein in error; and
 
(iv)  to clear and terminate the Pre-Funding Accounts upon the earlier to occur of (A) the day immediately following the end of the Funding Period and (B) the termination of this Agreement, with any amounts remaining on deposit therein being paid to the Certificateholders then entitled to distributions in respect of principal.
 
          Section 3.23  [Reserved]
 

          Section 3.24  Commission Reporting 
 
(a)   Unless and until a Form 15 Suspension Notice shall have been filed, the Trustee shall, within 15 days after each Distribution Date and in accordance with industry standards, file with the Commission via the Electronic Data Gathering and Retrieval System (“EDGAR”), a Distribution Report on Form 10-D (the “Distribution Report”) with a copy of the Monthly Statement to be furnished by the Trustee to the Certificateholders for such Distribution Date and, if applicable, including the information required by each of the items set forth in Part II thereof, subject to the receipt of the information set forth in (f) below, in the case of information not required to be provided by the Trustee.
 
(b)   Except with respect to the Distribution Report to be filed following the first Distribution Date, the Trustee shall prepare each Distribution Report and, no later than 5 Business Days prior to the date on which such Distribution Report is required to be filed, deliver a copy of such Distribution Report to the Depositor for review. No later than the Business Day following the receipt thereof, the Depositor shall notify the Trustee of any changes to made to the Distribution Report. The Trustee shall make any changes thereto requested by the Depositor and deliver the final Distribution Report to the Depositor for signature no later than three Business Days prior to the date on which such Distribution Report must be filed by the Trustee in accordance with clause (a) above. The Depositor shall execute the final Distribution Report and deliver the same to the Trustee via electronic mail (DBSEC.Notifications@db.com) or facsimile no later than the Business Day following receipt of the same (which, unless not received within such time frame from the Trustee, shall be no later than two Business Days prior to the date on which the Distribution Report is required to be filed), with an original executed hard copy to follow by overnight mail. With respect to the Distribution Report to be filed following the first Distribution Date, the Depositor shall prepare and execute such Distribution Report and, no later than 5 Business Days prior to the date on which such Distribution Report is required to be filed, deliver a copy of such Distribution Report to the Trustee. The Trustee shall attach thereto the Monthly Statement furnished by the Trustee to the Certificateholders for such Distribution Date and file such Distribution Report in accordance with clause (a) above.
 
(c)   The Depositor shall prepare and file Current Reports on Form 8-K, as and when required.
 
(d)   Prior to January 30th of the first year in which the Trustee is able to do so under applicable law, the Trustee shall, in accordance with industry standards, file a Form 15 Suspension Notice with respect to the Trust Fund.
 
(e)   Prior to (x) March 15, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 15th of each year thereafter, the Servicer shall provide the Trustee with an Annual Compliance Statement, together with a copy of the Assessment of Compliance and Attestation Report to be delivered by the Servicer pursuant to Sections 3.17 and 3.18. Prior to (x) March 31, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, March 31st of each year thereafter, the Trustee shall, subject to subsection (f) below, file a Form 10-K, with respect to the Trust Fund. The Trustee shall prepare each Form 10-K and, no later than 5 Business Days prior to the date on which such Form 10-K is required to be filed, deliver a copy of such Form 10-K to the Depositor for review. No later than the Business Day following the receipt thereof, the Depositor shall notify the Trustee of any changes to made to the Form 10-K. The Trustee shall make any changes thereto requested by the Depositor and deliver the final Form 10-K to the Depositor for signature no later than three Business Days prior to the date on which such Form 10-K must be filed by the Trustee in accordance with this clause (e). The Depositor shall execute the final Form 10-K and deliver the same to the Trustee via electronic mail (DBSEC.Notifications@db.com) or facsimile no later than Business Day following receipt of the same (which, unless not received within such time frame from the Trustee, shall be no later than two Business Days prior to the date on which the From 10-K is required to be filed), with an original executed hard copy to follow by overnight mail. Such Form 10-K shall include the Assessment of Compliance, Attestation Report, Annual Compliance Statements and other documentation provided by the Servicer pursuant to Sections 3.17 and 3.18 and a certification in the form attached hereto as Exhibit O-1 (the “Depositor Certification”), which shall be signed by the senior officer of the Depositor in charge of securitization.
 
(f)   As to each item of information required to be included in any Form 10-D, Form 8-K or Form 10-K, the Trustee's or Depositor’s obligation to include the information in the applicable report is subject to receipt from the entity that is indicated in Exhibit S as the responsible party for providing that information, if other than the Trustee or the Depositor, as applicable, as and when required as described above. Each of the Trustee, the Servicer and the Depositor, as applicable, hereby agree to notify and provide to the Trustee and the Depositor all information that is required to be included in any Form 10-D, Form 8-K or Form 10-K, with respect to which that entity is indicated in Exhibit S as the responsible party for providing that information. In the case of information to be included in the From 10-D, such information shall be delivered to the Trustee no later than no later than 5 calendar days following each Distribution Date. In the case of information to be included in the Form 8-K, such information shall be delivered to the Depositor no later than no later 2 Business Days following the occurrence of a reportable event. In the case of information to be included in the From 10-K, such information, other than the documentation provided pursuant to Sections 3.17, 3.18 and 3.24(f), shall be delivered to the Trustee no later than no later than (x) March 1, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, March 1st of each year thereafter. The Servicer shall be responsible for determining the pool concentration applicable to any subservicer or originator at any time, for purposes of disclosure as required by Items 1117 and 1119 of Regulation AB. The Trustee shall provide electronic or paper copies of all Form 10-D, 8-K and 10-K filings free of charge to any Certificateholder upon request.
 
(g)   The Trustee shall sign a certification (in the form attached hereto as Exhibit O-2) for the benefit of the Depositor and its officers, directors and Affiliates. The Trustee's certification shall be delivered to the Depositor by no later than March 18th of each year (or if such day is not a Business Day, the immediately preceding Business Day) and the Depositor shall deliver the Depositor 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).
 
(h)   The Trustee shall indemnify and hold harmless the Depositor and its officers, directors and Affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon (i) a breach of the Trustee’s obligations under this Section 3.24, Section 3.18 or (ii) any material misstatement or omission contained in any information provided by the Trustee including, without limitation, in the certification provided by the Trustee in the form of Exhibit O-2 or the Assessment of Compliance provided pursuant to Section 3.18. If the indemnification provided for herein is unavailable or insufficient to hold harmless the Depositor, then the Trustee, in connection with (i) a breach of the Trustee’s obligations under this Section 3.24, Section 3.18 or (ii) any material misstatement or omission contained in any information provided by the Trustee including, without limitation, in the certification provided by the Trustee in the form of Exhibit O-2, or in the Assessment of Compliance or Attestation report provided pursuant to Section 3.18, 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 of the Depositor on the one hand and the Trustee on the other. This indemnification shall survive the termination of this Agreement or the termination of any party to this Agreement.
 
The Servicer shall indemnify and hold harmless the Depositor, the Trustee and their respective 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 (i) a breach of the Servicer’s obligations under Sections 3.17, 3.18 or 3.24 or (ii) any material misstatement or omission contained in any information provided by the Servicer including, without limitation, in the information provided pursuant to Sections 3.17 and 3.18. This indemnification shall survive the termination of this Agreement or the termination of any party to this Agreement.
 
The Depositor shall indemnify and hold harmless the Servicer, the Trustee and their respective 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 (i) a breach of the Depositor’s obligations under this Section 3.24 or (ii) any material misstatement or omission contained in any information provided by the Depositor.
 
(i)   The Trustee will have no duty or liability to verify the accuracy or sufficiency of any information not prepared by it included in any Form 10-D, Form 10-K or Form 8-K.  The Trustee shall have no liability with respect to any failure to properly prepare or file any Form 10-D or Form 10-K resulting from or relating to the Trustee's inability or failure to obtain any information in a timely manner from the party responsible for delivery of such disclosure information.  The Trustee shall have no liability with respect to any failure to properly file any Form 10-D or 10-K resulting from or relating to the Depositor's failure to timely comply with the provisions of this section.  Nothing herein shall be construed to require the Trustee or any officer, director or Affiliate thereof to sign any Form 10-D, Form 10-K or Form 8-K. Copies of all reports filed by the Trustee under the Exchange Act shall be sent to the Depositor electronically or at the addressed set forth in Section 11.05. Fees and expenses incurred by the Trustee in connection with this Section 3.24 shall not be reimbursable from the Trust Fund.
 
(j)   Upon any filing with the Commission, the Trustee shall promptly deliver to the Depositor a copy of any executed report, statement or information.
 
(k)   To the extent that, following the Closing Date, the Depositor certifies that reports and certifications differing from those required under this Section 3.24 are necessary to comply with the reporting requirements under the Exchange Act, the parties hereto hereby agree that each will reasonably cooperate to amend the provisions of this Section 3.24(b) in order to comply with such amended reporting requirements and such amendment of this Section 3.24. Any such amendment may result in the reduction of the reports executed by and filed on behalf of 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.
 
Each of the parties acknowledges and agrees that the purpose of Sections 3.17, 3.18 and this Section 3.24 of this Agreement is to facilitate compliance by the Depositor with the provisions of Regulation AB. Therefore, each of the parties agree that (a) the obligations of the parties hereunder shall be interpreted in such a manner as to accomplish that purpose, (b) the parties’ obligations hereunder will be supplemented and modified as necessary to be consistent with any such amendments, interpretive advice or guidance in respect of the requirements of Regulation AB, (c) the parties shall comply with reasonable requests made by the Depositor for delivery of additional or different information as the Depositor may determine in good faith is necessary to comply with the provisions of Regulation AB, and (d) no amendment of this Agreement shall be required to effect any such changes in the parties’ obligations as are necessary to accommodate evolving interpretations of the provisions of Regulation AB.
 
 



ARTICLE IV  
 
 
Distributions and Advances by the Servicer
 
Section 4.01  
Advances.
 
(a) The Servicer shall determine by each Servicer Advance Date whether it is required to make an Advance pursuant to the definition of Advance. If the Servicer determines it is required to make an Advance, it shall, by the Servicer Advance Date, either (i) deposit into the Certificate Account the Advance or (ii) make an appropriate entry in its records relating to the Certificate Account that any Amount Held for Future Distribution has been used by the Servicer in discharge of its obligation to make the Advance. The Servicer shall replace any funds so applied by making a deposit in the Certificate Account no later than the close of business on the next Servicer Advance Date. The Servicer shall be reimbursed from the Certificate Account for all Advances of its own funds made pursuant to this Section 4.01, as provided in Section 3.09. The obligation to make Advances with respect to any Mortgage Loan shall continue if the Mortgage Loan has been foreclosed or otherwise terminated and the related Mortgaged Property has not been liquidated. The Servicer shall inform the Trustee of the amount of the Advance to be made on each Servicer Advance Date no later than the second Business Day before the related Distribution Date.
 
(b) If the Servicer determines that it will be unable to comply with its obligation to make the Advances as and when described in the second sentence of Section 4.01(a), it shall use its best efforts to give written notice thereof to the Trustee (each such notice, an “Advance Notice”; and such notice may be given by telecopy), not later than 3:00 p.m., (New York time), on the Business Day immediately preceding the related Servicer Advance Date, specifying the amount that it will be unable to deposit (each such amount, an “Advance Deficiency”) and certifying that such Advance Deficiency constitutes the amount of an Advance hereunder and that such Advance would not be a Nonrecoverable Advance. If the Trustee receives an Advance Notice on or before 3:00 p.m., (New York time) on a Servicer Advance Date, the Trustee is entitled to immediately terminate the Servicer under Section 7.01, and shall, not later than 3:00 p.m., (New York time), on the related Distribution Date, deposit in the Distribution Account an amount equal to the Advance Deficiency identified in such Advance Notice unless it is prohibited from so doing by applicable law. Notwithstanding the foregoing, the Trustee shall not be required to make such deposit if the Trustee shall have received written notification from the Servicer that the Servicer has deposited or caused to be deposited in the Certificate Account an amount equal to such Advance Deficiency by 3:00 p.m. (New York time) on the related Distribution Date. If the Trustee has not terminated the Servicer, the Servicer shall reimburse the Trustee for the amount of any such Advance Deficiency (including interest at the Prime Rate published in The Wall Street Journal on the day of such reimbursement on such amount), made by the Trustee pursuant to this Section 4.01(b), not later than the second day following the related Servicer Advance Date. In the event that the Servicer does not reimburse the Trustee in accordance with the requirements of the preceding sentence, the Trustee shall immediately (a) terminate all of the rights and obligations of the Servicer under this Agreement in accordance with Section 7.01 and (b) subject to the limitations set forth in Section 3.05, assume all of the rights and obligations of the Servicer hereunder.
 
(c) The Servicer shall, not later than the close of business on the Business Day immediately preceding each Servicer Advance Date, deliver to the Trustee a report (in form and substance reasonably satisfactory to the Trustee) that indicates (i) the Mortgage Loans with respect to which the Servicer has determined that the related Scheduled Payments should be advanced and (ii) the amount of the related Scheduled Payments. The Servicer shall deliver to the Trustee on the related Servicer Advance Date an Officer’s Certificate of a Servicing Officer indicating the amount of any proposed Advance determined by the Servicer to be a Nonrecoverable Advance.
 
Section 4.02  
Priorities of Distribution.
 
(I) On each Distribution Date, Net Swap Payments and Swap Termination Payments (other than Swap Termination Payments resulting from a Swap Provider Trigger Event) payable by the Supplemental Interest Trust to the Swap Provider pursuant to the Swap Agreement shall be withdrawn by the Trustee from amounts on deposit in the Distribution Account, prior to any distributions to the Certificateholders. On each Distribution Date, such amounts will be remitted to the Supplemental Interest Trust, first to make any Net Swap Payment owed to the Swap Provider pursuant to the Swap Agreement for such Distribution Date, and second to make any Swap Termination Payment (not due to a Swap Provider Trigger Event) owed to the Swap Provider pursuant to the Swap Agreement for such Distribution Date. The Trustee will then make the disbursements and transfers from amounts then on deposit in the Distribution Account in the following order of priority and, in each case, to the extent of Available Funds:
 
(a)   Interest Distributions.
 
(i)  From the Group I Interest Remittance Amount,
 
(A)   concurrently, to the Class 1A-1 and Class 1A -2 Certificates, pro rata, the related Accrued Certificate Interest Distribution Amount and any related Unpaid Interest Amounts for such Classes on that Distribution Date; and
 
(B)   concurrently, to the Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates, pro rata, the related Accrued Certificate Interest Distribution Amount or Unpaid Interest Amounts remaining undistributed for such Classes on that Distribution Date after the distributions in clause (ii) below;
 
(ii)  From the Group II Interest Remittance Amount:
 
(A)   concurrently, to the Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates, pro rata, the related Accrued Certificate Interest Distribution Amount and any related Unpaid Interest Amounts for such Classes on that Distribution Date; and
 
(B)   concurrently, to the Class 1A-1 and Class 1A -2 Certificates, pro rata, the related Accrued Certificate Interest Distribution Amount or Unpaid Interest Amounts remaining undistributed for such Class on that Distribution Date after distributions pursuant to clause (i) above; and
 
(iii)  From the remaining Group I Interest Remittance Amount and Group II Interest Remittance Amount, sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, the Accrued Certificate Interest Distribution Amount for each such Class on that Distribution Date.
 
(b)   Principal Distributions.
 
(i)  with respect to each Distribution Date (x) before the Stepdown Date or (y) if a Trigger Event is in effect, distributions in respect of principal, as follows:
 
(A) (1) the Group I Principal Distribution Amount for such Distribution Date, concurrently, to the Class 1A-1 and Class 1A-2 Certificates, pro rata, until their respective Class Certificate Balances have been reduced to zero; and
 
(2) from any remaining Group I Principal Distribution Amount, sequentially, to the Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates (after the distribution of the Group II Principal Distribution Amount as provided in clause (b)(i)(B)(1) below), in that order, until their respective Class Certificate Balances have been reduced to zero; provided, however, that with respect to distributions on any Distribution Date pursuant to this clause (b)(i)(A)(2) on which the aggregate Class Certificate Balance of the Subordinated Certificates has been reduced to zero and the Overcollateralization Amount for such Distribution Date is equal to or less than zero, any remaining Group I Principal Distribution Amount for that Distribution Date to be distributed to the Group II Certificates shall be distributed, concurrently, to the Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates, pro rata, based on their respective Class Certificate Balances;
 
(9)    (B)(1) the Group II Principal Distribution Amount for such Distribution Date, sequentially, to the Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates, in that order, until their respective Class Certificate Balances have been reduced to zero; provided, however, that with respect to distributions on any Distribution Date pursuant to this clause (b)(i)(B)(x) on which the aggregate Class Certificate Balance of the Subordinated Certificates has been reduced to zero and the Overcollateralization Amount for such Distribution Date is equal to or less than zero, the Group II Principal Distribution Amount for that Distribution Date to be distributed to the Group II Certificates shall be distributed, concurrently, to the Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates, pro rata (rather than sequentially), based on their respective Class Certificate Balances; and
 
(2) from any remaining Group II Principal Distribution Amount, concurrently, to the Class 1A-1 and Class 1A-2 Certificates, pro rata (after the distribution of the Group I Principal Distribution Amount as provided in clause (b)(i)(A)(x) above), until their respective Class Certificate Balances have been reduced to zero; and then
 
(C) Any Group I Principal Distribution Amount and Group II Principal Distribution Amount remaining after the distributions pursuant to clauses (A) and (B) above, sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, until their respective Class Certificate Balances have been reduced to zero;
 
(ii)  with respect to each Distribution Date (x) on and after the Stepdown Date and (y) as long as a Trigger Event is not in effect, distribution in respect of principal as follows:
 
(A)   From the Group I Principal Distribution Amount for such Distribution Date:
 
(1)   the Group I Senior Principal Distribution Amount for such Distribution Date, concurrently to the Class 1A-1 and Class 1A-2 Certificates, pro rata, until their respective Class Certificate Balances have been reduced to zero; and
 
(2)   from any Group I Principal Distribution Amount that remains undistributed, sequentially, to the Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates, in that order, up to the Group II Senior Principal Distribution Amount remaining undistributed after the distribution of the Group II Principal Distribution Amount as provided in clause (b)(ii)(B)(1) below, until their respective Class Certificate Balances have been reduced to zero; provided, however, that with respect to distributions on any Distribution Date pursuant to this clause (b)(ii)(A)(2) on which the aggregate Class Certificate Balance of the Subordinated Certificates has been reduced to zero and the Overcollateralization Amount for such Distribution Date is equal to or less than zero, any remaining Group I Principal Distribution Amount for that Distribution Date to be distributed to the Group II Certificates shall be distributed, concurrently, to the Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates, pro rata, based on their respective Class Certificate Balances; and
 
(B)   From the Group II Principal Distribution Amount for such Distribution Date:
 
(1)   the Group II Senior Principal Distribution Amount for such Distribution Date, sequentially, to the Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates, in that order, until their respective Class Certificate Balances have been reduced to zero; provided, however, that with respect to distributions on any Distribution Date pursuant to this clause (b)(ii)(B)(1) on which the aggregate Class Certificate Balance of the Subordinated Certificates has been reduced to zero and the Overcollateralization Amount for such Distribution Date is equal to or less than zero, the Group II Senior Principal Distribution Amount for that Distribution Date to be distributed to the Group II Certificates shall be distributed, concurrently, to the Class 2A-1, Class 2A-2, Class 2A-3 and Class 2A-4 Certificates, pro rata, based on their respective Class Certificate Balances;
 
(2)   from any Group II Principal Distribution Amount that remains undistributed, concurrently, to the Class 1A-1 and Class 1A-2 Certificates, pro rata, until their respective Class Certificate Balances have been reduced to zero, up to the Group I Senior Principal Distribution Amount remaining undistributed after the distribution of the Group I Principal Distribution Amount, as provided in clause (b)(ii)(A)(1) above, until their respective certificate balances have been reduced to zero; and then
 
(C)   from any remaining Group I Principal Distribution Amount and Group II Principal Distribution Amount, sequentially, to the Class M-1 Certificates, the Class M-1 Principal Distribution Amount; to the Class M-2 Certificates, the Class M-2 Principal Distribution Amount; to the Class M-3 Certificates, the Class M-3 Principal Distribution Amount; to the Class M-4 Certificates, the Class M-4 Principal Distribution Amount; to the Class M-5 Certificates, the Class M-5 Principal Distribution Amount; to the Class M-6 Certificates, the Class M-6 Principal Distribution Amount; to the Class M-7 Certificates, the Class M-7 Principal Distribution Amount; to the Class M-8 Certificates, the Class M-8 Principal Distribution Amount; and to the Class M-9 Certificates, the Class M-9 Principal Distribution Amount, in that order, in each case until their respective Class Certificate Balances have been reduced to zero.
 
(c)   Total Monthly Excess Spread Distributions. Any amount of Available Funds remaining after the distributions in clauses (a) and (b) above shall be distributed in the following order of priority with respect to the Certificates:
 
(i)  to fund the Extra Principal Distribution Amount for the Distribution Date to be paid as a component of the Group I Principal Distribution Amount or Group II Principal Distribution Amount in the same order of priority as described in clause (b) above;
 
(ii)  to the Class M-1 Certificates, any Unpaid Interest Amounts for such Class;
 
(iii)  to the Class M-1 Certificates, any Unpaid Realized Loss Amount for such Class;
 
(iv)  to the Class M-2 Certificates, any Unpaid Interest Amounts for such Class;
 
(v)  to the Class M-2 Certificates, any Unpaid Realized Loss Amount for such Class;
 
(vi)  to the Class M-3 Certificates, any Unpaid Interest Amounts for such Class;
 
(vii)  to the Class M-3 Certificates, any Unpaid Realized Loss Amount for such Class;
 
(viii)  to the Class M-4 Certificates, any Unpaid Interest Amounts for such Class;
 
(ix)  to the Class M-4 Certificates, any Unpaid Realized Loss Amount for such Class;
 
(x)  to the Class M-5 Certificates, any Unpaid Interest Amounts for such Class;
 
(xi)  to the Class M-5 Certificates, any Unpaid Realized Loss Amount for such Class;
 
(xii)  to the Class M-6 Certificates, any Unpaid Interest Amounts for such Class;
 
(xiii)  to the Class M-6 Certificates, any Unpaid Realized Loss Amount for such Class;
 
(xiv)  to the Class M-7 Certificates, any Unpaid Interest Amounts for such Class;
 
(xv)  to the Class M-7 Certificates, any Unpaid Realized Loss Amount for such Class;
 
(xvi)  to the Class M-8 Certificates, any Unpaid Interest Amounts for such Class;
 
(xvii)  to the Class M-8 Certificates, any Unpaid Realized Loss Amount for such Class;
 
(xviii)  to the Class M-9 Certificates, any Unpaid Interest Amounts for such Class;
 
(xix)  to the Class M-9 Certificates, any Unpaid Realized Loss Amount for such Class;
 
(xx)  to the Excess Reserve Fund Account, the amount of any Net WAC Cap Carry Forward Amount for such Distribution Date;
 
(xxi)  to the Supplemental Interest Trust for payment to the Swap Provider, any Swap Termination Payments resulting from a Swap Provider Trigger Event (to the extent not paid by the Supplemental Interest Trust Trustee from any upfront payment received pursuant to any replacement interest rate swap agreement that may be entered into by the Supplemental Interest Trust Trustee);
 
(xxii)  to the holders of the Class C Certificate, (a) the Class C Distributable Amount and (b) on any Distribution Date on which the Certificate Balances of the Class A and Subordinate Certificates have been reduced to zero, any remaining amounts in reduction of the Certificate Balance of the Class C Certificates, until the Certificate Balance thereof has been reduced to zero (and for federal and state income tax purposes, such total amounts shall be treated as amounts distributed by REMIC IV to the Holder of the Class C Interest and by REMIC V to the Holder of the Class C Certificates);
 
(xxiii)  if such Distribution Date follows the Prepayment Period during which occurs the latest date on which a Prepayment Charge may be required to be paid in respect of any Mortgage Loans, to the Holders of the Class P Certificates, in reduction of the Certificate Balance thereof, until the Certificate Balance thereof is reduced to zero (and for federal and state income tax purposes, such total amounts shall be treated as amounts distributed by REMIC IV to the Holder of the Class P Interest and by REMIC VI to the Holder of the Class P Certificates); and
 
(xxiv)  to the holders of the Class R Certificates (in respect of the Class R-IV Interest), the remaining amount.
 
(II) On each Distribution Date, an amount equal to all Prepayment Charges received during the related Prepayment Period together with the amounts paid in respect thereof pursuant to Section 3.21 shall be distributed to the holders of the Class P Certificates. The payment of the foregoing amounts to the Holders of the Class P Certificates shall not reduce the Certificate Balances thereof.
 
(III) Without limiting the provisions of Section 9.02, by acceptance of the Class R Certificates, the holders of the Class R Certificates agree, and it is the understanding of the parties hereto, for so long as the NIM Notes are outstanding, to assign and transfer their rights to receive any amounts otherwise distributable to the holders of the Class R Certificates (and such rights are hereby assigned and transferred) to the Holders of the Class C Certificates, to be paid to the holders of the Class C Certificates.
 
(IV) On each Distribution Date, the Trustee shall make the following disbursements and transfers from amounts then on deposit in the Excess Reserve Fund Account in the following order of priority, to the extent of funds available therefor:
 
(a) concurrently, to each Class of Class A Certificates, pro rata, the amount of the Net WAC Cap Carry Forward Amount for each such Class; and
 
(b) sequentially, to the Subordinated Certificates, in order of their distribution priority, to the extent of any Net WAC Cap Carry Forward Amount for each such Class.
 
At least six (6) Business Days prior to the related Distribution Date, the Seller shall make available to the Trustee a statement containing (i) the aggregate Certificate Balances of each of the Group I Certificates, Group II Certificates and Subordinated Certificates owned by the Seller or any of its Affiliates during the immediately preceding Interest Accrual Period and/or as of the date of such statement to the Trustee and (ii) the names of the Sellers and/or any of its Affiliates that own any of the Group I Certificates, Group II Certificates or Subordinated Certificates during the immediately preceding Interest Accrual Period and/or as of the date of such statement to the Trustee. The Seller and its Affiliates hereby agree that (i) the Seller and its Affiliates shall own not less than 100% of any Class of Certificates and all transfers of Group I Certificates, Group II Certificates or Subordinated Certificates of any Class that the Seller and/or is Affiliates may undertake shall be restricted to 100% of such Class and (ii) neither the Seller nor any of its Affiliates shall undertake to sell any Certificates held by such entities or purchase any additional Certificates from the date of such statement to the Trustee until the first day following the related Distribution Date.
 
(V) On each Distribution Date, the Supplemental Interest Trust Trustee shall make the distributions required under Section 4.05(c).
 
(VI) It is the intention of all of the parties hereto that the Class C Certificates receive all principal and interest received by the Trust on the Mortgage Loans that is not otherwise distributable to any other Class of Regular Certificates or REMIC Regular Interests and that the Residual Certificates are to receive no principal and interest. If the Trustee determines that the Residual Certificates are entitled to any distributions, the Trustee, prior to any such distribution to any Residual Certificate, shall notify the Depositor of such impending distribution but shall make such distribution in accordance with the terms of this Agreement until this Agreement is amended as specified in the following sentence. Upon such notification, the Depositor will request an amendment to the Pooling and Servicing Agreement to revise such mistake in the distribution provisions. The Residual Certificate Holders, by acceptance of their Certificates, and the Servicer(s), hereby agree to any such amendment and no further consent shall be necessary, notwithstanding anything to the contrary in Section 10.01 of this Pooling and Servicing Agreement; provided, however, that such amendment shall otherwise comply with Section 10.01 hereof.
 
Section 4.03  
Monthly Statements to Certificateholders.
 
(a)   Not later than each Distribution Date, the Trustee shall prepare and make available to each Certificateholder, the Servicer, the Depositor, the NIM Insurer and each Rating Agency on its Internet website a statement for the related distribution of:
 
(i)  the applicable Record Dates, Interest Accrual Periods and Determination Dates for calculating distributions for such Distribution Date;
 
(ii)  the amount of funds received from the Servicer for such Distribution Date separately identifying amounts received in respect of the Mortgage Loans, the amount of Advances included in the distribution on the Distribution Date, the amount of any Net Swap Payment to the Supplemental Interest Trust from the Swap Provider and any Swap Termination Payment to the Supplemental Interest Trust from the Swap Provider;
 
(iii)  the Servicing Fee and Trustee Fee for such Distribution Date;
 
(iv)  the amount of any Net Swap Payment from the Supplemental Interest Trust to the Swap Provider and any Swap Termination Payment from the Supplemental Interest Trust to the Swap Provider;
 
(v)  the aggregate amount of expenses paid from amounts on deposit in (x) the Certificate Account and (y) the Distribution Account;
 
(vi)  the amount of the distribution allocable to principal, separately identifying the aggregate amount of any Principal Prepayments and Liquidation Proceeds included therein;
 
(vii)  the amount of the distribution allocable to interest, any Unpaid Interest Amounts included in the distribution and any remaining Unpaid Interest Amounts after giving effect to the distribution, any Net WAC Cap Carry Forward Amount for the Distribution Date, and the amount of all Net WAC Cap Carry Forward Amounts covered by withdrawals from the Excess Reserve Fund Account on the Distribution Date;
 
(viii)  if the distribution to the Holders of any Class of Certificates is less than the full amount that would be distributable to them if sufficient funds were available, the amount of the shortfall and the allocation of the shortfall between principal and interest, including any Net WAC Cap Carry Forward Amount not covered by amounts in the Excess Reserve Fund Account;
 
(ix)  the amount of any Total Monthly Excess Spread on the Distribution Date and the allocation thereof to the Certificateholders with respect to Unpaid Realized Loss Amounts and Unpaid Interest Amounts;
 
(x)  the Class Certificate Balance of each Class of Certificates before and after giving effect to the distribution of principal on the Distribution Date;
 
(xi)  the Pass-Through Rate for each Class of Certificates with respect to the Distribution Date;
 
(xii)  the amount on deposit in the Certificate Account and Excess Reserve Fund Account (before and after giving effect to distributions on the Distribution Account Deposit Date and Distribution Date, respectively);
 
(xiii)  the number of Mortgage Loans and the Pool Stated Principal Balance as the first day of the related Remittance Period and the last day of the related Remittance Period;
 
(xiv)  as of the last day of the related Remittance Period:
 
(A) the weighted average mortgage rate of the Mortgage Loans, and

(B) the weighted average remaining term to maturity of the Mortgage Loans;

(xv)  the number and aggregate outstanding balance of the Mortgage Loans in each Loan Group as of the end of the preceding calendar month:
 
(A)   delinquent (exclusive of Mortgage Loans in foreclosure) (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days and
 
(B)   in foreclosure and delinquent (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days,
 
as of the close of business on the last day of the calendar month preceding the Distribution Date;
 
(xvi)  for each of the preceding 12 calendar months, or all calendar months since the Cut-off Date, whichever is less, the aggregate dollar amount of the Scheduled Payments (A) due on all Outstanding Mortgage Loans on the Due Date in such month and (B) delinquent sixty (60) days or more (determined in the same manner as for determining Scheduled Payment delinquencies that result in a Mortgage Loan being a 60+ Day Delinquent Loan) on the Due Date in such month;
 
(xvii)  with respect to any Mortgage Loan that became an REO Property during the preceding calendar month, the loan number and Stated Principal Balance of the Mortgage Loan as of the close of business on the Determination Date preceding the Distribution Date and the date of acquisition thereof;
 
(xviii)  the total number and principal balance of any REO Properties (and market value, if available) as of the close of business on the Determination Date preceding the Distribution Date;
 
(xix)  the aggregate amount of Principal Prepayments received during the related Prepayment Period and the number of Mortgage Loans subject to such Principal Prepayments;
 
(xx)  the aggregate amount of Advances reimbursed during the related Remittance Period, the general source of funds for such reimbursements and the aggregate amount of Advances outstanding as of the close of business on the Distribution Date;
 
(xxi)  the aggregate amount of Servicing Advances reimbursed during the related Remittance Period, the general source of funds for such reimbursements and the aggregate amount of Servicing Advances outstanding as of the close of business on the Distribution Date;
 
(xxii)  reserved;
 
(xxiii)  the aggregate number and outstanding principal balance of Mortgage Loans repurchased during the related Remittance Period due to material breaches of representations and warranties regarding such Mortgage Loans;
 
(xxiv)   whether a Trigger Event is in effect separately identifying the components thereof;
 
(xxv)  the aggregate amount of Applied Realized Loss Amounts incurred during the preceding calendar month and the aggregate Unpaid Realized Loss Amount through the Distribution Date;
 
(xxvi)  with respect to the second Distribution Date, the number and aggregate balance of any Delayed Delivery Mortgage Loans not delivered within the time periods specified in the definition of Delayed Delivery Mortgage Loans;
 
(xxvii)  the Overcollateralization Amount for such Distribution Date and the Overcollateralization Target Amount for such Distribution Date;
 
(xxviii)   Prepayment Charges collected, waived, and paid by the Servicer; and
 
(xxix)  for the distribution occurring on the Distribution Date immediately following the end of the Funding Period, the balance on deposit in the Group I Pre-Funding Account and/or the Group II Pre-Funding Account that has not been used to purchase Subsequent Mortgage Loans and that is being distributed to the Certificateholders on such Distribution Date.
 
For the purposes of determining delinquency periods in reporting under (ix) above, for any Monthly Statement, a Mortgage Loan’s delinquency period shall be determined as of the Due Date falling in the month in which the monthly statement is provided and a Mortgage Loan is first delinquent only after the first Due Date following the Due Date for which any part of a Scheduled Payment has not been paid, and each calendar month shall be treated as having 30 days. Thus, for the December Monthly Statement a Mortgage Loan whose November Due Date payment has not been paid by the December Due Date is not delinquent. On the day after the December Due Date, such Mortgage Loan would be one day delinquent. A Mortgage Loan whose November Due Date payment has not been paid by the December Due Date is 30 days past due as of the December Due Date, and would be reported as such in the December Monthly Statement.
 
If the statement is not accessible to any of the Certificateholders, the Servicer, the Depositor, the NIM Insurer or any Rating Agency on the Trustee’s Internet website, the Trustee shall forward a hard copy of it to each Certificateholder, the Servicer, the Depositor, the NIM Insurer and each Rating Agency immediately after the Trustee becomes aware that it is not accessible to any of them via its website. The address of the Trustee’s Internet website where the statement will be accessible is https://www.tss.db.com/invr. Assistance in using the Trustee’s Internet website may be obtained by calling the Trustee’s customer service desk at (800) 735-7777. The Trustee shall notify each Certificateholder, the Servicer, the Depositor, the NIM Insurer and each Rating Agency in writing of any change in the address or means of access to the Internet website where the statement is accessible.
 
(b)   The Trustee’s responsibility for preparing and disbursing the above information to the Certificateholders is limited to the availability, timeliness, and accuracy of the information derived from the Servicer. The Trustee is not responsible for any inaccuracies in or caused by the data provided by the Servicer.
 
By each Determination Date, the Servicer shall provide to the Trustee in electronic form the information needed to determine the distributions to be made pursuant to Section 4.02 and 3.09(b)(ii) and any other information that the Servicer and the Trustee mutually agree, including, without limitation, the amount on deposit in the Certificate Account (before and after giving effect to remittances to the Trustee on the Distribution Account Deposit Date) and the aggregate amount of expenses paid from amounts on deposit in the Certificate Account.
 
(c)   Within a reasonable period of time after the end of each calendar year, the Trustee shall cause to be furnished to each Person who at any time during the calendar year was a Certificateholder, a statement containing the information in clauses (a)(i) and (a)(ii) (with respect to principal and interest distributed) of this Section 4.03 aggregated for the calendar year or the applicable portion thereof during which the Person was a Certificateholder. Within a reasonable period of time after the end of each calendar year, the Trustee shall cause to be furnished to the NIM Insurer, a statement containing the information in clauses (a)(i) and (a)(ii) (with respect to principal and interest distributed) of this Section 4.03 aggregated for the calendar year. This obligation of the Trustee shall be 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 in effect.
 
Section 4.04  
Allocation of Interest Shortfall and Realized Losses
 
For purposes of calculating the amount of the Accrued Certificate Interest Distribution Amount for the Class A Certificates, the Subordinated Certificates and the Class C Certificates for any Distribution Date, the aggregate amount of any Net Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date (together, “Net Interest Shortfalls”) shall be allocated first, to reduce the interest accrued on the Class C Certificates in the related Accrual Period up to an amount equal to one month’s interest at the then applicable Pass-Through Rate on the Notional Amount of such Certificates and, thereafter, to reduce the interest accrued during the related Accrual Period on the Class A Certificates and the Subordinated 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.
 
If on any Distribution Date, the aggregate Class Certificate Balance of the Class A Certificates and the Subordinated Certificates, determined after all distributions pursuant to Section 4.01 have been made, exceeds the aggregate Stated Principal Balance of all of the Mortgage Loans as of such Distribution Date, such excess shall be allocated by the Trustee to reduce the balance of the Subordinated Certificates, in reverse order of their numerical designations, until the Class Certificate Balance of each such Class has been reduced to zero. All Applied Realized Losses so allocated to the Class Certificate Balance of any such Class on any Distribution Date shall be so allocated after the actual distributions to be made on such date as provided herein. No allocations of any Realized Losses shall be made to the Class Certificate Balance of the Class A Certificates. All references in Section 4.01 to the Class Certificate Balance of any Class of Certificates, unless otherwise stated, shall be to the Class Certificate Balance of such Class immediately prior to the relevant Distribution Date, before reduction thereof by any Realized Losses as provided in this Section 4.04, in each case to be allocated to such Class of Certificates, on such Distribution Date.
 
Any allocation of Realized Losses to a Subordinated Certificate on any Distribution Date shall be made by reducing the Certificate Balance thereof by such Certificate’s pro rata share of Applied Realized Losses allocated to the related Class Certificate Balance.
 
On each Distribution Date, following the foregoing distributions, an amount equal to the amount of Subsequent Recoveries included in the Available Funds for such Distribution Date shall be applied to increase the Class Certificate Balance of the Class of Subordinated Certificates with the Highest Priority up to the extent of Unpaid Realized Loss Amounts for such Class of Certificates. 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 Unpaid Realized Loss Amounts for such Class of Certificates, and so on. Holders of such Certificates will not be entitled to any distributions 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 Balance of each Certificate of such Class in accordance with its respective Percentage Interest.

 
Section 4.05  
Supplemental Interest Trust.
 
(a)   As of the Closing Date, the Supplemental Interest Trust Trustee shall establish and maintain in the name of the Trustee a separate trust for the benefit of the holders of the Class A Certificates and Subordinated Certificates (the “Supplemental Interest Trust”) into which the Depositor shall deposit $1,000. The Supplemental Interest Trust shall hold the Swap Agreement. The Supplemental Interest Trust shall include 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 or of the Supplemental Interest Trust Trustee held pursuant to this Agreement. Amounts therein shall be held uninvested.
 
(b)   On each Distribution Date, the Supplemental Interest Trust Trustee shall deposit into the Supplemental Interest Trust amounts received from the Trustee pursuant to Section 4.02(I) of this Agreement. On each Distribution Date, the Supplemental Interest Trust Trustee shall distribute any such amounts to the Swap Provider pursuant to the Swap Agreement, first to pay any Net Swap Payment owed to the Swap Provider for such Distribution Date, and second to pay any Swap Termination Payment owed to the Swap Provider.
 
(c)   On each Distribution Date, the Supplemental Interest Trust Trustee shall deposit into the Supplemental Interest Trust amounts received from the Swap Provider. On each Distribution Date, the Supplemental Interest Trust Trustee shall distribute from the Supplemental Interest Trust an amount up to the Net Swap Payment received from the Swap Provider under the Swap Agreement, in the following order of priority:
 
(1) concurrently, to each Class of Class A Certificates, pro rata, in an amount equal to the Unpaid Interest Amount for each such Class and such Distribution Date, to the extent not paid pursuant to Section 4.01(I)(a); provided, that for this purpose no Certificates held by the Seller, the Depositor or any Affiliate shall receive such distribution;
 
(2) sequentially, to each Class of Subordinated Certificates, in order of their distribution priority (highest to lowest), in an amount equal to the Unpaid Interest Amount for each such Class and such Distribution Date, to the extent not paid pursuant to Section 4.01(I)(c); provided, that for this purpose no Certificates held by the Seller, the Depositor or any Affiliate shall receive such distribution;
 
(3) to fund the amount by which the Total Monthly Excess Spread for such Distribution Date is less than the Overcollateralization Deficiency on such Distribution Date, to be paid as a component of the Extra Principal Distribution Amount as described in Section 4.01(I)(b) above; provided, that for this purpose no Certificates held by the Seller, the Depositor or any Affiliate shall receive such distribution;
 
(4) [reserved];
 
(5) sequentially, to each Class of Subordinated Certificates, in order of their distribution priority (highest to lowest), in an amount equal to any Unpaid Realized Losses to the extent not paid pursuant to Section 4.01(I)(c); provided, that for this purpose no Certificates held by the Seller, the Depositor or any Affiliate shall receive such distribution;
 
(6) first, to each Class of Class A Certificates, pro rata, any related Net WAC Cap Carry Forward Amounts for such Classes remaining unpaid on such Distribution Date after all distributions of amounts on deposit in the Excess Reserve Fund Account are made, and second, sequentially, to each Class of Subordinated Certificates, in order of their distribution priority (highest to lowest), any related Net WAC Cap Carry Forward Amounts for such Class or Classes of Subordinated Certificates remaining unpaid on such Distribution Date, in each case to the extent not covered by other amounts on deposit in the Excess Reserve Fund Account; provided, that for this purpose no Certificates held by the Seller, the Depositor or any Affiliate shall receive such distribution;
 
(7) subject to 4.05(i) below, to IndyMac Bank, F.S.B., the amount of such distribution that would otherwise be payable to Certificates held by the Seller, the Depositor or any Affiliate without the inclusion of the proviso in clauses (1) through (6) above;
 
(8) to the extent NIM Notes are issued, to the indenture trustee under the Indenture, that amount required to be distributed to the holders of the NIM Notes on the related Payment Date (as defined in the Indenture); and
 
(9) any remainder to IndyMac Bank, F.S.B.
 
(d)   The Supplemental Interest Trust constitutes an “outside reserve fund” within the meaning of Treasury Regulation § 1.860G-2(h) and is not an asset of any REMIC. IndyMac Bank, F.S.B. shall be the beneficial owner of the Supplemental Interest Trust, as such entity is entitled to receive any remaining amounts payable by the Swap Provider under the Swap Agreement as described pursuant to Section 4.05(c), subject to the power of the Supplemental Interest Trust Trustee to transfer amounts under this Agreement. The Supplemental Interest Trust Trustee shall keep records that accurately reflect the funds on deposit in the Supplemental Interest Trust. The Supplemental Interest Trust Trustee shall, at the written direction of IndyMac Bank, F.S.B., invest amounts on deposit in the Supplemental Interest Trust in Permitted Investments. In the absence of written direction to the Supplemental Interest Trust Trustee from IndyMac Bank, F.S.B., all funds in the Supplemental Interest Trust shall remain uninvested. On each Distribution Date, the Supplemental Interest Trust Trustee shall distribute, not in respect of any REMIC, any interest earned on the Supplemental Interest Trust to IndyMac Bank, F.S.B. It is the intention of the parties hereto that, for federal income tax purposes, the Supplemental Interest Trust be disregarded as an entity separate from IndyMac Bank, F.S.B. IndyMac Bank F.S.B.’s ownership interest in the Supplemental Interest Trust may not be transferred (or re-transferred) unless 100% of the ownership interest is transferred (or re-transferred) to a single entity treated as a corporation for federal income tax purposes. IndyMac Bank F.S.B., and any subsequent owner of the Supplemental Interest Trust, will provide (and update as required or reasonably requested) an IRS Form W-9 or appropriate IRS Form W-8 to the Trustee.
 
(e)   For federal income tax purposes, amounts paid to the Supplemental Interest Trust on each Distribution Date pursuant to Sections 4.02(I) and (V) shall first be deemed paid to the Supplemental Interest Trust in respect of REMIC VII Regular Interest SWAP IO to the extent of the amount distributable on REMIC VII Regular Interest SWAP IO on such Distribution Date, and any remaining amount shall be deemed paid to the Supplemental Interest Trust in respect of a Class IO Distribution Amount.
 
(f)   The Supplemental Interest Trust Trustee shall treat the Holders of Certificates (other than the Class P, Class C, Class R and Class R-X Certificates) as having entered into a notional principal contract with the owners of the Supplemental Interest Trust. Pursuant to each such notional principal contract, all Holders of Certificates (other than the Class P, Class C, Class R and Class R-X Certificates) shall be treated as having agreed to pay, on each Distribution Date, to the owner of the Supplemental Interest Trust an aggregate amount equal to the excess, if any, of (i) the amount payable on such Distribution Date on the REMIC Regular Interest ownership of which is represented by such Class of Certificates over (ii) the amount payable on such Class of Certificates on such Distribution Date (such excess, a “Class IO Distribution Amount”). A Class IO Distribution Amount payable from interest collections shall be allocated pro rata among such Certificates based on the amount of interest otherwise payable to such Certificates, and a Class IO Distribution Amount payable from principal collections shall be allocated to the most subordinate Class of such Certificates with an outstanding principal balance to the extent of such balance. In addition, pursuant to a notional principal contract, the Holder of the Class C Certificates shall be treated as having agreed to pay Net WAC Cap Carry Forward Amounts to the Holders of the Certificates (other than the Class C, Class P, Class R and Class R-X Certificates) in accordance with the terms of this Agreement. Any payments to such Certificates from amounts deemed received in respect of this notional principal contract shall not be payments with respect to a Regular Interest in a REMIC within the meaning of Code Section 860G(a)(1). However, any payment from the Certificates (other than the Class C, Class P, Class R and Class R-X Certificates) of a Class IO Distribution Amount shall be treated for tax purposes as having been received by the Holders of such Certificates in respect of the REMIC Regular Interest ownership of which is represented by such Certificates, and as having been paid by such Holders to the Supplemental Interest Trust pursuant to the notional principal contract. Thus, each Certificate (other than the Class P, Class R and Class R-X Certificates) shall be treated as representing not only ownership of a Regular Interest in REMIC IV, but also ownership of an interest in, and obligations with respect to, a notional principal contract.
 
(g)   In the event that the Swap Agreement is terminated prior to the Distribution Date in March 2011, the Supplemental Interest Trust Trustee shall, as directed by and upon the recommendation of a nationally-recognized investment bank (which may be Lehman Brothers, Inc.), and using any Swap Termination Payments paid by the Swap Provider and deposited in the Supplemental Interest Trust, appoint a successor Swap Provider.
 
(h)   Notwithstanding anything contained herein, in the event that a qualified successor Swap Provider is unable to be located, in accordance with Section 4.05(g) above, within 30 days after receipt by the Supplemental Interest Trust Trustee of the Swap Termination Payment paid by the terminated Swap Provider, the Supplemental Interest Trust Trustee shall deposit such Swap Termination Payment into a separate, non-interest bearing trust account established by the Supplemental Interest Trust Trustee and the Supplemental Interest Trust Trustee shall, on each Distribution Date following receipt of such Swap Termination Payment, 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 the original Swap Agreement, attached hereto as Exhibit K) and distribute such amount in accordance with Section 4.05(c). On the Distribution Date immediately after the termination date of the original Swap Agreement, the Supplemental Interest Trust Trustee shall withdraw any funds remaining in such account and distribute such amount in accordance with this Agreement.
 
(i)   The Seller shall promptly notify the Trustee in the event that any Certificates are held by the Seller, the Depositor or any Affiliate. In the absence of such notification, the Trustee on each Distribution Date may conclusively rely on the status of the Seller, the Depositor or any Affiliate as of the immediately preceding Record Date.
 
Section 4.06  
Tax Treatment of Net Swap Payments and Swap Termination Payments.
 
For federal income tax purposes, each holder of a Class A or Subordinated Certificate is deemed to own an undivided beneficial ownership interest in a REMIC Regular Interest and the right to receive payments from either the Excess Reserve Fund Account or the Supplemental Interest Trust in respect of any Net WAC Cap Carry Forward Amounts or the obligation to make payments to the Supplemental Interest Trust.
 
For federal income tax purposes, the Supplemental Interest Trust Trustee will account for payments to each Class A and Subordinated Certificates as follows: each Class A and Subordinated Certificate will be treated as receiving their entire payment from REMIC III (regardless of any Swap Termination Payment or obligation under the Swap Agreement) and subsequently paying their portion of any Swap Termination Payment in respect of each such Class’s obligation under the Swap Agreement. In the event that any such Class is resecuritized in a REMIC, the obligation under the Swap Agreement to pay any such Swap Termination Payment (or any shortfall in the fee to the Swap Provider), will be made by one or more of the REMIC Regular Interests issued by the resecuritization REMIC subsequent to such REMIC Regular Interest receiving its full payment from any such Class A or Subordinated Certificate. The REMIC regular interest corresponding to a Class A or Subordinated 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 Swap Agreement to the aggregate principal balance of the Mortgage Loans and (ii) any Swap Termination Payment will be treated as being payable solely from Total Monthly Excess Spread. As a result of the foregoing, the amount of distributions and taxable income on the REMIC Regular Interest corresponding to a Class A or Subordinated Certificate may exceed the actual amount of distributions on the Class A or Subordinated Certificate.
 
Section 4.07  
Certain Matters Relating to the Determination of LIBOR.
 
Until all of the LIBOR Certificates are paid in full, the Trustee will at all times retain at least four Reference Banks for the purpose of determining LIBOR with respect to each Interest Determination Date. The Servicer initially shall designate the Reference Banks. Each “Reference Bank” shall be a leading bank engaged in transactions in Eurodollar deposits in the international Eurocurrency market, shall not control, be controlled by or be under common control with, the Trustee and shall have an established place of business in London. If any such Reference Bank should be unwilling or unable to act as such or if the Servicer should terminate its appointment as Reference Bank, the Servicer shall promptly appoint another Reference Bank. The Trustee shall have no liability or responsibility to any Person for (i) the selection of any Reference Bank for purposes of determining LIBOR or (ii) any inability to retain at least four Reference Banks that is caused by circumstances beyond its reasonable control.
 
The Pass-Through Rate for each Class of LIBOR Certificates for each Interest Accrual Period shall be determined by the Trustee on each LIBOR Determination Date so long as the LIBOR Certificates are outstanding on the basis of LIBOR and the respective formulae appearing in footnotes corresponding to the LIBOR Certificates in the table relating to the Certificates in the Preliminary Statement. The Trustee shall not have any liability or responsibility to any Person for its inability, following a good-faith reasonable effort, to obtain quotations from the Reference Banks or to determine the arithmetic mean referred to in the definition of LIBOR, all as provided for in this Section 4.07 and the definition of LIBOR. The establishment of LIBOR and each Pass-Through Rate for the LIBOR Certificates by the Trustee shall (in the absence of manifest error) be final, conclusive and binding upon each Holder of a Certificate and the Trustee.
 
        Section 4.08 Distributions and Allocation of Realized Losses to the REMIC I Regular Interests, REMIC II Regular Interests
                 and REMIC III Regular Interests.

(I) 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)(i) to the Holders of REMIC I Regular Interest I-LT1, REMIC I Regular Interest I-LTP and REMIC I Regular Interest I-LT1PF in an amount equal to (A) the Uncertificated Interest for each REMIC I Regular Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates; and

(ii) to the Holders of REMIC I Regular Interest I-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;

(2) to the Holders of REMIC I Regular Interest I-LT1 and REMIC I Regular Interest I-LT1PF, in an amount equal to the remainder of the Available Funds for such Distribution Date after the distributions made pursuant to clause (1)(i) above, allocated as follows:

(a) to the Holders of REMIC I Regular Interest I-LT1, until the Uncertificated Balance of REMIC I Regular Interest I-LT1 is reduced to zero;

(b) to the Holders of REMIC I Regular Interest I-LT1PF, until the Uncertificated Balance of REMIC I Regular Interest I-LT1PF is reduced to zero; and

(c) any remaining amount to the Holders of the Class R Certificates (in respect of the Class R-I Interest);

provided, however, that for the first Distribution Date, such amounts relating to the Initial Group I Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT1 and such amounts relating to the Subsequent Group I Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT1PF.

With respect to the Group II Mortgage Loans:

(1) to the Holders of REMIC I Regular Interest I-LT2 and REMIC I Regular Interest I-LT2PF in an amount equal to (A) the Uncertificated Interest for each REMIC I Regular Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates; and

(2) to the Holders of REMIC I Regular Interest I-LT2 and REMIC I Regular Interest I-LT2PF, in an amount equal to the remainder of the Available Funds for such Distribution Date after the distributions made pursuant to clause (1) above, allocated as follows:

(a) to the Holders of REMIC I Regular Interest I-LT2, until the Uncertificated Balance of REMIC I Regular Interest I-LT2 is reduced to zero;

(b) to the Holders of REMIC I Regular Interest I-LT2PF, until the Uncertificated Balance of REMIC I Regular Interest I-LT2PF is reduced to zero; and

(c) any remaining amount to the Holders of the Class R Certificates (in respect of the Class R-I Interest);

provided, however, that for the first Distribution Date, such amounts relating to the Initial Group II Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT2 and such amounts relating to the Subsequent Group II Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT2PF.

On each Distribution Date, all amounts representing Prepayment Charges in respect of the Mortgage Loans received during the related Prepayment Period will be distributed by REMIC I to the Holders of REMIC I Regular Interest I-LTP. The payment of the foregoing amounts to the Holders of REMIC I Regular Interest I-LTP shall not reduce the Uncertificated Balance thereof.

(II) 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:
 
With respect to the Group I Mortgage Loans:

 
(A)
to Holders of each of REMIC II Regular Interest I-I, REMIC I Regular Interest P and REMIC II Regular Interest I-1-A through I-59-B, pro rata, in an amount equal to (A) Uncertificated Interest for such REMIC II Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates;

 
(B)
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 II Regular Interest I until the Uncertificated Balance is reduced to zero and second, to REMIC II Regular interests I-1-A through I-59-B starting with the lowest numerical denomination until the Uncertificated Balance of each such REMIC II Regular Interest is reduced to zero, provided that, for REMIC II Regular Interests with the same numerical denomination, such payments of principal shall be allocated pro rata between such REMIC II Regular Interests, and second, to the extent of the product of (a) any Overcollateralization Release 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 II Regular Interest I until the Uncertificated Balance of such REMIC II Regular Interest is reduced to zero; and

 
(C)
to the Holders of REMIC II Regular Interest P, (A) on each Distribution Date, 100% of the amount paid in respect of Prepayment Charges 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:
 
 
(A)
to Holders of each of REMIC II Regular Interest II and REMIC II Regular Interest II-1-A through II-59-B, pro rata, in an amount equal to (A) Uncertificated Interest for such REMIC II Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates;

 
(B)
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 II Regular Interest II until the Uncertificated Balance is reduced to zero and second, to REMIC II Regular interests II-1-A through II-59-B starting with the lowest numerical denomination until the Uncertificated Balance of each such REMIC II Regular Interest is reduced to zero, provided that, for REMIC II Regular Interests with the same numerical denomination, such payments of principal shall be allocated pro rata between such REMIC II Regular Interests, and second, to the extent of the product of (a) any Overcollateralization Release Amounts multiplied by (b) a fraction, the numerator of which is the aggregate Scheduled Principal Balance of the Group II Mortgage Loans and the denominator of which is the aggregate Scheduled Principal Balance of the Mortgage Loans, to REMIC II Regular Interest II until the Uncertificated Balance of such REMIC II Regular Interest is reduced to zero; and

 
(C)
to the Holders of REMIC II Regular Interest P, on each Distribution Date, 100% of the amount paid in respect of Prepayment Charges.

(III) On each Distribution Date, the following amounts, in the following order of priority, shall be distributed by REMIC III to REMIC IV on account of the REMIC III Regular Interests or withdrawn from the Distribution Account and distributed to the Holders of the Class R Certificates (in respect of the Class R-III Interest), as the case may be:

(A) to the Holders of REMIC III Regular Interest LTIO, in an amount equal to (A) accrued Uncertificated Interest for such REMIC III Regular Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates.
 
(B) to Holders of REMIC III Regular Interest LTAA, REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1, REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8, REMIC III Regular Interest LTM9, REMIC III Regular Interest LTZZ and REMIC III Regular Interest LTP, on a pro rata basis, 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 III Regular Interest LTZZ shall be reduced and deferred when the REMIC III Overcollateralized Amount is less than the REMIC III Overcollateralization Target Amount, by the lesser of (x) the amount of such difference and (y) the Maximum LTZZ Uncertificated Interest Deferral Amount and such amount will be payable to the Holders of REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1, REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8 and REMIC III Regular Interest LTM9, in the same proportion as the Overcollateralization Increase Amount is allocated to the Corresponding Certificates and the Uncertificated Balance of the REMIC III Regular Interest LTZZ shall be increased by such amount;
 
(C) to the Holders of REMIC III Regular Interest LT1SUB, REMIC III Regular Interest LT1GRP, REMIC III Regular Interest LT2SUB, REMIC III Regular Interest LT2GRP and REMIC III Regular Interest LTXX, on a pro rata basis, 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;
 
(D) to the Holders of REMIC III Regular Interests, in an amount equal to the remainder of the REMIC III Marker Allocation Percentage of the Available Funds for such Distribution Date after the distributions made pursuant to clause (a) above, allocated as follows:
 
(i) 98.00% of such remainder (other than amounts payable under clause (iii) below) to the Holders of REMIC III Regular Interest LTAA and REMIC III Regular Interest LTP, until the Uncertificated Balance of such REMIC III Regular Interests are reduced to zero; provided, however, that REMIC III Regular Interest LTP shall not be reduced until the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter, at which point such amount shall be distributed to REMIC III Regular Interest LTP, until $100 has been distributed pursuant to this clause;
 
(ii) 2.00% of such remainder (other than amounts payable under clause (iii) below) first, to the Holders of REMIC III Regular Interest LT1A1, REMIC III Regular Interest LT1A2, REMIC III Regular Interest LT2A1, REMIC III Regular Interest LT2A2, REMIC III Regular Interest LT2A3, REMIC III Regular Interest LT2A4, REMIC III Regular Interest LTM1, REMIC III Regular Interest LTM2, REMIC III Regular Interest LTM3, REMIC III Regular Interest LTM4, REMIC III Regular Interest LTM5, REMIC III Regular Interest LTM6, REMIC III Regular Interest LTM7, REMIC III Regular Interest LTM8 and REMIC III Regular Interest LTM9 of such REMIC III Regular Interests are reduced to zero, 1.00% in the same proportion as principal payments are allocated to the Corresponding Certificates, and second, to the Holders of REMIC III Regular Interest LTZZ (other than amounts payable under clause (iii) below), until the Uncertificated Balance of such REMIC III Regular Interest is reduced to zero; and
 
(iii) any remaining amount to the Holders of the Class R Certificates (in respect of the Class R-III Interest);
 
provided, however, that (i) 98.00% and (ii) 2.00% of any principal payments that are attributable to an Overcollateralization Reduction Amount shall be allocated to Holders of (i) REMIC III Regular Interest LTAA and REMIC III Regular Interest LTP, in that order and (ii) REMIC III Regular Interest LTZZ, respectively; provided, that REMIC III Regular Interest LTP shall not be reduced until the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter, at which point such amount shall be distributed to REMIC III Regular Interest LTP, until $100 has been distributed pursuant to this clause; and
 
(E) to the Holders of REMIC III Regular Interests, in an amount equal to the remainder of the REMIC III Sub WAC Allocation Percentage of Available Funds for such Distribution Date after the distributions made pursuant to clause (b) above, such that distributions of principal shall be deemed to be made to the REMIC III Regular Interests first: so as to keep the Uncertificated Balance of each REMIC III 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 III Regular Interest ending with the designation “SUB,” so that the Uncertificated Balance of each such REMIC III 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 Balance of the Class A Certificates 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 III Regular Interests such that the REMIC III Subordinated Balance Ratio is maintained); and third, any remaining principal to REMIC III Regular Interest LTXX.
 
Notwithstanding the priorities and amounts of distribution of funds pursuant to this Section 4.08(I), actual distributions of the Available Funds shall be made only in accordance with Section 4.02.

(F)(i) All Realized Losses on the Group I Mortgage Loans shall be allocated by the Trustee on each Distribution Date, first to REMIC I Regular Interest I-LT1 and REMIC I Regular Interest I-LT1PF, until the Uncertificated Balance of each such REMIC I Regular Interest has been reduced to zero; provided however, that with respect to the first Distribution Date, all Realized Losses on the Initial Group I Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT1, until the Uncertificated Balance thereof has been reduced to zero, and all Realized Losses on the Subsequent Group I Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT1PF until the Uncertificated Balance thereof has been reduced to zero. All Realized Losses on the Group II Mortgage Loans shall be allocated by the Trustee on each Distribution Date, first to REMIC I Regular Interest I-LT2 and REMIC I Regular Interest I-LT2PF, until the Uncertificated Balance of each such REMIC I Regular Interest has been reduced to zero; provided however, that with respect to the first Distribution Date, all Realized Losses on the Initial Group II Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT2, until the Uncertificated Balance thereof has been reduced to zero, and all Realized Losses on the Subsequent Group II Mortgage Loans shall be allocated to REMIC I Regular Interest I-LT2PF until the Uncertificated Balance thereof has been reduced to zero.
 
(ii)
With respect to the REMIC II Regular Interests, all Realized Losses on the Group I Loans shall be allocated shall be allocated by the Trustee on each Distribution Date first, to REMIC II Regular Interest I until the Uncertificated Balance has been reduced to zero, and second, to REMIC II Regular Interest I-1-A through REMIC II Regular Interest I-59-B, starting with the lowest numerical denomination until such REMIC II Regular Interest has been reduced to zero, provided that, for REMIC II Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC II Regular Interests. All Realized Losses on the Group II Loans shall be allocated on each Distribution Date first, to REMIC II Regular Interest II until the Uncertificated Balance has been reduced to zero, and second, to REMIC II Regular Interest II-1-A through REMIC II Regular Interest
 
II-59-B, starting with the lowest numerical denomination until such REMIC II Regular Interest has been reduced to zero, provided that, for REMIC II Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC II Regular Interests.
 
(iii)
The REMIC III 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 III Regular Interests in the specified percentages, as follows: first, to Uncertificated Interest payable to the REMIC III Regular Interest LTAA and REMIC III Regular Interest LTZZ up to an aggregate amount equal to the REMIC III Interest Loss Allocation Amount, 98% and 2%, respectively; second, to the Uncertificated Balances of the REMIC III Regular Interest LTAA and REMIC III Regular Interest LTZZ up to an aggregate amount equal to the REMIC III Principal Loss Allocation Amount, 98% and 2%, respectively; third, to the Uncertificated Balances of REMIC III Regular Interest LTAA, REMIC III Regular Interest LTM9 and REMIC III Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC III Regular Interest LTM9 has been reduced to zero; fourth, to the Uncertificated Balances of REMIC III Regular Interest LTAA, REMIC III Regular Interest LTM8 and REMIC III Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC III Regular Interest LTM8 has been reduced to zero; fifth, to the Uncertificated Balances of REMIC III Regular Interest LTAA, REMIC III Regular Interest LTM7 and REMIC III Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC III Regular Interest LTM7 has been reduced to zero; sixth, to the Uncertificated Balances of REMIC III Regular Interest LTAA, REMIC III Regular Interest LTM6 and REMIC III Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC III Regular Interest LTM6 has been reduced to zero; seventh, to the Uncertificated Balances of REMIC III Regular Interest LTAA, REMIC III Regular Interest LTM5 and REMIC III Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC III Regular Interest LTM5 has been reduced to zero; eighth, to the Uncertificated Balances of REMIC III Regular Interest LTAA, REMIC III Regular Interest LTM4 and REMIC III Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC III Regular Interest LTM4 has been reduced to zero; ninth, to the Uncertificated Balances of REMIC III Regular Interest LTAA, REMIC III Regular Interest LTM3 and REMIC III Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC III Regular Interest LTM3 has been reduced to zero; tenth, to the Uncertificated Balances of REMIC III Regular Interest LTAA, REMIC III Regular Interest LTM2 and REMIC III Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC III Regular Interest LTM2 has been reduced to zero; and eleventh, to the Uncertificated Balances of REMIC III Regular Interest LTAA, REMIC III Regular Interest LTM1 and REMIC III Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC III Regular Interest LTM1 has been reduced to zero.
 
(iv)
The REMIC III 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 III 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 III Regular Interest ending with the designation “SUB,” so that the Uncertificated Balance of each such REMIC III 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 Balance of the Class A Certificates 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 III Regular Interests such that the REMIC III Subordinated Balance Ratio is maintained); and third, any remaining Realized Losses shall be allocated to REMIC III Regular Interest LTXX.
 

 


ARTICLE V  
 
 
THE CERTIFICATES
 
Section 5.01  
The Certificates.
 
The Certificates shall be substantially in the forms attached hereto as exhibits. The Certificates shall be issuable in registered form, in minimum denominations, representing an original principal amount of $100,000 and integral multiples of $1,000 in excess thereof (except that one Certificate in each Class may be issued in a different amount that must exceed the applicable minimum denomination) and aggregate denominations per Class set forth in REMIC II.
 
Subject to Section 9.02 respecting the final distribution on the Certificates, on each Distribution Date, the Trustee shall make distributions to each Certificateholder of record on the preceding Record Date either:
 
(x) by wire transfer in immediately available funds to the account of the Holder at a bank or other entity having appropriate facilities therefor, if the Holder has so notified the Trustee at least five (5) Business Days before the related Record Date; and
 
(y) by check mailed by first class mail to the Certificateholder at the address of such holder appearing in the Certificate Register.
 
The Trustee shall execute the Certificates by manual or facsimile signature of an authorized officer. Certificates bearing the manual or facsimile signatures of individuals who were, at the time such signatures were affixed, authorized to sign on behalf of the Trustee shall bind the Trustee, notwithstanding that such individuals or any of them have ceased to be so authorized before the countersignature and delivery of any such Certificates or did not hold such offices at the date of such Certificate. No Certificate shall be entitled to any benefit under this Agreement, or be valid for any purpose, unless countersigned by the Trustee by manual signature, and such countersignature upon any Certificate shall be conclusive evidence, and the only evidence, that such Certificate has been duly executed and delivered hereunder. All Certificates shall be dated the date of their countersignature. On the Closing Date, the Trustee shall countersign the Certificates to be issued at the direction of the Depositor, or any affiliate thereof.
 
The Depositor shall provide to the Trustee, on a continuous basis, an adequate inventory of Certificates to facilitate transfers.
 
Section 5.02  
Certificate Register; Registration of Transfer and Exchange of Certificates.
 
(a)   The Trustee shall maintain, in accordance with Section 5.06, a Certificate Register for the Trust Fund in which, subject to subsections (b) and (c) below and 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. Upon surrender for registration of transfer of any Certificate, the Trustee shall execute and deliver, in the name of the designated transferee or transferees, one or more new Certificates of the same Class and aggregate Percentage Interest.
 
At the option of a Certificateholder, Certificates may be exchanged for other Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest upon surrender of the Certificates to be exchanged at the office or agency of the Trustee. Whenever any Certificates are so surrendered for exchange, the Trustee shall execute, countersign and deliver the Certificates that the Certificateholder making the exchange is entitled to receive. A written instrument of transfer in form satisfactory to the Trustee duly executed by the Holder or his attorney duly authorized in writing shall accompany every Certificate presented or surrendered for registration of transfer or exchange. 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 four separate certificates, each representing such holder’s respective Percentage Interest in the Class R-I Interest, the Class R-II Interest, the Class R-III Interest and the Class R-IV Interest that was evidenced by the Class R Certificate being exchanged and (ii) with respect to each Class R-X Certificate, the holder thereof may exchange, in the manner described above, such Class R-X Certificate for three separate certificates, each representing such holder’s respective Percentage Interest in the Class R-V Interest, the Class R-VI Interest and the Class R-VII Interest that was evidenced by the Class R-X Certificate being exchanged.
 
No service charge to the Certificateholders shall be made for any registration of transfer or exchange of Certificates, but 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 may be required.
 
All Certificates surrendered for registration of transfer or exchange shall be cancelled and subsequently destroyed by the Trustee in accordance with the Trustee’s customary procedures.
 
(b)   No transfer of a Private Certificate shall be made unless such transfer is made pursuant to an effective registration statement under the Securities Act and any applicable state securities laws or is exempt from the registration requirements under said Act and any applicable state securities laws. 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 thereof, (ii) the transfer of any such Class C, Class P or Residual Certificate to the applicable issuer or indenture trustee under the Indenture or (iii) a transfer of any such Class C, Class P or Residual Certificate from the applicable issuer or indenture trustee under the Indenture to the Depositor or an Affiliate thereof), but in reliance on an exemption from the Securities Act and any applicable state securities laws, to assure compliance with the Securities Act and any applicable state securities laws, the Certificateholder desiring to effect the transfer shall certify to the Trustee in writing the facts surrounding the transfer in substantially the form of Exhibit J (the “Transferor Certificate”) and either (i) deliver to the Trustee a letter in substantially the form of Exhibit L (the “Rule 144A Letter”) or (ii) deliver to the Trustee at the expense of the transferor an Opinion of Counsel that the transfer may be made without registration under the Securities Act. The Depositor shall provide to any Holder of a Private Certificate and any prospective transferee designated by the Holder of a Private Certificate, information regarding the related Certificates and the Mortgage Loans and any other information necessary to satisfy the condition to eligibility in Rule 144A(d)(4) for transfer of the Certificate without registration thereof under the Securities Act pursuant to the registration exemption provided by Rule 144A. The Trustee and the Servicer shall cooperate with the Depositor in providing the Rule 144A information referenced in the preceding sentence, including providing to the Depositor such information regarding the Certificates, the Mortgage Loans and other matters regarding the Trust Fund the Depositor reasonably requests to meet its obligation under the preceding sentence. Each Holder of a Private Certificate desiring to effect a transfer shall, and does hereby agree to, indemnify the Trustee, the NIM Insurer, the Depositor, the Seller, 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 an ERISA-Restricted Certificate shall be made unless the Trustee and the NIM Insurer shall have received either:
 
(i)  a representation from the transferee of such Certificate acceptable to and in form and substance satisfactory to the Trustee and the NIM Insurer (if the Certificate is a Private Certificate, the requirement is satisfied only by the Trustee’s receipt of a representation letter from the transferee substantially in the form of Exhibit L, and if the Certificate is a Residual Certificate, the requirement is satisfied only by the Trustee’s receipt of a Transfer Affidavit from the transferee substantially in the form of Exhibit I), to the effect that (x) the transferee is not an employee benefit plan or arrangement subject to Section 406 of ERISA or a plan subject to Section 4975 of the Code, or a Person acting on behalf of any such plan or arrangement or using the assets of any such plan or arrangement to effect the transfer, or (y) if the ERISA-Restricted Certificate is not a Class C, Class R or Class R-X Certificate and has been the subject of an ERISA-Qualifying Underwriting and the purchaser is an insurance company, a representation that the purchaser is an insurance company that is purchasing such Certificates with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”) and that the purchase and holding of such Certificates are covered under Sections I and III of PTCE 95-60; or
 
(ii)  in the case of any ERISA-Restricted Certificate presented for registration in the name of an employee benefit plan subject to ERISA, or a plan or arrangement subject to Section 4975 of the Code (or comparable provisions of any subsequent enactments), or a trustee of any such plan or any other Person acting on behalf of any such plan or arrangement or using such plan’s or arrangement’s assets, an Opinion of Counsel satisfactory to the Trustee, the NIM Insurer and the Servicer, which Opinion of Counsel shall not be an expense of the Trustee, the NIM Insurer, the Servicer or the Trust Fund, addressed to the Trustee, to the effect that the purchase or holding of such ERISA-Restricted Certificate will not result in a nonexempt prohibited transaction under ERISA or Section 4975 of the Code and will not subject the Trustee, the NIM Insurer or the Servicer to any obligation in addition to those expressly undertaken in this Agreement or to any liability.
 
For purposes of the preceding sentence, neither an Opinion of Counsel nor any certification shall be required in connection with (i) the initial transfer of any such Certificate by the Depositor to an Affiliate thereof, (ii) the transfer of any such Class C, Class P or Residual Certificate to the applicable issuer or indenture trustee under the Indenture or (iii) a transfer of any such Class C, Class P or Residual Certificate from the issuer or indenture trustee under the Indenture to the Depositor or an Affiliate thereof (in which case, the Depositor or any Affiliate thereof shall have deemed to have represented that it is not using the assets of any plan or arrangement subject to Section 406 of ERISA or plan subject to Section 4975 of the Code) and the Trustee shall be entitled to conclusively rely upon a representation (which, upon the request of the Trustee, shall be a written representation) from the Depositor of the status of such transferee as an Affiliate of the Depositor. In addition, with respect to transfers of an ERISA-Restricted Certificate (that is not a Residual Certificate) other than as described in the preceding sentence, if the representation letter or Opinion of Counsel referred to in the preceding sentence is not furnished, the appropriate representation in clause (i) shall be deemed to have been made to the Trustee by the transferee’s (including an initial acquirer’s) acceptance of the ERISA-Restricted Certificates. If any such representation in the preceding sentences is violated, or any attempt to transfer to a plan or arrangement subject to Section 406 of ERISA or a plan subject to Section 4975 of the Code, or a Person acting on behalf of any such plan or arrangement or using the assets of any such plan or arrangement, is made without the Opinion of Counsel, the attempted transfer or acquisition shall be void.
 
For so long as the Supplemental Interest Trust is in existence, each beneficial owner of a Class A or Subordinate Certificate or any interest therein, shall be deemed to have represented, by virtue of its acquisition or holding of such Certificate, or interest therein, that either (i) it is not a Plan or (ii) (A) it is an "accredited investor" as defined in Rule 501(a)(1) of Regulation D issued under the Securities Act and (B) the acquisition and holding of such Certificate and the separate right to receive payments from the Supplemental Interest Trust are eligible for the exemptive relief available Prohibited Transaction 84-14, 90-1, 91-38, 95-60 or 96-23.  
 
Each beneficial owner of a Subordinated Certificate or any interest therein that is acquired after the termination of the Supplemental Interest Trust shall be deemed to have represented, by virtue of its acquisition or holding of that certificate or interest therein, that either (i) it is not a plan or arrangement subject to Section 406 of ERISA or a plan subject to Section 4975 of the Code, or a Person acting on behalf of any such plan or arrangement or using the assets of any such plan or arrangement, (ii) it has acquired and is holding such certificate in reliance on the Underwriter’s Exemption, and that it understands that there are certain conditions to the availability of the Underwriter’s Exemption, including that such certificate must be rated, at the time of purchase, not lower than “BBB-” (or its equivalent) by S&P, Fitch or Moody’s, and such certificate is so rated, that it will represent that it is an “accredited investor” as defined in Rule 501(a)(1) of Regulation D issued under the Securities Act and will obtain a representation from any transferee that such transferee is an accredited investor so long as it is required to obtain a representation regarding compliance with the Securities Act or (iii) (1) it is an insurance company, (2) the source of funds used to acquire or hold the certificate or interest therein is an “insurance company general account,” as such term is defined in PTCE 95-60, and (3) the conditions in Sections I and III of PTCE 95-60 have been satisfied.
 
To the extent permitted under applicable law (including ERISA), the Trustee shall not be liable to any Person for any registration of transfer of any ERISA-Restricted Certificate that is in fact not permitted by this Section 5.02(b) or for making any payments due on such Certificate to the Holder thereof or taking any other action with respect to such Holder under this Agreement so long as the transfer was registered by the Trustee in accordance with the foregoing requirements.
 
(c)   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 the rights of each Person acquiring any Ownership Interest in a Residual Certificate are expressly subject to the following provisions:
 
(i)  Each Person holding or acquiring any Ownership Interest in a Residual Certificate shall be a Permitted Transferee and shall promptly notify the Trustee (with a copy of any such notice to the NIM Insurer) of any change or impending change in its status as a Permitted Transferee.
 
(ii)  No Ownership Interest in a Residual Certificate may be registered on the Closing Date or thereafter transferred, and the Trustee shall not register the Transfer of any Residual Certificate unless, in addition to the certificates required to be delivered to the Trustee under subparagraph (b) above, the Trustee shall have been furnished with an affidavit (a copy of which shall be provided to the NIM Insurer) (a “Transfer Affidavit”) of the initial owner or the proposed transferee in the form of Exhibit I (subject to the limitations with respect thereto as set forth in Section 5.02(b)).
 
(iii)  Subject to the limitations set forth in Section 5.02(b), each Person holding or acquiring any Ownership Interest in a Residual Certificate shall agree:
 
(A)   to obtain a Transfer Affidavit from any other Person to whom such Person attempts to Transfer its Ownership Interest in a Residual Certificate;
 
(B)   to obtain a Transfer Affidavit from any Person for whom such Person is acting as nominee, trustee or agent in connection with any Transfer of a Residual Certificate; and
 
(C)   not to Transfer its Ownership Interest in a Residual Certificate or to cause the Transfer of an Ownership Interest in a Residual Certificate to any other Person if it has actual knowledge that such Person is not a Permitted Transferee.
 
(iv)  Any attempted or purported Transfer of any Ownership Interest in a Residual Certificate in violation of this Section 5.02(c) shall be absolutely null and void and shall vest no rights in the purported Transferee. If any purported transferee shall become a Holder of a Residual Certificate in violation of this Section 5.02(c), then the last preceding Permitted Transferee shall be restored to all rights as Holder thereof retroactive to the date of registration of Transfer of such Residual Certificate. The Trustee shall not be liable to any Person for any registration of Transfer of a Residual Certificate that is in fact not permitted by Section 5.02(b) and this Section 5.02(c) or for making any payments due on such Certificate to the Holder thereof or taking any other action with respect to such Holder under this Agreement so long as the Transfer was registered after receipt of the related Transfer Affidavit, Transferor Certificate and either the Rule 144A Letter or the Investment Letter. The Trustee shall be entitled but not obligated to recover from any Holder of a Residual Certificate that was in fact not a Permitted Transferee at the time it became a Holder or, at such subsequent time as it became other than a Permitted Transferee, all payments made on such Residual Certificate at and after either such time. Any such payments so recovered by the Trustee shall be paid and delivered by the Trustee to the last preceding Permitted Transferee of such Certificate.
 
(v)  The Depositor shall use its best efforts to make available, upon receipt of written request from the Trustee, all information necessary to compute any tax imposed under Section 860E(e) of the Code as a result of a Transfer of an Ownership Interest in a Residual Certificate to any Holder who is not a Permitted Transferee.
 
The restrictions on Transfers of a Residual Certificate in this Section 5.02(c) shall cease to apply (and the applicable portions of the legend on a Residual Certificate may be deleted) with respect to Transfers occurring after delivery to the Trustee of an Opinion of Counsel, which Opinion of Counsel shall not be an expense of the Trust Fund, the Trustee, the Seller, the NIM Insurer or the Servicer, to the effect that the elimination of such restrictions will not cause the Trust Fund hereunder to fail to qualify as a REMIC at any time that the Certificates are outstanding or result in the imposition of any tax on the Trust Fund, a Certificateholder or any other Person. The Opinion of Counsel shall be accompanied by written notification from each Rating Agency that the removal of the restriction will not cause the Rating Agency to downgrade its ratings of the Certificates. Each Person holding or acquiring any Ownership Interest in a Residual Certificate hereby consents to any amendment of this Agreement that, based on an Opinion of Counsel furnished to the Trustee, is reasonably necessary (a) to ensure that the record ownership of, or any beneficial interest in, a Residual Certificate is not transferred, directly or indirectly, to a Person that is not a Permitted Transferee and (b) to provide for a means to compel the Transfer of a Residual Certificate that is held by a Person that is not a Permitted Transferee to a Holder that is a Permitted Transferee.
 
(d)   The preparation and delivery of all certificates and opinions referred to above in this Section 5.02 in connection with transfer shall be at the expense of the parties to such transfers.
 
(e)   Except as provided below, the Book-Entry Certificates shall at all times remain registered in the name of the Depository or its nominee and at all times:
 
(i)  registration of the Certificates may not be transferred by the Trustee except to another Depository;
 
(ii)  the Depository shall maintain book-entry records with respect to the Certificate Owners and with respect to ownership and transfers of such Book-Entry Certificates;
 
(iii)  ownership and transfers of registration of the Book-Entry Certificates on the books of the Depository shall be governed by applicable rules established by the Depository;
 
(iv)  the Depository may collect its usual and customary fees, charges, and expenses from its Depository Participants;
 
(v)  the Trustee shall deal with the Depository, Depository Participants and indirect participating firms as representatives of the Certificate Owners of the Book-Entry Certificates for purposes of exercising the rights of holders under this Agreement, and requests and directions for and votes of such representatives shall not be deemed to be inconsistent if they are made with respect to different Certificate Owners; and
 
(vi)  the Trustee may rely and shall be fully protected in relying upon information furnished by the Depository with respect to its Depository Participants and furnished by the Depository Participants with respect to indirect participating firms and persons shown on the books of such indirect participating firms as direct or indirect Certificate Owners.
 
All transfers by Certificate Owners of Book-Entry Certificates shall be made in accordance with the procedures established by the Depository Participant or brokerage firm representing the Certificate Owner. Each Depository Participant shall only transfer 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.
 
If (x)
 
(i) the Depository or the Depositor advises the Trustee in writing that the Depository is no longer willing or able to properly discharge its responsibilities as Depository, and
 
(ii) the Trustee or the Depositor is unable to locate a qualified successor, or
 
(y) after the occurrence of an Event of Default, Certificate Owners representing at least 51% of the Certificate Balance of the Book-Entry Certificates together advise the Trustee and the Depository through the Depository Participants in writing that the continuation of a book-entry system through the Depository is no longer in the best interests of the Certificate Owners,
 
then the Trustee shall notify all Certificate Owners, through the Depository, of the occurrence of any such event and of the availability of definitive, fully-registered Certificates (the “Definitive Certificates”) to Certificate Owners requesting the same. Upon surrender to the Trustee of the related Class of Certificates by the Depository, accompanied by the instructions from the Depository for registration, the Trustee shall issue the Definitive Certificates. None of the Servicer, the Depositor or the Trustee shall be liable for any delay in delivery of such instruction, and each may conclusively rely on, and shall be protected in relying on, such instructions. The Servicer shall provide the Trustee with an adequate inventory of certificates to facilitate the issuance and transfer of Definitive Certificates. 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; provided, that the Trustee shall not by virtue of its assumption of such obligations become liable to any party for any act or failure to act of the Depository.
 
Section 5.03  
Mutilated, Destroyed, Lost or Stolen Certificates.
 
If (a) any mutilated Certificate is surrendered to the Trustee, or (b) the Trustee receives evidence to its satisfaction of the destruction, loss or theft of any Certificate and the Servicer, the NIM Insurer and the Trustee receive the security or indemnity required by them to hold each of them harmless, then, in the absence of notice to the Trustee that the Certificate has been acquired by a Protected Purchaser, and if the requirements of Section 8-406 of the UCC are met and subject to Section 8-405 of the UCC, the Trustee shall execute, countersign and deliver, in exchange for or in lieu of any mutilated, destroyed, lost or stolen Certificate, a new Certificate of like Class, tenor and Percentage Interest. In connection with the issuance of any new Certificate under this Section 5.03, 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 5.03 shall constitute complete and indefeasible evidence of ownership, as if originally issued, whether or not the lost, stolen or destroyed Certificate is found at any time.
 
Section 5.04  
Persons Deemed Owners.
 
The Servicer, the Trustee, the NIM Insurer and any agent of the Servicer or the Trustee may treat the Person in whose name any Certificate is registered as the owner of such Certificate for the purpose of receiving distributions as provided in this Agreement and for all other purposes whatsoever, and none of the Servicer, the Trustee, the NIM Insurer or any agent of the Servicer or the Trustee shall be affected by any notice to the contrary.
 
Section 5.05  
Access to List of Certificateholders’ Names and Addresses.
 
If three or more Certificateholders and/or Certificate Owners (a) request such information in writing from the Trustee, (b) state that those Certificateholders and/or Certificate Owners desire to communicate with other Certificateholders and/or Certificate Owners with respect to their rights under this Agreement or under the Certificates and (c) provide a copy of the communication that those Certificateholders and/or Certificate Owners propose to transmit, or if the Depositor or Servicer requests such information in writing from the Trustee, then the Trustee shall, within ten (10) Business Days after the receipt of the request, provide the Depositor, the Servicer or those Certificateholders and/or Certificate Owners at the recipients’ expense the most recent list of the Certificateholders of the Trust Fund held by the Trustee. The Depositor and every Certificateholder, by receiving and holding a Certificate, agree that the Trustee shall not be held accountable because of the disclosure of any such information as to the list of the Certificateholders and/or Certificate Owners hereunder, regardless of the source from which the information was derived.
 
Section 5.06  
Maintenance of Office or Agency.
 
The Trustee will maintain at its expense an office or agency in the United States. Currently, that office is located at DB Services Tennessee, 648 Grassmere Park Road, Nashville, Tennessee 37211-3658, Attention: Transfer Unit, where Certificates may be surrendered for registration of transfer or exchange. The Trustee will give prompt written notice to the Certificateholders of any change in the location of its office or agency.
 




 
ARTICLE VI  
 
 
The Depositor and the Servicer
 
Section 6.01  
Respective Liabilities of the Depositor and the Servicer.
 
The Depositor and the Servicer shall each be liable in accordance herewith only to the extent of the obligations specifically and respectively imposed upon and undertaken by them herein.
 
Section 6.02  
Merger or Consolidation of the Depositor or the Servicer.
 
The Depositor and the Servicer will each keep in full effect its existence, rights and franchises as a corporation or federal savings bank, as the case may be, under the laws of the United States or under the laws of one of the states thereof and will each 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, or any of the Mortgage Loans and to perform its respective duties under this Agreement.
 
Any Person into which the Depositor or the Servicer may be merged or consolidated, or 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. The successor or surviving Person to the Servicer must be qualified to sell mortgage loans to, and to service mortgage loans on behalf of, FNMA or FHLMC.
 
Section 6.03  
Limitation on Liability of the Depositor, the Seller, the Servicer, and Others.
 
None of the Depositor, the Seller, the Servicer, the NIM Insurer or any of the directors, officers, employees, or agents of the Depositor, the Seller, the NIM Insurer, or the Servicer shall be liable to the Certificateholders for any action taken or for refraining from taking any action in good faith pursuant to this Agreement, or for errors in judgment. This provision shall not protect the Depositor, the Seller, the Servicer, or any such person against any breach of representations or warranties made by it herein or protect the Depositor, the Seller, the Servicer, or any such person from any liability that would otherwise be imposed for willful misfeasance, bad faith, or gross negligence in the performance of duties or because of reckless disregard of obligations and duties hereunder.
 
The Depositor, the Seller, the Servicer, the NIM Insurer and any director, officer, employee, or agent of the Depositor, the Seller, the NIM Insurer, or the Servicer may rely in good faith on any document of any kind prima facie properly executed and submitted by any Person respecting any matters arising hereunder.
 
The Depositor, the NIM Insurer, the Seller, the Servicer and any director, officer, employee, or agent of the Depositor, the Seller, the NIM Insurer or the Servicer shall be indemnified by the Trust Fund for any loss, liability, or expense incurred in connection with any audit, controversy, or judicial proceeding relating to a governmental taxing authority or any legal action relating to this Agreement or the Certificates, other than any loss, liability, or expense related to any specific Mortgage Loans (except any loss, liability, or expense otherwise reimbursable pursuant to this Agreement) and any loss, liability, or expense incurred because of willful misfeasance, bad faith, or gross negligence in the performance of duties hereunder or because of reckless disregard of duties hereunder.
 
None of the Depositor, the Seller or the Servicer shall be under any obligation to appear in, prosecute or defend any legal action that is not incidental to its respective duties hereunder and which in its opinion may involve it in any expense or liability; provided, however, that any of the Depositor, the Seller or the Servicer may in its discretion undertake any such legal action that it may deem appropriate in respect of this Agreement and the rights and duties of the parties hereto and interests of the Trustee and the Certificateholders hereunder or with respect to the Mortgage Loans. In such event, the legal expenses and costs of such action and any liability resulting therefrom shall be expenses, costs and liabilities of the Trust Fund, and the Depositor, the Seller, and the Servicer shall be entitled to be reimbursed therefor out of the Certificate Account.
 
Section 6.04  
Limitation on Resignation of the Servicer.
 
The Servicer shall not resign from the obligations hereby imposed on it except (a) upon appointment of a successor servicer that is reasonably acceptable to the Trustee and the NIM Insurer and receipt by the Trustee of a letter from each Rating Agency that the resignation and appointment will not result in a downgrading of the rating of any of the Certificates or (b) upon determination that its duties hereunder are no longer permissible under applicable law. Any such determination under clause (b) permitting the resignation of the Servicer shall be evidenced by an Opinion of Counsel to that effect delivered to the Trustee. No such resignation shall become effective until the Trustee or a successor Servicer shall have assumed the Servicer’s obligations hereunder.
 
Section 6.05  
Inspection.
 
The Servicer, in its capacity as Servicer, shall afford the Trustee and the NIM Insurer, upon reasonable advance notice, during normal business hours, access to all records maintained by the Servicer in respect of its rights and obligations hereunder and access to officers of the Servicer responsible for such obligations. Upon request, the Servicer shall furnish to the Trustee and the NIM Insurer its most recent publicly available financial statements and any other information relating to its capacity to perform its obligations under this Agreement reasonably requested by the NIM Insurer.
 


 
ARTICLE VII  
 
 
Default
 
Section 7.01  
Events of Default.
 
Event of Default,” wherever used herein, means any one of the following events:
 
(a)   any failure by the Servicer to deposit in the Certificate Account or remit to the Trustee any payment (other than a payment required to be made under Section 4.01) required to be made by it under this Agreement, which failure continues unremedied for five days after the date on which written notice of the failure has been given to the Servicer by the Trustee, the NIM Insurer, or the Depositor, or to the Servicer, the NIM Insurer, and the Trustee by the Holders of Certificates of any Class evidencing not less than 25% of the aggregate Percentage Interests of the Class; or
 
(b)   any failure by the Servicer 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, which failure materially affects the rights of Certificateholders and continues unremedied for a period of sixty (60) days after the date on which written notice of such failure shall have been given to the Servicer by the Trustee, the NIM Insurer, or the Depositor, or to the Servicer, the NIM Insurer, and the Trustee by the Holders of Certificates of any Class evidencing not less than 25% of the Percentage Interests of the Class; provided that the sixty day cure period shall not apply to the initial delivery of the Mortgage File for Delayed Delivery Mortgage Loans nor the failure to repurchase or substitute in lieu thereof; or
 
(c)   a decree or order of a court or agency or supervisory authority having jurisdiction in the premises for the appointment of a receiver, conservator or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings, or for the winding-up or liquidation of its affairs, shall have been entered against the Servicer and such decree or order shall have remained in force undischarged or unstayed for a period of sixty (60) consecutive days; or
 
(d)   the Servicer shall consent to the appointment of a receiver, conservator or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities, or similar proceedings of or relating to the Servicer or all or substantially all of the property of the Servicer; or
 
(e)   the Servicer shall admit in writing its inability to pay its debts generally as they become due, file a petition to take advantage of, or commence a voluntary case under, any applicable insolvency or reorganization statute, make an assignment for the benefit of its creditors, or voluntarily suspend payment of its obligations; or
 
(f)   the Servicer shall fail (i) to make an Advance on the Servicer Advance Date or (ii) to reimburse in full the Trustee within two days of the Servicer Advance Date for any Advance made by the Trustee pursuant to Section 4.01(b).
 
If an Event of Default described in clauses (a) through (f) of this Section 7.01 shall occur, then, and in each and every such case, so long as such Event of Default shall not have been remedied, the Trustee may, or at the direction of the NIM Insurer or the Holders of Certificates of any Class evidencing not less than 662/3% of the Percentage Interests of the Class, the Trustee shall by notice in writing to the Servicer (with a copy to each Rating Agency), terminate all of the rights and obligations of the Servicer under this Agreement and in the Mortgage Loans and the proceeds thereof, other than its rights as a Certificateholder hereunder. On and after the receipt by the Servicer of such written notice, all authority and power of the Servicer hereunder, whether with respect to the Mortgage Loans or otherwise, shall pass to and be vested in the Trustee. The Trustee shall make any Advance that the Servicer failed to make, whether or not the obligations of the Servicer have been terminated pursuant to this Section.
 
The Trustee is hereby authorized and empowered to execute and deliver, on behalf of the Servicer, as attorney-in-fact or otherwise, any 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. Unless expressly provided in such written notice, no such termination shall affect any obligation of the Servicer to pay amounts owed pursuant to Article VIII. The Servicer agrees to cooperate with the Trustee in effecting the termination of the Servicer’s responsibilities and rights hereunder, including the transfer to the Trustee of all cash amounts that shall at the time be credited to the Certificate Account, or thereafter be received with respect to the Mortgage Loans. If the Servicer fails to make any Advance required under Section 4.01 of this Agreement, thereby triggering an Event of Default described in clause (f) of this Section 7.01, the Trustee shall make such Advance on that Distribution Date.
 
Notwithstanding any termination of the activities of the Servicer hereunder, the Servicer shall be entitled to receive, out of any late collection of a Scheduled Payment on a Mortgage Loan that was due before the notice terminating the Servicer’s rights and obligations as Servicer hereunder and received after the notice, that portion thereof to which the Servicer would have been entitled pursuant to Sections 3.09(a)(i) through (v) and (vii), and any other amounts payable to the Servicer hereunder the entitlement to which arose before the termination of its activities hereunder.
 
Section 7.02  
Trustee to Act; Appointment of Successor.
 
On and after the time the Servicer receives a notice of termination pursuant to Section 7.01, the Trustee shall, subject to and to the extent provided in Section 3.05, be the successor to the Servicer in its capacity as Servicer under this Agreement and the transactions provided for herein and shall be subject to all the responsibilities, duties and liabilities (other than any liabilities incurred by the Servicer prior to its termination hereunder) relating thereto placed on the Servicer by the terms hereof and applicable law, including the obligation to make Advances pursuant to Section 4.01. As compensation therefor, the Trustee shall be entitled to all funds relating to the Mortgage Loans that the Servicer would have been entitled to charge to the Certificate Account or Distribution Account if the Servicer had continued to act hereunder.
 
Notwithstanding the foregoing, if the Trustee has become the successor to the Servicer in accordance with Section 7.01, the Trustee may, if it shall be unwilling to so act, or shall, if it is prohibited by applicable law from making Advances pursuant to Section 4.01 or if it is otherwise unable to so act, appoint, or petition a court of competent jurisdiction to appoint, any established mortgage loan servicing institution reasonably acceptable to the NIM Insurer (as evidenced by the prior written consent of the NIM Insurer), the appointment of which does not adversely affect the then current rating of the Certificates and the NIM Insurer guaranteed notes by each Rating Agency, as the successor to the Servicer hereunder in the assumption of all or any part of the obligations of the Servicer hereunder.
 
Any successor to the Servicer shall be an institution that is a FNMA and FHLMC approved seller/servicer in good standing, that has a net worth of at least $15,000,000, that is willing to service the Mortgage Loans and that executes and delivers to the Depositor and the Trustee an agreement accepting such delegation and assignment, containing an assumption by it of the rights and obligations of the Servicer (other than liabilities of the Servicer under Section 6.03 incurred before termination of the Servicer under Section 7.01), with like effect as if originally named as a party to this Agreement; provided, that each Rating Agency acknowledges that its rating of the Certificates in effect immediately before the assignment and delegation will not be qualified or reduced as a result of the assignment and delegation.
 
Pending appointment of a successor to the Servicer hereunder, the Trustee, unless the Trustee is prohibited by law from so acting, shall, subject to Section 3.05, act in such capacity as hereinabove provided. In connection with such appointment and assumption, the Trustee may make such arrangements for the compensation of the successor out of payments on Mortgage Loans as it and the successor shall agree. No such compensation shall exceed the Servicing Fee Rate. The Trustee and the successor shall take any action, consistent with this Agreement, necessary to effectuate the succession.
 
Neither the Trustee nor any other successor Servicer shall be deemed to be in default hereunder because of any failure to make, or any delay in making, any distribution hereunder or any portion thereof or any failure to perform, or any delay in performing, any duties hereunder, in either case caused by the failure of the Servicer to deliver or provide, or any delay in delivering or providing, any cash, information, documents or records to it. The appointment of a successor Servicer shall not affect any liability of the predecessor Servicer that my have arisen under this Agreement before its termination as Servicer to pay any deductible under an insurance policy, to indemnify any person, or otherwise, nor shall any successor Servicer be liable for any acts or omissions of the predecessor Servicer or for any breach by the Servicer of any of its representations and warranties contained in this Agreement.
 
In connection with the termination or resignation of the Servicer hereunder, either (i) the successor Servicer, including the Trustee if the Trustee is acting as successor Servicer, shall represent and warrant that it is a member of MERS in good standing and shall agree to comply in all material respects with the rules and procedures of MERS in connection with the servicing of the Mortgage Loans that are registered with MERS, or (ii) the predecessor Servicer shall cooperate with the successor Servicer either (x) in causing MERS to execute and deliver an assignment of Mortgage in recordable form to transfer the Mortgage from MERS to the Trustee and to execute and deliver such other notices, documents and other instruments as may be necessary or desirable to effect a transfer of such Mortgage Loan or servicing of such Mortgage Loan on the MERS® System to the successor Servicer or (y) in causing MERS to designate on the MERS® System the successor Servicer as the servicer of such Mortgage Loan. The predecessor Servicer shall file or cause to be filed any such assignment in the appropriate recording office. The successor Servicer shall cause such assignment to be delivered to the Trustee promptly upon receipt of the original with evidence of recording thereon or a copy certified by the public recording office in which such assignment was recorded.
 
Any successor to the Servicer as Servicer shall give notice of the change of servicer to the NIM Insurer and the Mortgagors and shall, during the term of its service as Servicer, maintain in force the policy or policies that the Servicer is required to maintain pursuant to Section 6.05.
 
Section 7.03  
Notification to Certificateholders.
 
(a)   Upon any termination of or appointment of a successor to the Servicer, the Trustee shall give prompt written notice thereof to Certificateholders and each Rating Agency.
 
(b)   Within sixty (60) days after the occurrence of any Event of Default, the Trustee shall transmit by mail to all Certificateholders and each Rating Agency notice of each Event of Default hereunder known to the Trustee, unless the Event of Default has been cured or waived.
 

 
 

 
ARTICLE VIII  
 
Concerning the Trustee and the Supplemental Interest Trust Trustee
 
Section 8.01  
Duties of the Trustee and the Supplemental Interest Trust Trustee.
 
The Trustee, before the occurrence of an Event of Default and after the curing of all Events of Default that may have occurred, and the Supplemental Interest Trust Trustee shall undertake to perform such duties and only the duties specifically set forth in this Agreement. If an Event of Default has occurred and remains uncured, 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.
 
Each of the Trustee and the Supplemental Interest Trust Trustee, upon receipt of all resolutions, certificates, statements, opinions, reports, documents, orders or other instruments furnished to the Trustee or the Supplemental Interest Trust Trustee, as applicable, that are specifically required to be furnished pursuant to any provision of this Agreement, shall examine them to determine whether they are in the form required by this Agreement. If any such instrument is found not to conform to the requirements of this Agreement in a material manner, the Trustee or the Supplemental Interest Trust Trustee, as applicable, shall take any action it deems appropriate to have the instrument corrected, and if the instrument is not corrected to the Trustee’s or the Supplemental Interest Trust Trustee’s satisfaction, the Trustee or the Supplemental Interest Trust Trustee, as applicable, shall notify the Certificateholders of the defect. Neither the Trustee nor the Supplemental Interest Trust Trustee shall be responsible for the accuracy or content of any resolution, certificate, statement, opinion, report, document, order or other instrument.
 
No provision of this Agreement shall be construed to relieve the Trustee or the Supplemental Interest Trust Trustee from liability for its own negligent action, its own negligent failure to act, or its own willful misconduct.
 
Unless an Event of Default known to the Trustee has occurred and is continuing:
 
(a)   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 the duties specifically set forth in this Agreement, no implied covenants or obligations shall be read into this Agreement against the Trustee, and the Trustee may conclusively rely, as to the truth of the statements and the correctness of the opinions expressed therein, upon any certificates or opinions furnished to the Trustee and conforming to the requirements of this Agreement that it believed in good faith to be genuine and to have been duly executed by the proper authorities respecting any matters arising hereunder;
 
(b)   the Trustee shall not be liable for an error of judgment made in good faith by a Responsible Officer or Responsible Officers of the Trustee, unless it is finally proven that the Trustee was negligent in ascertaining the pertinent facts; and
 
(c)   the Trustee shall not be 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 NIM Insurer or Holders of Certificates evidencing not less than 25% of the Voting Rights of Certificates 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 the Trustee under this Agreement.
 
Section 8.02  
Certain Matters Affecting the Trustee and the Supplemental Interest Trust Trustee.
 
Except as otherwise provided in Section 8.01:
 
(a)   each of the Trustee and the Supplemental Interest Trust Trustee may request and rely upon and shall be protected in acting or refraining from acting upon any resolution, Officer’s Certificate, certificate of auditors or any other certificate, statement, instrument, opinion, report, notice, request, consent, order, appraisal, bond or other paper or document believed by it to be genuine and to have been signed or presented by the proper party or parties and neither the Trustee nor the Supplemental Interest Trust Trustee shall have any responsibility to ascertain or confirm the genuineness of any signature of any such party or parties;
 
(b)   each of the Trustee and the Supplemental Interest Trust Trustee may consult with counsel, financial advisers or accountants and the advice of any such counsel, financial advisers or accountants, 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;
 
(c)   neither the Trustee nor the Supplemental Interest Trust Trustee shall be 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;
 
(d)   neither the Trustee nor the Supplemental Interest Trust Trustee shall 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 so to do by the NIM Insurer or Holders of Certificates evidencing not less than 25% of the Voting Rights allocated to each Class of Certificates;
 
(e)   each of the Trustee and the Supplemental Interest Trust 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 neither the Trustee nor the Supplemental Interest Trust Trustee shall be responsible for any misconduct or negligence on the part of any agents, accountants or attorneys appointed with due care by it hereunder;
 
(f)   neither the Trustee nor the Supplemental Interest Trust Trustee shall be required to risk or expend its own funds or otherwise incur any financial liability in the performance of any of its duties or in the exercise of any of its rights or powers hereunder if it shall have reasonable grounds for believing that repayment of such funds or adequate indemnity against such risk or liability is not assured to it;
 
(g)   neither the Trustee nor the Supplemental Interest Trust Trustee shall be liable for any loss on any investment of funds pursuant to this Agreement (other than as issuer of the investment security);
 
(h)   the Trustee shall not be deemed to have knowledge of an Event of Default or Swap Provider Trigger Event until a Responsible Officer of the Trustee or the Supplemental Interest Trust Trustee, as applicable, shall have received written notice thereof;
 
(i)   neither the Trustee nor the Supplemental Interest Trust Trustee need exercise any of the trusts, rights or powers vested in it by this Agreement or to institute, conduct or defend any litigation in connection with this Agreement at the request, order or direction of the NIM Insurer or any of the Certificateholders pursuant to this Agreement unless the NIM Insurer or the Certificateholders shall have offered to the Trustee or the Supplemental Interest Trust Trustee, as applicable, reasonable security or indemnity satisfactory to the Trustee or the Supplemental Interest Trust Trustee, as applicable, against the costs, expenses and liabilities that may be incurred in connection therewith;
 
(j)   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. The Trustee does not guarantee the performance of any Permitted Investments; and
 
(k)   neither the Trustee nor the Supplemental Interest Trust Trustee shall knowingly take any action that would cause the Trust Fund to fail to qualify as a qualifying special purpose entity.
 
Compliance with Applicable Anti-Terrorism and Anti-Money Laundering Regulations. In order to comply with laws, rules and regulations applicable to banking institutions, including those relating to the funding of terrorist activities and money laundering, the Trustee is required to obtain, verify and record certain information relating to individuals and entities which maintain a business relationship with the Trustee.  Accordingly, each of the parties agrees to provide to the Trustee upon its request from time to time such party’s complete name, address, tax identification number and such other identifying information together with copies of such party’s constituting documentation, securities disclosure documentation or such other identifying documentation as may be available for such party.
 
Section 8.03  
Trustee and Supplemental Interest Trust Trustee Not Liable for Certificates or Mortgage Loans.
 
The recitals contained herein and in the Certificates shall be taken as the statements of the Depositor or the Seller, as the case may be, and neither the Trustee nor the Supplemental Interest Trust Trustee assumes any responsibility for their correctness. Neither the Trustee nor the Supplemental Interest Trust Trustee makes any representations as to the validity or sufficiency of this Agreement, the Certificates, any Mortgage Loan or related document or MERS or the MERS® System other than with respect to the Trustee’s execution and countersignature of the Certificates. Neither the Trustee nor the Supplemental Interest Trust Trustee shall be accountable for the use or application by the Depositor or the Servicer of any funds paid to the Depositor or the Servicer in respect of the Mortgage Loans or deposited in or withdrawn from the Certificate Account by the Depositor or the Servicer.
 
Except as provided in Section 2.01(c), the Trustee shall have no responsibility for filing or recording any financing or continuation statement in any public office at any time or to otherwise perfect or maintain the perfection of any security interest or lien granted to it hereunder (unless the Trustee shall have become the successor Servicer).
 
The Trustee executes the Certificates not in its individual capacity but solely as Trustee of the Trust Fund created by this Agreement, in the exercise of the powers and authority conferred and vested in it by this Agreement. Each of the undertakings and agreements made on the part of the Trustee on behalf of the Trust Fund in the Certificates is made and intended not as a personal undertaking or agreement by the Trustee but is made and intended for the purpose of binding only the Trust Fund.
 
Section 8.04  
Trustee and Supplemental Interest Trust Trustee May Own Certificates.
 
Each of the Trustee and the Supplemental Interest Trust Trustee, in its individual or any other capacity, may become the owner or pledgee of Certificates with the same rights as it would have if it were not the Trustee or the Supplemental Interest Trust Trustee, as applicable.
 
Section 8.05  
Trustee’s Fees and Expenses.
 
As compensation for its activities under this Agreement as Trustee and Supplemental Interest Trust Trustee, the Trustee may withdraw from the Distribution Account on each Distribution Date the Trustee Fee for the Distribution Date. The Trustee and the Supplemental Interest Trust Trustee and any director, officer, employee or agent of the Trustee or the Supplemental Interest Trust Trustee, as applicable, shall be indemnified by the Seller against any loss, liability or expense (including reasonable attorney’s fees) resulting from any error in any tax or information return prepared by the Servicer or incurred in connection with any claim or legal action relating to:
 
(a) this Agreement;
 
(b) the Certificates; or
 
(c) the performance of any of the Trustee’s or the Supplemental Interest Trust Trustee’s duties under this Agreement;
 
other than any loss, liability or expense incurred because of willful misfeasance, bad faith or negligence in the performance of any of the Trustee’s or the Supplemental Interest Trust Trustee’s duties under this Agreement. This indemnity shall survive the termination of this Agreement or the resignation or removal of the Trustee or the Supplemental Interest Trust Trustee under this Agreement. Without limiting the foregoing, except as otherwise agreed upon in writing by the Depositor and the Trustee or the Supplemental Interest Trust Trustee, as applicable, and except for any expense, disbursement or advance arising from the Trustee’s or the Supplemental Interest Trust Trustee’s negligence, bad faith or willful misconduct, the Seller shall pay or reimburse the Trustee or the Supplemental Interest Trust Trustee, as applicable, for all reasonable expenses, disbursements and advances incurred or made by the Trustee or the Supplemental Interest Trust Trustee, as applicable, in accordance with this Agreement with respect to:
 
(A)   the reasonable compensation, expenses and disbursements of its counsel not associated with the closing of the issuance of the Certificates;
 
(B)   the reasonable compensation, expenses and disbursements of any accountant, engineer or appraiser that is not regularly employed by the Trustee or the Supplemental Interest Trust Trustee, to the extent that the Trustee or the Supplemental Interest Trust Trustee must engage them to perform services under this Agreement; and
 
(C)   printing and engraving expenses in connection with preparing any Definitive Certificates.
 
Except as otherwise provided in this Agreement, neither the Trustee nor the Supplemental Interest Trust Trustee shall be entitled to payment or reimbursement for any routine ongoing expenses incurred by the Trustee or the Supplemental Interest Trust Trustee, as applicable, in the ordinary course of its duties as Trustee, Supplemental Interest Trust Trustee, Registrar or Paying Agent under this Agreement or for any other expenses.
 
Section 8.06  
Eligibility Requirements for the Trustee and the Supplemental Interest Trust Trustee.
 
Each of the Trustee and the Supplemental Interest Trust Trustee hereunder shall at all times be a corporation or association organized and doing business under the laws of a 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, subject to supervision or examination by federal or state authority and with a credit rating that would not cause any of the Rating Agencies to reduce their respective then-current ratings of the Certificates (or, having provided such security from time to time, as is sufficient to avoid such reduction) as evidenced in writing by each Rating Agency. If such corporation or association publishes reports of condition at least annually, pursuant to law or to the requirements of the aforesaid supervising or examining authority, then for the purposes of this Section 8.06 the combined capital and surplus of such corporation or association shall be deemed to be its combined capital and surplus as disclosed in its most recent report of condition so published. If at any time the Trustee or the Supplemental Interest Trust Trustee, as applicable, ceases to be eligible in accordance with this Section 8.06, the Trustee or the Supplemental Interest Trust Trustee, as applicable, shall resign immediately in the manner and with the effect specified in Section 8.07. The entities serving as Trustee and Supplemental Interest Trust Trustee may have normal banking and trust relationships with the Depositor and its affiliates or the Servicer and its affiliates. Neither the Trustee nor the Supplemental Interest Trust Trustee may be an affiliate of the Seller, the Depositor or the Servicer, other than the Trustee in its role as successor to the Servicer. The principal office of the Trustee and the Supplemental Interest Trust Trustee (other than the initial Trustee and Supplemental Interest Trust Trustee) shall be in a state with respect to which an Opinion of Counsel has been delivered to the Trustee or the Supplemental Interest Trust Trustee, as applicable, at the time such party is appointed Trustee or Supplemental Interest Trust Trustee, as applicable, to the effect that the Trust will not be a taxable entity under the laws of that state.
 
Section 8.07  
Resignation and Removal of the Trustee and the Supplemental Interest Trust Trustee.
 
Each of the Trustee and the Supplemental Interest Trust Trustee may at any time resign and be discharged from the trusts hereby created by giving written notice of resignation to the Depositor, the Servicer and each Rating Agency not less than sixty (60) days before the date specified in the notice, when, subject to Section 8.08, the resignation is to take effect, and acceptance by a successor trustee in accordance with Section 8.08 meeting the qualifications in Section 8.06. If no successor trustee meeting those qualifications shall have been so appointed and have accepted appointment within thirty (30) days after the notice of resignation, the resigning Trustee or Supplemental Interest Trust Trustee, as applicable, may petition any court of competent jurisdiction for the appointment of a successor trustee or supplemental interest trust trustee reasonably acceptable to the NIM Insurer.
 
If at any time the Trustee or the Supplemental Interest Trust Trustee shall cease to be eligible in accordance with Section 8.06 and shall fail to resign after written request thereto by the NIM Insurer or the Depositor, or if at any time the Trustee or the Supplemental Interest Trust Trustee shall become incapable of acting, or shall be adjudged as 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 the Supplemental Interest Trust Trustee, as applicable, or of its property or affairs for the purpose of rehabilitation, conservation or liquidation, or a tax is imposed with respect to the Trust Fund by any state in which the Trustee, the Supplemental Interest Trust Trustee or the Trust Fund is located and the imposition of the tax would be avoided by the appointment of a different trustee or administrator, as applicable, then the Depositor, the NIM Insurer or the Servicer may remove the Trustee or the Supplemental Interest Trust Trustee, as applicable, and appoint a successor trustee or supplemental interest trust trustee reasonably acceptable to the NIM Insurer by written instrument, in triplicate, one copy of which shall be delivered to the Trustee or the Supplemental Interest Trust Trustee, as applicable, one copy to the Servicer and one copy to the successor trustee or supplemental interest trust trustee.
 
The NIM Insurer or the Holders of Certificates (other than the Servicer, Seller, Depositor or any affiliates or agents thereof) entitled to at least 51% of the Voting Rights may at any time remove the Trustee and appoint a successor trustee or supplemental interest trust trustee by written instrument or instruments, in triplicate, signed by the NIM Insurer or the Holders or their attorneys-in-fact duly authorized, as the case may be, one complete set of which shall be delivered by the successor Trustee or Supplemental Interest Trust Trustee, as applicable, to the Servicer, one complete set to the Trustee or the Supplemental Interest Trust Trustee so removed, and one complete set to the successor so appointed. The successor trustee or supplemental interest trust trustee, as applicable, shall notify each Rating Agency of any removal of the Trustee or the Supplemental Interest Trust Trustee.
 
Any resignation or removal of the Trustee or the Supplemental Interest Trust Trustee and appointment of a successor trustee or supplemental interest trust trustee, as applicable, pursuant to this Section 8.07 shall become effective upon acceptance of appointment by the successor trustee or Supplemental Interest Trust Trustee as provided in Section 8.08.
 
Section 8.08  
Successor Trustee or Supplemental Interest Trust Trustee.
 
Any successor trustee or supplemental interest trust trustee appointed as provided in Section 8.07 shall execute, acknowledge and deliver to the Depositor, its predecessor trustee or administrator and the Servicer an instrument accepting its appointment hereunder and thereupon the resignation or removal of the predecessor trustee or administrator shall become effective and the successor trustee or supplemental interest trust trustee, without any further act, deed or conveyance, shall become fully vested with all the rights and obligations of its predecessor hereunder, with the like effect as if originally named as Trustee or Supplemental Interest Trust Trustee herein. The Depositor, the Servicer and the predecessor trustee or administrator, as applicable, 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 or supplemental interest trust trustee, as applicable, all such rights and obligations.
 
No successor trustee or supplemental interest trust trustee shall accept appointment as provided in this Section 8.08 unless at the time of its acceptance, the successor trustee or supplemental interest trust trustee is eligible under Section 8.06, is reasonably acceptable to the NIM Insurer, and its appointment does not adversely affect the then current rating of the Certificates.
 
Upon acceptance of appointment by a successor trustee or supplemental interest trust trustee as provided in this Section 8.08, the Depositor shall mail notice of the succession of such trustee or administrator hereunder to the NIM Insurer and all Holders of Certificates. If the Depositor fails to mail the notice within ten (10) days after acceptance of appointment by the successor trustee or supplemental interest trust trustee, the successor trustee or supplemental interest trust trustee, as applicable, shall cause the notice to be mailed at the expense of the Depositor.
 
Section 8.09  
Merger or Consolidation of the Trustee or the Supplemental Interest Trust Trustee.
 
Any corporation into which the Trustee or the Supplemental Interest Trust Trustee may be merged or converted or with which it may be consolidated or any corporation resulting from any merger, conversion, or consolidation to which the Trustee or the Supplemental Interest Trust Trustee shall be a party, or any corporation succeeding to the business of the Trustee or the Supplemental Interest Trust Trustee, shall be the successor of the Trustee or the Supplemental Interest Trust Trustee, as applicable, hereunder if the successor corporation is eligible under Section 8.06 without the execution or filing of any paper or further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding.
 
Section 8.10  
Appointment of Co-Trustee or Separate Trustee.
 
Notwithstanding any other provisions of this Agreement, at any time, for the purpose of meeting any legal requirements of any jurisdiction in which any part of the Trust Fund or property securing any Mortgage Note 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 and reasonably acceptable to the NIM Insurer to act as co-trustee or co-trustees jointly with the Trustee, or separate trustee or separate trustees, of all or any part of the Trust Fund, and to vest in them, in such capacity and for the benefit of the Certificateholders, such title to the Trust Fund or any part thereof, whichever is applicable, 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 appropriate. If the Servicer shall not have joined in such appointment within fifteen (15) days after the receipt by it of a request to do so, or in the case an 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 and no notice to Certificateholders of the appointment of any co-trustee or separate trustee shall be required under Section 8.08.
 
Every separate trustee and co-trustee shall, to the extent permitted by law, be appointed and act subject to the following provisions and conditions:
 
(a)   To the extent necessary to effectuate the purposes of this Section 8.10, all rights and obligations conferred or imposed upon the Trustee, except for the obligation of the Trustee under this Agreement to advance funds on behalf of the Servicer, shall be conferred or imposed upon and exercised or performed by the Trustee and such separate trustee or co-trustee jointly (it being understood that such separate trustee or co-trustee is not authorized to act separately without the Trustee joining in such act), except to the extent that under any law of any jurisdiction in which any particular act or acts are to be performed (whether as Trustee hereunder or as successor to the Servicer hereunder), the Trustee shall be incompetent or unqualified to perform such act or acts, in which event such rights and obligations (including holding title to the applicable Trust Fund or any portion thereof in any such jurisdiction) shall be exercised and performed singly by such separate trustee or co-trustee, but solely at the direction of the Trustee;
 
(b)   No trustee hereunder shall be held personally liable because of any act or omission of any other trustee hereunder and such appointment shall not, and shall not be deemed to, constitute any such separate trustee or co-trustee as agent of the Trustee;
 
(c)   The Trustee, with the consent of the NIM Insurer, may at any time accept the resignation of or remove any separate trustee or co-trustee; and
 
(d)   The Servicer, and not the Trustee, shall be liable for the payment of reasonable compensation, reimbursement, and indemnification to any such separate trustee or co-trustee.
 
Any notice, request, or other writing given to the Trustee shall be deemed to have been given to each of the separate trustees and co-trustees, when and as effectively as if given to each of them. Every instrument appointing any separate trustee or co-trustee shall refer to this Agreement and the conditions of this Article VIII. Each separate trustee and co-trustee, upon its acceptance of the trusts conferred, shall be vested with the estates or property specified in its instrument of appointment, either jointly with the Trustee or separately, as may be provided therein, subject to all the provisions of this Agreement, specifically including every provision of this Agreement relating to the conduct of, affecting the liability of, or affording protection to, the Trustee. Every such instrument shall be filed with the Trustee and a copy thereof given to the Servicer and the Depositor.
 
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  
Tax Matters.
 
It is intended that the assets with respect to which any REMIC election pertaining to the Trust Fund is to be made, as described in the Preliminary Statement, shall constitute, and that the conduct of matters relating to such assets shall be such as to qualify such assets as, a “real estate mortgage investment conduit” as defined in and in accordance with the REMIC Provisions. In furtherance of such intention, the Trustee covenants and agrees that it shall act as agent (and the Trustee is hereby appointed to act as agent) on behalf of any REMIC created hereunder and that in such capacity it shall:
 
(a)   prepare and file in a timely manner, a U.S. Real Estate Mortgage Investment Conduit Income Tax Return (Form 1066 or any successor form adopted by the Internal Revenue Service) and prepare and file with the Internal Revenue Service and applicable state or local tax authorities income tax or information returns for each taxable year with respect to each REMIC created hereunder described in the Preliminary Statement containing such information and at the times and in the manner as may be required by the Code or state or local tax laws, regulations or rules, and furnish to Certificateholders the schedules, statements or information at such times and in such manner as may be required thereby;
 
(b)   within thirty (30) days of the Closing Date, furnish to the Internal Revenue Service, on Forms 8811 or as otherwise may be required by the Code, the name, title, address and telephone number of the person that the holders of the Certificates may contact for tax information relating thereto, together with such additional information as may be required by such Form 8811, and update such information at the time or times in the manner required by the Code;
 
(c)   make an election that each REMIC created under this Agreement be treated as a REMIC on the federal tax return for its first taxable year (and, if necessary, under applicable state law);
 
(d)   prepare and forward to the Certificateholders and to the Internal Revenue Service and, if necessary, state tax authorities, all information returns and reports as and when required to be provided to them in accordance with the REMIC Provisions, including the calculation of any original issue discount using the prepayment assumptions set forth in “Yield, Prepayment and Maturity Considerations─Structuring Assumptions” in the Prospectus Supplement;
 
(e)   provide information necessary for the computation of tax imposed on the transfer of a Residual Certificate to a Person that is not a Permitted Transferee, or an agent (including a broker, nominee or other middleman) of a Non-Permitted Transferee, or a pass-through entity in which a Non-Permitted Transferee is the record holder of an interest (the reasonable cost of computing and furnishing such information may be charged to the Person liable for such tax);
 
(f)   to the extent that they are under its control, conduct matters relating to such assets at all times that any Certificates are outstanding so as to maintain the status of any REMIC created hereunder as a REMIC under the REMIC Provisions;
 
(g)   pay, from the sources specified in the last paragraph of this Section 8.11, the amount of any federal or state tax, including prohibited transaction taxes as described below, imposed on any REMIC created under this Agreement before its termination when and as the same shall be due and payable (but such obligation shall not prevent the Trustee or any other appropriate Person from contesting any such tax in appropriate proceedings and shall not prevent the Trustee from withholding payment of such tax, if permitted by law, pending the outcome of such proceedings);
 
(h)   ensure that federal, state or local income tax or information returns shall be signed by the Trustee or such other person as may be required to sign such returns by the Code or state or local laws, regulations or rules;
 
(i)   maintain records relating to each REMIC created under this Agreement, including the income, expenses, assets and liabilities thereof and the fair market value and adjusted basis of the assets determined at such intervals as may be required by the Code, as may be necessary to prepare the foregoing returns, schedules, statements or information;
 
(j)   as and when necessary and appropriate, represent any REMIC created under this Agreement in any administrative or judicial proceedings relating to an examination or audit by any governmental taxing authority, request an administrative adjustment as to any taxable year of any REMIC created under this Agreement, enter into settlement agreements with any governmental taxing agency, extend any statute of limitations relating to any tax item of any REMIC created under this Agreement, and otherwise act on behalf of any REMIC created under this Agreement in relation to any tax matter or controversy involving it; and
 
(k)   none of the Depositor, Servicer or the Trustee shall knowingly or intentionally take any action or omit to take any action that would cause the termination of any REMIC, or result in the imposition of any non-indemnification taxes on any REMIC, created under this Agreement.
 
(l)   The Holder of the Class R Certificate at any time holding the largest Percentage Interest thereof shall be the “tax matters person” as defined in the REMIC Provisions (the related “Tax Matters Person”) with respect to REMIC I, REMIC II, REMIC III and REMIC IV and shall act as Tax Matters Person for REMIC I, REMIC II, REMIC III and REMIC IV. The Holder of the Class R-X Certificate at any time holding the largest Percentage Interest thereof shall be the Tax Matters Person with respect to REMIC V, REMIC VI and REMIC VII and shall act as Tax Matters Person for REMIC V, REMIC VI and REMIC VII. The Trustee, as agent for the Tax Matters Person, shall perform on behalf of each REMIC all reporting and other tax compliance duties that are the responsibility of such REMIC under the Code, the REMIC Provisions, or other compliance guidance issued by the Internal Revenue Service or any state or local taxing authority. Among its other duties, if required by the Code, the REMIC Provisions, or other such guidance, the Trustee, as agent for the Tax Matters Person, shall provide (i) to the Treasury or other governmental authority such information as is necessary for the application of any tax relating to the transfer of a Residual Certificate to any disqualified person or organization and (ii) to the Certificateholders such information or reports as are required by the Code or REMIC Provisions. The Trustee, as agent for the Tax Matters Person, shall represent each REMIC in any administrative or judicial proceedings relating to an examination or audit by any governmental taxing authority, request an administrative adjustment as to any taxable year of any REMIC, enter into settlement agreements with any government taxing agency, extend any statute of limitations relating to any item of any REMIC and otherwise act on behalf of any REMIC in relation to any tax matter involving the Trust.
 
To enable the Trustee to perform its duties under this Agreement, the Depositor shall provide to the Trustee within ten (10) days after the Closing Date all information or data that the Trustee requests in writing and determines to be relevant for tax purposes to the valuations and offering prices of the Certificates, including the price, yield, prepayment assumption and projected cash flows of the Certificates and the Mortgage Loans. Moreover, the Depositor shall provide information to the Trustee concerning the value to each Class of Certificates of the right to receive Net WAC Cap Carry Forward Amounts from the Excess Reserve Fund Account. Thereafter, the Depositor shall provide to the Trustee promptly upon written request therefor any additional information or data that the Trustee may, from time to time, reasonably request to enable the Trustee to perform its duties under this Agreement. The Depositor hereby indemnifies the Trustee for any losses, liabilities, damages, claims or expenses of the Trustee arising from any errors or miscalculations of the Trustee that result from any failure of the Depositor to provide, or to cause to be provided, accurate information or data to the Trustee on a timely basis.
 
If any tax is imposed on “prohibited transactions” of any REMIC as defined in Section 860F(a)(2) of the Code, on the “net income from foreclosure property” of any REMIC created under this Agreement as defined in Section 860G(c) of the Code, on any contribution to any REMIC created under this Agreement after the Startup Day pursuant to Section 860G(d) of the Code, or any other tax is imposed, including any minimum tax imposed on any REMIC created under this Agreement pursuant to Sections 23153 and 24874 of the California Revenue and Taxation Code, if not paid as otherwise provided for herein, the tax shall be paid by (i) the Trustee if such tax or any other tax arises out of or results from negligence of the Trustee in the performance of any of its obligations under this Agreement, (ii) the Servicer or the Seller, in the case of any such minimum tax, if such tax arises out of or results from a breach by the Servicer or Seller of any of their obligations under this Agreement, (iii) the Seller if such tax arises out of or results from the Seller’s obligation to repurchase a Mortgage Loan pursuant to Section 2.01, 2.02, 2.03 or 2.05, or (iv) in all other cases, or if the Trustee, the Servicer or the Seller fails to honor its obligations under the preceding clauses (i), (ii) or (iii), any such tax will be paid with amounts otherwise to be distributed to the Certificateholders, as provided in Section 3.09(b).
 
The Trustee shall treat the Excess Reserve Fund Account as an outside reserve fund within the meaning of Treasury Regulation Section 1.860G-2(h) that is owned by the holders of the Class C Certificates and that is not an asset of any REMIC created hereunder. The Trustee shall treat the rights of the holders of each Class of Certificates (other than the Class C, Class P, Class R and Class R-X Certificates) to receive payments from the Excess Reserve Fund Account as rights in an interest rate corridor contract written by the holders of the Class C Certificates in respect of any Net WAC Shortfalls, in each case in favor of the other Certificateholders. Thus, each Certificate (other than the Class C, Class P, Class R and Class R-X Certificates) shall be treated as representing ownership of not only a REMIC regular interest, but also ownership of an interest in an interest rate corridor contract.
 
Section 8.12  
[Reserved]
 
Section 8.13  
[Reserved]
 
Section 8.14  
[Reserved]
 
Section 8.15  
Access to Records of Trustee.
 
The Trustee shall afford the Seller, the Depositor, the Servicer, the NIM Insurer and each Certificateholder or Certificate Owner, upon reasonable notice during normal business hours, access to all records maintained by the Trustee in respect of its duties under this Agreement and access to officers of the Trustee responsible for performing its duties. Upon request, the Trustee shall furnish the Depositor, the Servicer, the NIM Insurer and any requesting Certificateholder or Certificate Owner with its most recent financial statements. The Trustee shall cooperate fully with the Seller, the Servicer, the Depositor, the NIM Insurer and the Certificateholder or Certificate Owner for review and copying any books, documents or records requested with respect to the Trustee’s duties under this Agreement. The Seller, the Depositor, the Servicer and the Certificateholder or Certificate Owner shall not have any responsibility or liability for any action for failure to act by the Trustee and are not obligated to supervise the performance of the Trustee under this Agreement or otherwise.
 
Section 8.16  
Suits for Enforcement.
 
If an Event of Default or other material default by the Servicer or the Depositor under this Agreement occurs and is continuing, at the direction of the Certificateholders comprising in the aggregate a Majority in Interest or of the NIM Insurer, the Trustee shall proceed to protect and enforce its rights and the rights of the Certificateholders or the NIM Insurer under this Agreement by a suit, action or proceeding in equity or at law or otherwise, whether for the specific performance of any covenant or agreement contained in this Agreement or in aid of the execution of any power granted in this Agreement or for the enforcement of any other legal, equitable or other remedy, as the Trustee, being advised by counsel, and subject to the foregoing, shall deem most effectual to protect and enforce any of the rights of the Trustee, the NIM Insurer and the Certificateholders.
 

  
 
ARTICLE IX  
 
 
Termination
 
Section 9.01  
Termination upon Liquidation or Purchase of the Mortgage Loans.
 
Subject to Section 9.03, the obligations of the Depositor, the Servicer and the Trustee created hereby with respect to the Trust Fund shall terminate upon the earlier of:
 
(a)   the purchase by the NIM Insurer or the Servicer of all Mortgage Loans (and REO Properties) at the price equal to the sum of:
 
(i)  100% of the Stated Principal Balance of each Mortgage Loan (other than for REO Property) plus one month’s accrued interest thereon at the applicable Mortgage Rate less the Servicing Fee Rate;
 
(ii)  the lesser of (x) the appraised value of any REO Property as determined by the higher of two appraisals completed by two independent appraisers selected by the Servicer at the expense of the Servicer and (y) the Stated Principal Balance of each Mortgage Loan related to any REO Property, in each case plus accrued and unpaid interest thereon at the applicable Adjusted Net Mortgage Rate;
 
(iii)  any costs and damages incurred by the Trust Fund in connection with any violation by each Mortgage Loan of any predatory or abusive lending law;
 
(iv)  any Swap Termination Payment payable to the Swap Provider then due but unpaid or which is payable due to the exercise of such option; and
 
(b)   the later of:
 
(i)  the maturity or other liquidation (or any Advance with respect thereto) of the last Mortgage Loan remaining in the Trust Fund and the disposition of all REO Property; and
 
(ii)  the distribution to Certificateholders of all amounts required to be distributed to them pursuant to this Agreement. In no event shall the trusts created hereby continue beyond the earlier of the expiration of 21 years from the death of the survivor of the descendants of Joseph P. Kennedy, the late Ambassador of the United States to the Court of St. James’s, living on the date hereof or the Latest Possible Maturity Date (as defined in the Preliminary Statement).
 
The Servicer may repurchase all Mortgage Loans and REO Properties pursuant to clause (a) above if the aggregate Stated Principal Balance of the Mortgage Loans, at the time of the repurchase, is less than ten (10) percent of the aggregate Cut-off Date Principal Balance of the Mortgage Loans. If the Servicer is entitled to repurchase the Mortgage Loans pursuant to this Section and fails to do so, the NIM Insurer may repurchase all Mortgage Loans and REO Properties pursuant to clause (a) above after thirty (30) days prior notice to the Servicer if the Servicer does not first purchase them. Upon termination of the Trust, the Servicer shall succeed to all rights of the Trustee and Certificateholders with respect to the Trust Fund, other than funds needed to make the final distribution, including any assets that were ever part of the Trust Fund. With such repurchase, the Servicer shall acquire any rights or potential rights of the Certificateholders or the Trustee to causes of action against any Person relating to the Mortgage Loans or the origination of the Mortgage Loans, including, without limitation, the right to enforce any breach of a representation or warranty made at any time with respect to the Mortgage Loans.
 
Section 9.02  
Final Distribution on the Certificates.
 
If on any Determination Date, the NIM Insurer or the Servicer determines that there are no Outstanding Mortgage Loans and no other funds or assets in the Trust Fund other than the funds in the Certificate Account, the NIM Insurer or the Servicer shall direct the Trustee promptly to send a final distribution notice to each Certificateholder. If the NIM Insurer or the Servicer elects to terminate the Trust Fund pursuant to clause (a) of Section 9.01, at least twenty (20) days before the date notice is to be mailed to the affected Certificateholders, the Servicer shall notify the Depositor and the Trustee of the date the Servicer intends to terminate the Trust Fund and of the applicable repurchase price of the Mortgage Loans and REO Properties.
 
Notice of any termination of the Trust Fund, specifying the Distribution Date on which Certificateholders may surrender their Certificates for payment of the final distribution and cancellation, shall be given promptly by the Trustee by letter to Certificateholders, mailed not earlier than the 10th day and not later than the 15th day of the month next preceding the month of such final distribution. Any such notice shall specify (a) the Distribution Date upon which final distribution on the Certificates will be made upon presentation and surrender of Certificates at the office therein designated, (b) the amount of such final distribution, (c) the location of the office or agency at which such presentation and surrender must be made and (d) that the Record Date otherwise applicable to the Distribution Date is not applicable, distributions being made only upon presentation and surrender of the Certificates at the office therein specified. The Servicer will give such notice to each Rating Agency at the time such notice is given to Certificateholders.
 
If the notice is given, the Servicer shall cause all funds in the Certificate Account to be remitted to the Trustee for deposit in the Distribution Account on the Business Day before the applicable Distribution Date in an amount equal to the final distribution in respect of the Certificates. Upon such final deposit with respect to the Trust Fund and the receipt by the Trustee of a Request for Release therefor, the Trustee shall promptly release to the Servicer the Mortgage Files for the Mortgage Loans.
 
Upon presentation and surrender of the Certificates, the Trustee shall cause to be distributed to the Certificateholders of each Class, in each case on the final Distribution Date and in the order stated in Section 4.02, in proportion to their respective Percentage Interests, with respect to Certificateholders of the same Class, an amount equal to (i) as to each Class of Regular Certificates (except the Class C Certificate), its Certificate Balance plus for each such Class accrued interest thereon in the case of an interest-bearing Certificate and (ii) as to the Residual Certificates, any amount remaining on deposit in the Distribution Account (other than the amounts retained to meet claims) after application pursuant to clause (i) above. By acceptance of the Residual Certificates, the holders of the Residual Certificates agree, in connection with any termination hereunder, that their rights to receive any amounts pursuant to clause (ii) in the immediately preceding sentence hereby are assigned and transferred and, to the extent received in respect of such termination, to pay any such amounts to the holders of the Class C Certificates.
 
If any affected Certificateholder does not surrender its Certificates for cancellation within six (6) months after the date specified in the above mentioned written notice, the Trustee shall give a second written notice to the remaining Certificateholders to surrender their Certificates for cancellation and receive the final distribution with respect thereto. If within six (6) months after the second notice all the applicable Certificates shall not have been surrendered for cancellation, the Trustee may take appropriate steps, or may appoint an agent to take appropriate steps, to contact the remaining Certificateholders concerning surrender of their Certificates, and the cost thereof shall be paid out of the funds and other assets that remain a part of the Trust Fund. If within one year after the second notice all Certificates shall not have been surrendered for cancellation, the Class Residual Certificateholders shall be entitled to all unclaimed funds and other assets of the Trust Fund that remain subject hereto.
 
Section 9.03  
Additional Termination Requirements.
 
If the NIM Insurer or the Servicer exercises its purchase option with respect to the Mortgage Loans as provided in Section 9.01, the Trust Fund shall be terminated in accordance with the following additional requirements, unless the Trustee has been supplied with an Opinion of Counsel, at the expense of the Servicer, to the effect that the failure to comply with the requirements of this Section 9.03 will not (i) result in the imposition of taxes on “prohibited transactions” on any REMIC created hereunder as defined in Section 860F of the Code or (ii) cause any REMIC created under this Agreement to fail to qualify as a REMIC at any time that any Certificates are outstanding.
 
The Trustee shall sell all of the assets of the Trust Fund to the NIM Insurer or the Servicer, as applicable, and, within ninety (90) days of the sale, shall distribute to the Certificateholders the proceeds of the sale in complete liquidation of any REMIC created hereunder.
 
The Trustee shall attach a statement to the final federal income tax return for each of any REMIC created hereunder stating that pursuant to Treasury Regulation Section 1.860F-1, the first day of the ninety (90) day liquidation period for each the REMIC was the date on which the Trustee sold the assets of the Trust Fund to the NIM Insurer or the Servicer.
 
Section 9.04  
Termination of the Supplemental Interest Trust.
 
The obligations of the Depositor, the Trustee and the Supplemental Interest Trust Trustee created hereby with respect to the Supplemental Interest Trust shall terminate upon the earlier of:
 
(a)   the termination of the Swap Agreement pursuant to the terms of the Swap Agreement; and
 
(b)   the termination of this Agreement pursuant to Section 9.01.
 



  
 
ARTICLE X  
 
 
Miscellaneous Provisions
 
Section 10.01  
Amendment.
 
(a) This Agreement may be amended from time to time by the Depositor, the Servicer, and the Trustee with the consent of the NIM Insurer and without the consent of any of the Certificateholders:
 
(i)  to cure any ambiguity or mistake,
 
(ii)  to correct any defective provision herein or to supplement any provision herein that may be inconsistent with any other provision herein,
 
(iii)  to conform this Agreement to the Prospectus Supplement,
 
(iv)  to add to the duties of the Depositor, the Seller, or the Servicer,
 
(v)  to modify, alter, amend, add to or rescind any of the terms or provisions contained in this Agreement to comply with any rules or regulations promulgated by the Securities and Exchange Commission from time to time,
 
(vi)  to add any other provisions with respect to matters or questions arising hereunder, or
 
(vii)  to modify, alter, amend, add to, or rescind any of the provisions of this Agreement.
 
No action pursuant to clauses (iv), (vi) or (vii) above may, as evidenced by an Opinion of Counsel (which Opinion of Counsel shall not be an expense of the Trustee or the Trust Fund), adversely affect in any material respect the interests of any Certificateholder. The amendment shall not be deemed to adversely affect in any material respect the interests of the Certificateholders if the Person requesting the amendment obtains a letter from each Rating Agency stating that the amendment would not result in the downgrading or withdrawal of the respective ratings then assigned to the Certificates. Any such letter in and of itself will not represent a determination as to the materiality of any amendment and will represent a determination only as to the credit issues affecting any rating. Each party to this Agreement agrees that it will cooperate with each other party in amending this Agreement pursuant to clause (v) above.
 
(b) The Trustee, the Depositor and the Servicer also may, at any time and from time to time, amend this Agreement with the consent of the NIM Insurer and without the consent of the Certificateholders, in order to modify, eliminate or add to any of the provisions of this Agreement to the extent necessary or helpful to:
 
(i) maintain the qualification of any REMIC created under this Agreement under the Code;
 
(ii) avoid or minimize the risk of the imposition of any tax on any REMIC created under this Agreement pursuant to the Code that would be a claim at any time before the final redemption of the Certificates; or
 
(iii) comply with any other requirements of the Code;
 
if the Trustee has been provided an Opinion of Counsel, which opinion shall be an expense of the party requesting such opinion but in any case shall not be an expense of the Trustee or the Trust Fund, to the effect that the action is necessary or helpful for one of those purposes.
 
(c) This Agreement may also be amended from time to time by the Depositor, the Servicer, and the Trustee with the consent of the NIM Insurer and the Holders of Certificates evidencing Percentage Interests aggregating not less than 662/3% of each Class of Certificates affected thereby 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 Holders of Certificates. No amendment shall:
 
(i) reduce in any manner the amount of, or delay the timing of, payments required to be distributed on any Certificate without the consent of the Holder of the Certificate;
 
(ii) adversely affect in any material respect the interests of the Holders of any Class of Certificates in a manner other than as described in (i), without the consent of the Holders of Certificates of the Class evidencing, as to the Class, Percentage Interests aggregating not less than 662/3%;
 
(iii) amend, modify, add to, rescind, or alter in any respect Section 10.13, notwithstanding any contrary provision of this Agreement, without the consent of the Holders of Certificates evidencing Percentage Interests aggregating not less than 662/3%, and for this purpose no Certificates held by the Seller, the Depositor, or any Affiliate of either of them shall be eligible to vote or be considered Outstanding; or
 
(iv) reduce the aforesaid percentages of Certificates the Holders of which are required to consent to any such amendment, without the consent of the Holders of all such Certificates then outstanding.
 
Notwithstanding any contrary provision of this Agreement regarding Voting Rights, no amendment which affects one or more Classes held by the Depositor, the Servicer, the Seller or any Affiliates as described in this Section 10.01(c) shall be effective without the consent of the Depositor, the Servicer, the Seller or any of their Affiliates, as applicable, to such amendments.
 
Notwithstanding any contrary provision of this Agreement, the Trustee shall not consent to any amendment to this Agreement unless (i) it shall have first received an Opinion of Counsel satisfactory to the NIM Insurer, which opinion shall not be an expense of the Trustee or the Trust Fund, to the effect that the amendment will not cause the imposition of any tax on any REMIC or the Certificateholders or cause any REMIC to fail to qualify as a REMIC at any time that any Certificates are outstanding and (ii) because the Trust Fund is required to be a Qualifying Special Purpose Entity (as that term is defined in Statement of Financial Accounting Standards No. 140 (“SFAS 140”)), in order for the Seller to continue to account for the transfer of the Mortgage Loans under this Agreement as a sale under SFAS 140, prior to the parties hereto entering into such an amendment, the Trustee shall receive an Officer’s Certificate, which shall not be an expense of the Trustee or the Trust Fund, to the effect that such amendment would not “significantly change” (within the meaning of SFAS 140) the permitted activities of the Trust Fund so as to cause the Trust Fund to fail to qualify as a Qualifying Special Purpose Entity.
 
Notwithstanding any of the other provisions of this Section 10.01, none of the Depositor, the Servicer, the Supplemental Interest Trust Trustee or the Trustee shall enter into any amendment to the following: the following defined terms that appear in Section 1.01: Net Swap Payment, Swap LIBOR and Trigger Event; the second paragraph of Section 4.02(I); Section 4.02(V) ; Section 4.05; or Section 9.01 of this Agreement without the prior written consent of the Swap Provider.
 
Promptly after the execution of any amendment to this Agreement requiring the consent of Certificateholders, the Trustee shall furnish written notification of the substance or a copy of the amendment to each Certificateholder and each Rating Agency.
 
It shall not be necessary for the consent of Certificateholders under this Section 10.01 to approve the particular form of any proposed amendment, but it shall be sufficient if the consent approves its substance. The manner of obtaining consents and of evidencing the authorization of their execution by Certificateholders shall be subject to such reasonable regulations as the Trustee may prescribe.
 
Nothing in this Agreement shall require the Trustee to enter into an amendment without receiving an Opinion of Counsel satisfactory to the NIM Insurer (which Opinion shall not be an expense of the Trustee or the Trust Fund), satisfactory to the Trustee that (i) the amendment is permitted by this Agreement and all conditions precedent to the amendment have been satisfied; and (ii) either (A) the amendment does not adversely affect in any material respect the interests of any Certificateholder or (B) the conclusion in the preceding clause (A) is not required to be reached pursuant to this Section 10.01.
 
Section 10.02  
Recordation of Agreement; Counterparts.
 
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, the recordation to be effected by the Servicer at its expense, but only upon receipt of an Opinion of Counsel to the effect that the 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 an original, and all of which shall constitute but one instrument.
 
Section 10.03  
Governing Law.
 
THIS AGREEMENT SHALL BE CONSTRUED IN ACCORDANCE WITH AND GOVERNED BY THE SUBSTANTIVE LAWS OF THE STATE OF NEW YORK APPLICABLE TO AGREEMENTS MADE AND TO BE PERFORMED IN THE STATE OF NEW YORK AND THE OBLIGATIONS, RIGHTS AND REMEDIES OF THE PARTIES HERETO AND THE CERTIFICATEHOLDERS SHALL BE DETERMINED IN ACCORDANCE WITH SUCH LAWS.
 
Section 10.04  
Intention of Parties.
 
It is the express intent of the parties hereto that the conveyance (i) of the Mortgage Loans by the Seller to the Depositor and (ii) of the Trust Fund by the Depositor to the Trustee each be, and be construed as, an absolute sale thereof. It is, further, not the intention of the parties that such conveyances be deemed a pledge thereof. However, if, notwithstanding the intent of the parties, the assets are held to be the property of the Seller or Depositor, as the case may be, or if for any other reason this Agreement is held or deemed to create a security interest in either such assets, then (i) this Agreement shall be deemed to be a security agreement within the meaning of the Uniform Commercial Code of the State of New York and (ii) the conveyances provided for in this Agreement shall be deemed to be an assignment and a grant (i) by the Seller to the Depositor or (ii) by the Depositor to the Trustee, for the benefit of the Certificateholders, of a security interest in all of the assets transferred, whether now owned or hereafter acquired.
 
The Seller and the Depositor for the benefit of the NIM Insurer and the Certificateholders 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 Trust Fund, 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 the Agreement. The Depositor shall arrange for filing any Uniform Commercial Code continuation statements in connection with any security interest granted or assigned to the Trustee for the benefit of the Certificateholders.
 
Section 10.05  
Notices.
 
(a)   The Trustee shall promptly notify each Rating Agency of each of the following of which it has actual knowledge:
 
1. Any material change or amendment to this Agreement;
 
2. The occurrence of any Event of Default that has not been cured;
 
3. The resignation or termination of the Servicer or the Trustee and the appointment of any successor;
 
4. The repurchase or substitution of Mortgage Loans pursuant to Section 2.03; and
 
5. The final payment to Certificateholders.
 
In addition, the Trustee shall promptly furnish to each Rating Agency copies of the following:
 
1. Each report to Certificateholders described in Section 4.03;
 
2. Each annual statement as to compliance described in Section 3.17;
 
3. Each annual independent public accountants’ servicing report described in Section 3.18; and
 
4. Any notice of a purchase of a Mortgage Loan pursuant to Section 2.01, 2.02, 2.03, 2.05 or 3.12.
 
In addition, the Trustee shall notify the Swap Provider of any termination of the Trust pursuant to Section 9.01.
 
(b)   All directions, demands and notices hereunder shall be in writing and be duly given when delivered to
 
(i)  in the case of the Depositor, IndyMac ABS, Inc., 155 North Lake Avenue, Pasadena, California 91101, Attention: Capital Markets, or such other address as may be hereafter furnished to the NIM Insurer, the Servicer and the Trustee by the Depositor;
 
(ii)  in the case of the Servicer, IndyMac Bank, F.S.B., 888 East Walnut Street, Pasadena, California 91101-7211, Attention: Servicing, or such other address as may be hereafter furnished to the NIM Insurer, the Depositor and the Trustee by the Servicer;
 
(iii)  in the case of the Trustee or the Supplemental Interest Trust Trustee, to the Corporate Trust Office, Deutsche Bank National Trust Company, 1761 East St. Andrew Place, Santa Ana, California 92705-4934, Attention: Trust Administration IN06S2, Series INABS 2006-B, or such other address as the Trustee may hereafter furnish to the NIM Insurer, the Depositor and Servicer;
 
(iv)  in the case of the NIM Insurer, to such address as each NIM Insurer may hereafter furnish to the Depositor, the Trustee or Servicer;
 
(v)  in the case of each of the Rating Agencies, the address specified therefor in the definition corresponding to the name of such Rating Agency; and
 
(vi)  in the case of the Swap Provider, Bear Stearns Financial Products Inc., 383 Madison Avenue, New York, New York 10179, Attention: Legal, or such other address as the Swap Provider may hereafter furnish to the NIM Insurer, the Depositor and the Trustee.
 
Notices to Certificateholders shall be deemed given when mailed, first class postage prepaid, to their respective addresses appearing in the Certificate Register.
 
Section 10.06  
Severability of Provisions.
 
If any one or more of the provisions of this Agreement shall be for any reason whatsoever held invalid, then those provisions shall be deemed severable from the remaining provisions of this Agreement and shall in no way affect the validity or enforceability of the other provisions of this Agreement or of the Certificates or the rights of the Holders thereof.
 
Section 10.07  
Assignment.
 
Notwithstanding anything to the contrary contained herein, except as provided in Section 6.02, this Agreement may not be assigned by the Servicer without the prior written consent of the Trustee and Depositor.
 
Section 10.08  
Limitation on Rights of Certificateholders.
 
The death or incapacity of any Certificateholder shall not operate to terminate this Agreement or the Trust, nor entitle such Certificateholder’s legal representative or heirs to claim an accounting or to take any action or commence any proceeding in any court for a petition or winding up of the Trust, or otherwise affect the rights and obligations of the parties hereto or any of them.
 
No Certificateholder shall have any right to vote (except as provided 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 in this Agreement or 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 liable to any third party because of any action taken by the parties to this Agreement pursuant to any provision hereof.
 
No Certificateholder shall have any right by virtue or by availing itself of any provisions 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 an Event of Default and of the continuance thereof, as herein provided, and unless the Holders of Certificates evidencing not less than 25% of the Voting Rights evidenced by the Certificates shall also have made written request to 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 sixty (60) 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. Each Certificateholder expressly covenants with every other Certificateholder and the Trustee that no one or more Holders of Certificates shall have any right in any manner whatever by virtue or by availing itself or themselves of any provisions of this Agreement to affect, disturb or prejudice the rights of the Holders of any other of the 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 common benefit of all Certificateholders. For the protection and enforcement of this Section 10.08, each Certificateholder and the Trustee shall be entitled to any relief that can be given either at law or in equity.
 
Section 10.09  
Inspection and Audit Rights.
 
The Servicer agrees that on reasonable prior notice, it will permit any representative of the Depositor, the NIM Insurer or the Trustee during such Person’s normal business hours, to examine all the books of account, records, reports and other papers of such Person relating to the Mortgage Loans, to make copies and extracts therefrom, to cause such books to be audited by independent certified public accountants of the NIM Insurer or reasonably acceptable to the NIM Insurer selected by the Depositor or the Trustee and to discuss its affairs, finances and accounts relating to the Mortgage Loans with its officers, employees and independent public accountants (and by this provision the Servicer hereby authorizes said accountants to discuss with such representative such affairs, finances and accounts), all at such reasonable times and as often as may be reasonably requested. Any out-of-pocket expense incident to the exercise by the Depositor, the NIM Insurer or the Trustee of any right under this Section 10.09 shall be borne by the Servicer.
 
Section 10.10  
Certificates Nonassessable and Fully Paid.
 
It is the intention of the Depositor that Certificateholders shall not be personally liable for obligations of the Trust Fund, that the interests in the Trust Fund represented by the Certificates shall be nonassessable for any reason whatsoever, and that the Certificates, upon due authentication thereof by the Trustee pursuant to this Agreement, are and shall be deemed fully paid.
 
Section 10.11  
Official Record.
 
The Seller agrees that this Agreement is and shall remain at all times before the time at which this Agreement terminates an official record of the Seller as referred to in Section 13(e) of the Federal Deposit Insurance Act.
 
Section 10.12  
Protection of Assets.
 
(a)   Except for transactions and activities entered into in connection with the securitization that is the subject of this Agreement, the Trust is not authorized and has no power to:
 
(1)   borrow money or issue debt;
 
(2)   merge with another entity, reorganize, liquidate or sell assets; or
 
(3)   engage in any business or activities.
 
(b)   Each party to this Agreement agrees that it will not file an involuntary bankruptcy petition against the Trustee or the Trust Fund or initiate any other form of insolvency proceeding until after the Certificates have been paid in full. `
 
Section 10.13  
Qualifying Special Purpose Entity.
 
Notwithstanding any contrary provision of this Agreement the Trust Fund shall not engage in any activity or knowingly hold any property that would disqualify the Trust Fund from being a qualifying special purpose entity under generally accepted accounting principles.
 
Section 10.14  
Rights of NIM Insurer.
 
(a)   The rights of the NIM Insurer under this Agreement shall exist only so long as either
 
(i)  
the NIM Notes certain payments on which are guaranteed by the NIM Insurer remain outstanding or
 
(ii)  
the NIM Insurer is owed amounts paid by it with respect to that guaranty.
 
The rights of the NIM Insurer under this Agreement are exercisable by the NIM Insurer only so long as no default by the NIM Insurer under its guaranty of certain payments under the NIM Notes has occurred and is continuing. If the NIM Insurer is the subject of any insolvency proceeding, the rights of the NIM Insurer under this Agreement will be exercisable by the NIM Insurer only so long as
 
(i)  
the obligations of the NIM Insurer under its guaranty of the NIM Notes have not been disavowed and
 
(ii)  
the Seller and the Trustee have received reasonable assurances that the NIM Insurer will be able to satisfy its obligations under its guaranty of the NIM Notes.
 
(b)   The NIM Insurer is a third party beneficiary of this Agreement to the same extent as if it were a party to this Agreement, and may enforce any of those rights under this Agreement.
 
(c)   A copy of any documents of any nature required by this Agreement to be delivered by the Trustee, or to the Trustee or the Rating Agencies, shall in each case at the same time also be delivered to the NIM Insurer. Any notices required to be given by the Trustee, or to the Trustee or the Rating Agencies, shall in each case at the same time also be given to the NIM Insurer.
 
(d)   Anything in this Agreement that is conditioned on not resulting in the downgrading or withdrawal of the ratings then assigned to the Certificates by the Rating Agencies shall also be conditioned on not resulting in the downgrading or withdrawal of the ratings then assigned by the Rating Agencies to the NIM Notes.
 


In Witness Whereof, the Depositor, the Trustee, and the Seller and Servicer have caused their names to be signed hereto by their respective officers thereunto duly authorized as of the day and year first above written.
 
             
INDYMAC ABS, INC.,
as Depositor
                           
                           
             
By:
/s/ Andy Sciandra
             
Name:
Andy Sciandra
             
Title:
Senior Vice President

 
             
DEUTSCHE BANK NATIONAL TRUST
COMPANY,
as Trustee and Supplemental Interest Trust Trustee
                           
                           
             
By:
/s/ Jennifer Hermansader
             
Name:
Jennifer Hermansader
             
Title:
Associate

 
             
By:
/s/ Barbara Campbell
             
Name:
Barbara Campbell
             
Title:
Vice President

 
             
INDYMAC BANK, F.S.B.,
as Seller and Servicer
                           
                           
             
By:
/s/ Andy Sciandra
             
Name:
Andy Sciandra
             
Title:
Senior Vice President

 


 
STATE OF    )
                                        ) ss.:
COUNTY OF                 )
 
On the ___th day of March, 2006 before me, a notary public in and for said State, personally appeared _______________ known to me to be a ______________ of IndyMac ABS Inc., a Delaware corporation that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
___________________________________
Notary Public
 
 

 
STATE OF    )
                                        ) ss.:
COUNTY OF                 )
On the ___th day of March, 2006 before me, a notary public in and for said State, personally appeared _______________ known to me to be a _______________ of IndyMac Bank, F.S.B. that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
__________________________________
Notary Public
 
 

 
STATE OF    )
                                        ) ss.:
COUNTY OF                 )
 
On the ___th day of March, 2006 before me, a notary public in and for said State, personally appeared ____________________, known to me to be an ____________________of Deutsche Bank National Trust Company, a national banking association that executed the within instrument, and also known to me to be the person who executed it on behalf of said association, and acknowledged to me that such 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




Schedule I
 
Mortgage Loan Schedule

      Loan Number             Servicer Loan Number          Loan Group         Tape Date          Performance Loan         Property Type                                  Number of Units   Owner Occupancy Code          Purpose Code         Documentation Type             Debt Ratio         Original Note Rate     Scheduled Note Rate
      -----------             --------------------          ----------         ---------          ----------------         -------------                                  ---------------   --------------------          ------------         ------------------             ----------         ------------------     -------------------
        122661630                  1007102286                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              15.71                      11.5                     11.5
        122673821                  1007090838                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                22.16                      9.75                     9.75
        122216663                  1006915795                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.06                     7.625                    7.625
        122500225                  1006829004                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              17.57                       8.5                      8.5
        122653738                  1006966962                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     P                    FULL                                47.96                      9.75                     9.75
        122616386                  1007141094                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                25.25                         8                        8
        122438844                  1007125568                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                               34.7                    11.375                   11.375
        122121278                  1006915720                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.27                        11                       11
        122686749                  1007245416                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.83                     7.125                    7.125
        122493958                  1007047903                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     P                    STATED                              22.58                     9.875                    9.875
        122547072                  1007083064                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                52.34                       9.5                      9.5
        122878975                  1007246653                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.15                     7.875                    7.875
        122796066                  1007044116                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.54                     8.125                    8.125
        122264441                  1006944852                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                32.23                         7                        7
        122565160                  1006963274                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                28.62                    10.875                   10.875
        122374724                  1006971574                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.53                    10.625                   10.625
        122632544                  1006981045                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.24                     9.875                    9.875
        122283798                  1007189366                    2              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     C                    STATED                               28.7                         9                        9
        122692591                  1007070293                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                52.18                     9.375                    9.375
        123028939                  1007256298                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.42                    10.625                   10.625
        122739153                  1007098013                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    FULL                                49.72                    12.125                   12.125
        121749039                  3001535099                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.55                     10.25                    10.25
        122488572                  1007122573                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.08                     9.375                    9.375
        122541050                  1006992471                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                22.83                      8.25                     8.25
        122740237                  1007151382                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                30.14                     7.375                    7.375
        122750878                  1007170564                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 21.1                      11.5                     11.5
        122549351                  1006952608                    1              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.14                       9.5                      9.5
        122672424                  1007166026                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              42.55                       9.5                      9.5
        122713312                  1007115759                    1              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   23                     9.125                    9.125
        121856025                  1006318362                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     P                    STATED                              36.26                     8.875                    8.875
        122669298                  1006989766                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              24.81                    10.375                   10.375
        122614881                  1007117862                    1              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                16.06                         9                        9
        122297910                  1007068388                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.85                      10.5                     10.5
        122630265                  1006889289                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              21.36                        10                       10
        122625259                  1007030867                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              17.92                     12.75                    12.75
        122646376                  1006981557                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.55                        10                       10
        122631094                  1006974537                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                27.61                    10.125                   10.125
        122580866                  1006919565                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                16.62                       9.5                      9.5
        122672913                  1007111063                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              17.33                      10.5                     10.5
        122289889                  1006892390                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.24                     9.125                    9.125
        122728087                  1007097676                    1              3/1/2006          3/1 ARM                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                21.68                         9                        9
        122743870                  1007091778                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.09                    11.375                   11.375
        122532997                  1006930455                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                18.94                     9.375                    9.375
        122566028                  1006911422                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.85                       7.5                      7.5
        122903242                  1007232224                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              16.23                     9.625                    9.625
        122903728                  1007232232                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              16.23                     9.625                    9.625
        122903987                  1007232257                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              16.23                     9.625                    9.625
        122145486                  1007125451                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.66                         9                        9
        122539010                  1006946063                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                30.47                        10                       10
        122702967                  1007099821                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              24.79                     10.25                    10.25
        122630546                  1007000704                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                27.58                     9.875                    9.875
        122943755                  1007182361                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              34.51                    10.375                   10.375
        122640935                  1006993735                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 25.9                     9.625                    9.625
        122680735                  1007067257                    1              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     P                    FULL                                34.07                     8.125                    8.125
        122755048                  1007143439                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.92                     11.75                    11.75
        122829092                  1007231036                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                22.61                     9.125                    9.125
        122560311                  1007222209                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.11                         9                        9
        122580856                  1006919557                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              14.23                     8.875                    8.875
        122632560                  1007117920                    2              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.41                     9.125                    9.125
        121724924                  3001301500                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    NO INCOME NO ASSETS                 26.86                      7.95                     7.95
        122625113                  1007076043                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.14                        10                       10
        122767649                  1007151945                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                26.12                        12                       12
        122761537                  1007143637                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.36                      9.75                     9.75
        122681008                  1007012311                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                44.67                    10.625                   10.625
        122630695                  1006974495                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                27.62                    10.125                   10.125
        122535362                  1007022849                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.34                      11.5                     11.5
        122663900                  1007102393                    2              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 47.4                      9.25                     9.25
        122768364                  1007081191                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.54                      8.25                     8.25
        122583040                  1006979866                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              26.57                       9.5                      9.5
        122892132                  1007155474                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.26                    10.375                   10.375
        122713247                  1007025800                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.61                     12.25                    12.25
        122619970                  1006974180                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                28.06                    10.125                   10.125
        122715992                  1006995540                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                16.32                     9.875                    9.875
        121724860                  3001300866                    1              3/1/2006          FIXED30                  PUD                                                   1          NON-OWNER                     C                    FULL                                48.22                      7.95                     7.95
        121749161                  3001548365                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              27.48                     7.825                    7.825
        121749201                  3001548696                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              25.84                       9.3                      9.3
        122593743                  1006987372                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                30.85                     9.125                    9.125
        122833035                  1007121534                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     C                    STATED                              27.01                    10.625                   10.625
        121749406                  3001550429                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                43.87                      9.49                     9.49
        121749169                  3001548423                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.08                      9.75                     9.75
        122749265                  1007238155                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 47.2                     8.625                    8.625
        122858786                  1007242165                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.79                       9.5                      9.5
        122441496                  1006971640                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                27.92                      9.25                     9.25
        122308581                  1007096470                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.62                     10.75                    10.75
        122602227                  1007018565                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.81                        10                       10
        122849324                  1007164393                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.81                      9.75                     9.75
        121746722                  3001520133                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              54.05                      8.95                     8.95
        121746972                  3001522295                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                   51                       8.5                      8.5
        121749456                  3001550866                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                46.01                      9.55                     9.55
        122697147                  1006977027                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                53.29                     9.725                    9.725
        122597681                  1007069055                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                16.38                        11                       11
        122658213                  1006994220                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.12                    10.625                   10.625
        122599013                  1007056417                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              37.69                      10.5                     10.5
        121749165                  3001548407                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                24.41                     9.375                    9.375
        121749160                  3001548357                    1              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.45                     8.875                    8.875
        122564688                  1007096546                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                24.81                    10.375                   10.375
        121747141                  3001523632                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                37.68                       9.2                      9.2
        122782137                  1007166455                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              26.68                     10.25                    10.25
        122875405                  1007204926                    1              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.45                     9.125                    9.125
        122969716                  1007216102                    1              3/1/2006          3/1 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                40.61                     9.875                    9.875
        122224655                  1006952384                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.51                     8.375                    8.375
        122593164                  1006939209                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.42                      8.75                     8.75
        120715265                  1005109036                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                17.77                     8.875                    7.125
        122748132                  1007104597                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.44                     10.25                    10.25
        121749450                  3001550809                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.39                      7.55                     7.55
        121749500                  3001551237                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.07                       8.1                      8.1
        121749302                  3001549520                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   43                      7.35                     7.35
        122779336                  1007170986                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              26.68                     10.25                    10.25
        122782150                  1007171067                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              24.15                     10.25                    10.25
        122431509                  1007082884                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                48.69                    10.125                   10.125
        122700060                  1007013095                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              18.03                        10                       10
        122561143                  1006992604                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.31                    11.875                   11.875
        121907773                  3001322928                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                21.73                         7                        7
        122702938                  1007142209                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                49.23                      8.75                     8.75
        122733270                  1007047291                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                45.97                      12.5                     12.5
        122634814                  1007229949                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                17.41                     12.25                    12.25
        122759599                  1007133273                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                35.88                     9.625                    9.625
        122833688                  1007202813                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 52.1                      9.25                     9.25
        121749174                  3001548464                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              26.94                       8.3                      8.3
        121747284                  3001524788                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                37.55                       7.2                      7.2
        121749158                  3001548340                    1              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                   26                     7.625                    7.625
        122549467                  1007036005                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                16.26                        10                       10
        122493290                  1006992281                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                 27.2                    10.875                   10.875
        122615783                  1006974057                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    STATED                              43.84                     9.375                    9.375
        122911094                  1007206046                    1              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.88                         9                        9
        122891679                  1007232026                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                23.41                     9.625                    9.625
        122747630                  1006995888                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                27.23                        10                       10
        122562552                  1006923773                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     N                    FULL                                32.48                      8.25                     8.25
        122571493                  1006986911                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              18.56                     8.875                    8.875
        122979356                  1007219965                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.11                     8.625                    8.625
        122922245                  1007224452                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.29                      11.5                     11.5
        122536234                  1007035866                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                54.55                      9.75                     9.75
        122714258                  1007040726                    2              3/1/2006          FIXED30                  3 UNIT                                                3          NON-OWNER                     P                    FULL                                31.16                      10.5                     10.5
        122595145                  1006947384                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              30.93                    10.625                   10.625
        122594138                  1007101577                    1              3/1/2006          FIXED30                  TOWNHOUSE                                             1          NON-OWNER                     P                    FULL                                18.69                       9.1                      9.1
        122881396                  1007173188                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.96                     8.875                    8.875
        122571629                  1006986929                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              17.45                     9.625                    9.625
        122571793                  1006986937                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              17.45                     9.625                    9.625
        122772894                  1007222845                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.18                      9.25                     9.25
        122630183                  1007056714                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.19                    11.125                   11.125
        121747222                  3001524234                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.55                       7.5                      7.5
        121749581                  3001551997                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                19.74                         8                        8
        121749312                  3001549629                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.47                     9.325                    9.325
        122914911                  1007258179                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              27.18                      9.75                     9.75
        122881662                  1007167370                    1              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                29.16                    11.125                   11.125
        121749421                  3001550551                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.22                       9.2                      9.2
        121749560                  3001551807                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     P                    FULL                                11.75                         8                        8
        122566143                  1006950941                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                28.02                    10.625                   10.625
        122894106                  1007227158                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              24.47                     9.625                    9.625
        122848050                  1007193509                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              38.06                    10.625                   10.625
        122548629                  1006918575                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                29.41                       7.5                      7.5
        122470286                  1007090119                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                 35.3                      9.75                     9.75
        122471196                  1006985798                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.69                     8.625                    8.625
        122540792                  1007006925                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.03                     7.875                    7.875
        122555016                  1006992562                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              30.77                     10.25                    10.25
        122612896                  1007030750                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                54.97                      10.5                     10.5
        122656914                  1007057290                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                29.26                     10.25                    10.25
        122683728                  1007230061                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              16.58                    11.625                   11.625
        122298274                  1006913204                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                50.72                     9.625                    9.625
        122874384                  1007194358                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              24.72                    11.125                   11.125
        121748432                  3001505589                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                21.88                    10.625                   10.625
        122651855                  1007009499                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     P                    FULL                                 27.6                      9.75                     9.75
        122661293                  1006943870                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.56                         9                        9
        122640383                  1006907032                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.98                      8.25                     8.25
        122501835                  1006841546                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.05                      7.25                     7.25
        121747117                  3001523491                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              24.78                       8.9                      8.9
        121749478                  3001551039                    1              3/1/2006          3/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              33.07                     9.975                    9.975
        122534704                  1006911000                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.72                    10.375                   10.375
        122540968                  1006996332                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                33.57                    12.375                   12.375
        123002428                  1007229360                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                33.16                     8.125                    8.125
        122566741                  1006958167                    2              3/1/2006          FIXED30                  2 UNIT                                                2          OWNER OCC                     P                    FULL                                29.99                       9.5                      9.5
        122594912                  1007125774                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.63                    10.375                   10.375
        121749149                  3001548282                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   29                      8.85                     8.85
        122372605                  1006909871                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.51                     8.125                    8.125
        122871851                  1007160599                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.11                     9.625                    9.625
        122555731                  1007018276                    1              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     C                    FULL                                41.09                      7.75                     7.75
        122625127                  1006940652                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.21                     7.875                    7.875
        122606939                  1006964629                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.28                       8.5                      8.5
        121746975                  3001522329                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.58                     9.125                    9.125
        122730234                  1007042110                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              26.15                    10.375                   10.375
        121748250                  3001531353                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.76                     7.125                    7.125
        122879297                  1007173121                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              37.19                    10.375                   10.375
        121749531                  3001551542                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     C                    FULL                                24.42                      9.85                     9.85
        122784461                  1007092404                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                32.99                       8.5                      8.5
        122464218                  1006985772                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              32.44                    12.625                   12.625
        121747319                  3001525082                    2              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.53                      6.73                     6.73
        122610800                  1006958605                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     N                    FULL                                25.26                    11.625                   11.625
        122619929                  1007249459                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      C                    STATED                              36.85                       9.5                      9.5
        122637315                  1006966194                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 34.2                       9.5                      9.5
        122788925                  1007092461                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 29.7                      9.75                     9.75
        122834681                  1007172073                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.21                     9.375                    9.375
        122369481                  1006985582                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.25                       9.5                      9.5
        121749186                  3001548571                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.23                     7.975                    7.975
        121749554                  3001551765                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.84                      8.74                     8.74
        122681585                  1006944399                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 35.7                     9.875                    9.875
        122662211                  1007230004                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.42                      8.25                     8.25
        121749220                  3001548837                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              34.92                        10                       10
        122535400                  1006999781                    1              3/1/2006          FIXED30                  TOWNHOUSE                                             1          NON-OWNER                     P                    FULL                                24.37                       9.1                      9.1
        122716668                  1007051137                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              39.02                     7.875                    7.875
        121749112                  3001548027                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              31.63                         9                        9
        122630895                  1007083619                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              24.22                      7.75                     7.75
        121747184                  3001523954                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 38.3                       8.5                      8.5
        121749155                  3001548324                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                22.98                       8.5                      8.5
        121749207                  3001548746                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              34.92                        10                       10
        122644407                  1007069469                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.08                        10                       10
        122514886                  1006904799                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    STATED                              27.11                      10.5                     10.5
        122651468                  1007245325                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              31.31                         9                        9
        122662052                  1006989337                    2              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.81                     8.125                    8.125
        122524782                  1006937526                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                21.31                      9.25                     9.25
        122775516                  1007105404                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.87                     7.375                    7.375
        122508434                  1006887846                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                23.18                     12.25                    12.25
        122467972                  1006936445                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.64                      8.25                     8.25
        122587777                  1007075839                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                16.63                     9.125                    9.125
        122965040                  1007255738                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              31.88                         9                        9
        122667492                  1007094095                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.08                     8.125                    8.125
        121725262                  3001304728                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.12                      8.56                     8.56
        121892210                  3001321920                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              37.72                     6.125                    6.125
        121749221                  3001548845                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              34.92                        10                       10
        122902357                  1007205824                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              35.38                     9.625                    9.625
        122973475                  1007207564                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                49.47                     9.375                    9.375
        122908372                  1007239435                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.63                       8.5                      8.5
        122740238                  1007049800                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     P                    STATED                              24.32                    10.625                   10.625
        122808038                  1007089749                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.38                     8.875                    8.875
        122012081                  3001399587                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              37.97                     7.125                    7.125
        121749260                  3001549173                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     C                    STATED                                 45                       8.5                      8.5
        122585889                  1006897381                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.38                      8.25                     8.25
        121749410                  3001550452                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                39.47                       9.5                      9.5
        122879654                  1007194481                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                40.18                     12.25                    12.25
        122629768                  1007037433                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                14.47                     8.625                    8.625
        122692045                  1006944480                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.97                     7.875                    7.875
        122471203                  1006936486                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.13                        10                       10
        122763426                  1007143678                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.48                     6.875                    6.875
        122461537                  1007027178                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              22.83                       7.5                      7.5
        122686341                  1007031774                    1              3/1/2006          3/6LI40/30               TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              25.53                     8.375                    8.375
        122842361                  1007186271                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.15                      8.25                     8.25
        122704167                  1007076852                    2              3/1/2006          FIXED30                  HIGH RISE CONDO                                       1          OWNER OCC                     C                    STATED                              40.62                     11.25                    11.25
        122588465                  1006947160                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              13.15                       9.5                      9.5
        122666280                  1007102450                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                23.44                      11.5                     11.5
        122657231                  1007118068                    2              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.23                     9.325                    9.325
        122781058                  1007105610                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.12                         8                        8
        121749633                  3001552433                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                20.71                       8.5                      8.5
        121746926                  3001521859                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    FULL                                 44.1                      7.25                     7.25
        122780128                  1007124116                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      C                    STATED                              46.82                      9.75                     9.75
        121747255                  3001524531                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                44.92                       8.8                      8.8
        121747029                  3001522790                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.85                      8.75                     8.75
        122566841                  1006938524                    1              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                49.89                       7.5                      7.5
        121749219                  3001548829                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.74                      8.74                     8.74
        121747206                  3001524127                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                32.81                      7.95                     7.95
        122520136                  1007030255                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 35.9                     11.25                    11.25
        122717923                  1007020751                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              38.71                       8.5                      8.5
        122587511                  1006996704                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.27                    11.125                   11.125
        122606230                  1007050543                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                45.34                    12.875                   12.875
        122646202                  1006981532                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.75                     11.25                    11.25
        121747249                  3001524473                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                48.21                       8.2                      8.2
        122975847                  1007237298                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.23                      9.99                     9.99
        122576598                  1006938821                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.34                      8.25                     8.25
        122480545                  1007068610                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.24                     8.875                    8.875
        122604455                  1006939670                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              26.14                      9.75                     9.75
        122720552                  1006991481                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.96                      8.25                     8.25
        122548666                  1006905283                    1              3/1/2006          FIXED30                  2 UNIT                                                2          NON-OWNER                     C                    STATED                              31.93                    12.875                   12.875
        122696595                  1007070434                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.69                     9.125                    9.125
        122706355                  1006991218                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.55                       8.5                      8.5
        122807569                  1007202268                    1              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.97                         8                        8
        121725172                  3001303852                    1              3/1/2006          FIXED30                  2 UNIT                                                2          NON-OWNER                     N                    NO INCOME NO ASSETS                 31.02                       7.5                      7.5
        121724669                  3001299019                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.45                       9.1                      9.1
        121747032                  3001522816                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      C                    STATED                               0.83                      8.25                     8.25
        121747596                  3001525579                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.51                     7.875                    7.875
        122530126                  1007095977                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.55                      9.25                     9.25
        122768788                  1007143835                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                33.41                     9.375                    9.375
        122778199                  1007191610                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.49                    10.625                   10.625
        121724935                  3001301617                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.24                       7.8                      7.8
        121749371                  3001550122                    1              3/1/2006          3/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                31.18                     9.225                    9.225
        122675473                  1007001454                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                26.87                      7.75                     7.75
        122921958                  1007182015                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                43.84                       8.5                      8.5
        122960567                  1007197526                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.67                     8.875                    8.875
        121749427                  3001550601                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.56                       7.8                      7.8
        121748330                  3001532062                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.26                         8                        8
        122744320                  1007021213                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                47.23                      8.25                     8.25
        122601495                  1006906331                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     P                    STATED                              39.36                      10.5                     10.5
        122654908                  1006982019                    1              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     P                    STATED                              39.21                     8.375                    8.375
        122488226                  1007108267                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              43.72                       8.5                      8.5
        122703694                  1007013251                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.64                      8.25                     8.25
        122484192                  1006887663                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.26                     8.625                    8.625
        123066490                  1007259615                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     C                    STATED                              47.08                    12.875                   12.875
        121749357                  3001549983                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.18                      9.65                     9.65
        121749632                  3001552425                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                                 39                    10.125                   10.125
        122621794                  1006931735                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.28                     7.625                    7.625
        122684358                  1007094236                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                31.76                      8.25                     8.25
        122607127                  1007036807                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              39.81                        10                       10
        122617722                  1007110750                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.68                     10.75                    10.75
        122691574                  1006976912                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                25.36                         8                        8
        122806090                  1007138199                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.95                     8.625                    8.625
        122669256                  1007069808                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.37                       7.5                      7.5
        122738119                  1007129958                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              32.21                     6.875                    6.875
        122902429                  1007246885                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.65                      6.75                     6.75
        121749197                  3001548654                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                49.51                       7.6                      7.6
        121749561                  3001551815                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.22                      7.35                     7.35
        122720223                  1007118910                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                 43.1                     8.625                    8.625
        122016294                  1006374241                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                43.45                      8.25                     8.25
        122664060                  1006949414                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 36.6                     8.625                    8.625
        122532397                  1006869943                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 24.2                    10.125                   10.125
        122967934                  1007207390                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                31.22                     9.875                    9.875
        122557803                  1006979320                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.38                     9.875                    9.875
        122716273                  1007070988                    2              3/1/2006          FIXED30                  TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                27.34                      7.75                     7.75
        122901971                  1007161381                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              54.46                    11.375                   11.375
        121747281                  3001524762                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.55                       7.2                      7.2
        122470935                  1007068594                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                52.21                       9.5                      9.5
        122634503                  1006912628                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                22.11                     8.875                    8.875
        122565455                  1006933962                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                21.92                       9.5                      9.5
        122709821                  1007013541                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.37                        11                       11
        122606595                  1006906455                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                36.38                     8.125                    8.125
        121749385                  3001550247                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                29.29                      7.65                     7.65
        121732538                  3001417173                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.93                      7.45                     7.45
        122610273                  1007090457                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.37                     8.625                    8.625
        122931417                  1007258468                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                34.03                     10.75                    10.75
        121749417                  3001550510                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    FULL                                16.77                       8.3                      8.3
        122637328                  1007141243                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     C                    STATED                              28.65                     9.875                    9.875
        122591647                  1007093782                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              12.53                      8.75                     8.75
        122673338                  1007067216                    2              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.67                     7.375                    7.375
        122072007                  1007055500                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.15                     8.875                    8.875
        121746772                  3001520547                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.76                      7.45                     7.45
        122585636                  1006952749                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               32.2                      8.25                     8.25
        120901086                  1005277965                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                31.81                         8                    6.625
        122780307                  1007152273                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                40.27                      10.5                     10.5
        122657630                  1006949240                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.89                      7.75                     7.75
        123001853                  1007183286                    1              3/1/2006          FIXED30                  2 UNIT                                                2          NON-OWNER                     P                    STATED                              24.02                     8.625                    8.625
        121749214                  3001548779                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.49                      8.75                     8.75
        121749309                  3001549595                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.19                     8.475                    8.475
        121746993                  3001522493                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                49.82                      5.99                     5.99
        122610629                  1006939944                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.13                      8.25                     8.25
        122730424                  1007184821                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.23                     11.25                    11.25
        122828266                  1007135013                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                25.69                     8.625                    8.625
        122996555                  1007248303                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                32.93                     12.25                    12.25
        121747145                  3001523665                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               41.1                      9.15                     9.15
        121749180                  3001548522                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.38                      8.85                     8.85
        122401680                  3001572324                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.92                        10                       10
        122612756                  1006973935                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.08                     7.625                    7.625
        122821904                  1007153305                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.53                      8.25                     8.25
        122652172                  1006966855                    1              3/1/2006          FIXED30                  2 UNIT                                                2          OWNER OCC                     P                    FULL                                45.06                     8.375                    8.375
        122701167                  1007020397                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.68                         8                        8
        122872401                  1007180753                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.52                      9.75                     9.75
        122827678                  1007159534                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.31                    10.375                   10.375
        122564073                  1006963233                    1              3/1/2006          FIXED30                  TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              27.95                      10.5                     10.5
        121746929                  3001521883                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                 45.6                      6.25                     6.25
        122598348                  1006908386                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                41.52                    10.125                   10.125
        122539787                  1006952574                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                27.14                     11.75                    11.75
        122935541                  1007233040                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                36.57                     12.25                    12.25
        121749124                  3001548092                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.07                       7.1                      7.1
        122789192                  1007098484                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.16                      7.75                     7.75
        122947665                  1007197161                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.21                     8.875                    8.875
        122794606                  1007106022                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.03                       7.5                      7.5
        122547648                  1007083072                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.28                     9.625                    9.625
        121749354                  3001549959                    2              3/1/2006          2/6LIB40/30              CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              37.37                     7.575                    7.575
        121749589                  3001552078                    1              3/1/2006          3/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              34.58                       8.9                      8.9
        121749163                  3001548381                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                36.73                      8.85                     8.85
        122700116                  1007094426                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.29                      10.5                     10.5
        122719194                  1007013905                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                23.37                      7.75                     7.75
        123010663                  1007234162                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     P                    STATED                              19.51                        10                       10
        122679178                  1007012238                    2              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                36.94                      7.75                     7.75
        121747008                  3001522634                    1              3/1/2006          FIXED30                  2 UNIT                                                2          NON-OWNER                     P                    STATED                                 42                     6.875                    6.875
        122601074                  1007069063                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.81                     7.875                    7.875
        122695358                  1006995177                    1              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.55                     10.25                    10.25
        121749425                  3001550593                    1              3/1/2006          3/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              38.01                    10.175                   10.175
        121749267                  3001549223                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.08                     9.125                    9.125
        121749211                  3001548753                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               31.6                       8.8                      8.8
        122759653                  1007104969                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                24.14                     11.75                    11.75
        122604514                  1007046004                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              49.12                     10.25                    10.25
        122639292                  1006948721                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                25.48                         8                        8
        122743726                  1007033176                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.13                        10                       10
        120951843                  1005375264                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.99                     8.375                    8.375
        122631288                  1007046152                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                26.69                     8.625                    8.625
        122704976                  1007076860                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              25.51                     8.375                    8.375
        122705445                  1007123365                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.43                     9.375                    9.375
        121881317                  1006289092                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              32.53                     8.375                    8.375
        122640941                  1006921728                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                44.27                       8.5                      8.5
        120501876                  1005054620                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.09                     8.125                      7.5
        122912465                  1007236373                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               25.7                       8.5                      8.5
        122568784                  1006923872                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    STATED                              45.14                      9.25                     9.25
        122808747                  1007241498                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               28.4                      8.75                     8.75
        121749233                  3001548969                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                 41.4                     9.175                    9.175
        122516544                  1006937336                    1              3/1/2006          3/1 ARM                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                37.29                        11                       11
        122545484                  1007090259                    1              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.87                    10.625                   10.625
        122604812                  1006920498                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              46.83                     9.125                    9.125
        122714129                  1007040700                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 38.9                     7.625                    7.625
        122727963                  1007032756                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                17.14                      9.25                     9.25
        122755913                  1007201153                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                36.77                      8.25                     8.25
        122565876                  1006882169                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.46                    11.375                   11.375
        121892191                  3001321730                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                               38.7                     6.875                    6.875
        121749489                  3001551120                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     C                    FULL                                36.21                      8.95                     8.95
        122746759                  1007191024                    1              3/1/2006          5/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                46.24                     7.875                    7.875
        122780918                  1007158692                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                29.22                    12.125                   12.125
        122711441                  1007103433                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.62                      8.25                     8.25
        122494846                  1006992307                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 37.2                        12                       12
        122936905                  1007182247                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                               38.8                      9.25                     9.25
        122472876                  1007078536                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                33.44                       9.5                      9.5
        122473128                  1006936528                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.12                     9.875                    9.875
        122629089                  1006898140                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                32.48                     8.375                    8.375
        122690689                  1006983595                    1              3/1/2006          IO 2/6 LIB               TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                   47                     9.125                    9.125
        122686080                  1007012519                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                27.35                      7.25                     7.25
        122514354                  1007199498                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.91                      9.75                     9.75
        122872110                  1007167206                    1              3/1/2006          5/1L40/30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.59                     7.875                    7.875
        121732525                  3001417041                    1              3/1/2006          3/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.46                     8.025                    8.025
        122893637                  1007136698                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 37.3                    10.375                   10.375
        122639348                  1007024050                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.63                      8.25                     8.25
        122783979                  1007133893                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 28.9                      9.25                     9.25
        121725308                  3001305170                    1              3/1/2006          FIXED20                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                 45.8                       5.8                      5.8
        122809309                  1007098575                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                               41.5                     9.875                    9.875
        122492922                  1006913733                    2              3/1/2006          2/6P LIBOR               3 UNIT                                                3          OWNER OCC                     C                    STATED                              21.27                    10.875                   10.875
        121749532                  3001551559                    2              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                46.53                      7.85                     7.85
        122547922                  1007022880                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                23.03                       8.5                      8.5
        122679047                  1007141748                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.76                      9.75                     9.75
        122755608                  1007021403                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   47                      9.75                     9.75
        122852500                  1007231317                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                39.04                    11.625                   11.625
        121749620                  3001552334                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.39                      7.95                     7.95
        122401766                  3001573140                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.08                       7.8                      7.8
        122401749                  3001572993                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.46                      8.25                     8.25
        120309297                  1004740245                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                30.76                     7.675                        7
        122914636                  1007161662                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                41.77                         7                        7
        122813683                  1007109430                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.32                     7.875                    7.875
        122769098                  1007015827                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.08                      8.25                     8.25
        121892189                  3001321714                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              38.73                     6.875                    6.875
        122459033                  1006945271                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                41.75                        12                       12
        121749367                  3001550080                    1              3/1/2006          40/30                    SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.69                     7.925                    7.925
        122474164                  1007022591                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.82                        10                       10
        121749321                  3001549694                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              28.01                      10.1                     10.1
        122796007                  1007054420                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.77                     8.625                    8.625
        122611366                  1006924771                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.96                       8.5                      8.5
        122704024                  1006932931                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 36.8                     7.625                    7.625
        122892195                  1007136672                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.75                      8.25                     8.25
        122460429                  1006861197                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.17                       8.5                      8.5
        122549173                  1006923633                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              24.77                     6.375                    6.375
        122745688                  1007042847                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                25.79                     7.875                    7.875
        122780590                  1007166448                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.91                         8                        8
        121749326                  3001549710                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.28                       8.4                      8.4
        122652518                  1007001058                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              24.78                        10                       10
        123020556                  1007234238                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              44.24                     10.25                    10.25
        121892190                  3001321722                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              34.97                      6.75                     6.75
        121749563                  3001551831                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              44.07                     8.425                    8.425
        121749480                  3001551054                    1              3/1/2006          3/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              33.07                     9.725                    9.725
        122806273                  1007124363                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 42.3                    12.125                   12.125
        122553348                  1006918757                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              36.79                      8.25                     8.25
        122853616                  1007172610                    2              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.86                        10                       10
        122719977                  1006969420                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.56                     8.375                    8.375
        122724003                  1007111691                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.13                       8.5                      8.5
        121746994                  3001522501                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.28                      7.75                     7.75
        121749146                  3001548258                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              43.79                      6.95                     6.95
        122709920                  1007058462                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                49.92                        12                       12
        122713404                  1007049404                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              27.77                      9.75                     9.75
        122712544                  1007073891                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.12                      9.25                     9.25
        122479699                  1007256751                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              35.66                     9.375                    9.375
        122711247                  1007251349                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               44.8                      9.25                     9.25
        121748240                  3001531262                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                22.15                      7.99                     7.99
        122729556                  1007049578                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 41.4                       8.5                      8.5
        121747275                  3001524713                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     C                    STATED                              27.34                     10.65                    10.65
        122872364                  1007154832                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                               27.3                     10.25                    10.25
        121749479                  3001551047                    1              3/1/2006          3/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              33.07                     9.725                    9.725
        122757210                  1007075367                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              17.91                      6.75                     6.75
        122890193                  1007181215                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                44.72                     8.625                    8.625
        122738133                  1007015389                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.13                         8                        8
        122454422                  1006945255                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                31.78                         9                        9
        122625156                  1007008608                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              31.51                      9.75                     9.75
        122784344                  1007066242                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     P                    STATED                              48.57                      9.75                     9.75
        122849503                  1007160011                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                   38                     7.375                    7.375
        122634428                  1007048430                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.44                       8.5                      8.5
        122675885                  1007050899                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     N                    FULL                                44.22                      8.25                     8.25
        122840998                  1007159799                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.26                       8.5                      8.5
        122610724                  1007189770                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                22.72                      12.5                     12.5
        121749553                  3001551757                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                   32                      7.65                     7.65
        122638898                  1006892135                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.46                     8.375                    8.375
        122872829                  1007242348                    1              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.53                       7.5                      7.5
        121749579                  3001551971                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                 42.5                      7.75                     7.75
        122671400                  1006976292                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.31                       8.5                      8.5
        122669686                  1007031394                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              33.43                    10.125                   10.125
        122722243                  1007230186                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.67                    12.875                   12.875
        122772425                  1007050113                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               43.7                     8.375                    8.375
        122877548                  1007217134                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     C                    FULL                                34.49                       9.5                      9.5
        122916625                  1007206178                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     C                    FULL                                 34.4                     9.625                    9.625
        122730029                  1007067497                    1              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.22                    10.375                   10.375
        122657599                  1006922080                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.99                     8.125                    8.125
        122669884                  1006949596                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                41.85                        10                       10
        122728983                  1007103961                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                32.86                     10.75                    10.75
        122888726                  1007108184                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.93                      8.75                     8.75
        121749617                  3001552300                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                31.96                       6.9                      6.9
        121749499                  3001551229                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.64                       6.6                      6.6
        121749217                  3001548803                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   27                     8.325                    8.325
        122599562                  1006934309                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              30.73                      8.75                     8.75
        122406545                  3001589849                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.89                     6.875                    6.875
        121747004                  3001522600                    2              3/1/2006          IOFIXED30                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              42.59                       7.5                      7.5
        121746948                  3001522063                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.52                      8.55                     8.55
        121748266                  3001531502                    1              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                52.63                     7.625                    7.625
        122508237                  1006937120                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.48                     8.625                    8.625
        122770559                  1007026394                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                30.99                      9.25                     9.25
        122885394                  1007214693                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                18.89                    10.375                   10.375
        121746960                  3001522188                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                50.18                       7.9                      7.9
        122567297                  1007068909                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                32.71                       8.5                      8.5
        122888186                  1007181108                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                 29.6                     8.875                    8.875
        122842424                  1007203134                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.06                    11.875                   11.875
        122473871                  1007050402                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.24                      10.5                     10.5
        121749585                  3001552037                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                               41.3                      8.65                     8.65
        121732516                  3001416951                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.65                      8.55                     8.55
        122700220                  1007002197                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                29.25                      10.5                     10.5
        122892535                  1007214826                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                34.17                     12.25                    12.25
        121749612                  3001552250                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                43.98                       8.4                      8.4
        121725175                  3001303886                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    NO INCOME NO ASSETS                 41.27                      8.05                     8.05
        122401683                  3001572357                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.66                       8.7                      8.7
        122614863                  1006931594                    2              3/1/2006          3/1 ARM                  PUD                                                   1          OWNER OCC                     P                    FULL                                42.15                      7.75                     7.75
        121749338                  3001549835                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                26.04                       7.6                      7.6
        122542713                  1006888331                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                25.38                     8.125                    8.125
        122672200                  1006985244                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              35.52                     8.125                    8.125
        122623648                  1007249467                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              35.62                      8.75                     8.75
        122799903                  1007134289                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     C                    FULL                                35.48                    10.125                   10.125
        122727870                  1007200759                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                28.99                     10.25                    10.25
        122650944                  1006928228                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                49.75                     7.875                    7.875
        122634229                  1006929283                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 40.6                       8.5                      8.5
        122783766                  1007152364                    2              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.85                         9                        9
        122461839                  1006936361                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.71                     9.625                    9.625
        122569176                  1006905713                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                31.16                     9.125                    9.125
        122800227                  1007044165                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                39.79                     8.125                    8.125
        122306608                  1006935637                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              35.38                     9.375                    9.375
        122554481                  1007212085                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.25                     9.375                    9.375
        122695033                  1007020231                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              47.59                     9.125                    9.125
        122830205                  1007254624                    1              3/1/2006          FIXED30                  CONDO UNIT                                            1          NON-OWNER                     C                    FULL                                51.27                         9                        9
        122919333                  1007215328                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.04                     8.375                    8.375
        122644326                  1007009234                    1              3/1/2006          IO 2/6 LIB               TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                47.66                      8.75                     8.75
        122694856                  1007087735                    1              3/1/2006          IO 3/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                48.59                      8.75                     8.75
        121749225                  3001548886                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.36                       6.9                      6.9
        122447061                  1006904104                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                               31.4                         9                        9
        122810092                  1007153032                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.27                       9.5                      9.5
        121747152                  3001523715                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.92                       9.3                      9.3
        122702771                  1006960783                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.61                      8.75                     8.75
        123038220                  1007248980                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                38.32                      9.75                     9.75
        122685822                  1007048950                    1              3/1/2006          3/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              23.35                     8.875                    8.875
        122702806                  1007013194                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.95                     8.625                    8.625
        122684716                  1007070186                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 37.7                     8.375                    8.375
        122729229                  1007080425                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.84                     8.375                    8.375
        122568565                  1006946634                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.16                    11.375                   11.375
        122518305                  1006945719                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.62                      8.75                     8.75
        122810321                  1007055419                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.36                     8.375                    8.375
        121747096                  3001523335                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                38.43                     10.45                    10.45
        122401728                  3001572787                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.71                     8.275                    8.275
        121749194                  3001548647                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.97                       8.1                      8.1
        122965826                  1007189085                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.15                    10.375                   10.375
        122509679                  1006926586                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.57                     9.125                    9.125
        122910462                  1007165028                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.98                       8.5                      8.5
        122936794                  1007156266                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               48.9                     7.625                    7.625
        122401703                  3001572555                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                30.04                      7.75                     7.75
        122581117                  1006930984                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                49.89                     9.625                    9.625
        122693173                  1007039637                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              32.02                     7.125                    7.125
        122892750                  1007205493                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.14                     9.125                    9.125
        122934255                  1007167727                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.25                     9.875                    9.875
        122598024                  1007027533                    2              3/1/2006          3/1 ARM                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              30.37                    10.375                   10.375
        122777162                  1007072208                    2              3/1/2006          FIXED30                  TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                30.48                     9.125                    9.125
        122822029                  1007159427                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                51.01                     10.75                    10.75
        122148282                  1007256694                    1              3/1/2006          FIXED30                  TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                16.78                      10.5                     10.5
        121787182                  1006138844                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    NO DOCUMENT                             0                     7.625                    7.625
        121725353                  3001305618                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    NO INCOME NO ASSETS                 28.88                       7.5                      7.5
        121747179                  3001523913                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 49.1                      6.75                     6.75
        121747252                  3001524507                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.45                      6.25                     6.25
        122178632                  1006922387                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                22.94                        11                       11
        122401772                  3001573207                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              34.61                       9.1                      9.1
        122704462                  1007150780                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.01                        11                       11
        122732280                  1007177841                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     P                    STATED                              37.92                    10.375                   10.375
        123047900                  1007245036                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               18.7                     9.875                    9.875
        122489041                  1006999567                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.91                      8.25                     8.25
        123015660                  1007259359                    2              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                47.93                     8.375                    8.375
        121746996                  3001522527                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 26.7                      9.55                     9.55
        122712204                  1006944639                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                40.23                       7.5                      7.5
        122725924                  1007041971                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              34.99                      8.25                     8.25
        122756255                  1007003138                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                47.45                     8.125                    8.125
        121749229                  3001548928                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.28                      6.75                     6.75
        121747176                  3001523889                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              32.12                      7.45                     7.45
        122816689                  1007254525                    1              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.83                     8.375                    8.375
        121749627                  3001552383                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                34.09                       7.2                      7.2
        121749574                  3001551922                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              33.46                      8.75                     8.75
        122401708                  3001572597                    1              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              41.62                     9.175                    9.175
        122789224                  1007201799                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                27.51                     10.25                    10.25
        121748440                  3001505654                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.49                       7.7                      7.7
        122643261                  1007141292                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.62                     8.875                    8.875
        121749346                  3001549892                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.51                       7.6                      7.6
        122774978                  1007005638                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              43.51                     9.875                    9.875
        122920911                  1007114687                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.46                      9.75                     9.75
        122763166                  1007043282                    2              3/1/2006          FIXED30                  2 UNIT                                                2          OWNER OCC                     C                    FULL                                26.62                      10.5                     10.5
        121748246                  3001531312                    1              3/1/2006          3/6 LIBOR                2 UNIT                                                2          NON-OWNER                     P                    STATED                              34.38                     7.375                    7.375
        122547705                  1007007006                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    LIMITED DOCUMENTATION               49.12                      9.75                     9.75
        122675947                  1007102575                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    STATED                              34.47                      9.75                     9.75
        122656881                  1006943474                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              30.89                     7.625                    7.625
        122922818                  1007196320                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.69                      8.75                     8.75
        122687486                  1007005067                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                27.49                     9.875                    9.875
        122863958                  1007226879                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.29                     9.125                    9.125
        122832288                  1007135161                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.97                        10                       10
        121749328                  3001549736                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                20.04                     8.225                    8.225
        122606511                  1007050550                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.55                         9                        9
        122957000                  1007233404                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.99                      7.75                     7.75
        122520389                  1006978843                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    LIMITED DOCUMENTATION               14.59                     9.875                    9.875
        122862293                  1007087032                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.56                      7.75                     7.75
        122773763                  1007092263                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.87                     11.75                    11.75
        121746824                  3001520976                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.95                       8.5                      8.5
        122881058                  1007221300                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                21.48                      8.75                     8.75
        122755408                  1007091927                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.66                      9.75                     9.75
        122702962                  1007126293                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 34.2                     12.25                    12.25
        121747150                  3001523707                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              35.64                     7.625                    7.625
        122724101                  1007137431                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.24                     8.875                    8.875
        122729596                  1007254145                    2              3/1/2006          2/6 LIBOR                4 UNIT                                                4          NON-OWNER                     P                    FULL                                45.11                     8.875                    8.875
        122647831                  1006928160                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 38.5                    10.375                   10.375
        122986638                  1007189234                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.94                       9.5                      9.5
        121309291                  1005910672                    1              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    NO INCOME NO ASSETS                     0                     6.375                    6.375
        122661323                  1006953101                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     C                    STATED                              34.94                     9.875                    9.875
        122508498                  1007212044                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               36.5                       8.5                      8.5
        122550220                  1007068826                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.73                       9.5                      9.5
        122569032                  1007245192                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              49.37                       9.5                      9.5
        122692651                  1007212390                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                15.34                      8.25                     8.25
        122910939                  1007155904                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              37.08                    10.375                   10.375
        122916000                  1007161688                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              33.16                       9.5                      9.5
        122535583                  1006918146                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.22                       7.5                      7.5
        122761103                  1007156514                    2              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              50.81                     7.375                    7.375
        122571044                  1006923914                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.19                     8.875                    8.875
        121749471                  3001550981                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 41.7                     8.875                    8.875
        122401755                  3001573058                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                28.07                      9.65                     9.65
        121748238                  3001531247                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.57                     8.375                    8.375
        122858925                  1007246463                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                27.41                      11.5                     11.5
        122600377                  1006939506                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.43                     6.875                    6.875
        122618772                  1006920902                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.38                     9.375                    9.375
        122872654                  1007204801                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.37                      8.25                     8.25
        122660423                  1006932501                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                33.46                         8                        8
        122651898                  1007177056                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                39.61                     11.25                    11.25
        122995400                  1007248253                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.63                       8.5                      8.5
        122401715                  3001572662                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.16                       8.4                      8.4
        121748236                  3001531221                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                29.84                     7.875                    7.875
        122845122                  1007093410                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.47                      9.75                     9.75
        122401686                  3001572381                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.81                     8.375                    8.375
        122647028                  1006988776                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                38.77                    11.375                   11.375
        122926076                  1007149220                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              44.51                     8.375                    8.375
        122866605                  1007122011                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.22                     9.875                    9.875
        122609009                  1006906497                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.56                     7.625                    7.625
        122860885                  1007096371                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              49.17                     8.875                    8.875
        122687182                  1007020041                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.83                      7.75                     7.75
        121725133                  3001303498                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 27.6                       6.9                      6.9
        122147891                  1007149428                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              29.25                    11.875                   11.875
        122665379                  1006994477                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.67                     8.125                    8.125
        122895949                  1007148743                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                49.15                     9.625                    9.625
        122905658                  1007195561                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.95                     8.375                    8.375
        122609509                  1006912263                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                44.44                     7.875                    7.875
        122744901                  1007119504                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                47.89                       8.5                      8.5
        122773213                  1007054289                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.24                     7.375                    7.375
        121747140                  3001523624                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                               49.3                     6.875                    6.875
        122881252                  1007214594                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.77                      8.75                     8.75
        122323107                  1007168089                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.35                     9.875                    9.875
        120768920                  1005265325                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 29.7                     7.375                     6.75
        122917395                  1007136839                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                23.58                     8.625                    8.625
        122711111                  1007111543                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.71                      9.75                     9.75
        122892980                  1007122326                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 27.4                        10                       10
        121768595                  1006139578                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                37.14                      5.75                     5.75
        122866403                  1007099128                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                42.96                     7.875                    7.875
        122851334                  1007147281                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                46.58                     8.125                    8.125
        122753123                  1007119736                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                47.41                      9.25                     9.25
        122401707                  3001572589                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   34                       9.3                      9.3
        122642163                  1006927949                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              34.17                     8.125                    8.125
        122828293                  1007093295                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                42.81                       8.5                      8.5
        122631962                  1007076076                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              30.55                      9.75                     9.75
        122890668                  1007122318                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              32.66                     9.625                    9.625
        121749546                  3001551690                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.73                         8                        8
        121746724                  3001520158                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.09                       7.5                      7.5
        121746856                  3001521289                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.82                     8.375                    8.375
        122965828                  1007189093                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.01                       9.5                      9.5
        122623538                  1006955601                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                46.94                     7.875                    7.875
        122513608                  1006962292                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                 42.7                     8.125                    8.125
        122926086                  1007149238                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              35.15                         8                        8
        121732547                  3001417264                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.84                      7.75                     7.75
        122634804                  1006981136                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.44                         9                        9
        122745356                  1007112111                    2              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     C                    STATED                              32.45                     8.875                    8.875
        122911406                  1007217167                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              21.98                    10.125                   10.125
        122931283                  1007128877                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              30.68                     8.375                    8.375
        121724751                  3001299811                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                18.86                      7.65                     7.65
        121749205                  3001548720                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.63                     7.575                    7.575
        122755104                  1007100074                    1              3/1/2006          3/1 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              37.55                      9.75                     9.75
        122652457                  1006975500                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.24                      9.75                     9.75
        122697017                  1006944522                    2              3/1/2006          5/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                48.91                     7.875                    7.875
        122401716                  3001572670                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              25.35                       9.1                      9.1
        122738574                  1007143058                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.59                    10.125                   10.125
        122714538                  1007226077                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.52                     8.875                    8.875
        122574982                  1007000118                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.52                    10.125                   10.125
        122640641                  1006901696                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                26.32                      6.75                     6.75
        122654404                  1007099482                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              38.13                      8.25                     8.25
        122711092                  1007150863                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                41.13                       7.5                      7.5
        122896602                  1007214883                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.24                    10.625                   10.625
        123031465                  1007259482                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.42                       9.5                      9.5
        121724624                  3001298565                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    FULL                                44.44                       6.5                      6.5
        121747217                  3001524192                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                 33.9                      6.95                     6.95
        121747120                  3001523509                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              22.07                      6.95                     6.95
        122485345                  1007047887                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.38                     7.375                    7.375
        122611061                  1006931529                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              32.75                       8.5                      8.5
        122525592                  1006904948                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                 45.1                     7.875                    7.875
        122690946                  1007097163                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.65                     7.175                    7.175
        122394595                  1007035387                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 37.6                      7.25                     7.25
        122620960                  1006906695                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                44.85                      7.75                     7.75
        122584142                  1006919656                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               35.3                    10.125                   10.125
        122716603                  1007132598                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.56                       8.5                      8.5
        122851018                  1007128117                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                31.13                       8.5                      8.5
        122618075                  1006915308                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              28.72                     8.875                    8.875
        122732190                  1007104043                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                38.53                         8                        8
        122452495                  1007035460                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.07                     13.25                    13.25
        122587161                  1006939050                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              49.12                     8.875                    8.875
        122606034                  1006939712                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              40.65                      8.25                     8.25
        122739628                  1007123647                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.09                     10.75                    10.75
        122840270                  1007186248                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                33.16                    11.875                   11.875
        122942981                  1007206798                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.84                    10.125                   10.125
        122703036                  1006977183                    2              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.13                      6.25                     6.25
        122815816                  1007095621                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                 40.4                     8.375                    8.375
        121749203                  3001548712                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    FULL                                26.76                       7.6                      7.6
        121732535                  3001417140                    1              3/1/2006          3/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                44.84                      7.65                     7.65
        122401702                  3001572548                    2              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              39.18                     9.875                    9.875
        122673185                  1006960189                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.98                      10.5                     10.5
        122330242                  1007003377                    2              3/1/2006          FIXED30                  CONDO UNIT                                            1          2ND HOME                      P                    STATED                              47.78                    11.125                   11.125
        122740319                  1007184946                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                24.78                       8.5                      8.5
        122401763                  3001573116                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              15.88                     9.925                    9.925
        122714274                  1007029075                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                39.58                     8.375                    8.375
        122978252                  1007228883                    1              3/1/2006          IO F30/120               PUD                                                   1          NON-OWNER                     P                    STATED                              27.25                     7.125                    7.125
        121749629                  3001552409                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.72                     7.875                    7.875
        122681343                  1007118316                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   36                     11.75                    11.75
        122788524                  1007109281                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                49.72                       7.5                      7.5
        121746976                  3001522337                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.27                     10.95                    10.95
        121748317                  3001531932                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.32                       7.5                      7.5
        122742266                  1007210931                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                18.04                     7.625                    7.625
        123001851                  1007183278                    1              3/1/2006          FIXED30                  PUD                                                   1          2ND HOME                      P                    STATED                              40.43                     7.375                    7.375
        122611069                  1006934390                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                               39.6                     7.875                    7.875
        122776522                  1007213059                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.41                     9.625                    9.625
        122725352                  1007049537                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.02                     7.875                    7.875
        121749382                  3001550221                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.09                      7.15                     7.15
        122809215                  1007230780                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.96                    10.375                   10.375
        121725492                  3001306939                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                37.72                      7.55                     7.55
        122539610                  1007101239                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.72                    13.125                   13.125
        122566661                  1006979486                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              37.83                      7.99                     7.99
        122688054                  1007102799                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                27.75                    11.875                   11.875
        122854192                  1007154246                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.33                     8.375                    8.375
        122723736                  1007177734                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                48.82                      7.75                     7.75
        122696126                  1007073669                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    LIMITED DOCUMENTATION               39.89                      7.25                     7.25
        122443918                  1007212010                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                36.73                     9.125                    9.125
        122401724                  3001572746                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.36                     9.425                    9.425
        121746987                  3001522436                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.09                     9.325                    9.325
        122527943                  1006842197                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.98                    10.375                   10.375
        120111986                  1004625297                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.86                     7.875                      7.5
        122989056                  1007248170                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              47.13                      9.75                     9.75
        122711350                  1007040585                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     N                    FULL                                31.81                     7.718                    7.718
        122905391                  1007239377                    2              3/1/2006          5/1L40/30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.59                     7.125                    7.125
        121746643                  3001519713                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          NON-OWNER                     C                    STATED                              45.43                         8                        8
        122543301                  1007018227                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                41.48                       9.5                      9.5
        122651355                  1007009473                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.79                      9.75                     9.75
        121749419                  3001550536                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.94                     7.125                    7.125
        121749245                  3001549074                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 49.8                     8.475                    8.475
        122685666                  1007084369                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.08                     9.375                    9.375
        123035625                  1007259516                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    STATED                              27.78                     10.25                    10.25
        121748262                  3001531460                    2              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                47.22                      7.99                     7.99
        122698422                  1007039918                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                43.45                      9.25                     9.25
        122579924                  1006905903                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                23.62                      7.75                     7.75
        122203309                  1006971152                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                48.03                     8.875                    8.875
        122580157                  1006897274                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                49.78                     6.875                    6.875
        120882065                  1005352362                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                30.75                     8.625                        8
        122749444                  1007071713                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   53                       8.5                      8.5
        121732588                  3001417678                    2              3/1/2006          3/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.19                     8.975                    8.975
        120792835                  1005173396                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     C                    STATED                              14.93                     8.875                    8.625
        122008276                  1007087065                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.38                        10                       10
        122315153                  1006909699                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                                 21                     8.375                    8.375
        122544243                  1006972507                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               44.8                         8                        8
        122366989                  1006945008                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                28.31                         9                        9
        122532945                  1006957888                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.38                      7.75                     7.75
        122708725                  1006984130                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.05                     10.25                    10.25
        122758834                  1007119959                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              54.01                       9.5                      9.5
        122903613                  1007216771                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              29.54                     12.75                    12.75
        122991571                  1007237405                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              35.85                    10.125                   10.125
        123039819                  1007237637                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    STATED                              44.13                       8.5                      8.5
        122462411                  1006985756                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.65                         8                        8
        122715847                  1007256975                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.35                     7.875                    7.875
        122832283                  1007241779                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.48                     9.375                    9.375
        122602358                  1007036724                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              15.41                      9.25                     9.25
        122745600                  1007191016                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.34                      9.25                     9.25
        122593988                  1007101569                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                31.24                         9                        9
        122851557                  1007147299                    2              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                29.48                       7.5                      7.5
        122625426                  1007000639                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.33                     7.875                    7.875
        122609905                  1006939886                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.84                     7.375                    7.375
        122682023                  1007046723                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.28                       9.5                      9.5
        122820970                  1007171828                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.15                      8.25                     8.25
        122643689                  1007050758                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.98                     9.875                    9.875
        122709488                  1007025743                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.53                     7.625                    7.625
        122651711                  1007019332                    2              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.36                     6.875                    6.875
        122405609                  3001582448                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                22.62                       7.5                      7.5
        122401684                  3001572365                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                   43                      8.25                     8.25
        122727555                  1007049552                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                34.57                       9.5                      9.5
        122709009                  1006998072                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                28.34                      8.25                     8.25
        122897003                  1007181405                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.51                    11.625                   11.625
        123010208                  1007234139                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.03                     9.875                    9.875
        123028752                  1007248717                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.18                      7.75                     7.75
        122669048                  1007096991                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.27                     9.375                    9.375
        122822190                  1007127648                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.19                     9.125                    9.125
        122584215                  1007101486                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                43.03                    12.125                   12.125
        122700320                  1006995268                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                49.87                     7.875                    7.875
        121749412                  3001550460                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                               42.1                       9.9                      9.9
        122845719                  1007127986                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                36.29                      8.25                     8.25
        122573986                  1006979601                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                16.93                         7                        7
        122827124                  1007086810                    2              3/1/2006          FIXED15                  PUD                                                   1          OWNER OCC                     P                    FULL                                47.31                      9.25                     9.25
        122398855                  3001558299                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.88                      5.75                     5.75
        122872259                  1007257700                    1              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                                 36                     8.125                    8.125
        122166460                  1007051657                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                26.19                      9.25                     9.25
        121749183                  3001548555                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.08                       8.4                      8.4
        122708898                  1007020629                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              28.37                     8.375                    8.375
        122944972                  1007182387                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                21.47                      8.75                     8.75
        122965963                  1007250424                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.83                       9.5                      9.5
        122719042                  1007150962                    1              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.91                       7.5                      7.5
        121746930                  3001521891                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                 36.4                     5.875                    5.875
        121749185                  3001548563                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.83                      8.55                     8.55
        122681220                  1007111105                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.28                     8.375                    8.375
        122947345                  1007258641                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                               25.5                      9.75                     9.75
        122789071                  1007092479                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                48.75                      7.75                     7.75
        120419224                  1004980791                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.65                     8.125                    7.875
        122704805                  1007058306                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.47                      8.25                     8.25
        122446876                  1006904096                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              27.13                         9                        9
        122548090                  1006938128                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.35                         8                        8
        122611036                  1006951444                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.81                     9.375                    9.375
        122631718                  1007018979                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               40.4                     7.875                    7.875
        122836856                  1007193152                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.83                     8.625                    8.625
        122860720                  1007096363                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.83                     9.375                    9.375
        122648834                  1007157355                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                28.69                     9.125                    9.125
        122022827                  1006991861                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                45.03                     8.875                    8.875
        122686043                  1007070202                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.04                     11.75                    11.75
        122724107                  1007020892                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.73                        11                       11
        121748270                  3001531544                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.48                     7.875                    7.875
        121746817                  3001520919                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                21.63                      7.43                     7.43
        122667978                  1007079369                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                45.38                       7.5                      7.5
        122697997                  1007013012                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.02                      7.75                     7.75
        122616872                  1006974115                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.15                     7.375                    7.375
        121749444                  3001550742                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              32.01                       7.7                      7.7
        122744999                  1007143215                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              21.76                        10                       10
        122760849                  1007217886                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              29.88                     10.75                    10.75
        122634169                  1006940918                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              44.31                        11                       11
        122527794                  1006917916                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 43.6                      8.75                     8.75
        121748205                  3001530983                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.83                     7.125                    7.125
        121740546                  3001469935                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.17                       7.1                      7.1
        122638725                  1006921660                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                 50.9                     7.375                    7.375
        121725231                  3001304413                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                37.42                       6.3                      6.3
        122676322                  1007084229                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 18.5                    10.625                   10.625
        122550507                  1006979197                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.97                         9                        9
        122566496                  1007101403                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.16                     7.925                    7.925
        122604021                  1006947574                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.49                     9.875                    9.875
        122708566                  1007084740                    1              3/1/2006          3/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.88                     7.875                    7.875
        122729466                  1007132747                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.32                     7.375                    7.375
        120090542                  1004612576                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   50                     7.625                        7
        122612381                  1006980492                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.15                     7.875                    7.875
        122872731                  1007122128                    2              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.19                     9.125                    9.125
        122673219                  1007102542                    2              3/1/2006          FIXED30                  2 UNIT                                                2          OWNER OCC                     C                    FULL                                39.56                     8.625                    8.625
        122401775                  3001573231                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.03                      8.55                     8.55
        121908460                  1006415275                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.89                     7.875                    7.875
        122840695                  1007193244                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.13                     8.375                    8.375
        122850102                  1007172537                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          2ND HOME                      P                    FULL                                52.41                     8.875                    8.875
        122640207                  1006988586                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.95                     8.125                    8.125
        122543357                  1007056003                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                49.47                         8                        8
        122654013                  1006989006                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                45.72                     6.875                    6.875
        123041298                  1007249244                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                25.98                    10.125                   10.125
        122715870                  1007073933                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                37.66                        11                       11
        122822095                  1007192816                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              36.97                       8.5                      8.5
        122401750                  3001573009                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               37.8                     8.975                    8.975
        122401762                  3001573108                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.28                     9.675                    9.675
        122728393                  1007061276                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              30.59                     6.875                    6.875
        122651379                  1006894768                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.85                     7.625                    7.625
        122748842                  1007026253                    1              3/1/2006          FIXED40/30               PUD                                                   1          OWNER OCC                     P                    STATED                              45.17                      7.75                     7.75
        122624171                  1007054875                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.01                      9.29                     9.29
        122485346                  1007149626                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              49.91                     8.875                    8.875
        122763896                  1007133372                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                39.98                     10.25                    10.25
        122615435                  1006931628                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              29.85                     7.375                    7.375
        122758934                  1007201203                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.78                     8.375                    8.375
        122773157                  1007170879                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.23                       7.5                      7.5
        122680756                  1007067265                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              42.09                         7                        7
        121749592                  3001552102                    1              3/1/2006          40/30                    SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   39                      7.15                     7.15
        122896592                  1007187469                    1              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.67                     8.375                    8.375
        122649170                  1006907248                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                   48                      8.25                     8.25
        122589836                  1007036500                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.08                     10.75                    10.75
        122711332                  1006984213                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              38.46                       6.5                      6.5
        122772414                  1007116435                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.98                       8.7                      8.7
        122833971                  1007226630                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.27                    11.125                   11.125
        122806845                  1007127481                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 37.4                      9.75                     9.75
        121764560                  3001274145                    2              3/1/2006          FIXED30                  2 UNIT                                                2          NON-OWNER                     P                    STATED                              34.48                     7.375                    7.375
        122966672                  1007237223                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     N                    STATED                               32.6                       9.5                      9.5
        121746933                  3001521925                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                               35.9                     6.475                    6.475
        122582672                  1006914913                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                38.72                     8.375                    8.375
        122932914                  1007196684                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.79                    10.375                   10.375
        122841107                  1007203076                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.57                     9.625                    9.625
        122914976                  1007219403                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.01                       9.5                      9.5
        122701967                  1007076811                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.59                     9.375                    9.375
        122593527                  1006973455                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                35.31                      8.25                     8.25
        122848469                  1007114141                    1              3/1/2006          FIXED30                  TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                43.39                      7.75                     7.75
        122779346                  1007170994                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 47.2                         7                        7
        121749492                  3001551153                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 42.3                      9.15                     9.15
        122860817                  1007193988                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.49                     11.75                    11.75
        122947965                  1007206996                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.58                      8.25                     8.25
        122614375                  1006899890                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                35.31                      8.25                     8.25
        122562889                  1006930836                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     P                    STATED                              32.29                     9.625                    9.625
        121714844                  1006533945                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                33.96                     12.25                    12.25
        122583904                  1007048158                    1              3/1/2006          2/6 LIBOR                4 UNIT                                                4          NON-OWNER                     C                    STATED                              32.08                      9.25                     9.25
        122823213                  1007249764                    2              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              45.35                     9.875                    9.875
        122463647                  1006945313                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.47                      8.75                     8.75
        122567220                  1006923856                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.42                        10                       10
        122625761                  1007117904                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                29.04                     8.625                    8.625
        122675970                  1007019845                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.12                      8.75                     8.75
        122730884                  1007049636                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.67                     8.125                    8.125
        122735745                  1007094764                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              21.42                     9.375                    9.375
        122603319                  1007007915                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                46.67                      7.25                     7.25
        122446156                  1006916538                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.01                     9.625                    9.625
        122656655                  1006994147                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.01                     7.875                    7.875
        122749810                  1007065442                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                32.11                     7.875                    7.875
        122362659                  1006978058                    1              3/1/2006          IO 2/6 LIB               HIGH RISE CONDO                                       1          OWNER OCC                     P                    FULL                                38.42                     8.625                    8.625
        122663543                  1007016155                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.63                         7                        7
        122690335                  1006983553                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              40.23                     8.625                    8.625
        122589878                  1006894321                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.02                     8.625                    8.625
        121724908                  3001301344                    2              3/1/2006          FIXED30                  PUD                                                   1          NON-OWNER                     P                    FULL                                47.88                       7.3                      7.3
        121724910                  3001301369                    1              3/1/2006          FIXED30                  PUD                                                   1          NON-OWNER                     P                    FULL                                47.88                       7.3                      7.3
        121724912                  3001301385                    1              3/1/2006          FIXED30                  PUD                                                   1          NON-OWNER                     P                    FULL                                47.88                       7.3                      7.3
        121747299                  3001524929                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.97                       9.3                      9.3
        122848102                  1007147117                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.99                     8.875                    8.875
        121741209                  3001472095                    1              3/1/2006          IOFIXED30                PUD                                                   1          OWNER OCC                     P                    FULL                                43.21                      6.25                     6.25
        122803774                  1007051608                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.73                     8.625                    8.625
        122632784                  1006955783                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.99                         9                        9
        122713858                  1007002452                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               40.8                         7                        7
        121676024                  1006085243                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    NO RATIO                                0                     6.375                    6.375
        122559843                  1006963118                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              49.11                     9.375                    9.375
        122871323                  1007194275                    1              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.09                      7.75                     7.75
        122746329                  1006995854                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.74                     7.625                    7.625
        122376890                  1007139742                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.08                       7.5                      7.5
        121746767                  3001520505                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               35.6                      7.85                     7.85
        121724802                  3001300304                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 37.6                      7.85                     7.85
        122497636                  1006945537                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    LIMITED DOCUMENTATION               19.49                         9                        9
        122646297                  1007079187                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.12                     8.125                    8.125
        122816973                  1007075128                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.29                    12.125                   12.125
        123040402                  1007251117                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    STATED                              40.77                      7.75                     7.75
        122713734                  1007150897                    1              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                48.95                     6.875                    6.875
        122909050                  1007195744                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.95                     8.625                    8.625
        122543558                  1006918328                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                46.61                       7.5                      7.5
        122604267                  1006964546                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      C                    STATED                              42.42                      8.05                     8.05
        122629088                  1007131921                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                22.74                     8.375                    8.375
        122522231                  1006954372                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.63                     8.375                    8.375
        121748208                  3001531015                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.57                         7                        7
        122448584                  1007045683                    1              3/1/2006          IO 2/6 LIB               HIGH RISE CONDO                                       1          OWNER OCC                     P                    STATED                              34.37                     8.375                    8.375
        121747320                  3001525090                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.48                      6.55                     6.55
        122693296                  1007076654                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.26                     8.375                    8.375
        122771147                  1007201542                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.18                     8.125                    8.125
        121746961                  3001522196                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              28.79                       6.6                      6.6
        121747040                  3001522873                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                40.62                       9.5                      9.5
        122652561                  1007094020                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              46.27                     9.375                    9.375
        122805749                  1007145285                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.13                      7.25                     7.25
        123001494                  1007198268                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              42.68                       9.5                      9.5
        122969796                  1007258864                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              39.47                       8.5                      8.5
        122883213                  1007187188                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                24.23                     8.125                    8.125
        122704700                  1006977225                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.79                     9.875                    9.875
        123072719                  1007259631                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.47                       9.5                      9.5
        122764251                  1006998775                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.73                      7.25                     7.25
        122657345                  1007009812                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     C                    STATED                              35.21                     9.625                    9.625
        122631616                  1007141219                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.26                     9.875                    9.875
        121732514                  3001416936                    2              3/1/2006          3/6 LIB                  PUD                                                   1          OWNER OCC                     C                    FULL                                 48.1                      7.65                     7.65
        122712778                  1007058546                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.76                       8.5                      8.5
        122570713                  1007056144                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.27                      9.25                     9.25
        122827621                  1007193004                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                24.96                       8.5                      8.5
        122508871                  1006978702                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              38.25                       7.5                      7.5
        122734531                  1007045113                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                37.42                       7.5                      7.5
        122964827                  1007189077                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                   44                     8.125                    8.125
        121749567                  3001551872                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                33.99                       7.1                      7.1
        122649661                  1007037979                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                                 35                         7                        7
        122684895                  1007039215                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     P                    STATED                              33.45                     8.125                    8.125
        122464984                  1007093667                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.04                        10                       10
        122910745                  1007139536                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   29                      9.75                     9.75
        122827973                  1007134974                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                 32.5                     7.375                    7.375
        122698172                  1007115635                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                46.62                         8                        8
        122606372                  1007101676                    2              3/1/2006          3/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     C                    STATED                              46.59                     9.875                    9.875
        122712184                  1007053232                    1              3/1/2006          5/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                49.84                     6.875                    6.875
        122585250                  1007018441                    1              3/1/2006          FIXED20                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.01                      6.75                     6.75
        122751758                  1007085705                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 46.8                      8.25                     8.25
        122775592                  1007144023                    1              3/1/2006          FIXED30                  2 UNIT                                                2          OWNER OCC                     C                    FULL                                37.45                         8                        8
        122864430                  1007172842                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                25.18                      7.25                     7.25
        121676065                  1006085656                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.36                         6                        6
        122923021                  1007232752                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                49.98                     9.875                    9.875
        122581937                  1007023284                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              46.69                     7.375                    7.375
        122662509                  1006967432                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              49.75                      7.75                     7.75
        122536603                  1006937807                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                25.88                        10                       10
        122799813                  1007213281                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              38.52                       9.5                      9.5
        122851888                  1007154147                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.26                     7.875                    7.875
        122545057                  1007022864                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.13                      8.25                     8.25
        122618803                  1006931693                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.29                       8.5                      8.5
        122559195                  1007117763                    1              3/1/2006          FIXED15                  2 UNIT                                                2          NON-OWNER                     C                    STATED                              34.47                      9.75                     9.75
        122640978                  1006966442                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                26.67                     8.975                    8.975
        121746893                  3001521610                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.24                      8.38                     8.38
        122401733                  3001572837                    2              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.46                       8.4                      8.4
        121749301                  3001549512                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                25.73                      8.95                     8.95
        122401770                  3001573181                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.66                     8.875                    8.875
        122633578                  1006940900                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                47.36                       9.5                      9.5
        122923984                  1007215377                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              47.58                      10.5                     10.5
        122731678                  1007064593                    1              3/1/2006          IO5/1LIB45               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.69                     6.125                    6.125
        122580228                  1007003948                    2              3/1/2006          FIXED30                  PUD                                                   1          NON-OWNER                     P                    FULL                                43.89                     9.375                    9.375
        122401709                  3001572605                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.56                      8.45                     8.45
        123070990                  1007245069                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.03                      8.25                     8.25
        122563959                  1006952699                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     N                    FULL                                26.02                         8                        8
        122749855                  1007098120                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.62                     7.125                    7.125
        122563952                  1007249434                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              48.51                      7.75                     7.75
        122577513                  1006902975                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.34                      7.75                     7.75
        122228621                  1006915837                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              35.02                        12                       12
        122581790                  1007149832                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              25.93                     10.75                    10.75
        122510012                  1007082967                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                28.56                       9.5                      9.5
        122589501                  1007036476                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.08                     9.125                    9.125
        122634348                  1006948507                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.52                      9.75                     9.75
        122723786                  1007014440                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                44.83                     8.375                    8.375
        122434517                  1007125543                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                38.57                     7.625                    7.625
        123036517                  1007248949                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              29.66                     9.875                    9.875
        122613314                  1006899874                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                32.49                      8.25                     8.25
        122679056                  1007076522                    1              3/1/2006          2/6LI40/30               TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                29.12                      7.25                     7.25
        122883859                  1007108150                    1              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.97                         8                        8
        121749609                  3001552227                    2              3/1/2006          3/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 47.5                     7.475                    7.475
        122624913                  1006921090                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 39.6                     7.875                    7.875
        121749246                  3001549082                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.25                       7.6                      7.6
        122596425                  1006931313                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                34.95                       9.5                      9.5
        122661387                  1007229998                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.08                      9.25                     9.25
        122863597                  1007093543                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.68                       9.5                      9.5
        122758111                  1007085804                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.61                     9.875                    9.875
        121727554                  3001316748                    1              3/1/2006          IO 3/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                17.39                         6                        6
        121747243                  3001524432                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    STATED                              48.39                     7.725                    7.725
        122465341                  1007114851                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                32.53                      7.75                     7.75
        121768642                  1006140030                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              41.17                     6.875                    6.875
        122826531                  1007086778                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.46                       8.5                      8.5
        121747305                  3001524986                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                51.57                     8.725                    8.725
        122868663                  1007114414                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.98                     7.375                    7.375
        122634994                  1007122938                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              29.81                    11.625                   11.625
        122788424                  1007116609                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              39.72                    10.875                   10.875
        122646559                  1006921843                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.93                       8.5                      8.5
        122587456                  1006947137                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.53                     8.125                    8.125
        122667214                  1007087586                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.92                       7.5                      7.5
        121749602                  3001552185                    1              3/1/2006          3/6LIB40/30              PUD                                                   1          OWNER OCC                     P                    FULL                                38.27                     7.175                    7.175
        122760800                  1007201286                    1              3/1/2006          2/6P LIBOR               CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                22.25                     8.625                    8.625
        120852124                  1005330418                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.62                     9.625                        7
        122470664                  1006936460                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.96                     7.125                    7.125
        122615068                  1006955395                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 47.9                     8.375                    8.375
        122632278                  1007000753                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                 38.1                     6.375                    6.375
        122670142                  1006976250                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              54.01                     8.875                    8.875
        122762639                  1007220807                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.63                     8.375                    8.375
        122573431                  1006946782                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                46.25                     7.875                    7.875
        122649246                  1006929325                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.29                      8.75                     8.75
        122673334                  1006989865                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.81                     9.125                    9.125
        122695763                  1007166125                    1              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                49.12                      9.75                     9.75
        122788633                  1007185489                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                30.84                     7.875                    7.875
        122689081                  1006976888                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.45                      9.75                     9.75
        122580881                  1007023243                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                 49.6                      11.5                     11.5
        122749386                  1007042953                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                41.13                         8                        8
        122679045                  1006976474                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 45.8                       9.5                      9.5
        121749038                  3001535081                    2              3/1/2006          2/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.55                      6.99                     6.99
        122936950                  1007206699                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.05                     11.25                    11.25
        121725453                  3001306558                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                26.53                      8.85                     8.85
        122755447                  1007071820                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                42.35                        11                       11
        122781534                  1007133828                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.85                     10.25                    10.25
        122816991                  1007153180                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     N                    FULL                                46.61                       8.5                      8.5
        122849522                  1007231267                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.93                     9.625                    9.625
        122964896                  1007227828                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     C                    STATED                              47.48                      10.5                     10.5
        121749188                  3001548597                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                49.98                       6.8                      6.8
        121746810                  3001520844                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                18.07                      7.25                     7.25
        121747154                  3001523731                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     N                    FULL                                28.93                      7.55                     7.55
        122718873                  1007091323                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              29.41                     7.875                    7.875
        122322991                  1007022435                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.97                         8                        8
        122798577                  1007106162                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                42.72                     9.875                    9.875
        121747071                  3001523137                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.93                      6.99                     6.99
        121749513                  3001551369                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                20.36                      6.85                     6.85
        122401736                  3001572860                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.84                      9.25                     9.25
        122772389                  1007245747                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                22.27                     8.875                    8.875
        122565103                  1006896946                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                38.27                     8.375                    8.375
        122594075                  1007149899                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     N                    FULL                                36.81                         7                        7
        121747264                  3001524622                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.77                       7.4                      7.4
        122922529                  1007250093                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.63                         9                        9
        122795316                  1007124322                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.75                     6.875                    6.875
        121676196                  1006086951                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.32                     5.875                    5.875
        122401681                  3001572332                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.84                       9.1                      9.1
        121746850                  3001521230                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    FULL                                46.11                       6.8                      6.8
        122568018                  1006905663                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                36.84                         9                        9
        122651602                  1006981821                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                49.71                      9.25                     9.25
        122292374                  1007068362                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 31.2                    10.125                   10.125
        121725494                  3001306954                    1              3/1/2006          FIXED30                  PUD                                                   1          NON-OWNER                     C                    FULL                                42.45                      7.55                     7.55
        121749459                  3001550882                    2              3/1/2006          2/6 LIBOR                4 UNIT                                                4          OWNER OCC                     P                    FULL                                40.47                      8.65                     8.65
        122651166                  1006912859                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.05                       8.5                      8.5
        122553511                  1006962953                    1              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.95                     7.375                    7.375
        122620219                  1006955510                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.38                     9.625                    9.625
        122732097                  1007042193                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.77                      8.25                     8.25
        122798189                  1007144924                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                                 35                       7.5                      7.5
        121749598                  3001552144                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.69                      8.49                     8.49
        122401711                  3001572621                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                31.91                     8.875                    8.875
        122841689                  1007114042                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     P                    STATED                              36.07                       9.5                      9.5
        122729566                  1007032772                    2              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                22.42                     7.875                    7.875
        122435365                  1006760464                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                49.48                     8.125                    8.125
        122546203                  1007027327                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.03                     8.875                    8.875
        122626185                  1006921157                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                47.42                         7                        7
        122627327                  1006927725                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.42                     9.875                    9.875
        122671182                  1007019720                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     C                    FULL                                 25.6                      8.75                     8.75
        122710549                  1006995466                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.55                     6.625                    6.625
        122880602                  1007235870                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.56                      7.75                     7.75
        122891844                  1007139114                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               46.3                      9.75                     9.75
        122927833                  1007173998                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                44.36                       9.5                      9.5
        122978916                  1007228982                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.46                     8.875                    8.875
        122727258                  1007126459                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               47.4                      7.75                     7.75
        122860456                  1007160250                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                37.03                     9.625                    9.625
        122401697                  3001572498                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                39.63                     8.675                    8.675
        122401731                  3001572811                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   45                     8.225                    8.225
        121749484                  3001551088                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.31                       8.9                      8.9
        122577966                  1007023193                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                49.98                     12.25                    12.25
        122554018                  1006938201                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                54.22                     9.375                    9.375
        121749586                  3001552045                    1              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                48.73                      7.05                     7.05
        121746813                  3001520877                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.14                      8.79                     8.79
        122856997                  1007238882                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.11                     8.375                    8.375
        122575370                  1006979676                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                 42.5                      8.75                     8.75
        121747174                  3001523863                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.74                      8.35                     8.35
        122609446                  1006927451                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.04                         8                        8
        122729357                  1007075326                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                28.91                         8                        8
        122941812                  1007136979                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                42.45                      7.99                     7.99
        121747261                  3001524598                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 49.3                      6.05                     6.05
        121748256                  3001531403                    1              3/1/2006          IOFIXED30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.32                     7.375                    7.375
        122712863                  1006984262                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.37                     9.875                    9.875
        122401696                  3001572480                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                28.87                       9.2                      9.2
        122927581                  1007219569                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    STATED                              35.23                     9.875                    9.875
        120043311                  1004502272                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                35.12                       7.5                    6.875
        122701606                  1007013152                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    STATED                              44.72                      7.75                     7.75
        122709298                  1007073859                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.09                     8.375                    8.375
        122655069                  1006982027                    1              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.54                      7.25                     7.25
        121749555                  3001551773                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.28                       8.9                      8.9
        122658111                  1006984650                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.07                     7.625                    7.625
        122643166                  1006907123                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.02                       7.5                      7.5
        122676803                  1007012071                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                35.36                     7.875                    7.875
        122703350                  1007190448                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.67                         9                        9
        122640293                  1007037706                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.63                       8.5                      8.5
        122574141                  1007237835                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              48.82                       8.5                      8.5
        122684585                  1007039199                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.74                      9.25                     9.25
        122804034                  1007100314                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.08                     8.625                    8.625
        121700233                  1006058554                    1              3/1/2006          FIXED30                  2 UNIT                                                2          NON-OWNER                     C                    STATED                              35.76                     6.125                    6.125
        121747043                  3001522899                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                34.14                     7.625                    7.625
        121749345                  3001549884                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                 34.8                       9.6                      9.6
        122453074                  1006895534                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              42.57                      8.25                     8.25
        122783799                  1007033739                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                41.16                     8.125                    8.125
        122700588                  1006969198                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.35                      8.25                     8.25
        121557951                  3001238058                    2              3/1/2006          FIXED30                  2 UNIT                                                2          NON-OWNER                     P                    NO RATIO                                0                      6.75                     6.75
        122721166                  1007016536                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          2ND HOME                      P                    NO INCOME NO ASSETS                     0                       7.5                      7.5
        122595163                  1006987430                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                30.43                      8.75                     8.75
        122694182                  1007099714                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               38.96                     7.625                    7.625
        122753215                  1007077504                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 42.2                     8.875                    8.875
        122604436                  1006899767                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.65                      8.25                     8.25
        122683752                  1007217571                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.17                     7.625                    7.625
        122814631                  1007134594                    2              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                               47.2                      9.75                     9.75
        122836424                  1007159682                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              29.03                     8.375                    8.375
        122775250                  1007166414                    2              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.58                     7.375                    7.375
        122443381                  1006961484                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.77                     7.375                    7.375
        122525682                  1006917825                    1              3/1/2006          IO 2/6 LIB               HIGH RISE CONDO                                       1          OWNER OCC                     P                    STATED                              39.25                     9.125                    9.125
        121747241                  3001524416                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                53.61                      6.55                     6.55
        121747205                  3001524119                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.23                       9.6                      9.6
        121732501                  3001416811                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                47.16                      7.95                     7.95
        122642131                  1006941346                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                   32                      6.25                     6.25
        122401689                  3001572415                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.85                      9.65                     9.65
        122571676                  1007000084                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    LIMITED DOCUMENTATION               33.46                     8.125                    8.125
        122676417                  1007001496                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                40.31                     9.125                    9.125
        122631533                  1006988289                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.31                         7                        7
        122719885                  1007051541                    2              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                28.07                     8.125                    8.125
        122649384                  1007083890                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.34                      9.65                     9.65
        122725755                  1007099979                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.04                     9.375                    9.375
        122783777                  1007216581                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.77                     9.875                    9.875
        122848646                  1007107681                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.54                     9.375                    9.375
        122882413                  1007224015                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.39                         9                        9
        122442981                  1007125576                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              38.33                     8.625                    8.625
        121747055                  3001522998                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                 48.7                      6.75                     6.75
        122672778                  1007024902                    1              3/1/2006          3/6LI40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                35.98                     6.625                    6.625
        122601935                  1006915142                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.49                       7.5                      7.5
        122707948                  1006977266                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              42.75                     9.625                    9.625
        122508116                  1007110511                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   48                        10                       10
        122668971                  1007073347                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.93                      8.25                     8.25
        122922186                  1007243049                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.98                         9                        9
        122282879                  1006892358                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.23                         9                        9
        122594224                  1007048190                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.65                     9.875                    9.875
        122603140                  1006920423                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.45                     8.875                    8.875
        122686236                  1007212374                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.78                      12.5                     12.5
        122776949                  1007137902                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              34.42                     10.25                    10.25
        122998292                  1007209354                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              50.66                    11.625                   11.625
        122958633                  1007216037                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     N                    STATED                              23.45                       9.5                      9.5
        121746744                  3001520315                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.74                       6.5                      6.5
        122761331                  1007065673                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                34.46                     9.375                    9.375
        122529429                  1006834335                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              31.25                       9.5                      9.5
        122706832                  1007058389                    1              3/1/2006          3/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.58                     6.875                    6.875
        122669078                  1006976193                    2              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.84                     7.125                    7.125
        122639516                  1007096033                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              32.14                     10.75                    10.75
        121747052                  3001522972                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              49.05                        10                       10
        122404725                  3001561889                    2              3/1/2006          FIXED15                  PUD                                                   1          OWNER OCC                     P                    STATED                              27.41                     7.875                    7.875
        122460731                  1007199423                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          2ND HOME                      P                    FULL                                45.87                      7.75                     7.75
        122853766                  1007086984                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.83                     8.125                    8.125
        122883412                  1007136532                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                19.64                      8.75                     8.75
        122679927                  1007048877                    2              3/1/2006          IO 5/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                32.16                     7.625                    7.625
        122978158                  1007228131                    1              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              25.94                       7.5                      7.5
        121749626                  3001552375                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                49.94                     9.925                    9.925
        121746796                  3001520711                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              43.02                         9                        9
        122676435                  1007019852                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                48.85                     9.875                    9.875
        122492823                  1006999575                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                13.49                     8.375                    8.375
        123010779                  1007240409                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.05                     9.625                    9.625
        122698134                  1007039884                    1              3/1/2006          IO 5/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                49.79                      7.25                     7.25
        122401754                  3001573041                    1              3/1/2006          IO 3/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                49.53                      7.75                     7.75
        122680522                  1006976557                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              35.38                       7.5                      7.5
        122574890                  1006952707                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              31.97                       8.5                      8.5
        122648478                  1006975369                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                21.11                      6.75                     6.75
        122709886                  1007096108                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.92                    10.625                   10.625
        122749926                  1007185109                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.69                      7.75                     7.75
        122939418                  1007182288                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.63                         9                        9
        122991464                  1007189242                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.87                      9.75                     9.75
        122642879                  1006955932                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.36                     6.875                    6.875
        122575419                  1006911620                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.98                         7                        7
        122631130                  1006951725                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                48.27                         9                        9
        122594280                  1006992976                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                36.83                     9.875                    9.875
        122611875                  1007018698                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.59                         9                        9
        122544651                  1006979098                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                37.44                    10.625                   10.625
        122736642                  1007104274                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.38                         8                        8
        122988968                  1007209230                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                45.53                    10.375                   10.375
        122642682                  1006997231                    2              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                47.53                      6.75                     6.75
        122663589                  1007069766                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.55                       9.5                      9.5
        122702965                  1007132408                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     C                    FULL                                34.91                     8.875                    8.875
        122852994                  1007242041                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.24                      7.25                     7.25
        122946555                  1007206897                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               40.1                     8.125                    8.125
        122687233                  1007076613                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                               42.3                     8.575                    8.575
        122619955                  1006965006                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                40.12                         9                        9
        122467451                  1007087198                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.75                      7.75                     7.75
        122097870                  1006409054                    1              3/1/2006          IO 5/6 LIB               CONDO UNIT                                            1          2ND HOME                      P                    STATED                              39.02                     7.375                    7.375
        122398137                  1006898587                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.12                     8.125                    8.125
        122492771                  1007140625                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.08                     10.75                    10.75
        122452326                  1006922833                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                42.47                      8.75                     8.75
        122739930                  1007065103                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                39.73                      7.25                     7.25
        121747301                  3001524945                    2              3/1/2006          FIXED20                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.26                      6.35                     6.35
        122832683                  1007166778                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    STATED                              23.54                         7                        7
        122406408                  3001588817                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.65                      5.99                     5.99
        122616699                  1007090473                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                30.69                     11.75                    11.75
        122704454                  1006969289                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              45.09                     7.875                    7.875
        122712519                  1007123407                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              38.21                     8.625                    8.625
        122753347                  1007143405                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.66                         9                        9
        122664585                  1007108549                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.44                      8.75                     8.75
        122687853                  1007031790                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              30.41                      7.75                     7.75
        122383567                  1007110453                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                37.52                     12.25                    12.25
        122743694                  1007115999                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.77                     8.875                    8.875
        122632240                  1006965485                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.85                         8                        8
        122784456                  1007105693                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.65                     12.25                    12.25
        122944054                  1007174244                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              45.75                     9.875                    9.875
        122698313                  1007097239                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.69                     9.125                    9.125
        121732510                  3001416894                    2              3/1/2006          3/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              28.85                     8.975                    8.975
        121746831                  3001521040                    2              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.28                      7.99                     7.99
        122773773                  1007105354                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                28.63                    11.375                   11.375
        122788906                  1007113051                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.46                     10.99                    10.99
        122808597                  1007163973                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              24.76                     11.75                    11.75
        122690276                  1007012733                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.94                       7.3                      7.3
        121746792                  3001520687                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                   36                      7.48                     7.48
        122449577                  1006992182                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              54.88                     9.375                    9.375
        122821019                  1007254566                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                               38.7                     9.125                    9.125
        122861740                  1007147745                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.42                     7.875                    7.875
        123084484                  1007259656                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                46.37                      8.75                     8.75
        122620970                  1007245267                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.95                     12.75                    12.75
        122491392                  1006917130                    1              3/1/2006          3/1 ARM                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.22                     7.875                    7.875
        121747965                  3001528961                    1              3/1/2006          IO 5/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                49.98                      6.75                     6.75
        122840772                  1007130741                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                25.57                      7.25                     7.25
        121749224                  3001548878                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                   29                       7.6                      7.6
        122665403                  1007237942                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              36.37                     6.625                    6.625
        122641156                  1006966467                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                34.57                    10.875                   10.875
        122774406                  1007066010                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                25.05                     8.875                    8.875
        122673109                  1007024910                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                              44.84                     7.375                    7.375
        121746729                  3001520190                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.56                       9.1                      9.1
        121746874                  3001521453                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   53                      6.83                     6.83
        121749494                  3001551179                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              49.85                      7.55                     7.55
        121747291                  3001524846                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.96                       6.8                      6.8
        122401688                  3001572407                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.36                       7.9                      7.9
        122401779                  3001573272                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.14                     8.025                    8.025
        121747137                  3001523590                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.71                     9.425                    9.425
        122704232                  1007058280                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.46                     7.965                    7.965
        121746938                  3001521974                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                 53.6                      6.25                     6.25
        122401761                  3001573090                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.88                      7.85                     7.85
        122839024                  1007050261                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              42.94                         9                        9
        122987947                  1007244146                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 44.7                     8.875                    8.875
        122392656                  1007035361                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              16.72                       9.5                      9.5
        122711577                  1007111568                    2              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              12.85                     8.375                    8.375
        121747293                  3001524861                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.16                      6.65                     6.65
        122464322                  1006900573                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.07                     9.875                    9.875
        122623773                  1007030826                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.53                      7.75                     7.75
        122669569                  1007150277                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.61                     7.375                    7.375
        121746979                  3001522360                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                44.06                      8.55                     8.55
        122904876                  1007205865                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                24.34                    11.625                   11.625
        121737492                  3001433121                    1              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          2ND HOME                      N                    FULL                                21.52                     6.125                    6.125
        122859752                  1007180274                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                53.66                     7.875                    7.875
        121749048                  3001535164                    1              3/1/2006          FIXED30                  3 UNIT                                                3          OWNER OCC                     C                    FULL                                 48.8                     6.625                    6.625
        122772207                  1007105297                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              38.01                     9.125                    9.125
        122799515                  1007145046                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                42.02                       9.5                      9.5
        122598412                  1006891780                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              41.69                      9.75                     9.75
        122646609                  1006932097                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                               39.9                         8                        8
        121749467                  3001550940                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                46.36                      7.15                     7.15
        120079868                  1004645105                    2              3/1/2006          IO 2/6 LIB               HIGH RISE CONDO                                       1          OWNER OCC                     C                    FULL                                44.36                     8.375                        8
        122834467                  1007221037                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.61                    11.875                   11.875
        122821069                  1007113747                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.77                        10                       10
        122849090                  1007147182                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.54                      8.25                     8.25
        122655163                  1006989105                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.36                      7.99                     7.99
        122673966                  1006944274                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                23.01                       8.5                      8.5
        122588581                  1007075847                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.39                     8.875                    8.875
        122592240                  1007184227                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.97                         7                        7
        122611995                  1006987877                    1              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     C                    FULL                                31.03                         9                        9
        122634136                  1007131954                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     C                    STATED                              29.69                     8.375                    8.375
        122735679                  1007085390                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.81                    10.125                   10.125
        122761132                  1007137779                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                19.41                      9.75                     9.75
        122582476                  1007023318                    1              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                40.66                       8.5                      8.5
        122400656                  3001567746                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    NO INCOME NO ASSETS                     0                      7.95                     7.95
        122713075                  1007053240                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                43.63                       7.5                      7.5
        122059841                  1006985376                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                49.94                      7.75                     7.75
        122708764                  1006998064                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.84                     8.375                    8.375
        122516881                  1007035742                    1              3/1/2006          2/6P LIBOR               PUD                                                   1          OWNER OCC                     C                    STATED                              36.95                    11.375                   11.375
        121747983                  3001529092                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.21                     7.625                    7.625
        122750180                  1007074253                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   38                    10.125                   10.125
        122778163                  1007050188                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                18.37                      8.25                     8.25
        122988971                  1007209248                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                 39.2                      9.75                     9.75
        121749310                  3001549603                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                20.69                      8.45                     8.45
        122656799                  1006925646                    1              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.23                      7.99                     7.99
        120614991                  1005223142                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.64                      7.75                        7
        122540164                  1006986549                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                29.96                     8.625                    8.625
        122705894                  1007115700                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                46.61                      7.99                     7.99
        122743192                  1007100025                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.54                     7.625                    7.625
        122797066                  1007044140                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                36.72                    10.125                   10.125
        122816967                  1007192683                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              44.35                     8.125                    8.125
        122768080                  1007109190                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.94                     7.625                    7.625
        122837925                  1007138538                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.24                      8.25                     8.25
        122761981                  1007088758                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.21                    11.125                   11.125
        122568325                  1006986879                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                45.95                      8.25                     8.25
        122490728                  1006913717                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               36.4                      8.75                     8.75
        122686374                  1007031782                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                42.39                      8.25                     8.25
        122736549                  1007085465                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              24.69                     8.375                    8.375
        121747259                  3001524572                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                36.28                      7.95                     7.95
        121749504                  3001551278                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.11                       7.5                      7.5
        121746918                  3001521776                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               45.7                      6.25                     6.25
        122569327                  1007007220                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                18.31                      10.5                     10.5
        122813104                  1007066630                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              35.01                     8.125                    8.125
        122741817                  1007091711                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                48.11                     8.875                    8.875
        121747102                  3001523376                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.66                     8.675                    8.675
        122619245                  1006980666                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              38.75                     8.875                    8.875
        122924026                  1007167685                    1              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.55                       7.5                      7.5
        122788041                  1007033754                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                 22.4                     8.625                    8.625
        122388206                  1007055708                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    FULL                                29.95                      8.25                     8.25
        122741058                  1007132960                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.21                     10.25                    10.25
        121746797                  3001520729                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 42.4                       7.4                      7.4
        122465115                  1007030099                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              39.14                         8                        8
        123038996                  1007209727                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    STATED                              36.85                         9                        9
        122843381                  1007146911                    2              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.03                      7.25                     7.25
        122567982                  1007078684                    1              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     N                    FULL                                42.67                      6.25                     6.25
        122772866                  1007152059                    1              3/1/2006          IO31LIB/10               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.25                       9.5                      9.5
        121747271                  3001524689                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                54.79                      6.09                     6.09
        122930723                  1007206582                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              31.48                     7.875                    7.875
        122514349                  1006917544                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.12                     7.125                    7.125
        122729883                  1007051228                    2              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.73                     7.125                    7.125
        122783923                  1007144288                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.03                     7.375                    7.375
        122800410                  1007044173                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    STATED                               48.1                      7.75                     7.75
        121745862                  3001483167                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 41.2                     6.875                    6.875
        122609517                  1006924748                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 42.1                      7.75                     7.75
        122401721                  3001572720                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                50.87                      8.95                     8.95
        122829926                  1007135096                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                39.47                      9.25                     9.25
        121749418                  3001550528                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              49.05                       9.4                      9.4
        122862139                  1007246513                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                44.64                      11.5                     11.5
        122429726                  1006903999                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                               32.5                       9.5                      9.5
        122716871                  1007150939                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.57                     7.875                    7.875
        122592429                  1007036559                    2              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              37.72                         9                        9
        121892185                  3001321672                    2              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              37.14                     5.125                    5.125
        122401751                  3001573017                    1              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                38.55                      9.75                     9.75
        122831736                  1007135146                    1              3/1/2006          IO51LIB/10               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.56                     7.125                    7.125
        121734825                  3001401599                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              26.33                     5.875                    5.875
        122937755                  1007239740                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.46                        13                       13
        122615183                  1006924888                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    FULL                                38.11                     6.875                    6.875
        121747236                  3001524366                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.06                      6.25                     6.25
        121725097                  3001303142                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    NO INCOME NO ASSETS                 37.67                         6                        6
        122273347                  1006729196                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.47                      11.5                     11.5
        122601276                  1007165895                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              36.71                     8.875                    8.875
        122650774                  1007057175                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    FULL                                37.25                      6.75                     6.75
        122664361                  1006944001                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.97                     8.125                    8.125
        122664742                  1007150244                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                47.48                      9.75                     9.75
        122677253                  1007012089                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              34.77                         8                        8
        122699300                  1007040023                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                25.05                       7.5                      7.5
        122821439                  1007185950                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.68                     9.125                    9.125
        122670862                  1007028358                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.81                       7.5                      7.5
        122554997                  1006905424                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.71                     8.125                    8.125
        122646313                  1006953002                    1              3/1/2006          2/6LI40/30               TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                32.43                       7.5                      7.5
        122809402                  1007145533                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.49                       8.5                      8.5
        122696261                  1007044751                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 48.2                       7.5                      7.5
        122617189                  1007008327                    1              3/1/2006          FIXED30                  3 UNIT                                                3          NON-OWNER                     C                    FULL                                15.07                    10.125                   10.125
        122710760                  1007051095                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.17                       7.5                      7.5
        122733280                  1007142845                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.87                     7.375                    7.375
        122573428                  1006919300                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.95                      8.75                     8.75
        121746843                  3001521164                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.07                       8.2                      8.2
        121747106                  3001523400                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.89                      9.95                     9.95
        121749305                  3001549553                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                44.02                       7.6                      7.6
        122252265                  3001533797                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.84                      8.25                     8.25
        121746814                  3001520885                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.46                      7.75                     7.75
        122787321                  1007054362                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                37.53                     7.625                    7.625
        121746834                  3001521073                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.08                       7.3                      7.3
        122674331                  1006968174                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              33.06                     8.375                    8.375
        122654742                  1007123001                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               30.9                    10.875                   10.875
        122667885                  1006967655                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              28.92                    10.375                   10.375
        122550405                  1006992513                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.22                     8.875                    8.875
        121749614                  3001552276                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                39.61                      7.65                     7.65
        122446309                  1006961492                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.95                     8.625                    8.625
        122738856                  1007029406                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                36.73                    10.125                   10.125
        122849699                  1007072661                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                38.51                       9.5                      9.5
        122898893                  1007195223                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                27.56                    10.625                   10.625
        122687684                  1007166042                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                28.03                     7.625                    7.625
        122570251                  1006954794                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.91                      7.75                     7.75
        122602577                  1007018573                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 47.7                    10.375                   10.375
        122516140                  1006917601                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      C                    STATED                               31.2                     11.25                    11.25
        122617949                  1007037144                    2              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              18.52                       8.5                      8.5
        120734868                  1005144389                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              32.87                     9.125                        8
        122804648                  1007096298                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                33.22                      7.75                     7.75
        122631916                  1006898165                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 42.5                      8.75                     8.75
        122581444                  1006905952                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.44                         8                        8
        122575931                  1006973067                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.04                    11.125                   11.125
        122660852                  1006989303                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.26                     8.375                    8.375
        121749413                  3001550478                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.15                     8.425                    8.425
        122805272                  1007044223                    1              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.32                     7.625                    7.625
        121746807                  3001520810                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                30.42                      7.35                     7.35
        121747279                  3001524747                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.47                       6.7                      6.7
        122576987                  1007036302                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              52.77                      11.5                     11.5
        121747110                  3001523434                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     N                    STATED                              49.41                     8.725                    8.725
        122795409                  1007213240                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                47.24                    12.375                   12.375
        122928432                  1007182114                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                50.26                     8.875                    8.875
        122786827                  1007226291                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              27.49                     8.875                    8.875
        122672339                  1007011891                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    LIMITED DOCUMENTATION               27.66                     6.125                    6.125
        122365411                  1006978074                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.03                      8.25                     8.25
        122505979                  1006917387                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              35.73                     9.125                    9.125
        122564213                  1006946576                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              29.21                     9.625                    9.625
        122658765                  1007019506                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 44.2                     9.875                    9.875
        122873479                  1007099136                    1              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     P                    STATED                              46.87                     6.875                    6.875
        122449684                  1006936205                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              34.68                     6.625                    6.625
        121894912                  1006451411                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.49                      6.75                     6.75
        121747030                  3001522808                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              48.32                       8.5                      8.5
        121747297                  3001524903                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.01                      8.05                     8.05
        121747961                  3001528920                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              38.66                     6.625                    6.625
        121746625                  3001519564                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.85                     7.125                    7.125
        122401698                  3001572506                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 49.8                      7.65                     7.65
        122440303                  1006953846                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              24.77                     7.875                    7.875
        121746981                  3001522378                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 26.6                      7.65                     7.65
        121747190                  3001523996                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.29                      7.75                     7.75
        122401687                  3001572399                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.89                     7.925                    7.925
        121747239                  3001524390                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.34                         8                        8
        122638474                  1007056888                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              33.52                        10                       10
        122662934                  1007011560                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.43                       9.5                      9.5
        122848709                  1007223587                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               39.3                       8.5                      8.5
        122900711                  1007195272                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.75                      9.75                     9.75
        122572467                  1007083171                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                48.39                     9.375                    9.375
        122518344                  1007176819                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.05                     10.25                    10.25
        122641679                  1006912693                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.26                      12.5                     12.5
        122806282                  1007106394                    1              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     N                    FULL                                31.36                       9.5                      9.5
        122768290                  1007245713                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      C                    FULL                                25.88                     9.875                    9.875
        122673642                  1007057589                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.82                       8.5                      8.5
        122585816                  1006931040                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.47                     6.125                    6.125
        121746857                  3001521297                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.92                    10.625                   10.625
        122590136                  1006987273                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     P                    STATED                              28.41                         9                        9
        122763147                  1007081159                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                30.23                     10.25                    10.25
        122657614                  1007009820                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.17                      7.75                     7.75
        122767914                  1007003195                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                36.08                     9.875                    9.875
        122868908                  1007160508                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.11                     9.375                    9.375
        122894696                  1007156696                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              39.23                     8.375                    8.375
        122721068                  1007041781                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                28.91                      11.5                     11.5
        120155079                  1004682421                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 44.9                     7.875                      7.5
        122827498                  1007231002                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              35.86                     9.625                    9.625
        121746822                  3001520950                    1              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.77                     8.375                    8.375
        120501619                  1004988638                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.58                      6.99                      6.5
        122640214                  1006997207                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.83                       6.6                      6.6
        122988939                  1007198151                    1              3/1/2006          FIXED30                  2 UNIT                                                2          NON-OWNER                     C                    FULL                                37.17                     9.125                    9.125
        121749576                  3001551948                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.72                      6.75                     6.75
        122626912                  1006993446                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 42.8                     9.875                    9.875
        122742388                  1007112020                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.36                      10.5                     10.5
        123036670                  1007240557                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.55                      8.75                     8.75
        122402111                  3001565625                    2              3/1/2006          3/1 TREA                 CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                41.67                     5.875                    5.875
        122978206                  1007228511                    1              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              24.51                      7.25                     7.25
        122743345                  1007065293                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.53                      8.25                     8.25
        122222822                  1007110388                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                46.81                      8.25                     8.25
        122663605                  1007011602                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              45.61                     8.375                    8.375
        122673594                  1006982928                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              49.97                         7                        7
        122568934                  1006986895                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              38.95                     8.625                    8.625
        123033124                  1007240532                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              21.49                      9.25                     9.25
        122060753                  1006444366                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                33.34                     8.375                    8.375
        121768625                  1006139867                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              31.39                     6.125                    6.125
        122613056                  1006912321                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.22                     9.375                    9.375
        122810709                  1007153057                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                42.15                      8.75                     8.75
        122459153                  1007035510                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              31.52                      7.75                     7.75
        122562316                  1006933939                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.57                       8.5                      8.5
        122652449                  1006988909                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.33                     8.625                    8.625
        122763165                  1007245705                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    STATED                              48.09                     8.875                    8.875
        122723008                  1007177726                    1              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              35.58                       7.5                      7.5
        122789936                  1007178633                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.07                     8.375                    8.375
        122633636                  1006889305                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.08                     7.125                    7.125
        122650550                  1006988875                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                30.77                     7.125                    7.125
        122754915                  1007119777                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              30.14                      7.95                     7.95
        121749391                  3001550296                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              49.39                       7.7                      7.7
        122401720                  3001572712                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.33                      8.35                     8.35
        121749375                  3001550155                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              21.88                       8.8                      8.8
        121747267                  3001524648                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              24.24                       7.6                      7.6
        122612221                  1007000381                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.52                     8.375                    8.375
        121747129                  3001523541                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                 31.8                       6.6                      6.6
        121746624                  3001535636                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.06                     5.875                    5.875
        122692089                  1007102856                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              39.77                     12.25                    12.25
        122825691                  1007166711                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.59                         9                        9
        121746799                  3001520745                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.82                         7                        7
        122242074                  1006915852                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              30.35                      8.75                     8.75
        121732599                  3001417785                    2              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.24                      7.85                     7.85
        122874721                  1007160656                    2              3/1/2006          5/1 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     P                    FULL                                49.71                         8                        8
        122701989                  1007032095                    2              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 48.7                       7.5                      7.5
        122943589                  1007161985                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              49.16                        10                       10
        122384410                  1007075508                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              39.14                     7.375                    7.375
        122702778                  1007070624                    2              3/1/2006          5/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.68                     7.125                    7.125
        122367643                  1007131491                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                49.69                    12.125                   12.125
        122148867                  1006577710                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                54.98                     7.875                    7.875
        122643478                  1006959058                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                18.77                    11.375                   11.375
        122618183                  1007131889                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     C                    STATED                              46.89                      9.75                     9.75
        122651497                  1007079237                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              50.19                     8.875                    8.875
        122787318                  1007201765                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.16                     10.25                    10.25
        122849392                  1007114166                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                               32.6                       7.5                      7.5
        122815171                  1007124504                    2              3/1/2006          2/6P LIBOR               PUD                                                   1          OWNER OCC                     C                    FULL                                28.52                         8                        8
        122762486                  1007051350                    1              3/1/2006          3/1 ARM                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              18.07                     8.625                    8.625
        122504405                  1007075581                    2              3/1/2006          3/1TR40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              17.41                     7.625                    7.625
        122652161                  1006981854                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.27                      9.75                     9.75
        122654773                  1007038068                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.22                      8.75                     8.75
        121749088                  3001535529                    2              3/1/2006          2/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              28.72                      6.75                     6.75
        121747196                  3001524044                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                25.47                      10.2                     10.2
        122783169                  1007152356                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    STATED                               27.2                    10.375                   10.375
        122769393                  1007072042                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                39.27                     5.875                    5.875
        122702865                  1006995334                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.28                       8.5                      8.5
        121746768                  3001520513                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          2ND HOME                      P                    STATED                              48.23                       8.7                      8.7
        121749552                  3001551740                    1              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                49.36                       8.5                      8.5
        122654048                  1007076282                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.72                        12                       12
        122678862                  1006983165                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                38.47                         9                        9
        122573077                  1007007303                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.57                     6.875                    6.875
        122819971                  1007095662                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.43                     7.875                    7.875
        122621226                  1007051509                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.43                     7.625                    7.625
        122693250                  1007039645                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.93                     7.375                    7.375
        122895698                  1007122342                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              43.32                    11.375                   11.375
        121747300                  3001524937                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              23.45                      6.55                     6.55
        122607256                  1006912214                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.63                         8                        8
        122372367                  1006992067                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.17                     7.125                    7.125
        122010777                  1006872202                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.08                     9.625                    9.625
        122441745                  1007072778                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.12                      8.25                     8.25
        122581691                  1007007485                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.44                       7.5                      7.5
        122638982                  1006966301                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.19                     7.625                    7.625
        122750427                  1007158296                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.22                      8.75                     8.75
        122727803                  1007151150                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.33                      7.25                     7.25
        122567058                  1006938532                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                13.53                      6.75                     6.75
        122730304                  1007021031                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                49.91                     7.625                    7.625
        122596009                  1007036617                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     N                    FULL                                33.35                       8.5                      8.5
        122669022                  1006997546                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.88                     11.25                    11.25
        122586957                  1006911893                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.18                     8.875                    8.875
        121749496                  3001551195                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              46.53                     8.325                    8.325
        122401780                  3001573280                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 49.6                      7.95                     7.95
        122630685                  1007056748                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    STATED                               29.8                       9.5                      9.5
        122841076                  1007146788                    1              3/1/2006          FIXED40/30               PUD                                                   1          OWNER OCC                     C                    FULL                                46.46                     8.375                    8.375
        121749502                  3001551252                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.73                     6.875                    6.875
        122762114                  1007235029                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.86                      7.99                     7.99
        122601342                  1006939514                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.94                     7.875                    7.875
        122609646                  1006980401                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              48.04                    10.875                   10.875
        122619680                  1006947947                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.13                      8.25                     8.25
        122623499                  1007000613                    2              3/1/2006          3/1 ARM                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.79                    10.125                   10.125
        122901595                  1007136748                    2              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.89                     9.875                    9.875
        122520659                  1006917718                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.93                       8.5                      8.5
        121747116                  3001523483                    2              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                52.17                      7.25                     7.25
        122762081                  1007133315                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                32.28                     7.625                    7.625
        122793902                  1007166521                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.26                     7.375                    7.375
        122614706                  1006899924                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.44                       8.5                      8.5
        122896621                  1007181371                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.67                    10.125                   10.125
        122777493                  1007077835                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                40.32                     12.25                    12.25
        122619525                  1007008418                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              20.81                       8.5                      8.5
        122401701                  3001572530                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                26.55                       8.3                      8.3
        122750525                  1007108994                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              29.25                     7.625                    7.625
        122839987                  1007238718                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.69                      7.75                     7.75
        120809594                  1005198773                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.79                       9.5                     7.75
        121747068                  3001523103                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                43.02                       8.1                      8.1
        122784611                  1007043910                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.13                       9.4                      9.4
        122244106                  1007022336                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              28.19                     8.375                    8.375
        122613279                  1006899866                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.14                         9                        9
        122670451                  1007011800                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.32                     9.375                    9.375
        122838006                  1007086885                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.91                       9.5                      9.5
        122187317                  1007005943                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              32.64                     9.875                    9.875
        122784096                  1007144296                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.97                      8.25                     8.25
        121745810                  3001482649                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              32.83                      7.25                     7.25
        122702291                  1007032129                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.45                     7.625                    7.625
        122917207                  1007196031                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                48.63                      10.5                     10.5
        122515095                  1006896151                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              33.72                      7.25                     7.25
        122836608                  1007159690                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                45.82                      9.75                     9.75
        122639710                  1007009044                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              48.47                     7.875                    7.875
        122629003                  1006955718                    1              3/1/2006          3/1 ARM                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              31.25                     9.125                    9.125
        122638150                  1007031006                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.13                      7.75                     7.75
        122759478                  1007201245                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                23.09                     9.375                    9.375
        122489017                  1006910408                    2              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              35.41                       8.5                      8.5
        122683983                  1007012410                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                35.92                         8                        8
        122589174                  1006964066                    2              3/1/2006          IO 3/6 LIB               TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                44.82                     7.375                    7.375
        122847938                  1007107418                    1              3/1/2006          IO51LIB/10               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 44.7                         8                        8
        121746774                  3001520554                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              49.03                         8                        8
        122784591                  1007043787                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 44.4                      7.65                     7.65
        122706418                  1007049339                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.03                      7.75                     7.75
        122662093                  1006997462                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.21                     8.375                    8.375
        122796110                  1007144809                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    LIMITED DOCUMENTATION               48.16                     8.875                    8.875
        122652465                  1007069634                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.36                     9.875                    9.875
        122681033                  1006976573                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.45                      7.25                     7.25
        122567812                  1007140781                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.34                     8.625                    8.625
        121749145                  3001548241                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              36.91                     8.025                    8.025
        122945118                  1007197070                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              19.88                     9.375                    9.375
        122582790                  1006894214                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                45.27                         9                        9
        122575164                  1006919417                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    STATED                              25.42                    10.125                   10.125
        121892170                  3001321524                    1              3/1/2006          FIXED30                  2 UNIT                                                2          NON-OWNER                     P                    STATED                              34.57                     6.875                    6.875
        122616182                  1006955429                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.72                     7.875                    7.875
        122663928                  1007099532                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                45.64                      9.25                     9.25
        122562042                  1006918997                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.72                      8.75                     8.75
        122636535                  1007131962                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.21                    11.375                   11.375
        122672184                  1006985103                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.73                      7.37                     7.37
        121725047                  3001302656                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.94                       7.9                      7.9
        122722810                  1007041906                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                16.75                     9.125                    9.125
        121747202                  3001524093                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.01                       6.5                      6.5
        122636739                  1006965782                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              39.27                       9.5                      9.5
        122735187                  1007032871                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.01                     8.625                    8.625
        120859184                  1005326556                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.13                     8.125                    5.875
        121748167                  3001530702                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 42.6                      7.75                     7.75
        122595408                  1007027483                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                47.92                     7.625                    7.625
        122770568                  1007065913                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.05                     8.375                    8.375
        122587120                  1007044504                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.08                     7.625                    7.625
        122676105                  1006997611                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    NO RATIO                                0                     6.375                    6.375
        121746861                  3001521339                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              15.41                     8.025                    8.025
        122710250                  1006984197                    1              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                40.29                      8.25                     8.25
        121748126                  3001530348                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                44.14                         6                        6
        122748637                  1007112194                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              48.72                     8.875                    8.875
        121746847                  3001521206                    1              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                36.88                      6.99                     6.99
        121749404                  3001550403                    1              3/1/2006          IO 3/6 LIB               2 UNIT                                                2          OWNER OCC                     N                    STATED                               44.8                      6.99                     6.99
        122581840                  1007056185                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 51.4                     8.775                    8.775
        122583541                  1006911786                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              54.97                     10.25                    10.25
        122617030                  1006924938                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              39.88                         9                        9
        122358315                  1007027137                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                43.97                     7.375                    7.375
        122590735                  1006947244                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.54                     8.125                    8.125
        122709917                  1007126335                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              35.88                    10.375                   10.375
        122776762                  1007120403                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              39.95                       9.5                      9.5
        122838959                  1007213927                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.19                    10.375                   10.375
        122859682                  1007147638                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.98                       9.5                      9.5
        122898515                  1007187527                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.95                     9.375                    9.375
        122646629                  1006966681                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.59                     7.375                    7.375
        122860918                  1007121955                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.67                     8.875                    8.875
        122725730                  1007067463                    1              3/1/2006          5/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                49.46                      6.75                     6.75
        122728529                  1007132705                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 11.1                     7.375                    7.375
        122838362                  1007107210                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              49.42                     8.125                    8.125
        122074942                  1006333478                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 34.2                      7.15                     7.15
        121746821                  3001520943                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.52                      6.55                     6.55
        121747146                  3001523673                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              32.45                       6.5                      6.5
        121747303                  3001524960                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              17.79                       7.7                      7.7
        121749187                  3001548589                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              31.05                      7.95                     7.95
        121749452                  3001550825                    2              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              33.85                     7.275                    7.275
        122624092                  1007046129                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              46.37                     8.625                    8.625
        122648450                  1006975344                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.14                    11.625                   11.625
        122779813                  1007178500                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                31.91                      9.25                     9.25
        122852518                  1007180001                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.35                    12.125                   12.125
        122585476                  1006938995                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                28.03                        12                       12
        122535383                  1006930471                    1              3/1/2006          2/6P LIBOR               CONDO UNIT                                            1          NON-OWNER                     P                    STATED                              20.82                     8.875                    8.875
        122483629                  1006761819                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.56                     9.875                    9.875
        121747168                  3001523822                    1              3/1/2006          3/6 LIBOR                PUD                                                   1          NON-OWNER                     N                    FULL                                42.62                       6.8                      6.8
        122712051                  1006995474                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                43.97                     7.125                    7.125
        121746989                  3001522451                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                38.32                       7.2                      7.2
        122825119                  1007127663                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    FULL                                49.91                     8.625                    8.625
        121749405                  3001550411                    2              3/1/2006          2/6LIB40/30              PUD                                                   1          OWNER OCC                     C                    FULL                                42.19                      6.65                     6.65
        122728486                  1006991598                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                45.36                     6.625                    6.625
        122646382                  1006981565                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.54                       6.5                      6.5
        122401753                  3001573033                    1              3/1/2006          IO 3/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                26.74                       7.7                      7.7
        122695470                  1006983744                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 50.6                      7.25                     7.25
        122589144                  1006951188                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.84                      10.5                     10.5
        122798429                  1007086521                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.29                      9.75                     9.75
        122583515                  1006963860                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              33.02                     8.125                    8.125
        122644131                  1006915514                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     C                    STATED                              38.79                      8.75                     8.75
        122550547                  1007149758                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              43.94                         8                        8
        122677657                  1007099623                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.18                      7.75                     7.75
        122837196                  1007159708                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              51.78                       7.5                      7.5
        122650024                  1007069576                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               34.1                     9.375                    9.375
        122842362                  1007136037                    2              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.43                      7.75                     7.75
        122646510                  1006959090                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                48.47                         6                        6
        122772822                  1007072133                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              39.93                     6.875                    6.875
        121747062                  3001523053                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.79                      6.85                     6.85
        121747240                  3001524408                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               48.2                       8.5                      8.5
        122814750                  1007179102                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               41.1                     9.375                    9.375
        122543235                  1006911075                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              53.97                     11.25                    11.25
        122915763                  1007236423                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.83                     11.25                    11.25
        122819060                  1007251687                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.82                       8.5                      8.5
        122927266                  1007206418                    1              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.26                    11.875                   11.875
        122784593                  1007043795                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.87                      9.88                     9.88
        122627680                  1007027772                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.56                     7.625                    7.625
        122739916                  1007064973                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              43.88                       7.5                      7.5
        122403816                  3001543317                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    STATED                              35.89                       6.5                      6.5
        122890710                  1007155425                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     N                    FULL                                23.22                     9.875                    9.875
        122627662                  1007069337                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 25.1                         9                        9
        122911453                  1007155920                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.63                         9                        9
        122896810                  1007252206                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              24.31                    11.625                   11.625
        122937546                  1007252446                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.01                      8.65                     8.65
        122639980                  1006974875                    1              3/1/2006          2/6P LIBOR               PUD                                                   1          OWNER OCC                     C                    FULL                                41.16                     10.25                    10.25
        122613311                  1007050626                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.93                    11.125                   11.125
        122761373                  1007178229                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              52.54                      8.25                     8.25
        122401757                  3001573066                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                25.51                       7.8                      7.8
        122953521                  1007215971                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          2ND HOME                      P                    STATED                              46.35                      10.5                     10.5
        122507197                  1006945594                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                47.37                    10.875                   10.875
        121747180                  3001523921                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              36.31                       7.5                      7.5
        122704342                  1007040262                    2              3/1/2006          2/6 LIBOR                4 UNIT                                                4          NON-OWNER                     C                    FULL                                35.78                     8.625                    8.625
        121747274                  3001524705                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               39.9                       7.7                      7.7
        122883123                  1007100561                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                41.15                    10.125                   10.125
        122703804                  1007132424                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.99                         8                        8
        121749288                  3001549389                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               48.4                       8.2                      8.2
        121749342                  3001549876                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   37                      7.25                     7.25
        122767811                  1007089236                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.68                    10.625                   10.625
        121747139                  3001523616                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              41.45                         8                        8
        122291797                  1006961070                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.97                     9.875                    9.875
        120921253                  1005286412                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                28.33                     7.875                     6.75
        122829221                  1007106931                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.18                     12.25                    12.25
        122847984                  1007159963                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                25.02                     8.875                    8.875
        122926082                  1007227422                    2              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     C                    STATED                              49.93                     7.125                    7.125
        122489185                  1007082942                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              25.34                     9.375                    9.375
        122820678                  1007223256                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              34.66                     6.375                    6.375
        122649718                  1007189994                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.91                       8.5                      8.5
        122784689                  1007152406                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              27.88                     10.25                    10.25
        122815084                  1007106618                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.55                         8                        8
        122757737                  1007123936                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     N                    STATED                              46.18                     8.625                    8.625
        122631204                  1006912586                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.83                       8.5                      8.5
        123044113                  1007249285                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.87                     7.875                    7.875
        121732558                  3001417371                    1              3/1/2006          3/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.45                     8.125                    8.125
        122630586                  1006927774                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                36.27                      8.75                     8.75
        122757935                  1007133257                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                45.42                     8.625                    8.625
        122621280                  1006948044                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                30.96                      8.75                     8.75
        121749359                  3001550007                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                20.16                       8.7                      8.7
        122597863                  1006993032                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              39.74                    12.625                   12.625
        122646122                  1006907172                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.14                     7.875                    7.875
        122732850                  1007115916                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     N                    FULL                                49.84                    12.125                   12.125
        122909855                  1007161605                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.77                      8.75                     8.75
        122959149                  1007188483                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                50.52                      9.75                     9.75
        122783569                  1007254319                    2              3/1/2006          2/6 LIBOR                4 UNIT                                                4          NON-OWNER                     P                    FULL                                34.92                      8.25                     8.25
        122955908                  1007243684                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                47.47                     9.375                    9.375
        122594708                  1006955015                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    LIMITED DOCUMENTATION               34.67                      6.75                     6.75
        122762227                  1007085887                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.34                     7.825                    7.825
        122852865                  1007186412                    1              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                38.42                     9.875                    9.875
        122696032                  1006983801                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                 38.1                      7.25                     7.25
        122517798                  1007006784                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              41.96                      6.75                     6.75
        122579426                  1007045931                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                 49.8                     7.125                    7.125
        122581394                  1006996613                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                               36.3                       5.5                      5.5
        122608195                  1006924714                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.45                     8.625                    8.625
        122762367                  1007126905                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.11                     7.625                    7.625
        121746963                  3001522212                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.73                      8.55                     8.55
        122401713                  3001572647                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              27.26                     9.125                    9.125
        121747111                  3001523442                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.11                       6.5                      6.5
        122567473                  1006934002                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.97                      7.35                     7.35
        122832475                  1007146457                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.92                     8.375                    8.375
        122838196                  1007153826                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              40.48                     9.375                    9.375
        122646640                  1006988743                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.72                       8.5                      8.5
        122850572                  1007072679                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              47.98                      7.75                     7.75
        122647838                  1006988800                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.84                     8.625                    8.625
        122548372                  1006996365                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.33                     8.375                    8.375
        122761765                  1007054164                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                40.33                     9.875                    9.875
        122483797                  1006895823                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.89                     8.875                    8.875
        122619252                  1006980674                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                44.97                     8.625                    8.625
        121398767                  1005678642                    2              3/1/2006          IO 5/1TREA               SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    FULL                                35.85                     5.625                    5.625
        121747199                  3001524069                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                               35.2                       6.6                      6.6
        122401778                  3001573264                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                49.59                     8.825                    8.825
        122708390                  1007020587                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.73                    12.125                   12.125
        121749235                  3001548985                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               35.1                      8.55                     8.55
        122458353                  1006971731                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                20.69                     9.375                    9.375
        122639360                  1006966343                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.95                     7.875                    7.875
        122677131                  1007050907                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              17.14                     9.375                    9.375
        122717319                  1007118852                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.52                     9.875                    9.875
        122737885                  1007042482                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                52.98                     6.125                    6.125
        122805023                  1007152885                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                                 39                     7.875                    7.875
        122945036                  1007206871                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                39.98                     7.875                    7.875
        122977732                  1007182940                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              42.41                     9.625                    9.625
        122486173                  1006917049                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.83                      8.75                     8.75
        121747056                  3001523004                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              31.08                      9.75                     9.75
        121746820                  3001520935                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.83                      8.45                     8.45
        122604582                  1006996829                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                39.62                      7.25                     7.25
        122672896                  1007069881                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.27                     7.625                    7.625
        122533051                  1006926727                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.88                    11.875                   11.875
        122548914                  1006962888                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              40.13                      9.25                     9.25
        122680050                  1006994865                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              32.16                       8.5                      8.5
        122882059                  1007223983                    2              3/1/2006          2/6LI40/30               TOWNHOUSE                                             1          OWNER OCC                     P                    STATED                              39.17                     8.375                    8.375
        121747306                  3001524994                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.48                      8.75                     8.75
        121749276                  3001549306                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.79                      8.65                     8.65
        122817705                  1007082454                    1              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     P                    STATED                              14.93                       9.5                      9.5
        122530873                  1007110602                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.91                      11.5                     11.5
        122866614                  1007254848                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 22.7                      10.5                     10.5
        122681015                  1007028481                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                32.78                    11.375                   11.375
        122703390                  1006995359                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.72                     8.375                    8.375
        122038679                  1007047705                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                 42.4                      7.75                     7.75
        122367667                  1007055658                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              34.51                       8.5                      8.5
        122527960                  1007095969                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                52.66                       8.5                      8.5
        122575427                  1006897167                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                41.37                      7.75                     7.75
        122655008                  1007079278                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.95                     8.625                    8.625
        122897207                  1007242694                    2              3/1/2006          5/1L40/30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.27                         7                        7
        122852830                  1007082579                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                31.94                      7.25                     7.25
        122936306                  1007255381                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.21                     8.375                    8.375
        122954409                  1007247685                    2              3/1/2006          5/1 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                31.51                         8                        8
        122895936                  1007161290                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                               42.8                    10.625                   10.625
        122708980                  1007076944                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.03                     8.375                    8.375
        122510653                  1006893349                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                               39.5                       8.5                      8.5
        122667795                  1007200023                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.65                      7.75                     7.75
        121747050                  3001522956                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                48.37                     8.125                    8.125
        122871240                  1007231564                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.66                     8.875                    8.875
        122663376                  1007048695                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               45.9                     7.375                    7.375
        121749526                  3001551492                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               40.8                      9.45                     9.45
        122582891                  1006946964                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              42.28                     7.875                    7.875
        122594028                  1006911992                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.44                     8.625                    8.625
        122657855                  1006943805                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               46.2                     9.625                    9.625
        121747007                  3001522626                    1              3/1/2006          IOFIXED30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              43.05                      6.75                     6.75
        122637545                  1007101957                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.56                     7.875                    7.875
        122596171                  1007140948                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                45.83                     7.375                    7.375
        122630340                  1007000696                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                23.45                    10.625                   10.625
        122641149                  1006974974                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 48.9                         9                        9
        122679003                  1006994832                    2              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                37.43                      9.25                     9.25
        122646453                  1006948929                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    FULL                                27.44                     7.875                    7.875
        122733854                  1007200817                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.01                      9.25                     9.25
        121747122                  3001523525                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.47                      9.85                     9.85
        121748144                  3001530496                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.23                      6.75                     6.75
        121747173                  3001523855                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                40.16                       6.4                      6.4
        121748048                  3001529696                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.54                     7.375                    7.375
        122608781                  1007030719                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          2ND HOME                      P                    STATED                              27.62                      9.75                     9.75
        122653233                  1006966939                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              31.65                     7.625                    7.625
        122679337                  1007168527                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.08                     7.375                    7.375
        122634999                  1006974701                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    FULL                                49.98                      6.25                     6.25
        122623663                  1006980765                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.96                       8.5                      8.5
        122664470                  1006994428                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.17                       7.5                      7.5
        122878977                  1007214545                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              39.28                      7.75                     7.75
        122758533                  1007026345                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                44.83                    10.125                   10.125
        122657801                  1007009846                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     P                    STATED                              35.18                      9.75                     9.75
        122635142                  1007008889                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.87                     8.875                    8.875
        122661552                  1006956203                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.31                     7.875                    7.875
        122626974                  1006965261                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.86                      8.05                     8.05
        122748769                  1006995904                    1              3/1/2006          2/6LI40/30               TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                26.52                     8.625                    8.625
        122603630                  1007007949                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.69                      8.75                     8.75
        121749472                  3001550999                    1              3/1/2006          2/6LIB40/30              PUD                                                   1          NON-OWNER                     P                    FULL                                17.94                     8.675                    8.675
        122883496                  1007224056                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.21                      11.5                     11.5
        121749247                  3001549090                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                                 37                       8.7                      8.7
        121748248                  3001531338                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.79                     7.625                    7.625
        122608284                  1006996894                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    STATED                              36.43                       7.5                      7.5
        122638268                  1007019076                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              43.23                      8.25                     8.25
        122762164                  1007081134                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.68                       8.5                      8.5
        122587294                  1006934200                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              33.49                      6.75                     6.75
        122744038                  1007065301                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              27.98                      8.99                     8.99
        122672845                  1006956518                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.44                     7.875                    7.875
        122520303                  1006972184                    2              3/1/2006          IO 5/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                34.74                     7.875                    7.875
        121747248                  3001524465                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                               10.7                      5.95                     5.95
        121747003                  3001522592                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                52.22                       8.9                      8.9
        122648258                  1006943128                    2              3/1/2006          IO F30/120               PUD                                                   1          OWNER OCC                     C                    STATED                              36.21                         7                        7
        122639649                  1006921694                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.47                        11                       11
        122655258                  1006922031                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.16                         7                        7
        122895460                  1007195124                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                               32.9                       9.5                      9.5
        122552464                  1007225871                    1              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.98                     8.875                    8.875
        122732948                  1007005513                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    STATED                              48.36                     7.375                    7.375
        121749397                  3001550353                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                22.95                      7.45                     7.45
        122859111                  1007180217                    1              3/1/2006          2/6LI40/30               TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                31.14                      7.25                     7.25
        121747034                  3001522832                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              38.14                     7.875                    7.875
        121747159                  3001523764                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                40.55                         6                        6
        122429082                  1006945156                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.78                     6.375                    6.375
        121746982                  3001522386                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.45                      7.15                     7.15
        122827680                  1007098898                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     N                    FULL                                48.13                      8.75                     8.75
        121746995                  3001522519                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               30.1                      6.99                     6.99
        121749533                  3001551567                    1              3/1/2006          2/6LIB40/30              PUD                                                   1          NON-OWNER                     P                    STATED                              43.99                     9.225                    9.225
        121746957                  3001522154                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.62                       7.5                      7.5
        122587429                  1007018474                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.03                     7.125                    7.125
        122748640                  1007201054                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    LIMITED DOCUMENTATION                6.46                         8                        8
        122468395                  1007101056                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              39.49                     7.875                    7.875
        122691887                  1007016205                    2              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.79                     6.875                    6.875
        122152510                  1007125469                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.79                       9.5                      9.5
        122602339                  1006897514                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                               37.4                      7.75                     7.75
        121747044                  3001522907                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 41.3                         8                        8
        121747225                  3001524267                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.97                      7.75                     7.75
        122612645                  1007030743                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    LIMITED DOCUMENTATION               47.31                     7.625                    7.625
        122622446                  1007099383                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.69                     8.875                    8.875
        122669217                  1006976219                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.09                     9.875                    9.875
        122603138                  1006920415                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.42                       6.5                      6.5
        122611027                  1007052150                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.92                      7.75                     7.75
        122712341                  1007025792                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.87                      7.25                     7.25
        122833394                  1007146481                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              23.17                       8.5                      8.5
        122501253                  1006904559                    2              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              40.39                       7.5                      7.5
        122624715                  1007037300                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.02                     7.625                    7.625
        122592412                  1007048182                    1              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.73                     7.125                    7.125
        122599953                  1007030602                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              38.76                      8.75                     8.75
        122610315                  1006939910                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.75                     6.625                    6.625
        122696375                  1006969115                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                45.99                     6.875                    6.875
        121725495                  3001306962                    2              3/1/2006          FIXED30                  4 UNIT                                                4          NON-OWNER                     C                    FULL                                45.48                       9.3                      9.3
        121764570                  3001274244                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    NO RATIO                                0                     5.875                    5.875
        121747073                  3001523152                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                 40.5                       6.5                      6.5
        121749535                  3001551583                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              46.38                      8.05                     8.05
        121747245                  3001524457                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.26                     6.825                    6.825
        121748284                  3001531668                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                               47.2                     6.875                    6.875
        121746816                  3001520901                    1              3/1/2006          2/6LIB40/30              CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                 49.8                      6.25                     6.25
        121749239                  3001549025                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.67                       6.6                      6.6
        122401777                  3001573256                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.84                     8.825                    8.825
        120219189                  1004694368                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                17.27                         8                      7.5
        122657317                  1007083999                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.36                    11.375                   11.375
        122619574                  1006915324                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    LIMITED DOCUMENTATION               36.31                     7.875                    7.875
        121749199                  3001548670                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.56                       7.7                      7.7
        121749164                  3001548399                    1              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.94                         6                        6
        122637649                  1006925380                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                30.83                       7.5                      7.5
        122739476                  1007212812                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    STATED                              19.82                      8.75                     8.75
        122678953                  1007200106                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                43.41                      8.75                     8.75
        122874643                  1007246646                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.51                     9.125                    9.125
        122667688                  1006997512                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              43.22                     7.625                    7.625
        122728704                  1007119082                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              13.33                     9.375                    9.375
        122833172                  1007078304                    1              3/1/2006          FIXED40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                44.25                     8.125                    8.125
        122954067                  1007215989                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    STATED                              23.14                     9.625                    9.625
        120983980                  1005304728                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                40.98                     7.875                      7.5
        121748164                  3001530678                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.51                       6.5                      6.5
        122703482                  1007020454                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.05                     9.375                    9.375
        122647542                  1006993958                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.31                     8.625                    8.625
        122615265                  1007056599                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              54.52                     8.375                    8.375
        122523690                  1007018102                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.86                     8.375                    8.375
        122665001                  1006982605                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     P                    STATED                              49.15                     8.125                    8.125
        121732483                  3001416647                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                49.31                      7.25                     7.25
        122601966                  1006980286                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.82                     8.625                    8.625
        122709663                  1007032301                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                24.16                      8.25                     8.25
        122862609                  1007223710                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.48                         8                        8
        122897154                  1007155615                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                                7.9                      7.75                     7.75
        121747024                  3001522741                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                44.06                         7                        7
        122777291                  1007047580                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.67                         9                        9
        122593966                  1007036575                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.65                       7.5                      7.5
        122614315                  1007008269                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                47.96                       8.5                      8.5
        121748272                  3001531569                    1              3/1/2006          IOFIXED30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.87                      7.25                     7.25
        122492741                  1007162595                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              35.88                     7.875                    7.875
        122826780                  1007121419                    2              3/1/2006          IO51LIB/10               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                41.19                      7.75                     7.75
        121745818                  3001482722                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                 42.3                     6.625                    6.625
        122664812                  1006982563                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.44                       6.5                      6.5
        122757520                  1007049982                    1              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                 44.3                     8.375                    8.375
        120783533                  1005337660                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              44.83                     9.375                      7.5
        122601420                  1006927311                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.91                     7.375                    7.375
        122697220                  1006977035                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                42.84                      9.25                     9.25
        122931004                  1007206608                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                44.21                     7.375                    7.375
        122160881                  1007005919                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.63                     8.625                    8.625
        121745821                  3001482755                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.71                      7.75                     7.75
        121746745                  3001520323                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 52.3                      5.45                     5.45
        121749172                  3001548449                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                34.37                     6.825                    6.825
        122401727                  3001572779                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 54.3                       8.6                      8.6
        121745855                  3001483092                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               37.8                     7.125                    7.125
        122401773                  3001573215                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.26                      7.75                     7.75
        122892044                  1007148727                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          NON-OWNER                     P                    STATED                               2.43                      9.25                     9.25
        121747022                  3001522725                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              49.68                         9                        9
        122851240                  1007078403                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 49.3                     7.875                    7.875
        122625204                  1006948150                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              38.33                      7.75                     7.75
        122635358                  1006892069                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               11.04                     6.875                    6.875
        122652874                  1007009572                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.24                     7.875                    7.875
        122664150                  1007084054                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                45.24                     9.625                    9.625
        122791079                  1007098500                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    STATED                              26.52                       8.5                      8.5
        122860449                  1007125006                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              35.31                      7.75                     7.75
        121746769                  3001520521                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               35.8                      8.85                     8.85
        122545753                  1007110636                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.63                     7.375                    7.375
        123020475                  1007237546                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.14                         9                        9
        122848449                  1007204058                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                49.82                     8.375                    8.375
        122757981                  1007071853                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                40.72                     7.875                    7.875
        122614947                  1007008293                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.32                     7.375                    7.375
        122897413                  1007239252                    2              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.68                     9.875                    9.875
        122654623                  1006956146                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 42.3                         7                        7
        122662782                  1006956237                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                               47.6                      7.25                     7.25
        122624774                  1007083551                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    FULL                                49.45                         8                        8
        122562793                  1007225889                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     C                    STATED                               38.8                     9.875                    9.875
        122563356                  1006992612                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                29.55                     8.375                    8.375
        122583720                  1007056227                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                32.26                      7.75                     7.75
        122682216                  1007079542                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.52                     6.375                    6.375
        122635833                  1006965733                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.69                      8.75                     8.75
        120610098                  1004998447                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.09                     6.625                      6.5
        122861661                  1007242181                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    STATED                              47.72                       8.5                      8.5
        122712606                  1007084856                    1              3/1/2006          5/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.62                     6.625                    6.625
        122627688                  1007000662                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                34.25                      8.75                     8.75
        121746766                  3001520497                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              54.62                      9.75                     9.75
        122533791                  1006910994                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.82                     8.625                    8.625
        122954836                  1007207135                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               41.2                    11.875                   11.875
        122838146                  1007238692                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.39                      9.25                     9.25
        122626006                  1006906711                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              24.49                         8                        8
        122680002                  1006949703                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                41.31                      7.25                     7.25
        122763926                  1007151879                    2              3/1/2006          IO51LIB/10               PUD                                                   1          OWNER OCC                     P                    STATED                              36.62                      7.25                     7.25
        122401699                  3001572514                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.91                     8.725                    8.725
        122401774                  3001573223                    2              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.53                      7.15                     7.15
        122571302                  1006923922                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              46.05                      7.75                     7.75
        122614731                  1007036997                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                49.21                     7.125                    7.125
        122754220                  1007178112                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              32.66                       9.5                      9.5
        122644033                  1006948861                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                41.03                      7.75                     7.75
        122825572                  1007202649                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                39.99                     8.625                    8.625
        122849973                  1007075409                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                30.91                     9.625                    9.625
        122529591                  1006978900                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.19                     8.375                    8.375
        122675487                  1007019811                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                25.71                      7.25                     7.25
        122860182                  1007107905                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    STATED                              45.29                      8.25                     8.25
        122957133                  1007255647                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.98                         8                        8
        122483755                  1007117698                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.18                     7.375                    7.375
        122757632                  1007119892                    1              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.59                     7.125                    7.125
        122533428                  1007090242                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                45.41                       8.5                      8.5
        122662741                  1006982381                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.99                     7.295                    7.295
        121764641                  3001274947                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    NO RATIO                                0                       6.5                      6.5
        122990310                  1007209255                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   22                       7.5                      7.5
        122720761                  1007103722                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              27.45                     6.125                    6.125
        120832629                  1005227267                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    FULL                                36.82                      6.75                    6.625
        122244521                  1007029943                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              49.58                       9.5                      9.5
        122655468                  1006922049                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.19                     7.125                    7.125
        122749222                  1007053992                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.58                     8.875                    8.875
        122587943                  1007078775                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.81                     8.875                    8.875
        122705272                  1007118662                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.16                     7.375                    7.375
        122611291                  1006973885                    2              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                42.37                     7.875                    7.875
        122510519                  1006910671                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.77                         9                        9
        122455144                  1007027160                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.65                       8.5                      8.5
        122732515                  1007085291                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                 44.1                      8.25                     8.25
        121749325                  3001549702                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              32.48                       8.5                      8.5
        122664981                  1006994451                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                34.01                     6.375                    6.375
        121892175                  3001321573                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    STATED                              42.31                     6.375                    6.375
        122938518                  1007239773                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    FULL                                 44.9                     8.875                    8.875
        122679129                  1007073487                    2              3/1/2006          3/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.82                      6.75                     6.75
        122712614                  1006984247                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.67                     8.375                    8.375
        122654695                  1006989063                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    STATED                              44.85                     7.125                    7.125
        122631397                  1006993511                    1              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                48.93                     7.875                    7.875
        122577530                  1006946873                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.91                     7.875                    7.875
        122633700                  1006912602                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              31.59                       8.5                      8.5
        122911826                  1007173733                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.68                     8.375                    8.375
        122551280                  1007007048                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.87                     9.875                    9.875
        122580779                  1007189655                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.04                         7                        7
        122939214                  1007211665                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.26                     7.875                    7.875
        122714644                  1007251372                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    STATED                              47.88                     7.625                    7.625
        122668339                  1006989717                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              15.56                     7.375                    7.375
        122698639                  1006977084                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              43.77                      7.75                     7.75
        122771943                  1007166364                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                44.38                      8.25                     8.25
        121746742                  3001520299                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    FULL                                54.54                      7.07                     7.07
        122375455                  1007006172                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.48                      11.5                     11.5
        122808014                  1007121112                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.57                    11.625                   11.625
        123035849                  1007237603                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                48.73                     9.875                    9.875
        122648438                  1006997280                    2              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                45.08                     9.875                    9.875
        122930250                  1007156217                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.15                     8.625                    8.625
        122291762                  1007125493                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.93                     6.625                    6.625
        122960816                  1007252719                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.67                       8.5                      8.5
        122497200                  1006917247                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                29.37                      9.25                     9.25
        122825236                  1007121377                    2              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                37.18                     8.375                    8.375
        122750854                  1007112251                    1              3/1/2006          3/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              16.23                      7.75                     7.75
        122406308                  3001588064                    1              3/1/2006          5/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                52.43                      6.75                     6.75
        121747021                  3001522717                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              41.13                       7.5                      7.5
        122346835                  1007149493                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 29.7                      9.25                     9.25
        122697481                  1007150665                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              37.83                      8.99                     8.99
        121740554                  3001470008                    2              3/1/2006          IOFIXED30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.99                       6.8                      6.8
        122797624                  1007138082                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.17                      9.99                     9.99
        122725164                  1007103896                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              41.88                       7.5                      7.5
        122627660                  1006869166                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.29                     8.125                    8.125
        122483639                  1006904369                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.95                     7.875                    7.875
        122694853                  1007076688                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                51.66                       8.5                      8.5
        122354721                  1007117623                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    FULL                                39.12                     11.75                    11.75
        122530716                  1007072869                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                31.95                    10.375                   10.375
        122575077                  1006963555                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                50.96                      7.25                     7.25
        122580023                  1007096603                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                43.22                     8.125                    8.125
        122623635                  1007087370                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              38.96                      9.75                     9.75
        122401730                  3001572803                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.13                      9.15                     9.15
        122740012                  1007143116                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.99                     7.625                    7.625
        121746901                  3001521644                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                 43.4                     6.475                    6.475
        122543420                  1007093717                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.11                       8.5                      8.5
        122784599                  1007081480                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.34                       7.5                      7.5
        122386338                  1006916280                    2              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     P                    FULL                                32.23                         8                        8
        122584514                  1006947046                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.98                      6.75                     6.75
        122517363                  1006986242                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.56                     8.375                    8.375
        122708441                  1007079997                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              40.46                      7.75                     7.75
        122784111                  1007120536                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.12                       7.5                      7.5
        122499732                  1007184128                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 45.5                      7.25                     7.25
        122674054                  1007038696                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.56                         8                        8
        122604614                  1007036765                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              30.34                     8.375                    8.375
        122742172                  1007015496                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              42.47                       8.5                      8.5
        122801541                  1007078114                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.09                     7.875                    7.875
        121746731                  3001520216                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              33.98                       8.1                      8.1
        122401767                  3001573157                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.03                     8.125                    8.125
        122857699                  1007180167                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     C                    STATED                              33.22                       9.5                      9.5
        122319385                  1006999328                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                32.15                       7.5                      7.5
        121749599                  3001552151                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                34.45                      6.75                     6.75
        122541243                  1006937864                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              48.68                      9.25                     9.25
        122769143                  1007081217                    1              3/1/2006          3/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              28.47                     8.875                    8.875
        122737926                  1007080615                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                35.34                      10.5                     10.5
        121732541                  3001417207                    2              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.81                      7.65                     7.65
        122781626                  1007054339                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.71                     9.625                    9.625
        122691533                  1007090986                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              44.31                      9.75                     9.75
        122921067                  1007232729                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              41.14                     8.625                    8.625
        122702392                  1006983983                    2              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.21                     8.875                    8.875
        122572232                  1006973000                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.97                     7.125                    7.125
        122657641                  1006922106                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                35.05                      8.25                     8.25
        122627298                  1006892036                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.83                     7.875                    7.875
        122401712                  3001572639                    2              3/1/2006          3/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     C                    FULL                                45.41                       8.6                      8.6
        122876276                  1007204959                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     C                    STATED                              37.86                         8                        8
        122624682                  1006993396                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.82                     8.125                    8.125
        122661919                  1006994360                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 37.6                      7.25                     7.25
        122877896                  1007131244                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              26.85                     7.625                    7.625
        122758094                  1007226168                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.99                       7.5                      7.5
        122870047                  1007082595                    1              3/1/2006          FIXED40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                48.64                     8.125                    8.125
        122594581                  1006939274                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.06                     5.625                    5.625
        120548975                  1005252331                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                29.69                     8.125                      7.5
        122859734                  1007160235                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.15                     6.625                    6.625
        122679268                  1006953242                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 27.4                     8.125                    8.125
        122641065                  1006981359                    2              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.06                         8                        8
        122627411                  1007122904                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              27.49                    10.125                   10.125
        121768803                  1006141459                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.12                       6.5                      6.5
        121747045                  3001522915                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                               49.7                         8                        8
        120769307                  1005177363                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          2ND HOME                      C                    STATED                              38.34                       9.5                      8.5
        122662026                  1007038159                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.66                     9.625                    9.625
        122526617                  1006978884                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.51                     6.875                    6.875
        122530383                  1007045824                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 24.8                         9                        9
        122531958                  1007140682                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.05                      8.25                     8.25
        122538077                  1006972440                    1              3/1/2006          2/6 LIBOR                4 UNIT                                                4          NON-OWNER                     C                    STATED                              19.88                         8                        8
        122600118                  1006908394                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.51                     6.875                    6.875
        122664758                  1006967515                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                44.78                       9.5                      9.5
        122705965                  1006991200                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               34.9                     6.625                    6.625
        122827875                  1007213711                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.81                     8.875                    8.875
        123012405                  1007209636                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              41.18                     7.875                    7.875
        122606066                  1007018623                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.04                     7.375                    7.375
        122663569                  1007038191                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     N                    FULL                                39.27                       6.5                      6.5
        122746739                  1007104548                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.73                     8.875                    8.875
        122821665                  1007159401                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     C                    STATED                              47.08                     7.875                    7.875
        122611402                  1007036914                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 47.4                      9.25                     9.25
        122689221                  1007157629                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.69                     8.875                    8.875
        122789839                  1007120643                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                25.96                     7.375                    7.375
        122969039                  1007165630                    1              3/1/2006          3/1L40/30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.48                      7.75                     7.75
        122389215                  1006926149                    2              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.05                     6.625                    6.625
        122518949                  1006945735                    1              3/1/2006          FIXED30                  3 UNIT                                                3          NON-OWNER                     C                    LIMITED DOCUMENTATION                47.8                     8.625                    8.625
        122611014                  1006955353                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    FULL                                33.57                     9.375                    9.375
        122838185                  1007146671                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.66                     9.375                    9.375
        122653860                  1006912917                    1              3/1/2006          IO 2/6 LIB               HIGH RISE CONDO                                       1          OWNER OCC                     P                    STATED                              42.05                      7.75                     7.75
        122022724                  1006347031                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.83                     6.125                    6.125
        122035773                  1006585861                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.46                     8.875                    8.875
        122519633                  1006937393                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.07                         8                        8
        122749723                  1007104662                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              39.53                     7.625                    7.625
        121746782                  3001520612                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              37.66                      7.35                     7.35
        121746998                  3001522543                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              54.37                       7.5                      7.5
        122401734                  3001572845                    2              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                48.15                      9.15                     9.15
        121746967                  3001522253                    1              3/1/2006          FIXED30                  2 UNIT                                                2          NON-OWNER                     P                    STATED                                 46                       8.5                      8.5
        121745816                  3001482706                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                 42.7                         7                        7
        121745823                  3001482771                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                               40.5                      6.75                     6.75
        121732482                  3001416639                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                 49.9                       7.2                      7.2
        122892140                  1007219163                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.82                      6.75                     6.75
        122561382                  1006963175                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    FULL                                49.96                     8.125                    8.125
        122732739                  1007132812                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.55                     9.875                    9.875
        122741345                  1007002999                    2              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     P                    STATED                              46.78                      7.75                     7.75
        122830248                  1007146333                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.53                      9.25                     9.25
        122579081                  1006911695                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.59                         9                        9
        122507863                  1006930208                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                45.99                       7.5                      7.5
        122660439                  1006932519                    1              3/1/2006          FIXED40/30               TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                27.12                     7.875                    7.875
        122642104                  1006941098                    2              3/1/2006          IO F30/120               CONDO UNIT                                            1          2ND HOME                      P                    NO INCOME NO ASSETS                     0                     7.125                    7.125
        122886954                  1007114646                    1              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.72                     8.875                    8.875
        122666947                  1007024720                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    STATED                              49.22                      9.75                     9.75
        122742591                  1007091737                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.43                       8.5                      8.5
        122737298                  1006991648                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.82                     8.625                    8.625
        122628184                  1006993461                    2              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    STATED                              45.11                       7.4                      7.4
        121746725                  3001520166                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.64                     8.625                    8.625
        122593181                  1006894362                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              38.07                       7.5                      7.5
        122612616                  1006973927                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              46.51                     9.125                    9.125
        122652317                  1007019381                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.79                       8.5                      8.5
        122883038                  1007194622                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                34.01                     8.875                    8.875
        122774373                  1007127101                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              40.73                     9.125                    9.125
        122862251                  1007160334                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.59                       8.5                      8.5
        122765818                  1007137837                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.99                         8                        8
        122405652                  3001582869                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.63                      6.75                     6.75
        122672949                  1007019761                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.86                      9.75                     9.75
        121748231                  3001531197                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.88                     8.375                    8.375
        122592495                  1007199639                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    STATED                              36.58                     7.625                    7.625
        121747023                  3001522733                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              38.84                       7.5                      7.5
        122687528                  1007150509                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                30.27                       8.5                      8.5
        122692808                  1007073610                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              43.29                     7.875                    7.875
        122751708                  1007143355                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               27.18                     7.375                    7.375
        122985328                  1007233800                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.85                     8.375                    8.375
        122590071                  1006924326                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    STATED                              34.77                      7.75                     7.75
        122676982                  1007031550                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.78                       7.5                      7.5
        122849889                  1007147232                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.55                     8.875                    8.875
        122311110                  1006977969                    1              3/1/2006          3/1 ARM                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.27                     7.375                    7.375
        122515701                  1006986218                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.34                     7.875                    7.875
        121947604                  1006337685                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.78                      8.75                     8.75
        121746921                  3001521800                    1              3/1/2006          5/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     C                    FULL                                 34.2                     6.625                    6.625
        121746732                  3001520224                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.56                      8.25                     8.25
        122769277                  1007116385                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                30.02                     9.625                    9.625
        121732549                  3001417280                    2              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.22                       8.3                      8.3
        122753791                  1007133182                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              33.05                     7.875                    7.875
        122630742                  1007157280                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                               32.4                        10                       10
        122752033                  1007065509                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.33                         8                        8
        122965667                  1007216870                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.22                     9.875                    9.875
        122625216                  1007008624                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.61                       9.9                      9.9
        121749292                  3001549421                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.23                       9.5                      9.5
        122508011                  1006910580                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.64                     7.625                    7.625
        121747221                  3001524226                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     N                    FULL                                49.67                      7.35                     7.35
        121745806                  3001482607                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               27.8                     6.625                    6.625
        122702005                  1007028812                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.43                        10                       10
        122762297                  1007098294                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               49.6                     9.125                    9.125
        122779503                  1007120437                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.13                      8.25                     8.25
        121747065                  3001523087                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.55                      7.99                     7.99
        122623006                  1006921041                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.92                       7.5                      7.5
        122947118                  1007258633                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.45                     8.625                    8.625
        122889489                  1007181173                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                39.81                     8.125                    8.125
        122911841                  1007181827                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.86                     8.125                    8.125
        122198930                  1007005968                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    STATED                              49.12                      7.75                     7.75
        122639719                  1006948747                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.44                     7.125                    7.125
        122939112                  1007196866                    2              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.75                         7                        7
        122780568                  1007098443                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                49.12                      7.25                     7.25
        120881154                  1005330756                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.18                     7.125                    6.375
        122673997                  1007079450                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 49.2                      8.25                     8.25
        122574424                  1007036252                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.67                     8.875                    8.875
        122732336                  1007123548                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                45.59                     7.125                    7.125
        122486512                  1007017963                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.54                     7.625                    7.625
        122581552                  1006888836                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.28                     8.875                    8.875
        121747207                  3001524135                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                40.16                      7.55                     7.55
        121747079                  3001523210                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                33.66                     6.875                    6.875
        121732604                  3001417835                    2              3/1/2006          3/6 LIB                  PUD                                                   1          OWNER OCC                     P                    STATED                              46.73                     7.225                    7.225
        122398461                  3001501778                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                35.54                      6.25                     6.25
        120223869                  1004823090                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 45.7                      9.25                    7.125
        122610722                  1006939969                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                46.87                       9.5                      9.5
        122840791                  1007086935                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              27.76                      9.75                     9.75
        122902242                  1007181587                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              44.45                        11                       11
        122639321                  1007189937                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.53                     8.125                    8.125
        122549463                  1007007014                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              49.22                     9.125                    9.125
        122607121                  1006947632                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     C                    STATED                              31.58                     9.625                    9.625
        121764656                  3001275092                    1              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     C                    NO RATIO                                0                     6.125                    6.125
        121732587                  3001417660                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 47.7                      7.05                     7.05
        122636141                  1006940967                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                41.41                     8.375                    8.375
        122556402                  1006896789                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.78                     6.375                    6.375
        122955633                  1007207150                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                42.28                      8.75                     8.75
        121746777                  3001520562                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                40.02                      8.05                     8.05
        121748136                  3001530421                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                46.42                     7.625                    7.625
        122642127                  1006941312                    2              3/1/2006          IO F30/120               PUD                                                   1          OWNER OCC                     P                    STATED                              49.45                     7.125                    7.125
        122510439                  1006913808                    2              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     P                    FULL                                49.65                      7.75                     7.75
        122931583                  1007161878                    1              3/1/2006          IO51LIB/10               PUD                                                   1          OWNER OCC                     C                    FULL                                40.07                     7.875                    7.875
        122582836                  1007027418                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.06                     9.875                    9.875
        122855437                  1007147455                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              45.41                    11.625                   11.625
        122649066                  1007256843                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.29                         7                        7
        122571842                  1007018391                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    FULL                                49.42                     6.625                    6.625
        122645905                  1006951931                    2              3/1/2006          2/6LI40/30               3 UNIT                                                3          OWNER OCC                     C                    STATED                              48.07                      8.75                     8.75
        122328302                  1006935702                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              30.28                       8.5                      8.5
        122692925                  1007141896                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                 38.6                      9.25                     9.25
        122849575                  1007186396                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.88                     6.875                    6.875
        121676331                  1006088296                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              32.82                     5.875                    5.875
        121746803                  3001520786                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                40.93                       7.4                      7.4
        122663378                  1007157421                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.85                       8.5                      8.5
        122679071                  1006968380                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.62                         7                        7
        122609915                  1006939902                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    LIMITED DOCUMENTATION               43.72                     9.125                    9.125
        122638050                  1006981268                    2              3/1/2006          3/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.78                      8.75                     8.75
        122713292                  1007096116                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.46                     8.625                    8.625
        122228330                  1006925919                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              49.84                     8.625                    8.625
        122893198                  1007167487                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.15                      8.75                     8.75
        121745827                  3001482813                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 30.4                     6.625                    6.625
        122603200                  1006912123                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    LIMITED DOCUMENTATION               31.29                      6.75                     6.75
        122662758                  1006943920                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.94                       7.5                      7.5
        122515348                  1006937286                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.97                     7.125                    7.125
        122558656                  1006896813                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.22                     7.875                    7.875
        122690384                  1006957003                    1              3/1/2006          5/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                40.76                     7.875                    7.875
        122583277                  1006963852                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.25                     8.375                    8.375
        122596850                  1006899718                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.39                     8.125                    8.125
        122606284                  1007129438                    2              3/1/2006          IO 2/6 LIB               TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                42.56                      7.25                     7.25
        121749527                  3001551500                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.47                      7.05                     7.05
        121749473                  3001551005                    1              3/1/2006          3/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.77                      7.45                     7.45
        121746835                  3001521081                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                29.56                       8.9                      8.9
        121747033                  3001522824                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              43.03                       7.5                      7.5
        121749300                  3001549504                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              48.63                       8.3                      8.3
        122860491                  1007180282                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.57                     8.125                    8.125
        121747786                  3001527344                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                54.34                         6                        6
        122678763                  1007038852                    1              3/1/2006          2/6LI40/30               PUD                                                   1          2ND HOME                      P                    STATED                              38.67                     7.625                    7.625
        122654459                  1007009648                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.42                     7.625                    7.625
        121749232                  3001548951                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.61                       6.9                      6.9
        122402081                  3001583586                    1              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                48.87                      6.25                     6.25
        122547791                  1006954539                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     N                    FULL                                 52.4                     8.875                    8.875
        122743195                  1007130014                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               24.03                     7.875                    7.875
        122763735                  1007077694                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                43.21                    10.125                   10.125
        121746845                  3001521180                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.55                      6.99                     6.99
        122608182                  1006955312                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                31.66                      7.25                     7.25
        121746836                  3001521099                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                 53.7                     6.275                    6.275
        122698920                  1007103052                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.79                     7.375                    7.375
        122764196                  1007137803                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     P                    FULL                                48.46                     7.625                    7.625
        121748684                  3001584360                    1              3/1/2006          FIXED30                  2 UNIT                                                2          OWNER OCC                     P                    STATED                              43.98                      8.25                     8.25
        122696495                  1007073701                    1              3/1/2006          IO 2/6 LIB               HIGH RISE CONDO                                       1          OWNER OCC                     P                    STATED                              32.63                      6.75                     6.75
        122721538                  1007041849                    1              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.83                     8.125                    8.125
        122693170                  1006915639                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                46.51                         9                        9
        122481435                  1006910291                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              46.72                     8.125                    8.125
        122584367                  1006919672                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                               36.9                       7.5                      7.5
        122666866                  1006922262                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 42.8                      9.25                     9.25
        122597242                  1006927279                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.32                      7.75                     7.75
        122603560                  1006920431                    2              3/1/2006          5/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     N                    FULL                                46.51                      7.75                     7.75
        121746798                  3001520737                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   37                       7.5                      7.5
        121749368                  3001550098                    1              3/1/2006          3/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.61                      7.35                     7.35
        122816126                  1007179177                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.09                      7.25                     7.25
        122791625                  1007124256                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.45                       7.7                      7.7
        122534688                  1006986473                    2              3/1/2006          IO 5/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                   41                     6.875                    6.875
        121749077                  3001535438                    1              3/1/2006          2/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.72                     5.875                    5.875
        122571415                  1007068925                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              49.77                    11.375                   11.375
        122728455                  1006984320                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.98                       9.5                      9.5
        122850637                  1007114208                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                28.65                     7.875                    7.875
        122687562                  1006990368                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              27.27                         8                        8
        122580481                  1006919540                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.28                         8                        8
        122450660                  1006910077                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    STATED                              39.64                     8.125                    8.125
        122653172                  1006922007                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                 41.8                     6.625                    6.625
        122807574                  1007100348                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.31                      7.75                     7.75
        122653383                  1007019415                    1              3/1/2006          3/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                37.64                     7.875                    7.875
        122633318                  1007069386                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.83                     7.375                    7.375
        122677494                  1007012121                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.62                     6.375                    6.375
        122709635                  1006984163                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.59                       7.5                      7.5
        122784597                  1007043837                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              23.04                      6.99                     6.99
        122401719                  3001572704                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              39.12                     8.225                    8.225
        122543329                  1006937971                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 45.1                     8.625                    8.625
        122571487                  1007096561                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.83                      8.75                     8.75
        122667367                  1006953168                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.53                     7.875                    7.875
        122818045                  1007124520                    1              3/1/2006          3/1L40/30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 48.5                      6.75                     6.75
        122671231                  1007011834                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.38                     7.875                    7.875
        121746999                  3001522550                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                53.63                      8.35                     8.35
        122956110                  1007227711                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.81                     8.125                    8.125
        122676303                  1006922304                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              27.56                      7.75                     7.75
        121746801                  3001520760                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              51.46                      7.25                     7.25
        122744995                  1007104464                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.13                      9.25                     9.25
        122629797                  1006934598                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     P                    STATED                              49.17                       9.5                      9.5
        122547590                  1006911158                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              49.96                     7.675                    7.675
        122760048                  1007015744                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.41                       8.5                      8.5
        122976544                  1007233727                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              51.63                      10.5                     10.5
        122619155                  1006925000                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    STATED                              54.87                      7.25                     7.25
        122679279                  1007157579                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               39.2                     12.25                    12.25
        122756971                  1007230418                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   34                      8.25                     8.25
        122776057                  1007047572                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.61                     9.875                    9.875
        121749572                  3001551906                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.73                       8.4                      8.4
        121749448                  3001550783                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.35                       7.2                      7.2
        122616196                  1006931651                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.61                      8.75                     8.75
        122684655                  1007111188                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              26.09                     8.375                    8.375
        122737014                  1007142993                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.07                     7.375                    7.375
        122838077                  1007159724                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.49                     9.875                    9.875
        122913471                  1007215229                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.88                      8.75                     8.75
        122701553                  1006998007                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                40.77                       7.5                      7.5
        122588563                  1007069014                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              21.72                      6.75                     6.75
        122638303                  1007079096                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.72                     9.875                    9.875
        122468697                  1006895674                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.85                       7.6                      7.6
        122746574                  1007163387                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              34.28                     8.375                    8.375
        122635745                  1006993602                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.39                     7.875                    7.875
        121747833                  3001527773                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.85                     5.375                    5.375
        121749066                  3001535321                    1              3/1/2006          2/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 37.4                       6.5                      6.5
        121746844                  3001521172                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              46.82                       8.3                      8.3
        121745817                  3001482714                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 42.8                       6.5                      6.5
        121749339                  3001549843                    1              3/1/2006          2/6LIB40/30              PUD                                                   1          OWNER OCC                     P                    FULL                                41.03                      6.85                     6.85
        122612984                  1006947772                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.05                     7.625                    7.625
        122285044                  1007100868                    1              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     C                    FULL                                41.89                      9.75                     9.75
        122626195                  1006980815                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.18                     7.125                    7.125
        122624738                  1007023771                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              41.98                     9.375                    9.375
        122648920                  1006956021                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               45.4                         8                        8
        122618783                  1006947939                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              39.63                     8.625                    8.625
        122632770                  1006993552                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.37                      7.25                     7.25
        122758115                  1007104928                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.03                     7.125                    7.125
        122535028                  1007068750                    2              3/1/2006          3/1 ARM                  2 UNIT                                                2          OWNER OCC                     C                    FULL                                 37.9                     7.875                    7.875
        121747220                  3001524218                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                17.85                      8.85                     8.85
        122685938                  1007048968                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               34.9                         9                        9
        121745841                  3001482953                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                 46.9                      6.75                     6.75
        122500329                  1006936940                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.74                      7.25                     7.25
        122641111                  1007046210                    1              3/1/2006          3/1TR40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.83                     5.875                    5.875
        122890936                  1007255043                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                49.97                      10.5                     10.5
        121749462                  3001550908                    1              3/1/2006          3/6LIB40/30              PUD                                                   1          OWNER OCC                     C                    FULL                                44.65                      6.99                     6.99
        121747282                  3001524770                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                44.76                      7.25                     7.25
        122565543                  1006996431                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.66                      8.99                     8.99
        122604559                  1006964561                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.92                    11.125                   11.125
        122792630                  1007081621                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.43                      6.25                     6.25
        122819838                  1007179268                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 39.5                         9                        9
        122892156                  1007156670                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                34.19                    11.875                   11.875
        122714273                  1007177585                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.13                     9.875                    9.875
        122641241                  1006959009                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                44.32                     7.875                    7.875
        122720805                  1006977506                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                               37.4                     7.125                    7.125
        122632079                  1006993529                    1              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     P                    STATED                              44.79                     7.875                    7.875
        122730313                  1007042128                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.87                     6.875                    6.875
        121746964                  3001522220                    1              3/1/2006          FIXED30                  3 UNIT                                                3          NON-OWNER                     P                    STATED                                 49                     8.625                    8.625
        122763643                  1007112533                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     P                    STATED                              41.96                         9                        9
        122511998                  1006910713                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.89                     9.875                    9.875
        122515645                  1007068669                    2              3/1/2006          IO 5/6 LIB               TOWNHOUSE                                             1          OWNER OCC                     P                    FULL                                47.25                         7                        7
        122459890                  1006933293                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     P                    STATED                              49.17                       9.5                      9.5
        122597780                  1007073008                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.88                      8.75                     8.75
        122683499                  1007025230                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.02                    11.125                   11.125
        122716577                  1007032525                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.14                     8.625                    8.625
        122764008                  1007071994                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.52                     9.875                    9.875
        122881735                  1007078437                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.59                     8.125                    8.125
        122749172                  1007074238                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.22                      9.25                     9.25
        122818494                  1007249731                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 44.5                       8.5                      8.5
        122705258                  1007058322                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.79                      8.75                     8.75
        122750069                  1007123795                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    STATED                              37.75                       9.5                      9.5
        122909177                  1007161597                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.02                      11.5                     11.5
        121864205                  1006288805                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              39.16                      7.99                     7.99
        122388415                  1006953762                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                39.57                      8.25                     8.25
        121746823                  3001520968                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                25.43                      7.25                     7.25
        121746984                  3001522402                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 48.3                      7.25                     7.25
        122401735                  3001572852                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.13                     8.925                    8.925
        121746778                  3001520570                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              42.04                      6.45                     6.45
        122591398                  1006987315                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              45.18                     8.625                    8.625
        122470376                  1006936452                    1              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION                9.88                     8.375                    8.375
        122757572                  1007119884                    1              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     P                    FULL                                33.52                       7.5                      7.5
        122401690                  3001572423                    2              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              44.27                     8.175                    8.175
        122631101                  1006948341                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.28                     7.875                    7.875
        122633708                  1006965568                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              26.49                     7.875                    7.875
        121746854                  3001521263                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.48                       8.3                      8.3
        122739256                  1007151366                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              50.32                     9.875                    9.875
        122072339                  1006985384                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.44                      9.75                     9.75
        122761955                  1007071960                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              27.48                     11.75                    11.75
        122514062                  1006962300                    1              3/1/2006          3/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.23                     8.375                    8.375
        122533562                  1006937781                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION                  36                       7.5                      7.5
        121746862                  3001521347                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              30.43                      5.95                     5.95
        120832157                  1005258023                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              34.57                     11.25                    8.875
        120787490                  1005173180                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.18                     7.625                     5.75
        122823224                  1007146085                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                48.98                      8.25                     8.25
        122761425                  1007112517                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.59                       7.5                      7.5
        122583769                  1007023359                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              35.25                     7.375                    7.375
        122679896                  1006968422                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                49.45                       6.5                      6.5
        122589755                  1006927212                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              29.15                      9.75                     9.75
        122670704                  1007217522                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              48.26                      8.25                     8.25
        122603109                  1006947541                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.76                     9.375                    9.375
        122680982                  1006994899                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               37.67                     7.625                    7.625
        122626068                  1006915399                    2              3/1/2006          5/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.76                     7.375                    7.375
        122392955                  1006961385                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              29.28                      6.75                     6.75
        121747131                  3001523566                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     P                    STATED                              27.83                     10.05                    10.05
        122654443                  1006967010                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.72                     8.125                    8.125
        122616752                  1006940223                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.83                     7.875                    7.875
        122669473                  1007057514                    1              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.97                     7.875                    7.875
        122363391                  1006992034                    1              3/1/2006          IO 2/6 LIB               HIGH RISE CONDO                                       1          OWNER OCC                     P                    FULL                                42.41                       7.5                      7.5
        122550150                  1007056052                    1              3/1/2006          2/6 LIBOR                4 UNIT                                                4          OWNER OCC                     C                    FULL                                53.08                       7.5                      7.5
        122624408                  1006940603                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.28                      8.25                     8.25
        122697717                  1007102997                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.68                     7.875                    7.875
        122909851                  1007181793                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              46.66                      9.75                     9.75
        122611971                  1006993214                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              53.96                         8                        8
        122693973                  1007025420                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              14.59                     8.875                    8.875
        121746884                  3001521537                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.33                      9.35                     9.35
        121747181                  3001523939                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.03                      8.35                     8.35
        122652434                  1006943292                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    FULL                                 43.1                      7.75                     7.75
        122661083                  1007011529                    1              3/1/2006          IO3/1LIB45               PUD                                                   1          OWNER OCC                     C                    STATED                              31.13                      7.25                     7.25
        122919002                  1007196122                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                40.59                     8.375                    8.375
        121746800                  3001520752                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                22.62                     9.125                    9.125
        122485247                  1007212028                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.75                     10.25                    10.25
        122784831                  1007098476                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.68                     12.25                    12.25
        122786185                  1007144403                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              38.58                         8                        8
        122672800                  1007090796                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               43.7                      7.75                     7.75
        122640536                  1006948762                    2              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               36.6                      6.75                     6.75
        122406274                  3001587827                    2              3/1/2006          40/30                    SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                51.52                      6.99                     6.99
        122460813                  1007068578                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.62                         8                        8
        121746886                  3001521545                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.09                      8.23                     8.23
        122969357                  1007216078                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    FULL                                22.85                     9.125                    9.125
        122748915                  1007257049                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.96                      6.75                     6.75
        122812916                  1007185844                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               48.8                      8.75                     8.75
        122645495                  1006932071                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.97                      6.75                     6.75
        122648094                  1006966707                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              43.32                     6.875                    6.875
        121749067                  3001535339                    2              3/1/2006          2/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.32                     5.375                    5.375
        121749331                  3001549769                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.89                         7                        7
        122584333                  1006911828                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                37.47                     8.375                    8.375
        122372245                  1006889727                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              53.72                     8.375                    8.375
        122463742                  1006922908                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                22.33                      6.75                     6.75
        122484356                  1006961807                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                42.63                       8.5                      8.5
        122688800                  1006983512                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              33.37                         7                        7
        122896393                  1007224189                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                29.17                      6.25                     6.25
        122593765                  1006939233                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              26.99                     7.875                    7.875
        122638486                  1007056896                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     P                    STATED                              44.21                      9.75                     9.75
        122630139                  1006980922                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.52                     9.375                    9.375
        121749182                  3001548548                    2              3/1/2006          3/6 LIBOR                2 UNIT                                                2          2ND HOME                      P                    FULL                                   38                      7.99                     7.99
        122558693                  1006908121                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.95                     9.875                    9.875
        122709013                  1007103342                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              27.13                      9.25                     9.25
        122669402                  1007050840                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.41                       7.5                      7.5
        122730938                  1007177833                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.07                     8.375                    8.375
        122655685                  1006994097                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.36                      7.75                     7.75
        122468156                  1006922916                    2              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                26.42                     7.875                    7.875
        121748062                  3001529811                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                              54.85                       6.5                      6.5
        122845293                  1007146994                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                53.57                      6.25                     6.25
        122659354                  1006989295                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    STATED                               36.8                         7                        7
        122919645                  1007173907                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.51                     9.625                    9.625
        121749542                  3001551658                    2              3/1/2006          3/6LIB40/30              PUD                                                   1          OWNER OCC                     C                    FULL                                38.52                       6.9                      6.9
        121748105                  3001530181                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               3.52                     7.625                    7.625
        122794215                  1007134156                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.39                    11.375                   11.375
        122674246                  1007016189                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.68                      7.75                     7.75
        122604743                  1006927352                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 32.8                      6.25                     6.25
        121768609                  1006139701                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    NO RATIO                                0                     6.375                    6.375
        122751520                  1007047465                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               38.9                     7.125                    7.125
        122783217                  1007171083                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                44.04                      9.25                     9.25
        122679126                  1007070038                    2              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.02                     6.875                    6.875
        121746667                  3001519952                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.02                       6.5                      6.5
        122564472                  1006954729                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                53.46                     8.375                    8.375
        122669494                  1006944217                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              36.57                         8                        8
        122711486                  1007005323                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                39.26                      8.25                     8.25
        121747863                  3001528060                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.09                       5.5                      5.5
        121380407                  1005696461                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.69                      6.75                     6.75
        122654650                  1006943409                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 45.7                     7.625                    7.625
        122581655                  1006924151                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.05                      7.75                     7.75
        122541716                  1007176843                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              46.63                    11.375                   11.375
        122613891                  1007056581                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.35                       9.5                      9.5
        122860831                  1007231416                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.35                         8                        8
        122581620                  1007068974                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.65                      9.25                     9.25
        122664765                  1007011677                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.16                     7.375                    7.375
        122692459                  1007020132                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    FULL                                49.61                     8.625                    8.625
        122571149                  1006946725                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                               46.8                     6.875                    6.875
        121975913                  1006585838                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.95                       6.5                      6.5
        122825361                  1007164138                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    FULL                                17.72                      9.75                     9.75
        122795173                  1007152695                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.95                     8.875                    8.875
        122743175                  1007077371                    2              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     C                    STATED                              43.41                     7.875                    7.875
        121892167                  3001321508                    2              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              41.95                         7                        7
        122534511                  1006796898                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                42.62                      7.25                     7.25
        122716205                  1007020694                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.65                      11.5                     11.5
        122492665                  1007229816                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              46.35                     8.875                    8.875
        122402086                  3001583602                    2              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                51.64                      6.25                     6.25
        122665706                  1007079344                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              37.95                     7.125                    7.125
        122833068                  1007107087                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              37.02                     6.875                    6.875
        122760290                  1007067661                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.55                         9                        9
        122595561                  1006848731                    1              3/1/2006          IO 5/6 LIB               TOWNHOUSE                                             1          OWNER OCC                     P                    NO RATIO                                0                     7.875                    7.875
        122638813                  1007090556                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.51                       7.5                      7.5
        122644609                  1006966582                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.56                     8.875                    8.875
        122831605                  1007223413                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              34.63                     7.625                    7.625
        122856619                  1007160169                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.15                      7.99                     7.99
        122943095                  1007197005                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.38                      9.25                     9.25
        122621251                  1006889222                    2              3/1/2006          2/6LI40/30               TOWNHOUSE                                             1          OWNER OCC                     P                    STATED                              46.55                       7.5                      7.5
        122736683                  1007077256                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.33                       9.5                      9.5
        122186501                  1006586141                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.06                      7.75                     7.75
        122575154                  1006973042                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.45                     8.875                    8.875
        122605572                  1007008061                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                44.92                     7.625                    7.625
        122675720                  1007019837                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.86                      6.75                     6.75
        121746867                  3001521396                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.71                      9.35                     9.35
        121746860                  3001521321                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               27.8                     6.725                    6.725
        123006151                  1007209602                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              43.43                     9.625                    9.625
        121768892                  1006142275                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.25                     6.375                    6.375
        122507945                  1007015991                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              28.52                     8.625                    8.625
        122692695                  1007020157                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                51.34                    10.375                   10.375
        122528671                  1006910911                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.29                     7.875                    7.875
        122841017                  1007107285                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    FULL                                46.59                     9.125                    9.125
        122655531                  1007052507                    2              3/1/2006          IO 2/6 LIB               3 UNIT                                                3          OWNER OCC                     P                    FULL                                46.83                     9.625                    9.625
        122596933                  1007140963                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.51                         7                        7
        122726303                  1007073982                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                22.38                      8.25                     8.25
        122696521                  1006969131                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                 45.7                     9.875                    9.875
        122775774                  1007077819                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.08                     8.625                    8.625
        121749139                  3001548191                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     P                    STATED                              20.43                      7.55                     7.55
        122645732                  1007069485                    1              3/1/2006          3/1 ARM                  CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              40.28                     6.875                    6.875
        122619058                  1006964983                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.47                     6.625                    6.625
        122473048                  1007072802                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.09                         9                        9
        122847029                  1007193467                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              34.93                    10.375                   10.375
        122630612                  1006906836                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.62                     7.875                    7.875
        122687560                  1006990350                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          2ND HOME                      P                    STATED                               54.7                      7.75                     7.75
        122680164                  1007038936                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                 47.8                     7.125                    7.125
        122651567                  1006943243                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.79                      8.25                     8.25
        122833407                  1007146507                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.69                     8.875                    8.875
        122573502                  1006905788                    1              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              37.33                     7.625                    7.625
        122592133                  1006954950                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                               41.3                     7.875                    7.875
        122406372                  3001588577                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                53.14                     6.875                    6.875
        122401765                  3001573132                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                51.79                      7.65                     7.65
        122615789                  1007037060                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                23.48                     9.375                    9.375
        122381770                  1007122540                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              37.74                     7.375                    7.375
        122385789                  1006913386                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.85                     8.375                    8.375
        122702033                  1007079773                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                54.31                         8                        8
        122700445                  1007079765                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     C                    FULL                                49.59                     6.625                    6.625
        122806074                  1007113366                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.96                      9.45                     9.45
        122538379                  1007068776                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                24.31                    11.125                   11.125
        122736585                  1007132879                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.74                      6.75                     6.75
        122654487                  1006967028                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.26                       7.3                      7.3
        122648396                  1007057142                    2              3/1/2006          2/6 LIBOR                3 UNIT                                                3          NON-OWNER                     C                    FULL                                25.64                       8.5                      8.5
        122677912                  1007256876                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.95                     8.375                    8.375
        122635609                  1007069394                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              36.48                     7.875                    7.875
        122740641                  1007065210                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              46.55                    10.375                   10.375
        122601720                  1006987638                    1              3/1/2006          3/1 ARM                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.03                        10                       10
        122618514                  1007037185                    2              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              46.87                       8.5                      8.5
        122647821                  1006981623                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                48.49                      9.25                     9.25
        122517822                  1006972143                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.83                     8.625                    8.625
        122556603                  1007007105                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                10.78                       7.5                      7.5
        122794273                  1007092586                    1              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     P                    FULL                                47.49                     8.125                    8.125
        122660078                  1007184300                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.25                     7.375                    7.375
        122639566                  1006925455                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                19.95                     6.875                    6.875
        122739909                  1007064908                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                               43.8                      7.75                     7.75
        122506131                  1006986127                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.21                     7.375                    7.375
        122503297                  1007149683                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    FULL                                46.22                    11.125                   11.125
        122898253                  1007205642                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              34.51                      8.25                     8.25
        122673852                  1007190125                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.96                      7.25                     7.25
        122741372                  1007177940                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                53.05                       9.7                      9.7
        122583610                  1007101478                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              32.51                      11.5                     11.5
        122650010                  1006975427                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 30.3                     10.75                    10.75
        122708708                  1007020611                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 50.6                     7.625                    7.625
        122736195                  1007077249                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.33                      9.75                     9.75
        122900701                  1007246851                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              50.84                      9.75                     9.75
        122845180                  1007093428                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                 49.8                     7.875                    7.875
        122514406                  1007131582                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     C                    STATED                              49.82                     8.625                    8.625
        122841498                  1007203092                    1              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              38.35                     7.625                    7.625
        122932078                  1007239666                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.97                     8.125                    8.125
        121749335                  3001549801                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.54                       7.5                      7.5
        121740472                  3001469232                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              39.93                       6.4                      6.4
        122461438                  1007110487                    1              3/1/2006          2/6 LIBOR                3 UNIT                                                3          NON-OWNER                     P                    FULL                                35.66                     7.875                    7.875
        122774224                  1007098401                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               44.6                      7.75                     7.75
        121749296                  3001549462                    1              3/1/2006          3/6LIB40/30              PUD                                                   1          OWNER OCC                     C                    FULL                                47.28                      8.55                     8.55
        122708562                  1006998056                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.54                     8.625                    8.625
        121745850                  3001483043                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                               33.9                         8                        8
        122642139                  1006941411                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    NO DOCUMENT                             0                       8.5                      8.5
        122619813                  1007008434                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.74                     8.125                    8.125
        121746805                  3001520802                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                39.88                     8.625                    8.625
        122132906                  1006944753                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              38.97                         9                        9
        122468332                  1006910192                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.02                     8.125                    8.125
        122676501                  1007254053                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    STATED                              44.14                       6.5                      6.5
        122794211                  1007105941                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              47.71                     9.875                    9.875
        122800326                  1007100298                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.16                        10                       10
        122798093                  1007230673                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                45.81                     9.625                    9.625
        122500889                  1007054685                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.49                      6.75                     6.75
        122632056                  1007037482                    1              3/1/2006          2/6P LIBOR               PUD                                                   1          OWNER OCC                     C                    STATED                              47.07                      8.25                     8.25
        122645880                  1007157330                    1              3/1/2006          5/1 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                48.89                         7                        7
        122633544                  1006906893                    1              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                38.73                      7.75                     7.75
        122714085                  1007049412                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                 49.7                     7.125                    7.125
        122770282                  1007152000                    2              3/1/2006          FIXED30                  4 UNIT                                                4          OWNER OCC                     C                    FULL                                37.22                      7.25                     7.25
        122167142                  1006898280                    1              3/1/2006          IO 2/6 LIB               HIGH RISE CONDO                                       1          OWNER OCC                     P                    STATED                               38.5                     7.625                    7.625
        122569924                  1006996480                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.06                       7.5                      7.5
        122401679                  3001572316                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                43.27                      7.95                     7.95
        122881064                  1007122235                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.73                     8.875                    8.875
        122633468                  1007157306                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    STATED                              48.54                     7.625                    7.625
        122752865                  1007116153                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.41                     7.125                    7.125
        121749206                  3001548738                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              34.67                      8.45                     8.45
        122743504                  1007184995                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.06                     6.375                    6.375
        122653938                  1006952020                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              23.56                      6.75                     6.75
        121749565                  3001551856                    2              3/1/2006          3/6LIB40/30              PUD                                                   1          OWNER OCC                     P                    STATED                              47.27                     8.375                    8.375
        122704402                  1006998049                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.39                       9.5                      9.5
        122643323                  1006981441                    1              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                40.97                     8.625                    8.625
        122805474                  1007021718                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.79                      7.75                     7.75
        122678622                  1007012212                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              46.14                       7.5                      7.5
        122761144                  1007071945                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     C                    STATED                              48.05                     9.875                    9.875
        120578234                  1005180235                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.86                     8.625                    7.625
        122588221                  1006915001                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 43.8                     8.375                    8.375
        122602027                  1006993099                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.16                     6.875                    6.875
        122513900                  1006986200                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 38.4                     7.375                    7.375
        122794996                  1007138066                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                53.47                       8.5                      8.5
        122627588                  1006974420                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.95                     8.125                    8.125
        121747091                  3001523301                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.12                      10.1                     10.1
        121749275                  3001549298                    2              3/1/2006          40/30                    SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 45.2                       7.1                      7.1
        121747292                  3001524853                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                51.08                       5.5                      5.5
        122639293                  1006958969                    1              3/1/2006          3/1 ARM                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.05                     8.875                    8.875
        122559887                  1007101346                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.35                     7.625                    7.625
        122555548                  1006923682                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.17                      7.99                     7.99
        122708826                  1007047036                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.95                       7.5                      7.5
        122716064                  1007013855                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.37                      7.75                     7.75
        122606304                  1006899775                    1              3/1/2006          2/6LI40/30               TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              39.17                       7.5                      7.5
        122652289                  1006981862                    1              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                49.71                      7.25                     7.25
        122590051                  1006911927                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              25.17                      7.75                     7.75
        121746952                  3001522105                    1              3/1/2006          2/6 LIBOR                4 UNIT                                                4          OWNER OCC                     P                    STATED                              52.68                      6.65                     6.65
        122616775                  1006929176                    1              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               46.1                     8.755                    8.755
        122595613                  1006849234                    1              3/1/2006          3/1 ARM                  HIGH RISE CONDO                                       1          NON-OWNER                     P                    NO RATIO                                0                     5.875                    5.875
        122587079                  1006899551                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.92                      7.25                     7.25
        122620787                  1007023755                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.99                     9.125                    9.125
        121749523                  3001551468                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              49.14                     8.675                    8.675
        121732542                  3001417215                    1              3/1/2006          3/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.47                     10.65                    10.65
        122771070                  1007043506                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              31.04                     8.375                    8.375
        122772191                  1007043522                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.13                     8.625                    8.625
        122595212                  1006992992                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.71                       8.5                      8.5
        122549024                  1006923625                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                49.37                     8.125                    8.125
        122661236                  1006952160                    1              3/1/2006          IO 2/6 LIB               4 UNIT                                                4          OWNER OCC                     C                    STATED                              37.58                     8.875                    8.875
        121746956                  3001522147                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    FULL                                49.39                       6.7                      6.7
        122752473                  1007158304                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.42                        11                       11
        122735391                  1007085374                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    STATED                              32.36                      11.5                     11.5
        122782457                  1007105651                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.96                      8.25                     8.25
        122777362                  1007089327                    1              3/1/2006          2/6 LIBOR                3 UNIT                                                3          OWNER OCC                     C                    STATED                               49.8                     7.875                    7.875
        122401732                  3001572829                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 36.6                       9.4                      9.4
        122728804                  1007103953                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.84                     8.125                    8.125
        122701166                  1007108697                    1              3/1/2006          IO 2/6 LIB               HIGH RISE CONDO                                       1          OWNER OCC                     P                    STATED                               49.9                     6.375                    6.375
        122553605                  1007056086                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                43.96                    10.875                   10.875
        122593408                  1006888976                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.73                       9.5                      9.5
        122661877                  1007198607                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.73                     7.125                    7.125
        122634461                  1006965642                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              40.36                     6.875                    6.875
        122540956                  1007125667                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               27.6                    11.375                   11.375
        122595894                  1006947400                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.68                    12.875                   12.875
        122661548                  1007141482                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.52                     6.875                    6.875
        122679641                  1007217548                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.35                     7.875                    7.875
        122701400                  1007013137                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.72                     8.875                    8.875
        122845695                  1007193400                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    FULL                                51.06                      8.25                     8.25
        122586180                  1007189705                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.17                      7.75                     7.75
        122923022                  1007187915                    1              3/1/2006          5/1L40/30                PUD                                                   1          OWNER OCC                     C                    STATED                              44.81                     7.875                    7.875
        122497503                  1006923120                    1              3/1/2006          FIXED30                  2 UNIT                                                2          OWNER OCC                     C                    FULL                                 40.3                       8.5                      8.5
        122183095                  1006929390                    1              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     P                    FULL                                37.65                     8.875                    8.875
        122766630                  1007151929                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                40.72                         9                        9
        121747039                  3001522865                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               46.6                      7.25                     7.25
        121747216                  3001524184                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                46.96                      6.85                     6.85
        122138936                  1007125444                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.77                       8.5                      8.5
        121749481                  3001551062                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 44.4                       6.6                      6.6
        122641386                  1006981367                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                30.89                      7.75                     7.75
        122595688                  1007131749                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.92                     6.625                    6.625
        122687322                  1006976847                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.41                     5.875                    5.875
        122522093                  1007114901                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.83                      7.75                     7.75
        122725907                  1007020926                    1              3/1/2006          3/6 LIBOR                3 UNIT                                                3          OWNER OCC                     C                    FULL                                47.49                     8.375                    8.375
        122857623                  1007193871                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.83                     7.625                    7.625
        122604551                  1007007998                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.28                       8.5                      8.5
        122609682                  1006993180                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 47.1                    10.875                   10.875
        122602280                  1007157199                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               49.95                    10.875                   10.875
        122651676                  1007019324                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.87                     8.375                    8.375
        121727528                  3001316524                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.93                       5.5                      5.5
        122220908                  1007168030                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               46.2                     7.875                    7.875
        122852747                  1007214263                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.14                     9.625                    9.625
        121732550                  3001417298                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.11                       6.8                      6.8
        121747144                  3001523657                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.12                      7.55                     7.55
        122548769                  1006950800                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.15                     8.625                    8.625
        122691143                  1007132275                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                42.19                       7.5                      7.5
        122701384                  1007142142                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.51                      7.75                     7.75
        122870512                  1007172933                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.08                       7.5                      7.5
        122611745                  1006940041                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.34                      7.75                     7.75
        122646933                  1006942351                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.92                       8.5                      8.5
        122080832                  1006551038                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.36                      6.25                     6.25
        121747258                  3001524564                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.92                      6.95                     6.95
        121749176                  3001548480                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                                 50                      7.75                     7.75
        122625658                  1006900078                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     P                    LIMITED DOCUMENTATION                43.2                         7                        7
        121749593                  3001552110                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                                 39                      7.45                     7.45
        122516568                  1006972135                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.54                     6.875                    6.875
        122599572                  1006894420                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.29                     9.125                    9.125
        122611687                  1006906547                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              36.23                       7.5                      7.5
        120952133                  1005408164                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.02                     7.125                    5.875
        121746838                  3001521115                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   40                       8.1                      8.1
        122650531                  1006921959                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.86                         7                        7
        122544314                  1007068784                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   50                     11.25                    11.25
        122846832                  1007172438                    2              3/1/2006          3/1L40/30                PUD                                                   1          OWNER OCC                     P                    FULL                                47.08                         9                        9
        122879428                  1007180951                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.03                      8.75                     8.75
        122819489                  1007113697                    1              3/1/2006          5/1 LIBOR                3 UNIT                                                3          OWNER OCC                     C                    FULL                                46.27                      7.75                     7.75
        122721165                  1007016528                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    NO DOCUMENT                             0                       7.5                      7.5
        122429411                  1007047788                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.89                      8.25                     8.25
        122528122                  1006986358                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              34.51                     7.625                    7.625
        122863576                  1007167115                    2              3/1/2006          IO 2/6 LIB               HIGH RISE CONDO                                       1          OWNER OCC                     P                    STATED                              39.94                      8.75                     8.75
        121746954                  3001522121                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.98                     6.575                    6.575
        122669953                  1007166018                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              54.99                         9                        9
        122611231                  1006906539                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               46.1                     7.375                    7.375
        122644634                  1007044645                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                 49.9                     8.125                    8.125
        122676777                  1007073420                    1              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.86                     8.375                    8.375
        122369871                  1006996092                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.15                      7.25                     7.25
        122618500                  1006899981                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                47.84                       6.5                      6.5
        122642150                  1006941528                    1              3/1/2006          FIXED30                  PUD                                                   1          NON-OWNER                     P                    STATED                              38.45                     7.875                    7.875
        122401675                  3001583560                    1              3/1/2006          FIXED30                  PUD                                                   1          NON-OWNER                     P                    STATED                              48.74                      7.25                     7.25
        122579977                  1006996597                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.48                     7.625                    7.625
        122648398                  1006921918                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.72                         8                        8
        122473665                  1006992232                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.26                      9.75                     9.75
        122786545                  1007134008                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.78                     9.875                    9.875
        122847838                  1007154022                    2              3/1/2006          IO31LIB/10               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.27                     9.375                    9.375
        121746875                  3001521461                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.02                      5.88                     5.88
        121892183                  3001321656                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              34.67                     5.625                    5.625
        121935658                  1006258220                    2              3/1/2006          IO 3/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                              27.51                       7.6                      7.6
        121740435                  3001439060                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.41                      7.99                     7.99
        122597542                  1006924441                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.01                     10.25                    10.25
        120170064                  1004781496                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 47.1                       8.5                    7.375
        121746971                  3001522287                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                                 29                      8.75                     8.75
        122580846                  1007007436                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.91                       7.5                      7.5
        122900664                  1007155680                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.22                       8.5                      8.5
        121745859                  3001483134                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               46.8                     6.625                    6.625
        122701383                  1006969214                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.55                     8.375                    8.375
        122719146                  1007111634                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.66                         9                        9
        122493584                  1006992299                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                42.49                     6.875                    6.875
        122480059                  1006910283                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              30.81                     7.625                    7.625
        122891190                  1007139098                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.15                     8.375                    8.375
        121746988                  3001522444                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              53.78                      8.85                     8.85
        122987314                  1007220203                    2              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.96                      6.75                     6.75
        121746869                  3001521412                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.26                       9.5                      9.5
        122770101                  1007127044                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          NON-OWNER                     P                    FULL                                49.91                     8.375                    8.375
        122164120                  1006477325                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          NON-OWNER                     P                    STATED                              31.91                       6.5                      6.5
        122686812                  1007001942                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.67                    10.375                   10.375
        122685095                  1007019993                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.51                       8.5                      8.5
        122613275                  1007008228                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.97                     10.25                    10.25
        122814793                  1007153156                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              47.73                     8.875                    8.875
        122451653                  1006910093                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.98                         7                        7
        121747025                  3001522758                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              49.97                     8.875                    8.875
        122684765                  1007031733                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.36                       7.5                      7.5
        122735938                  1007115940                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.34                      11.5                     11.5
        122752634                  1007043043                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.56                     9.875                    9.875
        122845755                  1007179847                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.74                       9.5                      9.5
        122895920                  1007239229                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.36                     8.375                    8.375
        122736669                  1007032947                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.81                     8.875                    8.875
        122655666                  1006989121                    2              3/1/2006          3/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.49                     7.125                    7.125
        121745830                  3001482847                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 31.8                     6.625                    6.625
        122659972                  1006932485                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.47                     7.375                    7.375
        122805448                  1007121005                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              32.04                    10.375                   10.375
        122760030                  1007095100                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     N                    FULL                                46.93                         8                        8
        122559789                  1006905465                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.54                     6.625                    6.625
        122360979                  1007017856                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.61                     8.625                    8.625
        122689938                  1007005083                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.24                      7.25                     7.25
        122708857                  1007099870                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                40.93                      7.75                     7.75
        122695829                  1007020272                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.29                     9.375                    9.375
        122748601                  1007074212                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              23.73                      6.25                     6.25
        122491356                  1007006552                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.95                       8.5                      8.5
        122748184                  1007042920                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.06                      7.25                     7.25
        121749414                  3001550486                    1              3/1/2006          3/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.82                      7.35                     7.35
        122749141                  1007104613                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.89                       9.5                      9.5
        121746855                  3001521271                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.51                       8.5                      8.5
        122625692                  1006884140                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.18                       7.5                      7.5
        122564226                  1006954703                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 32.4                        10                       10
        122702219                  1007020413                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                51.52                     10.25                    10.25
        121746992                  3001522485                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                               41.9                      6.95                     6.95
        122930004                  1007188079                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.15                       6.5                      6.5
        121747080                  3001523228                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    FULL                                46.15                      7.75                     7.75
        121747886                  3001528284                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.28                     5.625                    5.625
        122668430                  1006959991                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              47.36                      9.25                     9.25
        122588512                  1006931149                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                49.73                         9                        9
        122678975                  1006990046                    1              3/1/2006          2/6 LIBOR                TOWNHOUSE                                             1          OWNER OCC                     P                    STATED                              45.24                     7.625                    7.625
        122932142                  1007255365                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                29.59                     8.875                    8.875
        122573558                  1006963506                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    FULL                                32.62                      8.25                     8.25
        121759847                  1006083511                    1              3/1/2006          FIXED15                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.62                     7.375                    7.375
        121746739                  3001520273                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.51                       7.5                      7.5
        122443317                  1007066853                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               41.9                         8                        8
        122663420                  1006982431                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.26                       7.5                      7.5
        120491660                  1004943146                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                               42.9                     9.875                    8.125
        122590905                  1006915050                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 39.7                     8.125                    8.125
        122555800                  1006899304                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.77                         9                        9
        122689540                  1007141847                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              48.99                        10                       10
        122649879                  1006981763                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.82                       7.5                      7.5
        122487360                  1006978504                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              29.95                      7.75                     7.75
        122728718                  1007123522                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.93                     6.875                    6.875
        122675168                  1007001439                    2              3/1/2006          FIXED40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                46.59                         8                        8
        122638210                  1007024019                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                38.02                      7.75                     7.75
        121749007                  3001534852                    2              3/1/2006          2/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.18                     6.125                    6.125
        121746962                  3001522204                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.94                       6.1                      6.1
        121749140                  3001548209                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   26                      7.35                     7.35
        121749434                  3001550676                    2              3/1/2006          40/30                    CONDO UNIT                                            1          OWNER OCC                     P                    STATED                               48.4                      7.25                     7.25
        121747223                  3001524242                    1              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                   47                      6.25                     6.25
        122740579                  1007132952                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              25.14                     8.875                    8.875
        122520037                  1007047952                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                33.78                     6.875                    6.875
        122583492                  1006946980                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.23                      7.25                     7.25
        122633231                  1006988362                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              33.33                     8.625                    8.625
        122757561                  1007126822                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.64                      9.75                     9.75
        121557936                  3001237902                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    NO RATIO                                0                      7.25                     7.25
        122739915                  1007064965                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              32.54                      7.85                     7.85
        121749313                  3001549637                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.33                      6.95                     6.95
        122667817                  1006976045                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    LIMITED DOCUMENTATION               41.14                      6.95                     6.95
        122588248                  1007131723                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.97                         8                        8
        122525457                  1006952558                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.87                     5.625                    5.625
        122679123                  1006983181                    1              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.48                     9.125                    9.125
        122178665                  1006991929                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              27.41                     8.125                    8.125
        122587591                  1006963993                    1              3/1/2006          3/1TR40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.05                     8.375                    8.375
        122255970                  1006561904                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    NO DOCUMENT                             0                         8                        8
        122701798                  1007111394                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.48                      7.75                     7.75
        122685314                  1007052812                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     N                    FULL                                49.82                     7.625                    7.625
        122777706                  1007045220                    1              3/1/2006          IO 5/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                30.31                       6.5                      6.5
        122502090                  1006936981                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              42.08                     6.375                    6.375
        122667282                  1007011743                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              47.27                       7.5                      7.5
        122684568                  1007157595                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              42.55                         8                        8
        122725971                  1007080375                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.42                       6.5                      6.5
        122620716                  1006955528                    1              3/1/2006          3/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               48.04                         7                        7
        122680066                  1007038902                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                10.76                     7.875                    7.875
        122406270                  3001587793                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    FULL                                33.05                     6.375                    6.375
        122739910                  1007064916                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               49.5                      7.55                     7.55
        121732498                  3001416787                    1              3/1/2006          3/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.54                     7.625                    7.625
        122661278                  1007019530                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.59                     8.125                    8.125
        122401722                  3001572738                    2              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                48.93                      8.15                     8.15
        121749446                  3001550767                    1              3/1/2006          FIXED30                  3 UNIT                                                3          NON-OWNER                     P                    STATED                               43.7                     9.875                    9.875
        122729265                  1007142738                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.56                         8                        8
        122732008                  1007015322                    1              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     P                    STATED                              38.34                     7.625                    7.625
        122825157                  1007159484                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.76                        11                       11
        122890866                  1007219155                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                54.71                     8.375                    8.375
        122854137                  1007211285                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              48.23                     8.375                    8.375
        122720837                  1007163171                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.84                     6.375                    6.375
        122538895                  1007176835                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.19                      9.75                     9.75
        121749222                  3001548852                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.64                     7.325                    7.325
        120526157                  1004916431                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               34.8                     7.875                      7.5
        122597036                  1007018508                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              31.77                      8.75                     8.75
        122665266                  1006944043                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    LIMITED DOCUMENTATION                16.1                      6.25                     6.25
        122674111                  1006994683                    2              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     P                    STATED                              48.71                         6                        6
        122729457                  1007002619                    1              3/1/2006          IO 5/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                35.11                      7.75                     7.75
        121749564                  3001551849                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.65                     7.125                    7.125
        122587187                  1006952764                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    STATED                              25.39                      10.5                     10.5
        122441854                  1007017914                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.93                     9.125                    9.125
        122829307                  1007117128                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                46.22                     8.875                    8.875
        122758149                  1007085812                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.76                     7.875                    7.875
        122636400                  1007079047                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                              44.63                     9.625                    9.625
        122618381                  1006955486                    2              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.35                      7.75                     7.75
        122549601                  1006972648                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.21                      7.75                     7.75
        122732428                  1007177866                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.02                     7.875                    7.875
        122808485                  1007192378                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.84                        11                       11
        122687558                  1006990343                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    NO INCOME NO ASSETS                     0                     6.875                    6.875
        122535871                  1007055971                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.84                        11                       11
        122705542                  1007013343                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.18                    10.625                   10.625
        122741200                  1007143132                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              48.82                      7.25                     7.25
        122721167                  1007016544                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    NO RATIO                                0                     7.625                    7.625
        122674830                  1007048802                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.83                      9.75                     9.75
        122907105                  1007242785                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              34.47                      7.25                     7.25
        122324994                  1007047747                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.17                     8.125                    8.125
        122577327                  1007101452                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               48.1                     8.625                    8.625
        121749518                  3001551419                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              38.45                       8.2                      8.2
        122440902                  1007055732                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.51                       6.5                      6.5
        121747077                  3001523194                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.62                       8.6                      8.6
        121747195                  3001524036                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.15                      6.45                     6.45
        122575779                  1006911646                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.58                      7.25                     7.25
        122601032                  1007056425                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                37.32                     8.875                    8.875
        122767887                  1007033580                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                40.82                     7.625                    7.625
        122541248                  1007051483                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.74                       6.5                      6.5
        121749544                  3001551674                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               48.1                      7.05                     7.05
        121745828                  3001482821                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               45.4                     6.875                    6.875
        122401776                  3001573249                    2              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.96                     8.825                    8.825
        122785258                  1007112962                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.23                     8.375                    8.375
        122599033                  1006939431                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.23                      7.25                     7.25
        121733009                  3001394406                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                41.94                     6.525                    6.525
        122060250                  1006922353                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                39.79                    11.875                   11.875
        122555771                  1007018284                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.74                     8.625                    8.625
        121747269                  3001524663                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              53.51                       6.5                      6.5
        122667821                  1006976078                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          2ND HOME                      P                    STATED                              40.76                       8.1                      8.1
        122613026                  1007018714                    2              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.03                     6.875                    6.875
        122912823                  1007227331                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              44.46                     8.625                    8.625
        122710382                  1007230152                    1              3/1/2006          2/6 LIBOR                3 UNIT                                                3          OWNER OCC                     P                    FULL                                43.48                       8.5                      8.5
        122680847                  1007025180                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.43                     6.375                    6.375
        122325524                  1007110412                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.95                     9.625                    9.625
        122572487                  1007140815                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               48.8                      11.5                     11.5
        122642723                  1007234709                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              51.96                     10.55                    10.55
        122731822                  1007163288                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              54.57                    10.625                   10.625
        122748972                  1007026261                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                41.03                         9                        9
        122922662                  1007215344                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              50.28                    11.125                   11.125
        122428383                  1006957383                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.07                      6.63                     6.63
        122755422                  1007065541                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.13                     6.875                    6.875
        122642968                  1007009176                    1              3/1/2006          3/1TR40/30               CONDO UNIT                                            1          2ND HOME                      C                    STATED                              46.01                        10                       10
        122878513                  1007205089                    1              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              30.75                    10.375                   10.375
        122145638                  1007035056                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.91                       7.5                      7.5
        122305509                  1006929481                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.18                       7.5                      7.5
        122645253                  1006981516                    2              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.19                      7.75                     7.75
        122667257                  1006989683                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.01                      7.85                     7.85
        122731680                  1007064619                    2              3/1/2006          5/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.93                       6.5                      6.5
        121746734                  3001520232                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.64                      5.99                     5.99
        122667820                  1007016171                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               47.84                       7.7                      7.7
        122876348                  1007231663                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                24.99                     7.625                    7.625
        121747093                  3001523327                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   55                      8.25                     8.25
        121746873                  3001521446                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                              49.76                      6.73                     6.73
        122772085                  1007067711                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.81                         7                        7
        122381675                  1006945065                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              41.99                      8.99                     8.99
        122809423                  1007106485                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.83                       8.5                      8.5
        122653824                  1007090630                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.13                     7.625                    7.625
        122556018                  1006986754                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.97                       7.5                      7.5
        122401700                  3001572522                    2              3/1/2006          3/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              45.93                     8.175                    8.175
        122984763                  1007162306                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.45                     6.875                    6.875
        122783858                  1007092388                    1              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     P                    STATED                              40.16                     8.625                    8.625
        122784588                  1007043779                    1              3/1/2006          IO 3/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                38.92                      6.99                     6.99
        121749358                  3001549991                    2              3/1/2006          3/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    FULL                                    5                     6.775                    6.775
        122618120                  1007110768                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.03                     9.625                    9.625
        122690250                  1007012725                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              32.23                     9.375                    9.375
        122864183                  1007257635                    1              3/1/2006          3/1L40/30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.63                       7.5                      7.5
        122557955                  1007075714                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.99                     10.25                    10.25
        122625662                  1006948168                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              39.27                      7.99                     7.99
        122678218                  1007076514                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.95                     7.625                    7.625
        122843145                  1007146887                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.32                     8.375                    8.375
        122617079                  1006920837                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.14                      7.75                     7.75
        122739927                  1007065087                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              43.76                     7.225                    7.225
        122652352                  1006932188                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.51                     7.875                    7.875
        122495503                  1006936908                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.39                     8.875                    8.875
        122508817                  1007110545                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.63                     7.625                    7.625
        122631267                  1006980989                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     N                    STATED                              42.71                     8.125                    8.125
        122612165                  1006952806                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 48.1                      5.25                     5.25
        121746842                  3001521156                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                46.37                     7.875                    7.875
        122801936                  1007086596                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                21.08                     9.125                    9.125
        122858392                  1007246455                    2              3/1/2006          3/1L40/30                PUD                                                   1          OWNER OCC                     C                    STATED                              40.58                     8.375                    8.375
        121738927                  3001467137                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 45.7                         6                        6
        121749608                  3001552219                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.76                       7.1                      7.1
        122628016                  1007069345                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                               32.8                     9.375                    9.375
        122593090                  1006931214                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.82                     7.625                    7.625
        122841684                  1007241894                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                38.72                      7.75                     7.75
        122235370                  1006762940                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.19                         8                        8
        122647340                  1006932121                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.66                     6.875                    6.875
        122655393                  1006967127                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.01                       6.5                      6.5
        121746809                  3001520836                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.39                     7.875                    7.875
        122110663                  1006977738                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          2ND HOME                      P                    STATED                              23.23                      9.25                     9.25
        122583596                  1007048133                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.07                     7.125                    7.125
        122923446                  1007232760                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.96                      7.25                     7.25
        122508734                  1006952509                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               42.1                     7.625                    7.625
        122634112                  1006965618                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                               38.5                       6.5                      6.5
        122404167                  3001560295                    1              3/1/2006          IO 5/6 LIB               PUD                                                   1          2ND HOME                      P                    STATED                              32.07                      7.75                     7.75
        123055500                  1007253642                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                42.73                     7.875                    7.875
        122588648                  1007056300                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                47.85                       7.5                      7.5
        122700280                  1006977118                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.87                     9.625                    9.625
        121749529                  3001551526                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                23.66                      6.65                     6.65
        120802293                  1005178874                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          NON-OWNER                     P                    FULL                                 25.3                       8.5                        8
        122787177                  1007226309                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          2ND HOME                      C                    STATED                              41.12                        10                       10
        122822800                  1007082496                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.98                      8.75                     8.75
        122823391                  1007211145                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              46.28                     9.625                    9.625
        122823497                  1007117045                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.14                      8.25                     8.25
        122839939                  1007086927                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.89                     8.875                    8.875
        121946831                  1006272999                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                              22.25                      5.99                     5.99
        122715284                  1007053307                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.84                     6.375                    6.375
        122686134                  1007052820                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.93                     10.25                    10.25
        122745579                  1006969529                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.44                     7.375                    7.375
        122851551                  1007154121                    2              3/1/2006          2/6P LIBOR               PUD                                                   1          OWNER OCC                     C                    FULL                                 54.8                     8.125                    8.125
        122604264                  1007044546                    2              3/1/2006          3/1TR40/30               PUD                                                   1          OWNER OCC                     N                    FULL                                49.16                      5.75                     5.75
        122475421                  1006999484                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              41.04                      7.25                     7.25
        122481256                  1006945396                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.83                     7.875                    7.875
        122615561                  1006987935                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   42                      7.25                     7.25
        122625357                  1006988081                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                30.95                     6.875                    6.875
        122629087                  1007046145                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.57                         7                        7
        121746888                  3001521560                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              35.35                      6.49                     6.49
        122635912                  1007083692                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               39.51                     6.875                    6.875
        122825316                  1007153412                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.17                     7.125                    7.125
        122654173                  1006956104                    2              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                43.11                     7.375                    7.375
        121746863                  3001521354                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              39.34                       7.8                      7.8
        122728395                  1007061284                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     C                    STATED                              35.52                         7                        7
        122401725                  3001572753                    1              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                42.17                      8.55                     8.55
        122575034                  1006919409                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    FULL                                45.04                       8.5                      8.5
        122679712                  1007019902                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION                15.8                       7.5                      7.5
        122646279                  1006966665                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               48.6                       9.9                      9.9
        122401717                  3001572688                    2              3/1/2006          IO 3/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                45.25                      8.55                     8.55
        121746887                  3001521552                    1              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     P                    STATED                              37.93                      8.43                     8.43
        122594821                  1006939290                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.33                     8.375                    8.375
        122450826                  1007066861                    2              3/1/2006          2/6 LIBOR                3 UNIT                                                3          OWNER OCC                     P                    FULL                                47.56                     7.875                    7.875
        122455641                  1006929861                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                43.73                     8.375                    8.375
        122696768                  1007025503                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                               47.1                     7.625                    7.625
        122796300                  1007144817                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              54.56                         9                        9
        122735782                  1007085408                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              48.78                     7.375                    7.375
        122620540                  1007050659                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.62                     8.375                    8.375
        122686423                  1007020025                    1              3/1/2006          3/1TR40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.13                     8.625                    8.625
        122609920                  1007000332                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              35.27                      7.75                     7.75
        122667014                  1006967614                    2              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     C                    FULL                                44.03                     7.375                    7.375
        122670255                  1007019704                    2              3/1/2006          IO 2/6 LIB               TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              49.76                     8.625                    8.625
        121747070                  3001523129                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.09                      5.99                     5.99
        121749248                  3001549108                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.85                       6.6                      6.6
        121749490                  3001551138                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     C                    FULL                                12.86                       7.6                      7.6
        121749465                  3001550924                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              31.04                      6.95                     6.95
        122457096                  1006933285                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.08                      6.75                     6.75
        122783659                  1007254327                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.13                         9                        9
        122699559                  1007046921                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              45.76                     7.375                    7.375
        122567619                  1006905655                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.96                     6.375                    6.375
        122582438                  1007018425                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    LIMITED DOCUMENTATION               49.89                     6.875                    6.875
        121747193                  3001524010                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.19                     6.775                    6.775
        121733407                  3001397599                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.35                      7.49                     7.49
        120704067                  1005093123                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                34.31                     6.875                     6.75
        122563902                  1007122524                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.13                      7.75                     7.75
        122634446                  1006925323                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.41                     8.625                    8.625
        121749399                  3001550379                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                               28.9                      9.35                     9.35
        121746890                  3001521586                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                               52.7                      8.49                     8.49
        121749578                  3001551963                    2              3/1/2006          2/6LIB40/30              PUD                                                   1          NON-OWNER                     P                    STATED                               44.2                     8.325                    8.325
        122572849                  1006946758                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.35                      8.75                     8.75
        122884587                  1007155144                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.69                     7.875                    7.875
        122545629                  1006938029                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.09                         8                        8
        122723300                  1007190711                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.05                     7.125                    7.125
        122579307                  1006911703                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.11                       8.5                      8.5
        121749485                  3001551096                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.93                       7.5                      7.5
        122773628                  1007086026                    2              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     C                    STATED                               34.2                     8.625                    8.625
        122734189                  1007029356                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              40.77                     7.875                    7.875
        122617993                  1007052200                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.85                         8                        8
        122627200                  1006988164                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.47                      7.99                     7.99
        122698150                  1007103011                    2              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    FULL                                48.73                         6                        6
        122808727                  1007230772                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.74                      8.25                     8.25
        122638670                  1007056904                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.42                     7.625                    7.625
        121747069                  3001523111                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                   38                      6.85                     6.85
        122598540                  1007018516                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 41.9                         8                        8
        122536317                  1006911018                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.74                       7.5                      7.5
        122700205                  1007216508                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.27                       6.5                      6.5
        122615117                  1006987927                    2              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                38.88                     7.875                    7.875
        122735553                  1007163320                    2              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                31.45                     7.625                    7.625
        121749392                  3001550304                    2              3/1/2006          3/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              48.17                      6.85                     6.85
        122401769                  3001573173                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              51.44                     9.075                    9.075
        121747807                  3001527526                    1              3/1/2006          IOFIXED30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 54.7                     7.125                    7.125
        122681805                  1007097056                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.43                     7.375                    7.375
        122541271                  1006911059                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.96                       9.5                      9.5
        122588002                  1007140914                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                                 50                      9.25                     9.25
        122509277                  1006937179                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.26                       9.5                      9.5
        122570383                  1006919219                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.07                     7.125                    7.125
        121746851                  3001521248                    2              3/1/2006          2/6LIB40/30              2 UNIT                                                2          OWNER OCC                     C                    STATED                              43.03                       7.5                      7.5
        122704230                  1007046970                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                43.52                      7.25                     7.25
        122719104                  1007071036                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.82                     8.625                    8.625
        122839885                  1007166802                    2              3/1/2006          2/6P LIBOR               2 UNIT                                                2          OWNER OCC                     C                    LIMITED DOCUMENTATION               29.78                       9.5                      9.5
        122753456                  1007222720                    1              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     P                    FULL                                46.25                     7.125                    7.125
        122540957                  1006918286                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.65                     8.875                    8.875
        122900539                  1007136722                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                               48.5                     8.625                    8.625
        122658461                  1006975740                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.35                      5.75                     5.75
        122871439                  1007154774                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.36                         9                        9
        122746949                  1007123738                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.34                      7.95                     7.95
        121746826                  3001520992                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.65                       5.6                      5.6
        122401710                  3001572613                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                25.02                       8.8                      8.8
        121749635                  3001552458                    1              3/1/2006          2/6LIB40/30              PUD                                                   1          OWNER OCC                     P                    FULL                                39.76                     6.675                    6.675
        122724792                  1007015132                    2              3/1/2006          IO 5/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              43.43                     6.875                    6.875
        122607444                  1006894495                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.67                      8.75                     8.75
        122724127                  1007032681                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              42.53                     6.625                    6.625
        122571105                  1006963423                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                48.72                     8.125                    8.125
        122799040                  1007144981                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               20.9                     7.875                    7.875
        122901239                  1007214925                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.98                     10.75                    10.75
        122878996                  1007155037                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 44.2                     7.875                    7.875
        121746945                  3001522030                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.78                      8.25                     8.25
        121746830                  3001521032                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.14                     6.875                    6.875
        122902260                  1007205816                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.69                     10.75                    10.75
        122531277                  1006962573                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    STATED                               44.2                     9.625                    9.625
        122731874                  1007104035                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              35.75                      8.75                     8.75
        122781636                  1007185364                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.23                      9.75                     9.75
        122485037                  1006953994                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.05                       7.5                      7.5
        122537723                  1006926743                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.11                         8                        8
        122647127                  1006981607                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.34                     8.875                    8.875
        122685784                  1006925778                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              45.74                     7.375                    7.375
        122695062                  1007141961                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.77                     6.875                    6.875
        122855739                  1007186503                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              33.76                      5.25                     5.25
        122611700                  1007027640                    1              3/1/2006          3/1TR40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              31.54                      7.75                     7.75
        122474873                  1007099243                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                              39.98                     8.375                    8.375
        121747082                  3001523244                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.99                       8.5                      8.5
        122614074                  1006951493                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.83                     7.625                    7.625
        122784594                  1007043803                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              39.67                      6.45                     6.45
        122687557                  1006990335                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    NO RATIO                                0                     6.375                    6.375
        121756595                  1006036113                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               47.9                      7.99                     7.99
        121759816                  1006083248                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.32                      6.95                     6.95
        122401714                  3001572654                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.83                         9                        9
        122741532                  1007190968                    1              3/1/2006          5/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.96                         8                        8
        122560704                  1007007188                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 45.7                     8.375                    8.375
        120791584                  1005173347                    2              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     C                    STATED                              46.53                     8.125                     7.75
        122447602                  1007090093                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              39.49                     8.375                    8.375
        122700558                  1007040072                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              45.29                     7.125                    7.125
        121746882                  3001521511                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              47.89                      8.78                     8.78
        121746832                  3001521057                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     N                    STATED                              41.09                     6.375                    6.375
        122560822                  1006914517                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 46.5                     9.125                    9.125
        122475859                  1006961757                    1              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.75                     6.375                    6.375
        122721163                  1007016510                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    NO INCOME NO ASSETS                     0                     5.375                    5.375
        122853511                  1007107749                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              45.32                      8.75                     8.75
        122511520                  1006898967                    1              3/1/2006          2/6LI40/30               TOWNHOUSE                                             1          OWNER OCC                     P                    STATED                              39.27                      7.25                     7.25
        121746849                  3001521222                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.39                      8.75                     8.75
        121746743                  3001520307                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   26                     6.325                    6.325
        121746848                  3001521214                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.81                     8.825                    8.825
        121747272                  3001524697                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                53.43                      6.25                     6.25
        122621032                  1007037268                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.13                         7                        7
        122554934                  1007051947                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              36.27                     7.375                    7.375
        122430920                  1006922734                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                46.27                     8.125                    8.125
        122644263                  1006975104                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                45.74                     9.125                    9.125
        122537958                  1006937831                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 49.8                       6.5                      6.5
        122570980                  1006946717                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.01                      9.25                     9.25
        122692353                  1007076647                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.84                      8.25                     8.25
        122756570                  1007065582                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              48.03                     9.625                    9.625
        122794095                  1007238353                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.08                    10.375                   10.375
        122714930                  1007032491                    2              3/1/2006          IO 5/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                46.58                      7.25                     7.25
        122401695                  3001572472                    2              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     N                    FULL                                44.28                      8.45                     8.45
        122699252                  1007142126                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.81                      8.25                     8.25
        122605642                  1007075284                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.95                       8.5                      8.5
        121747074                  3001523160                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.19                      7.25                     7.25
        122655645                  1006967143                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.55                         7                        7
        122740730                  1007077348                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.77                         7                        7
        122739922                  1007065038                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.15                     7.075                    7.075
        122784587                  1007043761                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                44.96                         6                        6
        122635675                  1006912636                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.82                       9.5                      9.5
        122652801                  1006981920                    1              3/1/2006          2/6LI40/30               4 UNIT                                                4          OWNER OCC                     C                    STATED                              39.62                     8.375                    8.375
        122802820                  1007134370                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.91                     7.125                    7.125
        122636880                  1007079062                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              51.32                      9.75                     9.75
        122630058                  1006921256                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.17                     7.875                    7.875
        122608994                  1006903239                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              46.56                     7.625                    7.625
        122679521                  1007102633                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.87                      6.75                     6.75
        122640333                  1007056938                    2              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              42.89                     8.625                    8.625
        121749286                  3001549363                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.94                      7.95                     7.95
        122529925                  1006923351                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.25                       8.5                      8.5
        122965190                  1007240052                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                48.92                    10.875                   10.875
        122556848                  1007022997                    1              3/1/2006          3/1TR40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.87                     8.125                    8.125
        122626884                  1006921199                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                              42.83                     8.625                    8.625
        122724203                  1007053406                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              54.54                        10                       10
        121746784                  3001520638                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                                 47                      6.45                     6.45
        122731679                  1007064601                    2              3/1/2006          IO5/1LIB45               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              34.83                       6.5                      6.5
        122520077                  1006945750                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                53.25                     6.375                    6.375
        122888316                  1007148636                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              28.68                      10.5                     10.5
        122612625                  1006987893                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.16                      8.75                     8.75
        122582036                  1007056201                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                47.72                     6.875                    6.875
        122673198                  1006949612                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              33.34                    10.625                   10.625
        122682118                  1007102732                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              35.81                     8.125                    8.125
        122710933                  1007032343                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              41.76                      7.25                     7.25
        122741597                  1007151440                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.42                      8.75                     8.75
        122910714                  1007215146                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              37.16                         8                        8
        122787436                  1007254350                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.78                      7.75                     7.75
        122548695                  1006911208                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.94                     6.875                    6.875
        122653153                  1006975518                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.76                     5.875                    5.875
        122678574                  1007118266                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    STATED                              49.82                     7.375                    7.375
        122730588                  1007085259                    1              3/1/2006          2/6LI40/30               TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              42.18                      8.75                     8.75
        122750920                  1007021312                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 49.7                      9.25                     9.25
        122586868                  1006987208                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                32.19                       8.8                      8.8
        122798247                  1007086513                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                44.69                         8                        8
        121749047                  3001535156                    1              3/1/2006          2/6 LIB                  PUD                                                   1          OWNER OCC                     N                    STATED                              35.91                       7.5                      7.5
        121747265                  3001524630                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.86                      7.45                     7.45
        121746983                  3001522394                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                48.03                       7.2                      7.2
        121749588                  3001552060                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.94                     8.075                    8.075
        121730818                  3001391469                    2              3/1/2006          IO 2/6 LIB               3 UNIT                                                3          OWNER OCC                     P                    FULL                                46.74                      6.85                     6.85
        121747153                  3001523723                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          NON-OWNER                     C                    STATED                              47.96                      8.65                     8.65
        122602240                  1006987646                    2              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     P                    FULL                                34.97                     7.625                    7.625
        122316270                  1006929523                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.06                     6.875                    6.875
        122775466                  1007158577                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              36.08                      7.75                     7.75
        122745911                  1007112145                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               27.36                     8.125                    8.125
        122836975                  1007146614                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.58                      6.75                     6.75
        122724582                  1007020900                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    FULL                                44.85                      6.75                     6.75
        122140177                  1006909491                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    FULL                                30.51                      10.5                     10.5
        122825651                  1007093220                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     C                    STATED                               7.32                     8.625                    8.625
        122801792                  1007095506                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              49.27                      6.25                     6.25
        122690591                  1007079641                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              31.77                      7.25                     7.25
        122785002                  1007086315                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.74                      9.75                     9.75
        122725595                  1007142654                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.83                     6.875                    6.875
        122823117                  1007106808                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.42                      7.25                     7.25
        122739907                  1007064882                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.57                     7.425                    7.425
        122152587                  1006468266                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               20.51                      6.35                     6.35
        122686257                  1007012535                    2              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     P                    STATED                              41.21                      7.18                     7.18
        121746791                  3001520679                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              44.72                       7.2                      7.2
        121935735                  1006258857                    1              3/1/2006          IO 3/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                39.72                       6.1                      6.1
        122691966                  1007102849                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                39.77                      7.75                     7.75
        122132851                  1006977753                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    LIMITED DOCUMENTATION               49.91                     8.375                    8.375
        122571351                  1006992711                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                39.11                      8.75                     8.75
        122551505                  1006958001                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.17                     8.375                    8.375
        122807804                  1007109414                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.67                       9.5                      9.5
        122880734                  1007122227                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              35.25                     6.875                    6.875
        122244597                  1006944829                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.27                      6.75                     6.75
        122707228                  1007013442                    1              3/1/2006          FIXED30                  CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                47.87                     9.625                    9.625
        122525615                  1006937534                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              33.03                         8                        8
        122809166                  1007134503                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.57                      7.75                     7.75
        122482646                  1006992240                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.62                      7.75                     7.75
        122838951                  1007193186                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     C                    LIMITED DOCUMENTATION                53.2                       9.5                      9.5
        121746825                  3001520984                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              50.14                      7.65                     7.65
        122401718                  3001572696                    2              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.76                      9.65                     9.65
        121746880                  3001521495                    1              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     C                    FULL                                43.74                      5.75                     5.75
        122359120                  1007022476                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      C                    STATED                              34.79                       8.5                      8.5
        122543588                  1006918336                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.99                      7.25                     7.25
        121746664                  3001519929                    2              3/1/2006          2/6 LIBOR                3 UNIT                                                3          OWNER OCC                     P                    FULL                                49.39                     6.875                    6.875
        122562885                  1006938433                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.68                     6.375                    6.375
        122910194                  1007239443                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.99                     9.375                    9.375
        122589737                  1006924292                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     P                    STATED                              41.58                      6.75                     6.75
        122399185                  3001538333                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               43.6                      6.75                     6.75
        122224477                  1007015934                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.42                         7                        7
        122703119                  1007040213                    2              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     C                    STATED                              36.05                     8.375                    8.375
        122354353                  1006953697                    2              3/1/2006          FIXED30                  2 UNIT                                                2          OWNER OCC                     N                    STATED                              43.79                      8.75                     8.75
        122254821                  1006664039                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.01                      7.75                     7.75
        122588812                  1006992893                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              41.02                       8.5                      8.5
        122639367                  1006907024                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                28.08                      8.25                     8.25
        122653127                  1007220633                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               35.99                         9                        9
        122782622                  1007112871                    2              3/1/2006          2/6LI40/30               4 UNIT                                                4          OWNER OCC                     C                    STATED                              31.65                         8                        8
        122818281                  1007095647                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                               38.1                    10.125                   10.125
        122677603                  1007025040                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.75                       9.5                      9.5
        122658221                  1006989246                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              33.95                      7.25                     7.25
        122764744                  1007116336                    1              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              40.82                     6.625                    6.625
        122545980                  1006918443                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.86                     6.375                    6.375
        122665581                  1007001264                    1              3/1/2006          IO 2/6 LIB               HIGH RISE CONDO                                       1          OWNER OCC                     P                    FULL                                42.65                     7.375                    7.375
        122838618                  1007202987                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     C                    STATED                              46.59                     8.625                    8.625
        121746811                  3001520851                    1              3/1/2006          2/6LIB40/30              CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                39.08                      6.99                     6.99
        122249984                  1006971194                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.27                     9.125                    9.125
        122779805                  1007092339                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.73                     7.625                    7.625
        122981267                  1007216219                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              49.56                      8.75                     8.75
        122802773                  1007163874                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.53                         7                        7
        122942522                  1007196981                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     P                    FULL                                23.55                      9.25                     9.25
        121748434                  3001505605                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              50.12                      6.99                     6.99
        122890853                  1007128612                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.08                      6.75                     6.75
        122897596                  1007155623                    2              3/1/2006          3/1 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.08                     8.625                    8.625
        122447386                  1006952442                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              44.33                     8.125                    8.125
        122597568                  1006939373                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                29.96                     6.875                    6.875
        122728712                  1007085226                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              45.49                    10.625                   10.625
        121747081                  3001523236                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                36.47                     6.875                    6.875
        121749291                  3001549413                    1              3/1/2006          2/6LIB40/30              4 UNIT                                                4          OWNER OCC                     C                    STATED                              48.08                      8.55                     8.55
        122784595                  1007043811                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                20.65                      6.68                     6.68
        122500810                  1006923161                    2              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     P                    FULL                                43.13                     7.875                    7.875
        121747901                  3001528391                    1              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              36.54                     6.125                    6.125
        122567403                  1006933988                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.73                      8.75                     8.75
        122681737                  1006976581                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               44.3                       6.5                      6.5
        121746780                  3001520596                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                              48.38                       7.8                      7.8
        121749336                  3001549819                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              37.29                     8.125                    8.125
        122912918                  1007206111                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    FULL                                44.79                     8.875                    8.875
        122255369                  1006944845                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    STATED                              43.79                     7.375                    7.375
        122533288                  1006910978                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               19.31                      8.25                     8.25
        122817703                  1007078221                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                 49.7                     9.375                    9.375
        122074902                  1006384562                    1              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.27                      6.55                     6.55
        122739914                  1007064957                    2              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              50.92                     6.875                    6.875
        122724433                  1007080334                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.99                     7.625                    7.625
        122686262                  1006976797                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                51.23                     6.875                    6.875
        122509167                  1006945602                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              52.27                    10.125                   10.125
        121745807                  3001482615                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               49.2                       6.5                      6.5
        122571142                  1006963431                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.19                     8.125                    8.125
        122494443                  1006926420                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               46.8                       8.5                      8.5
        122649657                  1007031113                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     C                    STATED                               49.1                      9.25                     9.25
        122656148                  1006982092                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.59                     8.625                    8.625
        122609365                  1006931479                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              47.14                         9                        9
        122622911                  1006996993                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                28.61                     6.875                    6.875
        122735843                  1007091604                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              36.37                      9.25                     9.25
        122787263                  1007191867                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.94                         9                        9
        122825131                  1007192923                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              33.38                    10.125                   10.125
        122581674                  1007052069                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.26                     8.875                    8.875
        122666196                  1007076399                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     C                    STATED                               29.8                      7.75                     7.75
        122778956                  1007105511                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               31.3                      6.75                     6.75
        122860416                  1007107913                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                              42.52                        10                       10
        121732595                  3001417744                    2              3/1/2006          3/6 LIB                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              41.89                     8.925                    8.925
        122577770                  1007045923                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     C                    FULL                                46.54                       6.5                      6.5
        122667816                  1006976037                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.53                       6.9                      6.9
        121746748                  3001520349                    2              3/1/2006          FIXED30                  3 UNIT                                                3          OWNER OCC                     C                    FULL                                39.97                       6.5                      6.5
        122895835                  1007252198                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.26                      7.25                     7.25
        122639998                  1006927881                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.92                      6.75                     6.75
        122741954                  1007130006                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              32.38                       8.5                      8.5
        122480568                  1006933376                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.92                       7.5                      7.5
        122959174                  1007225020                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.85                     7.625                    7.625
        121747919                  3001528557                    2              3/1/2006          IOFIXED30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              38.44                      6.25                     6.25
        122708375                  1007222563                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.39                     6.875                    6.875
        122466145                  1007055773                    1              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              40.41                     7.375                    7.375
        122915480                  1007195983                    2              3/1/2006          2/6P LIBOR               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.66                     7.875                    7.875
        122637368                  1006966202                    1              3/1/2006          3/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.99                     7.875                    7.875
        121934762                  1006758781                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                               45.1                      6.99                     6.99
        122748004                  1007123753                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.71                     8.375                    8.375
        122797762                  1007092636                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              48.04                     6.625                    6.625
        122880219                  1007239088                    2              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    FULL                                40.32                         7                        7
        122756892                  1007049958                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                42.19                         7                        7
        122406261                  3001587710                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.98                      5.99                     5.99
        122627428                  1007037375                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.79                      8.25                     8.25
        122635306                  1006965691                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     P                    STATED                              49.17                       6.5                      6.5
        122764925                  1007054206                    2              3/1/2006          IO F30/120               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              22.31                     7.125                    7.125
        122980589                  1007252958                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.55                    10.375                   10.375
        122739928                  1007065095                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              46.51                       7.5                      7.5
        122554577                  1006911281                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.73                      8.75                     8.75
        122786759                  1007043951                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.35                      9.75                     9.75
        121740586                  3001470271                    1              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                43.38                      5.45                     5.45
        121749543                  3001551666                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.63                       7.5                      7.5
        122019801                  1006316762                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.93                     6.375                    6.375
        121746631                  3001519606                    2              3/1/2006          IO 2/6 LIB               4 UNIT                                                4          OWNER OCC                     P                    FULL                                36.61                     5.875                    5.875
        121746870                  3001521420                    1              3/1/2006          2/6LIB40/30              2 UNIT                                                2          OWNER OCC                     P                    STATED                               42.1                       7.9                      7.9
        122604581                  1006958498                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              36.12                      6.75                     6.75
        121749376                  3001550163                    2              3/1/2006          40/30                    SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                44.41                       7.5                      7.5
        122629062                  1006906786                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.79                     7.625                    7.625
        122821669                  1007145970                    1              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.99                     7.875                    7.875
        122618508                  1006974164                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.62                     8.375                    8.375
        122732160                  1007042201                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     C                    FULL                                37.93                     7.875                    7.875
        121747213                  3001524176                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                38.61                       6.2                      6.2
        122600478                  1006996795                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              43.35                     7.625                    7.625
        122922514                  1007224460                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              36.79                         9                        9
        122565312                  1007000019                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                28.34                      8.75                     8.75
        122710428                  1007040544                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.96                     5.625                    5.625
        121749475                  3001551021                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     N                    STATED                              46.12                     8.675                    8.675
        121746657                  3001519853                    2              3/1/2006          2/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    FULL                                45.72                         6                        6
        121746949                  3001522071                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              34.82                     9.075                    9.075
        122887792                  1007164807                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                37.39                     7.375                    7.375
        122687563                  1006990376                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              31.41                     6.625                    6.625
        122784596                  1007043829                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              32.51                      6.85                     6.85
        122664280                  1007031303                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              44.04                     8.125                    8.125
        122809653                  1007251646                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                43.43                      8.25                     8.25
        122863985                  1007154543                    1              3/1/2006          3/1 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     C                    FULL                                47.81                     7.625                    7.625
        121746958                  3001522162                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    STATED                              45.58                       7.4                      7.4
        122586677                  1006911885                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                35.39                     8.375                    8.375
        122705959                  1007013384                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    STATED                              42.74                         8                        8
        122456447                  1007125584                    1              3/1/2006          3/1 ARM                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              44.75                     8.875                    8.875
        122642232                  1006948820                    1              3/1/2006          3/1 ARM                  PUD                                                   1          OWNER OCC                     C                    FULL                                25.68                     6.875                    6.875
        122043025                  1006599110                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              36.95                         7                        7
        121749348                  3001549918                    2              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.46                      7.55                     7.55
        121733026                  3001394513                    2              3/1/2006          IO 3/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                49.96                       5.6                      5.6
        121730982                  3001392772                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                33.26                      5.65                     5.65
        121747894                  3001528326                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                52.05                      6.49                     6.49
        121747996                  3001529217                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    FULL                                20.28                     6.375                    6.375
        122928924                  1007188053                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.39                     9.875                    9.875
        122401726                  3001572761                    1              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                47.01                      9.25                     9.25
        122646787                  1006988750                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.08                     6.875                    6.875
        121935737                  1006290363                    1              3/1/2006          IO 3/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                              43.48                      7.75                     7.75
        122800757                  1007075052                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                26.52                     8.375                    8.375
        122594483                  1007007667                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              31.91                      9.25                     9.25
        122689095                  1007046822                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.67                     9.625                    9.625
        122406535                  3001589781                    1              3/1/2006          FIXED30                  PUD                                                   1          OWNER OCC                     P                    STATED                               26.6                     6.875                    6.875
        122506458                  1006904633                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              47.36                     7.375                    7.375
        121997213                  1006373656                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              41.81                     7.875                    7.875
        122761362                  1007067679                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              43.17                     6.375                    6.375
        122214312                  1006929408                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              44.64                     7.375                    7.375
        122784971                  1007086299                    1              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     P                    STATED                              40.88                     8.375                    8.375
        122636515                  1007101940                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                42.77                     7.875                    7.875
        121749250                  3001549124                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.82                     7.725                    7.725
        122472878                  1006945362                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          NON-OWNER                     C                    STATED                              47.57                     9.625                    9.625
        121749454                  3001550841                    1              3/1/2006          2/6LIB40/30              CONDO UNIT                                            1          OWNER OCC                     N                    STATED                              46.67                      7.85                     7.85
        121746865                  3001521370                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.85                      7.85                     7.85
        122762805                  1007054172                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              28.01                     7.125                    7.125
        122521230                  1006972218                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              47.29                      6.75                     6.75
        122115124                  1007035023                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                24.38                     7.625                    7.625
        122635997                  1006988438                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.46                     7.375                    7.375
        122770626                  1007133562                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.21                        10                       10
        122359513                  1006654675                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     P                    STATED                               43.8                      7.25                     7.25
        122665980                  1007028267                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              49.82                      7.25                     7.25
        121746756                  3001520406                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                40.47                         6                        6
        121733240                  3001396229                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                43.86                     6.365                    6.365
        122620524                  1006980690                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.46                       7.5                      7.5
        122853245                  1007242066                    2              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.81                      8.75                     8.75
        122632452                  1007056763                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                46.92                      8.75                     8.75
        121747683                  3001526395                    1              3/1/2006          IO 2/6 LIB               4 UNIT                                                4          NON-OWNER                     C                    FULL                                51.52                     6.375                    6.375
        122669232                  1006944134                    1              3/1/2006          IO 5/1TREA               2 UNIT                                                2          OWNER OCC                     P                    STATED                              43.89                     6.875                    6.875
        122705067                  1007073818                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    STATED                              38.27                     7.375                    7.375
        121746750                  3001520364                    1              3/1/2006          FIXED30                  2 UNIT                                                2          OWNER OCC                     C                    STATED                              46.91                      6.95                     6.95
        122643033                  1007229964                    1              3/1/2006          3/1TR40/30               2 UNIT                                                2          OWNER OCC                     C                    LIMITED DOCUMENTATION               31.45                     7.875                    7.875
        122788953                  1007222928                    1              3/1/2006          FIXED40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.22                     8.125                    8.125
        121749511                  3001551344                    1              3/1/2006          2/6LIB40/30              SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              41.43                      7.25                     7.25
        122655868                  1006952061                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 46.4                       7.5                      7.5
        122709739                  1007190497                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.65                       7.5                      7.5
        121746738                  3001520265                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                47.79                      6.99                     6.99
        122656102                  1006949166                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                   48                      7.25                     7.25
        122648482                  1006981656                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     C                    FULL                                 35.2                       8.5                      8.5
        122470978                  1006936478                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              42.82                      8.75                     8.75
        121749537                  3001551609                    1              3/1/2006          2/6LIB40/30              2 UNIT                                                2          NON-OWNER                     C                    STATED                              18.54                       8.6                      8.6
        121748427                  3001505530                    1              3/1/2006          IOFIXED30                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.66                      6.09                     6.09
        122582373                  1007117805                    1              3/1/2006          2/6LI40/30               2 UNIT                                                2          OWNER OCC                     P                    STATED                              47.84                     6.875                    6.875
        121746716                  3001520083                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              49.35                     8.365                    8.365
        122711468                  1007212515                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              26.41                     8.625                    8.625
        122466698                  1007030107                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              49.48                      8.75                     8.75
        122668740                  1007004813                    1              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    FULL                                41.06                         7                        7
        122635367                  1007004326                    1              3/1/2006          2/6LI40/30               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              22.54                       9.5                      9.5
        122764434                  1007201377                    1              3/1/2006          2/6P LIBOR               2 UNIT                                                2          OWNER OCC                     C                    LIMITED DOCUMENTATION               14.82                       7.5                      7.5
        121746747                  3001520331                    2              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                45.24                       6.5                      6.5
        122613351                  1007069162                    2              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     P                    STATED                              49.34                     8.375                    8.375
        122667813                  1006976003                    2              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.08                      8.25                     8.25
        122612015                  1007101692                    1              3/1/2006          FIXED40/30               PUD                                                   1          OWNER OCC                     C                    STATED                              49.16                       7.5                      7.5
        122696322                  1007012931                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                42.57                       6.5                      6.5
        122790693                  1007044041                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               34.6                      6.75                     6.75
        122139935                  1006605198                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.51                     8.125                    8.125
        122771318                  1007003211                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                33.89                    10.375                   10.375
        122531192                  1006937708                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              40.46                      7.75                     7.75
        122608627                  1006927436                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.44                     6.375                    6.375
        122790098                  1007185497                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      C                    STATED                               32.6                      8.75                     8.75
        121749407                  3001550437                    2              3/1/2006          2/6LIB40/30              2 UNIT                                                2          OWNER OCC                     C                    STATED                              41.05                      7.06                     7.06
        121749284                  3001549348                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 48.5                       7.1                      7.1
        122687556                  1006990327                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    NO INCOME NO ASSETS                     0                     6.125                    6.125
        122721162                  1007016502                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    NO RATIO                                0                     8.625                    8.625
        122794652                  1007251562                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              32.04                     8.375                    8.375
        122562541                  1007030370                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              45.16                     7.375                    7.375
        122593215                  1006924417                    2              3/1/2006          3/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                44.02                      7.25                     7.25
        122271642                  1006915902                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.29                     7.625                    7.625
        121747270                  3001524671                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                47.84                       6.6                      6.6
        121730854                  3001391725                    1              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     P                    FULL                                38.13                       5.7                      5.7
        122602493                  1006987661                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                46.01                       6.5                      6.5
        122670857                  1007031428                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              48.59                      9.75                     9.75
        121747104                  3001523384                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              35.06                      7.25                     7.25
        121746741                  3001520281                    2              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                40.93                      7.74                     7.74
        122621275                  1006974248                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              39.14                       6.5                      6.5
        122738464                  1007071465                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          NON-OWNER                     P                    STATED                              41.42                      7.75                     7.75
        122677040                  1007190141                    2              3/1/2006          FIXED30                  2 UNIT                                                2          OWNER OCC                     C                    FULL                                40.31                      6.99                     6.99
        122720073                  1007025909                    2              3/1/2006          2/6LI40/30               TOWNHOUSE                                             1          OWNER OCC                     C                    STATED                              42.12                     7.625                    7.625
        122693700                  1007028713                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    LIMITED DOCUMENTATION               41.74                       6.5                      6.5
        122635828                  1006981177                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              38.26                      8.25                     8.25
        121746632                  3001519614                    1              3/1/2006          IO 2/6 LIB               3 UNIT                                                3          OWNER OCC                     P                    STATED                              42.19                     6.875                    6.875
        121747114                  3001523467                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                24.21                       6.4                      6.4
        121747794                  3001527419                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              47.83                     6.625                    6.625
        121747660                  3001526171                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              43.08                      6.75                     6.75
        121747937                  3001528730                    2              3/1/2006          IO 2/6 LIB               CONDO UNIT                                            1          OWNER OCC                     C                    STATED                              39.72                     6.875                    6.875
        122667815                  1006976029                    1              3/1/2006          2/6 LIBOR                2 UNIT                                                2          OWNER OCC                     P                    STATED                              46.45                       6.5                      6.5
        121747667                  3001526247                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              45.52                     6.125                    6.125
        121749143                  3001548225                    1              3/1/2006          3/6 LIBOR                CONDO UNIT                                            1          OWNER OCC                     P                    STATED                              35.45                      6.55                     6.55
        122680944                  1006968448                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              37.07                      6.25                     6.25
        122580186                  1006882706                    1              3/1/2006          2/6 LIBOR                HIGH RISE CONDO                                       1          OWNER OCC                     P                    FULL                                 39.9                     8.625                    8.625
        122953503                  1007188392                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    STATED                              45.74                         9                        9
        122693322                  1006960767                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.27                      5.75                     5.75
        122461596                  1006936346                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                41.79                      7.25                     7.25
        121747918                  3001528540                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              52.93                      6.99                     6.99
        122769465                  1007213000                    1              3/1/2006          5/1L40/30                CONDO UNIT                                            1          OWNER OCC                     C                    FULL                                44.74                     7.125                    7.125
        122807389                  1007230756                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                48.96                      7.75                     7.75
        122625722                  1006915373                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                46.25                      8.75                     8.75
        122822050                  1007134842                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              42.74                       7.5                      7.5
        121747256                  3001524549                    1              3/1/2006          FIXED30                  SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     N                    STATED                              44.13                      6.75                     6.75
        121730851                  3001391709                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                               49.9                     7.375                    7.375
        122754405                  1007217845                    2              3/1/2006          2/6LI40/30               PUD                                                   1          OWNER OCC                     P                    STATED                              38.57                     7.625                    7.625
        120039774                  1004579759                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                22.88                      8.75                    6.875
        122614257                  1007036971                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                49.71                      8.75                     8.75
        122406330                  3001588197                    1              3/1/2006          5/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              48.24                      5.99                     5.99
        120247634                  1004776181                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                 7.59                       7.5                    6.625
        121747716                  3001526692                    2              3/1/2006          IO 2/6 LIB               2 UNIT                                                2          OWNER OCC                     C                    FULL                                43.46                       6.5                      6.5
        121747878                  3001528201                    2              3/1/2006          IO 5/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                54.77                      5.75                     5.75
        122429272                  1006978207                    2              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                37.46                       7.5                      7.5
        122790269                  1007178658                    2              3/1/2006          2/6 LIBOR                3 UNIT                                                3          OWNER OCC                     P                    STATED                              47.69                      7.25                     7.25
        122494609                  1006961997                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     P                    STATED                               40.4                     7.125                    7.125
        122899926                  1007246836                    1              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     C                    FULL                                38.11                         7                        7
        122699196                  1007040007                    1              3/1/2006          2/6LI40/30               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    FULL                                27.53                     6.875                    6.875
        121749329                  3001549744                    1              3/1/2006          3/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      C                    FULL                                   42                      7.25                     7.25
        122681754                  1007052747                    1              3/1/2006          IO 2/6 LIB               PUD                                                   1          OWNER OCC                     C                    STATED                              38.05                     9.125                    9.125
        122398460                  3001501760                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    FULL                                49.74                     6.375                    6.375
        122594360                  1006992984                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     C                    STATED                              46.72                     7.875                    7.875
        122694465                  1007118514                    1              3/1/2006          2/6 LIBOR                SINGLE FAMILY RESIDENCE                               1          2ND HOME                      P                    STATED                              46.37                       8.5                      8.5
        122060640                  1006944704                    1              3/1/2006          IO 5/6 LIB               PUD                                                   1          OWNER OCC                     P                    FULL                                51.09                     5.875                    5.875
        122566956                  1007036187                    1              3/1/2006          IO 2/6 LIB               SINGLE FAMILY RESIDENCE                               1          OWNER OCC                     P                    STATED                              42.73                       8.5                      8.5
        122827525                  1007093279                    2              3/1/2006          2/6 LIBOR                PUD                                                   1          OWNER OCC                     P                    FULL                                42.43                     8.875                    8.875


      Loan Number              Scheduled Payment       Original Principal Balance      Cut-off Date Balance       First Payment Date        Maturity Date    Combined LTV at Origination  Property City                    Property State                        Property Zip           Borrower Carried Mortgage     Mortgage Insurance      Prepayment Charge      Prepayment Type
      -----------              -----------------       --------------------------      --------------------       ------------------        -------------    ---------------------------  -------------                    --------------                        ------------           -------------------------     -------------------     -----------------      ----------------
        122661630                     134.68                         13600                      13600                 4/1/2006               3/1/2036                         80          FOREST CITY                             IA                                 50436                            0                            0                          0          NONE
        122673821                     170.11                         19800                      19800                 4/1/2006               3/1/2036                         90          JOHNSTOWN                               PA                                 15902                            0                            0          2H                         HARD
        122216663                      154.3                         21800                   21784.22                 3/1/2006               2/1/2036                        100          LARKSVILLE                              PA                                 18704                            0                            0          3H                         HARD
        122500225                     173.01                         22500                   22472.63                 2/1/2006               1/1/2036                         90          PITTSBURGH                              PA                                 15235                            0                            0          2H                         HARD
        122653738                     193.31                         22500                    22489.5                 3/1/2006               2/1/2036                         90          MANSFIELD                               OH                                 44902                            0                            0          2H                         HARD
        122616386                      165.1                         22500                      22500                 4/1/2006               3/1/2036                        100          SAN ANTONIO                             TX                                 78214                            0                            0          3H                         HARD
        122438844                     227.54                         23200                      23200                 4/1/2006               3/1/2036                         80          SAGINAW                                 MI                                 48602                            0                            0          2H                         HARD
        122121278                     238.08                         25000                   24991.09                 3/1/2006               2/1/2036                     38.462          VERONA                                  PA                                 15147                            0                            0          2H                         HARD
        122686749                     168.43                         25000                      25000                 5/1/2006               4/1/2036                        100          CLEVELAND                               OH                                 44105                            0                            0          3H                         HARD
        122493958                     221.43                         25500                      25500                 4/1/2006               3/1/2036                         85          BALTIMORE                               MD                                 21223                            0                            0                          0          NONE
        122547072                     218.62                         26000                   25987.21                 3/1/2006               2/1/2036                         65          PITTSBURGH                              PA                                 15207                            0                            0          2H                         HARD
        122878975                     188.52                         26000                      26000                 5/1/2006               4/1/2036                     72.222          LOCUST                                  PA                                 17820                            0                            0          2H                         HARD
        122796066                     203.44                         27400                   27382.08                 3/1/2006               2/1/2036                        100          NEW CASTLE                              PA                                 16101                            0                            0          3H                         HARD
        122264441                     186.28                         28000                   27977.05                 3/1/2006               2/1/2036                        100          BENTON                                  MO                                 63736                            0                            0          1H                         HARD
        122565160                     264.01                         28000                   27988.75                 3/1/2006               2/1/2036                        100          SOUTH FORK                              PA                                 15956                            0                            0          2H                         HARD
        122374724                     264.29                         28600                   28588.94                 3/1/2006               2/1/2036                     89.937          PORTSMOUTH                              OH                                 45662                            0                            0          3H                         HARD
        122632544                     250.95                         28900                   28886.87                 3/1/2006               2/1/2036                         85          LANETT                                  AL                                 36863                            0                            0          2H                         HARD
        122283798                     233.34                         29000                      29000                 4/1/2006               3/1/2036                     44.615          WEST PALM BEACH                         FL                                 33415                            0                            0          3H                         HARD
        122692591                     241.21                         29000                      29000                 4/1/2006               3/1/2036                      33.02          PLEASANTVILLE                           NJ                                  8232                            0                            0                          0          NONE
        123028939                     267.99                         29000                      29000                 5/1/2006               4/1/2036                        100          NEW KENSINGTON                          PA                                 15068                            0                            0          3H                         HARD
        122739153                     303.17                         29200                      29200                 4/1/2006               3/1/2036                         80          CORWITH                                 IA                                 50430                            0                            0                          0          NONE
        121749039                     261.66                         29200                   29137.73                11/1/2005              10/1/2035                        100          INDIANAPOLIS                            IN                                 46268                            0                            0          2H                         HARD
        122488572                     249.52                         30000                   29984.86                 3/1/2006               2/1/2036                         75          ABERDEEN                                SD                                 57401                            0                            0          2H                         HARD
        122541050                     225.38                         30000                   29980.87                 3/1/2006               2/1/2036                     34.091          ORLANDO                                 FL                                 32835                            0                            0          2H                         HARD
        122740237                      207.2                         30000                      30000                 4/1/2006               3/1/2036                        100          ALTOONA                                 PA                                 16602                            0                            0          3H                         HARD
        122750878                     297.09                         30000                      30000                 4/1/2006               3/1/2036                     17.241          TUCSON                                  AZ                                 85741                            0                            0          2H                         HARD
        122549351                     321.62                         30800                   30722.21                 3/1/2006               2/1/2021                         70          MINERAL SPRINGS                         AR                                 71851                            0                            0          3H                         HARD
        122672424                     262.35                         31200                      31200                 4/1/2006               3/1/2036                         80          CLEVELAND                               OH                                 44105                            0                            0          3H                         HARD
        122713312                     255.48                         31400                      31400                 4/1/2006               3/1/2036                        100          BLAIRSTOWN                              IA                                 52209                            0                            0                          0          NONE
        121856025                     255.64                         32130                    32038.6                11/1/2005              10/1/2035                         90          BALTIMORE CITY                          MD                                 21215                            0                            0          2H                         HARD
        122669298                     292.45                         32300                   32286.81                 3/1/2006               2/1/2036                         85          HOUSTON                                 TX                                 77074                            0                            0                          0          NONE
        122614881                     327.61                         32300                      32300                 4/1/2006               3/1/2021                         85          BLYTHEVILLE                             AR                                 72315                            0                            0          3H                         HARD
        122297910                     296.38                         32400                   32387.12                 3/1/2006               2/1/2036                        100          NIAGARA FALLS                           NY                                 14304                            0                            0          2H                         HARD
        122630265                     284.33                         32400                   32385.67                 3/1/2006               2/1/2036                         90          RUSSELLS POINT                          OH                                 43348                            0                            0          3H                         HARD
        122625259                     365.13                         33600                   33591.87                 3/1/2006               2/1/2036                         60          CLEVELAND                               OK                                 74020                            0                            0          2H                         HARD
        122646376                     294.86                         33600                      33530                 3/1/2006               2/1/2036                         80          COAL TOWNSHIP                           PA                                 17866                            0                            0          2H                         HARD
        122631094                     297.97                         33600                   33585.53                 3/1/2006               2/1/2036                         80          MEMPHIS                                 TN                                 38127                            0                            0          3H                         HARD
        122580866                     283.58                         33725                   33708.41                 3/1/2006               2/1/2036                         95          BLYTHEVILLE                             AR                                 72315                            0                            0          3H                         HARD
        122672913                     308.72                         33750                      33750                 4/1/2006               3/1/2036                         90          EVANSVILLE                              IN                                 47714                            0                            0          2H                         HARD
        122289889                     276.64                         34000                    33981.9                 3/1/2006               2/1/2036                         85          KARNS CITY                              PA                                 16041                            0                            0          2H                         HARD
        122728087                     275.99                         34300                      34300                 4/1/2006               3/1/2036                     76.222          LEECHBURG                               PA                                 15656                            0                            0          3H                         HARD
        122743870                     343.27                         35000                      35000                 4/1/2006               3/1/2036                     57.377          CHADBOURN                               NC                                 28431                            0                            0                          0          NONE
        122532997                     291.94                         35100                   35082.28                 3/1/2006               2/1/2036                         90          BUFFALO                                 NY                                 14215                            0                            0                          0          NONE
        122566028                     251.72                         36000                   35973.28                 3/1/2006               2/1/2036                        100          FAIRBANK                                PA                                 15435                            0                            0          2H                         HARD
        122903242                        306                         36000                      36000                 5/1/2006               4/1/2036                         90          BATTLE CREEK                            MI                                 49015                            0                            0          2H                         HARD
        122903728                        306                         36000                      36000                 5/1/2006               4/1/2036                         90          BATTLE CREEK                            MI                                 49015                            0                            0          2H                         HARD
        122903987                        306                         36000                      36000                 5/1/2006               4/1/2036                         90          BATTLE CREEK                            MI                                 49017                            0                            0          2H                         HARD
        122145486                     289.66                         36000                      36000                 4/1/2006               3/1/2036                     81.818          CORINTH                                 MS                                 38834                            0                            0          2H                         HARD
        122539010                     315.93                         36000                   35661.71                 3/1/2006               2/1/2036                        100          JASPER                                  IN                                 47546                            0                            0          3H                         HARD
        122702967                     327.53                         36550                      36550                 4/1/2006               3/1/2036                         85          INDIANAPOLIS                            IN                                 46218                            0                            0          2H                         HARD
        122630546                     319.12                         36750                    36733.3                 3/1/2006               2/1/2036                         75          MEMPHIS                                 TN                                 38108                            0                            0          2H                         HARD
        122943755                      334.1                         36900                      36900                 4/1/2006               3/1/2036                         90          SHELBYVILLE                             IN                                 46176                            0                            0                          0          NONE
        122640935                      316.2                         37200                   37148.37                 3/1/2006               2/1/2036                     79.487          MARION                                  KY                                 42064                            0                            0          2H                         HARD
        122680735                     278.44                         37500                      37500                 4/1/2006               3/1/2036                         95          DETROIT                                 MI                                 48234                            0                            0          2H                         HARD
        122755048                     378.53                         37500                      37500                 4/1/2006               3/1/2036                     46.875          CRESTVIEW                               FL                                 32536                            0                            0          2H                         HARD
        122829092                     308.37                         37900                      37900                 4/1/2006               3/1/2036                        100          COLUMBUS                                GA                                 31907                            0                            0          3H                         HARD
        122560311                     305.76                         38000                      38000                 5/1/2006               4/1/2036                        100          JASPER                                  TX                                 75951                            0                            0          2H                         HARD
        122580856                     304.33                         38250                   38228.56                 3/1/2006               2/1/2036                         90          PHILADELPHIA                            PA                                 19141                            0                            0          2H                         HARD
        122632560                     311.21                         38250                   38229.65                 3/1/2006               2/1/2036                         85          GARRISON                                ND                                 58540                            0                            0          3H                         HARD
        121724924                     280.43                         38400                   38047.83                 3/1/2005               2/1/2035                         80          KANKAKEE                                IL                                 60901                            0                            0                          0          NONE
        122625113                     337.87                         38500                      38500                 4/1/2006               3/1/2036                         70          HOT SPRINGS NATIONAL PARK               AR                                 71901                            0                            0          2H                         HARD
        122767649                     397.04                         38600                      38600                 4/1/2006               3/1/2036                     58.485          ESSEXVILLE                              MI                                 48732                            0                            0          3H                         HARD
        122761537                     333.35                         38800                      38800                 4/1/2006               3/1/2036                         80          TYLER                                   TX                                 75702                            0                            0          2H                         HARD
        122681008                      360.4                         39000                   38984.91                 3/1/2006               2/1/2036                         60          CHICKASHA                               OK                                 73018                            0                            0                          0          NONE
        122630695                     347.63                         39200                   39183.12                 3/1/2006               2/1/2036                         80          MEMPHIS                                 TN                                 38122                            0                            0          3H                         HARD
        122535362                     388.19                         39200                   39187.07                 3/1/2006               2/1/2036                         70          PITTSBURGH                              PA                                 15210                            0                            0          3H                         HARD
        122663900                     405.76                         39425                      39425                 4/1/2006               3/1/2021                         95          BREWTON                                 AL                                 36426                            0                            0          3H                         HARD
        122768364                     299.76                         39900                   39874.55                 3/1/2006               2/1/2036                        100          ODESSA                                  TX                                 79763                            0                            0          3H                         HARD
        122583040                     336.34                         40000                   39979.67                 3/1/2006               2/1/2036                     61.538          MCKEESPORT                              PA                                 15133                            0                            0          2H                         HARD
        122892132                     362.16                         40000                      40000                 4/1/2006               3/1/2036                        100          FLINT                                   MI                                 48504                            0                            0          3H                         HARD
        122713247                     419.16                         40000                   39989.17                 3/1/2006               2/1/2036                     13.793          ANDERSON                                CA                                 96007                            0                            0          2H                         HARD
        122619970                     354.73                         40000                   39982.77                 3/1/2006               2/1/2036                         80          MEMPHIS                                 TN                                 38108                            0                            0          3H                         HARD
        122715992                     347.34                         40000                   39981.83                 3/1/2006               2/1/2036                     78.431          FARRELL                                 PA                                 16121                            0                            0                          0          NONE
        121724860                     292.11                         40000                   39549.12                 2/1/2005               1/1/2035                      83.33          HOUSTON                                 TX                                 77063                            0                            0                          0          NONE
        121749161                     288.64                         40000                   39901.51                 1/1/2006              12/1/2035                        100          FORT WORTH                              TX                                 76119                            0                            0          2S                         SOFT
        121749201                     330.52                         40000                   39916.96                12/1/2005              11/1/2035                         80          KITTANING                               PA                                 16201                            0                            0                          0          NONE
        122593743                     329.52                         40500                   40478.45                 3/1/2006               2/1/2036                     72.321          BAY CITY                                MI                                 48708                            0                            0          2H                         HARD
        122833035                     374.26                         40500                      40500                 4/1/2006               3/1/2036                         90          PHILADELPHIA                            PA                                 19132                            0                            0          2H                         HARD
        121749406                     341.94                         40700                   40618.78                12/1/2005              11/1/2035                        100          HOUSTON                                 TX                                 77035                            0                            0          2S                         SOFT
        121749169                     350.54                         40800                   40722.91                12/1/2005              11/1/2035                         80          FLINT                                   MI                                 48504                            0                            0          3H                         HARD
        122749265                     318.89                         41000                      41000                 5/1/2006               4/1/2036                        100          ARDMORE                                 OK                                 73401                            0                            0          1H                         HARD
        122858786                     346.85                         41250                      41250                 5/1/2006               4/1/2036                         75          COVINGTON                               TN                                 38019                            0                            0          3H                         HARD
        122441496                     342.23                         41600                   41578.44                 3/1/2006               2/1/2036                        100          GRAHAM                                  TX                                 76450                            0                            0          3H                         HARD
        122308581                     388.79                         41650                   41602.54                 1/1/2006              12/1/2035                         85          PITTSBURGH                              PA                                 15207                            0                            0                          0          NONE
        122602227                     368.58                         42000                   41981.42                 3/1/2006               2/1/2036                        100          LANSING                                 MI                                 48906                            0                            0          2H                         HARD
        122849324                     360.84                         42000                      42000                 4/1/2006               3/1/2036                         70          CHESNEE                                 SC                                 29323                            0                            0                          0          NONE
        121746722                     336.43                         42000                   41809.64                 8/1/2005               7/1/2035                      79.25          SOUTH BEND                              IN                                 46628                            0                            0          2H                         HARD
        121746972                     322.94                         42000                   41844.64                10/1/2005               9/1/2035                        100          CAMDEN                                  NJ                                  8104                            0                            0                          0          NONE
        121749456                     355.33                         42075                   41995.16                 1/1/2006              12/1/2035                        100          MUSKOGEE                                OK                                 74401                            0                            0          2H                         HARD
        122697147                     362.22                         42250                   42230.18                 3/1/2006               2/1/2036                         65          MILWAUKEE                               WI                                 53206                            0                            0          2H                         HARD
        122597681                     403.55                         42375                   42359.89                 3/1/2006               2/1/2036                         75          JASPER                                  AL                                 35501                            0                            0          2H                         HARD
        122658213                     391.82                         42400                    42383.6                 3/1/2006               2/1/2036                        100          BURTON                                  MI                                 48529                            0                            0          2H                         HARD
        122599013                     388.76                         42500                   42483.12                 3/1/2006               2/1/2036                     60.714          OKLAHOMA CITY                           OK                                 73120                            0                            0          2H                         HARD
        121749165                      353.5                         42500                   42404.07                12/1/2005              11/1/2035                        100          HILLSBORO                               TX                                 76645                            0                            0          2S                         SOFT
        121749160                     429.62                         42670                   42208.76                12/1/2005              11/1/2020                         85          LUTHER                                  OK                                 73054                            0                            0          3H                         HARD
        122564688                     387.06                         42750                   42732.55                 3/1/2006               2/1/2036                         75          DETROIT                                 MI                                 48208                            0                            0          2H                         HARD
        121747141                     353.83                         43200                   43026.36                10/1/2005               9/1/2035                         90          DETROIT                                 MI                                 48228                            0                            0          2H                         HARD
        122782137                     388.46                         43350                      43350                 4/1/2006               3/1/2036                         85          FLINT                                   MI                                 48505                            0                            0          2H                         HARD
        122875405                     354.74                         43600                      43600                 4/1/2006               3/1/2036                        100          STRATFORD                               OK                                 74872                            0                            0          3H                         HARD
        122969716                     380.12                         43775                      43775                 4/1/2006               3/1/2036                         85          IOWA PARK                               TX                                 76367                            0                            0          3H                         HARD
        122224655                     333.82                         43920                   43892.71                 3/1/2006               2/1/2036                        100          NANTICOKE                               PA                                 18634                            0                            0          2H                         HARD
        122593164                     345.52                         43920                   43894.73                 3/1/2006               2/1/2036                        100          MCKEESPORT                              PA                                 15132                            0                            0          2H                         HARD
        120715265                     297.31                         44000                   43562.61                 2/1/2005               1/1/2035                       70.4          DECATUR                                 IL                                 62526                            0                            0                          0          NONE
        122748132                     394.28                         44000                      44000                 4/1/2006               3/1/2036                     48.889          CHATTANOOGA                             TN                                 37404                            0                            0                          0          NONE
        121749450                     309.16                         44000                   43902.41                 1/1/2006              12/1/2035                         80          PITTSBURGH                              PA                                 15221                            0                            0                          0          NONE
        121749500                     325.93                         44000                   43912.48                 1/1/2006              12/1/2035                        100          UPPER DARBY                             PA                                 19082                            0                            0                          0          NONE
        121749302                     303.15                         44000                   43896.72                 1/1/2006              12/1/2035                        100          CLEVELAND                               OH                                 44108                            0                            0          3H                         HARD
        122779336                     396.08                         44200                      44200                 4/1/2006               3/1/2036                         85          FLINT                                   MI                                 48504                            0                            0          2H                         HARD
        122782150                     396.08                         44200                      44200                 4/1/2006               3/1/2036                         85          FLINT                                   MI                                 48505                            0                            0          2H                         HARD
        122431509                     392.42                         44250                      44250                 4/1/2006               3/1/2036                         75          POLK CITY                               FL                                 33868                            0                            0          3H                         HARD
        122700060                     388.33                         44250                   44218.75                 3/1/2006               2/1/2036                         75          DETROIT                                 MI                                 48211                            0                            0          3H                         HARD
        122561143                     456.51                         44800                   44786.82                 3/1/2006               2/1/2036                         95          RIESEL                                  TX                                 76682                            0                            0          3H                         HARD
        121907773                     298.63                         44887                   44624.92                 9/1/2005               8/1/2035                         90          BALTIMORE                               MD                                 21213                            0                            0                          0          NONE
        122702938                     354.02                         45000                      45000                 4/1/2006               3/1/2036                         75          PHILA                                   PA                                 19134                            0                            0          2H                         HARD
        122733270                     480.27                         45000                      45000                 4/1/2006               3/1/2036                     64.286          BIG RAPIDS                              MI                                 49307                            0                            0          2H                         HARD
        122634814                     471.55                         45000                      45000                 4/1/2006               3/1/2036                         60          PHILADELPHIA                            PA                                 19146                            0                            0          2H                         HARD
        122759599                      382.5                         45000                      45000                 4/1/2006               3/1/2036                      56.25          DAYTONA BEACH                           FL                                 32114                            0                            0          3H                         HARD
        122833688                      370.2                         45000                      45000                 4/1/2006               3/1/2036                     36.585          RICHMOND                                VA                                 23224                            0                            0                          0          NONE
        121749174                     339.65                         45000                   44914.21                 1/1/2006              12/1/2035                        100          GREENVILLE                              SC                                 29601                            0                            0                          0          NONE
        121747284                     305.45                         45000                   44784.08                10/1/2005               9/1/2035                         90          TYLER                                   TX                                 75702                            0                            0                          0          NONE
        121749158                     420.36                         45000                   44594.16                 1/1/2006              12/1/2020                      67.16          FAYETTE                                 NY                                 13065                            0                            0          1H                         HARD
        122549467                      399.3                         45500                   45479.87                 3/1/2006               2/1/2036                         70          HAMTRAMCK                               MI                                 48212                            0                            0          3H                         HARD
        122493290                     429.96                         45600                   45583.29                 3/1/2006               2/1/2036                         80          PHILADELPHIA                            PA                                 19132                            0                            0          2H                         HARD
        122615783                     379.28                         45600                   45576.97                 3/1/2006               2/1/2036                        100          BALTIMORE                               MD                                 21213                            0                            0                          0          NONE
        122911094                     366.91                         45600                      45600                 4/1/2006               3/1/2036                        100          GRAND PRAIRIE                           TX                                 75050                            0                            0          3H                         HARD
        122891679                     390.15                         45900                      45900                 4/1/2006               3/1/2036                         90          GREENVILLE                              PA                                 16125                            0                            0          2H                         HARD
        122747630                     403.68                         46000                   45979.65                 3/1/2006               2/1/2036                         80          MEMPHIS                                 TN                                 38111                            0                            0          2H                         HARD
        122562552                     345.58                         46000                   45970.67                 3/1/2006               2/1/2036                     70.769          GARY                                    IN                                 46406                            0                            0          2H                         HARD
        122571493                     369.18                         46400                   46373.99                 3/1/2006               2/1/2036                         80          LEXINGTON                               SC                                 29073                            0                            0                          0          NONE
        122979356                     360.89                         46400                      46400                 5/1/2006               4/1/2036                        100          FORT WORTH                              TX                                 76103                            0                            0          2H                         HARD
        122922245                     460.49                         46500                      46500                 4/1/2006               3/1/2036                         75          FORT WORTH                              TX                                 76115                            0                            0                          0          NONE
        122536234                     401.65                         46750                   46728.19                 3/1/2006               2/1/2036                         85          MILWAUKEE                               WI                                 53216                            0                            0          3H                         HARD
        122714258                     427.64                         46750                   46731.42                 3/1/2006               2/1/2036                         85          BIRMINGHAM                              AL                                 35206                            0                            0                          0          NONE
        122595145                     432.48                         46800                   46714.38                 3/1/2006               2/1/2036                         90          DETROIT                                 MI                                 48228                            0                            0          2H                         HARD
        122594138                     379.94                         46800                      46800                 4/1/2006               3/1/2036                         90          TRENTON                                 NJ                                  8618                            0                            0                          0          NONE
        122881396                     377.84                         47488                      47488                 4/1/2006               3/1/2036                        100          HILLSBORO                               TX                                 76645                            0                            0          3H                         HARD
        122571629                     407.99                         48000                   47977.01                 3/1/2006               2/1/2036                         80          LEXINGTON                               SC                                 29073                            0                            0                          0          NONE
        122571793                     407.99                         48000                   47977.01                 3/1/2006               2/1/2036                     78.689          LEXINGTON                               SC                                 29073                            0                            0                          0          NONE
        122772894                     394.88                         48000                      48000                 5/1/2006               4/1/2036                        100          CERRO GORDO                             NC                                 28430                            0                            0                          0          NONE
        122630183                     461.65                         48000                   47983.35                 3/1/2006               2/1/2036                         80          PENN                                    PA                                 15675                            0                            0          3H                         HARD
        121747222                     335.62                         48000                   47782.91                10/1/2005               9/1/2035                        100          DYERSBURG                               TN                                 38024                            0                            0          2H                         HARD
        121749581                     352.21                         48000                   47902.73                 1/1/2006              12/1/2035                        100          HOUSTON                                 TX                                 77024                            0                            0          2S                         SOFT
        121749312                     401.22                         48450                   48349.95                12/1/2005              11/1/2035                         95          ALLENTOWN                               PA                                 18102                            0                            0          3S                         SOFT
        122914911                     417.55                         48600                      48600                 5/1/2006               4/1/2036                         90          CANTON                                  TX                                 75103                            0                            0          2H                         HARD
        122881662                      558.5                         48800                      48800                 4/1/2006               3/1/2021                         80          CARENCRO                                LA                                 70520                            0                            0                          0          NONE
        121749421                      399.7                         48800                   48695.33                12/1/2005              11/1/2035                        100          DETROIT                                 MI                                 48213                            0                            0          2S                         SOFT
        121749560                     358.08                         48800                   48701.11                 1/1/2006              12/1/2035                        100          DETROIT                                 MI                                 48214                            0                            0                          0          NONE
        122566143                     452.81                         49000                   48980.18                 3/1/2006               2/1/2036                        100          BIRMINGHAM                              AL                                 35211                            0                            0                          0          NONE
        122894106                     420.74                         49500                      49500                 5/1/2006               4/1/2036                         90          EDINBURG                                TX                                 78539                            0                            0          2H                         HARD
        122848050                     458.35                         49600                      49600                 4/1/2006               3/1/2036                         80          MC CALLA                                AL                                 35111                            0                            0          2H                         HARD
        122548629                     346.81                         49600                   49563.19                 3/1/2006               2/1/2036                        100          MIDDLETON                               TN                                 38052                            0                            0          3H                         HARD
        122470286                     429.58                         50000                      50000                 4/1/2006               3/1/2036                     79.365          DARBY                                   PA                                 19023                            0                            0          2H                         HARD
        122471196                     388.89                         50000                   49970.49                 3/1/2006               2/1/2036                     33.333          PROVIDENCE                              RI                                  2908                            0                            0          2H                         HARD
        122540792                     362.53                         50000                    49965.6                 3/1/2006               2/1/2036                     69.444          SAINT LOUIS                             MO                                 63125                            0                            0          2H                         HARD
        122555016                     448.05                         50000                   49978.17                 3/1/2006               2/1/2036                     79.365          PHILADELPHIA                            PA                                 19138                            0                            0          2H                         HARD
        122612896                     457.37                         50000                   49980.13                 3/1/2006               2/1/2036                      8.929          HILTON HEAD ISLAND                      SC                                 29928                            0                            0                          0          NONE
        122656914                     448.05                         50000                   49979.03                 3/1/2006               2/1/2036                     53.763          STILLWATER                              OK                                 74074                            0                            0          2H                         HARD
        122683728                     499.92                         50000                      50000                 5/1/2006               4/1/2036                     41.667          PHILADELPHIA                            PA                                 19131                            0                            0          2H                         HARD
        122298274                     424.99                         50000                   49976.05                 3/1/2006               2/1/2036                     64.935          DOTHAN                                  AL                                 36303                            0                            0          2H                         HARD
        122874384                     480.89                         50000                      50000                 4/1/2006               3/1/2036                     27.778          SUFFOLK                                 VA                                 23435                            0                            0          3H                         HARD
        121748432                     462.05                         50000                    49921.6                12/1/2005              11/1/2035                      32.89          BALTIMORE                               MD                                 21222                            0                            0                          0          NONE
        122651855                     430.87                         50150                   50065.05                 3/1/2006               2/1/2036                         85          PHILADELPHIA                            PA                                 19124                            0                            0          2H                         HARD
        122661293                     403.52                         50150                   50122.61                 3/1/2006               2/1/2036                         85          DETROIT                                 MI                                 48238                            0                            0          2H                         HARD
        122640383                     378.04                         50320                   50287.91                 3/1/2006               2/1/2036                        100          TULSA                                   OK                                 74115                            0                            0          3H                         HARD
        122501835                     343.82                         50400                   50321.12                 2/1/2006               1/1/2036                        100          SPRINGFIELD                             OH                                 45503                            0                            0          2H                         HARD
        121747117                     401.91                         50400                    50198.8                 9/1/2005               8/1/2035                         90          INDIANAPOLIS                            IN                                 46218                            0                            0                          0          NONE
        121749478                     426.98                         50400                   50375.71                 1/1/2006              12/1/2035                         90          MASSILLON                               OH                                 44646                            0                            0          3H                         HARD
        122534704                     460.67                         50880                   50859.23                 3/1/2006               2/1/2036                         80          PORTSMOUTH                              OH                                 45662                            0                            0          3H                         HARD
        122540968                      538.3                         50900                   50705.86                 3/1/2006               2/1/2036                     62.073          HAINES CITY                             FL                                 33844                            0                            0          2H                         HARD
        123002428                     378.67                         51000                      51000                 5/1/2006               4/1/2036                        100          FARMERS BRANCH                          TX                                 75234                            0                            0          2H                         HARD
        122566741                     428.84                         51000                   50974.91                 3/1/2006               2/1/2036                         85          MEMPHIS                                 TN                                 38106                            0                            0          3H                         HARD
        122594912                     461.76                         51000                      51000                 4/1/2006               3/1/2036                         75          TRENTON                                 FL                                 32693                            0                            0          3H                         HARD
        121749149                     404.87                         51000                   50913.13                 1/1/2006              12/1/2035                         85          WEST SPARTA                             NY                                 14517                            0                            0                          0          NONE
        122372605                     384.24                         51750                   51710.39                 3/1/2006               2/1/2036                         90          SAN ANTONIO                             TX                                 78224                            0                            0          2H                         HARD
        122871851                     439.87                         51750                      51750                 4/1/2006               3/1/2036                     89.224          FLINT                                   MI                                 48503                            0                            0          2H                         HARD
        122555731                     334.54                         51800                      51800                 3/1/2006               2/1/2036                        100          YORK                                    PA                                 17403                            0                            0          2H                         HARD
        122625127                     377.04                         52000                   51964.21                 3/1/2006               2/1/2036                        100          DETROIT                                 MI                                 48223                            0                            0          2H                         HARD
        122606939                     399.84                         52000                   51968.49                 3/1/2006               2/1/2036                         80          SANDUSKY                                OH                                 44870                            0                            0          2H                         HARD
        121746975                     423.09                         52000                   51713.61                 6/1/2005               5/1/2035                      69.33          ALBANY                                  KY                                 42602                            0                            0          2H                         HARD
        122730234                     472.62                         52200                   52178.69                 3/1/2006               2/1/2036                         90          WAYCROSS                                GA                                 31501                            0                            0                          0          NONE
        121748250                     352.35                         52300                   52131.22                12/1/2005              11/1/2035                        100          BURTON                                  MI                                 48529                            0                            0          3H                         HARD
        122879297                     475.07                         52470                      52470                 4/1/2006               3/1/2036                         90          UTICA                                   NY                                 13501                            0                            0                          0          NONE
        121749531                     454.92                         52500                   52427.46                 1/1/2006              12/1/2035                         75          PHILADELPHIA                            PA                                 19134                            0                            0          2H                         HARD
        122784461                     405.99                         52800                      52800                 4/1/2006               3/1/2036                         80          KELLER                                  TX                                 76248                            0                            0          3H                         HARD
        122464218                     570.79                         53000                   52986.81                 3/1/2006               2/1/2036                     54.639          BELGRADE                                ME                                  4917                            0                            0                          0          NONE
        121747319                     468.41                         53000                   51938.38                10/1/2005               9/1/2020                      71.62          PUEBLO                                  CO                                 81001                            0                            0          5H                         HARD
        122610800                     533.91                         53400                    53383.4                 3/1/2006               2/1/2036                     37.083          VIRGINIA BEACH                          VA                                 23453                            0                            0          2H                         HARD
        122619929                     449.86                         53500                      53500                 5/1/2006               4/1/2036                     84.921          CLARKSON                                KY                                 42726                            0                            0          2H                         HARD
        122637315                      450.7                         53600                   53573.33                 3/1/2006               2/1/2036                         80          BIRMINGHAM                              AL                                 35204                            0                            0          3H                         HARD
        122788925                     463.94                         54000                      54000                 4/1/2006               3/1/2036                        100          TOLEDO                                  OH                                 43605                            0                            0          2H                         HARD
        122834681                     449.14                         54000                      54000                 4/1/2006               3/1/2036                         90          MERIDIAN                                MS                                 39307                            0                            0          2H                         HARD
        122369481                     454.07                         54000                   53973.43                 3/1/2006               2/1/2036                     85.039          LEITCHFIELD                             KY                                 42754                            0                            0          3H                         HARD
        121749186                     395.29                         54000                   53852.88                12/1/2005              11/1/2035                         80          SULLIVAN CITY                           TX                                 78595                            0                            0                          0          NONE
        121749554                     424.43                         54000                    53905.9                 1/1/2006              12/1/2035                        100          SAN ANTONIO                             TX                                 78210                            0                            0          2S                         SOFT
        122681585                     472.38                         54400                   54375.29                 3/1/2006               2/1/2036                         80          JACKSONVILLE                            AR                                 72076                            0                            0          3H                         HARD
        122662211                     408.69                         54400                      54400                 4/1/2006               3/1/2036                         80          FLINT                                   MI                                 48507                            0                            0          3H                         HARD
        121749220                      477.4                         54400                   54302.52                12/1/2005              11/1/2035                        100          MEMPHIS                                 TN                                 38127                            0                            0          3H                         HARD
        122535400                     446.51                         55000                   54970.57                 3/1/2006               2/1/2036                      88.71          TRENTON                                 NJ                                  8611                            0                            0                          0          NONE
        122716668                     398.79                         55000                   54962.15                 3/1/2006               2/1/2036                         55          DETROIT                                 MI                                 48203                            0                            0          3H                         HARD
        121749112                     442.54                         55000                   54721.35                 7/1/2005               6/1/2035                        100          CONVERSE                                TX                                 78109                            0                            0          2S                         SOFT
        122630895                     394.31                         55040                      55040                 4/1/2006               3/1/2036                        100          TULSA                                   OK                                 74114                            0                            0          2H                         HARD
        121747184                     423.29                         55050                   54844.87                10/1/2005               9/1/2035                        100          NORTON                                  VA                                 24273                            0                            0          2H                         HARD
        121749155                     423.52                         55080                   54978.69                 1/1/2006              12/1/2035                         90          TRINITY                                 TX                                 75862                            0                            0          2S                         SOFT
        121749207                     484.86                         55250                      55151                12/1/2005              11/1/2035                        100          MEMPHIS                                 TN                                 38127                            0                            0          3H                         HARD
        122644407                      485.3                         55300                   55275.53                 3/1/2006               2/1/2036                         70          ASHVILLE                                AL                                 35953                            0                            0          2H                         HARD
        122514886                     506.31                         55350                      55328                 3/1/2006               2/1/2036                         90          UNION                                   SC                                 29379                            0                            0                          0          NONE
        122651468                      445.5                         55368                      55368                 5/1/2006               4/1/2036                        100          FLINT                                   MI                                 48503                            0                            0          3H                         HARD
        122662052                     376.46                         55600                      55600                 3/1/2006               2/1/2036                        100          TYLER                                   TX                                 75708                            0                            0          3H                         HARD
        122524782                     460.04                         55920                   55891.01                 3/1/2006               2/1/2036                        100          CABOT                                   AR                                 72023                            0                            0          3H                         HARD
        122775516                     386.23                         55920                      55920                 4/1/2006               3/1/2036                        100          WILLS POINT                             TX                                 75169                            0                            0          3H                         HARD
        122508434                     586.82                         56000                   55984.85                 3/1/2006               2/1/2036                     36.129          ASHEVILLE                               NC                                 28803                            0                            0                          0          NONE
        122467972                     420.71                         56000                   55677.93                 3/1/2006               2/1/2036                      35.22          FAIR HAVEN                              VT                                  5743                            0                            0                          0          NONE
        122587777                     455.63                         56000                    55970.2                 3/1/2006               2/1/2036                      43.75          ALPENA                                  MI                                 49707                            0                            0          2H                         HARD
        122965040                     450.59                         56000                      56000                 5/1/2006               4/1/2036                        100          MONTGOMERY                              AL                                 36108                            0                            0          2H                         HARD
        122667492                      415.8                         56000                      56000                 4/1/2006               3/1/2036                        100          LUTHER                                  OK                                 73054                            0                            0          3H                         HARD
        121725262                     432.98                         56000                   54181.04                 5/1/2005               4/1/2035                        100          HOUSTON                                 TX                                 77021                            0                            0                          0          NONE
        121892210                     340.26                         56000                   55613.14                 9/1/2005               8/1/2035                     86.154          DELTA                                   MO                                 63744                            0                            0                          0          NONE
        121749221                     492.32                         56100                   55999.46                12/1/2005              11/1/2035                        100          MEMPHIS                                 TN                                 38127                            0                            0          3H                         HARD
        122902357                     478.12                         56250                      56250                 4/1/2006               3/1/2036                         90          MONTGOMERY                              AL                                 36109                            0                            0          3H                         HARD
        122973475                     467.86                         56250                      56250                 4/1/2006               3/1/2036                     87.209          MONTGOMERY                              AL                                 36110                            0                            0          3H                         HARD
        122908372                     434.63                         56525                      56525                 4/1/2006               3/1/2036                         95          OSCEOLA                                 AR                                 72370                            0                            0          2H                         HARD
        122740238                     523.96                         56700                   56678.07                 3/1/2006               2/1/2036                         90          LAWRENCEVILLE                           GA                                 30044                            0                            0                          0          NONE
        122808038                     451.93                         56800                      56800                 4/1/2006               3/1/2036                        100          FORT WORTH                              TX                                 76111                            0                            0          2H                         HARD
        122012081                     382.67                         56800                   56523.41                10/1/2005               9/1/2035                     87.385          MARION                                  VA                                 24354                            0                            0          3H                         HARD
        121749260                     436.74                         56800                   56696.04                 1/1/2006              12/1/2035                         80          BUFFALO                                 NY                                 14215                            0                            0                          0          NONE
        122585889                     427.92                         56960                    56901.6                 3/1/2006               2/1/2036                        100          LANCASTER                               TX                                 75134                            0                            0          3H                         HARD
        121749410                     479.29                         57000                   56915.21                 1/1/2006              12/1/2035                        100          LUFKIN                                  TX                                 75904                            0                            0          3S                         SOFT
        122879654                     601.49                         57400                      57400                 4/1/2006               3/1/2036                         70          NASHVILLE                               TN                                 37216                            0                            0          2H                         HARD
        122629768                     446.76                         57440                   57406.09                 3/1/2006               2/1/2036                         80          WILLIS                                  TX                                 77318                            0                            0          3H                         HARD
        122692045                     416.91                         57500                   57460.34                 3/1/2006               2/1/2036                        100          COLUMBUS                                GA                                 31907                            0                            0          2H                         HARD
        122471203                      504.6                         57500                   57474.57                 3/1/2006               2/1/2036                        100          HUNTSVILLE                              AL                                 35810                            0                            0          3H                         HARD
        122763426                     377.73                         57500                    57451.7                 3/1/2006               2/1/2036                        100          HURST                                   TX                                 76053                            0                            0          3H                         HARD
        122461537                     402.75                         57600                   57537.25                 3/1/2006               2/1/2036                         80          ATOKA                                   OK                                 74525                            0                            0          2H                         HARD
        122686341                     416.79                         57600                   57585.21                 3/1/2006               2/1/2036                     78.904          CLEVELAND                               OH                                 44111                            0                            0          3H                         HARD
        122842361                     432.73                         57600                      57600                 4/1/2006               3/1/2036                        100          IRVING                                  TX                                 75062                            0                            0          2H                         HARD
        122704167                     561.39                         57800                   57780.49                 3/1/2006               2/1/2036                         85          LAKEWOOD                                OH                                 44107                            0                            0          3H                         HARD
        122588465                      487.7                         58000                   57930.58                 3/1/2006               2/1/2036                     42.963          NEOLA                                   IA                                 51559                            0                            0          2H                         HARD
        122666280                     574.37                         58000                      58000                 4/1/2006               3/1/2036                         58          MERRITT                                 NC                                 28556                            0                            0                          0          NONE
        122657231                     599.54                         58000                      58000                 4/1/2006               3/1/2021                     51.786          ORLANDO                                 FL                                 32811                            0                            0          3H                         HARD
        122781058                     425.58                         58000                      58000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77034                            0                            0          3H                         HARD
        121749633                     445.97                         58000                   57857.94                12/1/2005              11/1/2035                        100          BELLMEAD                                TX                                 76705                            0                            0          2S                         SOFT
        121746926                     395.66                         58000                   57677.15                 9/1/2005               8/1/2035                        100          CINCINNATI                              OH                                 45211                            0                            0                          0          NONE
        122780128                     502.61                         58500                      58500                 4/1/2006               3/1/2036                         90          FAIRBURY                                NE                                 68352                            0                            0          2H                         HARD
        121747255                     462.31                         58500                   58330.28                10/1/2005               9/1/2035                         90          DETROIT                                 MI                                 48234                            0                            0          2H                         HARD
        121747029                     460.22                         58500                    58172.3                 9/1/2005               8/1/2035                         90          MAUSTON                                 WI                                 53948                            0                            0                          0          NONE
        122566841                     409.46                         58560                   58516.54                 3/1/2006               2/1/2036                        100          CALEDONIA                               MI                                 49316                            0                            0          3H                         HARD
        121749219                     461.45                         58710                   58607.72                 1/1/2006              12/1/2035                        100          AMSTERDAM                               NY                                 12010                            0                            0                          0          NONE
        121747206                     429.81                         58855                   58611.03                10/1/2005               9/1/2035                         79          HAMMOND                                 IN                                 46323                            0                            0          2H                         HARD
        122520136                     573.04                         59000                   58978.13                 3/1/2006               2/1/2036                     67.045          MONTGOMERY                              AL                                 36109                            0                            0          2H                         HARD
        122717923                      455.2                         59200                   59164.13                 3/1/2006               2/1/2036                         80          LEETSDALE                               PA                                 15056                            0                            0          2H                         HARD
        122587511                     569.37                         59200                   59179.46                 3/1/2006               2/1/2036                         80          DECATUR                                 AL                                 35603                            0                            0          3H                         HARD
        122606230                     652.38                         59500                      59500                 4/1/2006               3/1/2036                     69.591          PONTIAC                                 MI                                 48342                            0                            0          2H                         HARD
        122646202                      577.9                         59500                   59479.91                 3/1/2006               2/1/2036                         70          FAIR PLAY                               SC                                 29643                            0                            0                          0          NONE
        121747249                     444.91                         59500                   59305.63                10/1/2005               9/1/2035                         85          DETROIT                                 MI                                 48227                            0                            0          2H                         HARD
        122975847                     524.78                         59850                      59850                 4/1/2006               3/1/2036                         95          BENNETTSVILLE                           SC                                 29512                            0                            0                          0          NONE
        122576598                     450.76                         60000                   59961.74                 3/1/2006               2/1/2036                         80          HARTSELLE                               AL                                 35640                            0                            0          2H                         HARD
        122480545                     477.39                         60000                   59966.36                 3/1/2006               2/1/2036                         80          CLAY                                    NY                                 13041                            0                            0          1H                         HARD
        122604455                     515.49                         60000                   59972.01                 3/1/2006               2/1/2036                     57.143          PHILADELPHIA                            PA                                 19121                            0                            0          2H                         HARD
        122720552                     450.76                         60000                   59961.74                 3/1/2006               2/1/2036                        100          FORT WORTH                              TX                                 76106                            0                            0          3H                         HARD
        122548666                     657.86                         60000                   59985.89                 3/1/2006               2/1/2036                     63.158          PHILADELPHIA                            PA                                 19139                            0                            0          3H                         HARD
        122696595                     488.18                         60000                      60000                 4/1/2006               3/1/2036                     76.923          BLAIRSVILLE                             GA                                 30512                            0                            0                          0          NONE
        122706355                     461.35                         60000                   59963.65                 3/1/2006               2/1/2036                        100          RIO VISTA                               TX                                 76093                            0                            0          3H                         HARD
        122807569                     417.19                         60000                      60000                 4/1/2006               3/1/2036                        100          JEFFERSON                               TX                                 75657                            0                            0          3H                         HARD
        121725172                     419.53                         60000                   59446.86                 4/1/2005               3/1/2035                      57.14          LANDSDOWNE                              PA                                 19050                            0                            0          3H                         HARD
        121724669                      487.1                         60000                   59492.07                 1/1/2005              12/1/2034                        100          RIVER RIDGE                             LA                                 70123                            0                            0          3H                         HARD
        121747032                     450.76                         60000                   59678.66                 9/1/2005               8/1/2035                      43.64          TWIN PEAKS                              CA                                 92391                            0                            0          2H                         HARD
        121747596                     435.04                         60000                    59728.3                12/1/2005              11/1/2035                        100          LONGVIEW                                WA                                 98632                            0                            0          2H                         HARD
        122530126                     497.72                         60500                   60468.63                 3/1/2006               2/1/2036                       60.5          HOUSTON                                 TX                                 77022                            0                            0                          0          NONE
        122768788                     513.19                         61700                      61700                 4/1/2006               3/1/2036                     89.291          ANDREWS                                 TX                                 79714                            0                            0          3H                         HARD
        122778199                     572.94                         62000                   61976.02                 3/1/2006               2/1/2036                        100          LINCOLN                                 IL                                 62656                            0                            0                          0          NONE
        121724935                     446.32                         62000                   61414.34                 3/1/2005               2/1/2035                        100          COLUMBUS                                GA                                 31906                            0                            0                          0          NONE
        121749371                     489.09                         62010                   61962.35                 1/1/2006              12/1/2035                         90          CASTROVILLE                             TX                                 78009                            0                            0          3S                         SOFT
        122675473                      446.3                         62296                   62252.03                 3/1/2006               2/1/2036                        100          ALBANY                                  GA                                 31701                            0                            0                          0          NONE
        122921958                      479.8                         62400                      62400                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77006                            0                            0          3H                         HARD
        122960567                     497.28                         62500                      62500                 4/1/2006               3/1/2036                     64.771          MIDDLETOWN                              PA                                 17057                            0                            0          3H                         HARD
        121749427                     449.92                         62500                   62368.14                 1/1/2006              12/1/2035                        100          DEL CITY                                OK                                 73115                            0                            0          2H                         HARD
        121748330                     460.07                         62700                   62530.03                12/1/2005              11/1/2035                         95          LIBERAL                                 KS                                 67901                            0                            0          1H                         HARD
        122744320                      471.8                         62800                   62759.95                 3/1/2006               2/1/2036                        100          CYPRESS                                 TX                                 77433                            0                            0          3H                         HARD
        122601495                     576.29                         63000                   62974.96                 3/1/2006               2/1/2036                         90          DETROIT                                 MI                                 48219                            0                            0          2H                         HARD
        122654908                     440.53                         63120                      63020                 3/1/2006               2/1/2036                        100          WAYCROSS                                GA                                 31501                            0                            0                          0          NONE
        122488226                     488.26                         63500                   63461.53                 3/1/2006               2/1/2036                     46.691          TAMPA                                   FL                                 33619                            0                            0          2H                         HARD
        122703694                     477.81                         63600                   63559.44                 3/1/2006               2/1/2036                        100          VAN ALSTYNE                             TX                                 75495                            0                            0          2H                         HARD
        122484192                     457.13                         63600                      63600                 3/1/2006               2/1/2036                        100          BROOKNEAL                               VA                                 24554                            0                            0          2H                         HARD
        123066490                     698.43                         63700                      63700                 5/1/2006               4/1/2036                         65          DETROIT                                 MI                                 48210                            0                            0          2H                         HARD
        121749357                     543.04                         63750                      63627                12/1/2005              11/1/2035                        100          JACKSONVILLE                            FL                                 32206                            0                            0          2H                         HARD
        121749632                     565.35                         63750                   63666.93                 1/1/2006              12/1/2035                        100          CANTON                                  OH                                 44703                            0                            0          2H                         HARD
        122621794                     452.42                         63920                   63873.74                 3/1/2006               2/1/2036                        100          HUNTSVILLE                              AL                                 35810                            0                            0          2H                         HARD
        122684358                     439.45                         63920                      63920                 4/1/2006               3/1/2036                        100          GREENWOOD                               SC                                 29646                            0                            0          0H                         NONE
        122607127                     561.65                         64000                   63971.68                 3/1/2006               2/1/2036                         80          BALTIMORE                               MD                                 21216                            0                            0                          0          NONE
        122617722                     597.43                         64000                      64000                 4/1/2006               3/1/2036                        100          SMITHS GROVE                            KY                                 42171                            0                            0                          0          NONE
        122691574                     469.61                         64000                   63947.06                 3/1/2006               2/1/2036                        100          SOUTH PARK                              PA                                 15129                            0                            0          2H                         HARD
        122806090                     497.79                         64000                      64000                 4/1/2006               3/1/2036                        100          FOREST HILL                             TX                                 76140                            0                            0          3H                         HARD
        122669256                      447.5                         64000                    63952.5                 3/1/2006               2/1/2036                        100          CLYDE                                   TX                                 79510                            0                            0          3H                         HARD
        122738119                     420.43                         64000                   63946.24                 3/1/2006               2/1/2036                        100          PUEBLO                                  CO                                 81001                            0                            0          3H                         HARD
        122902429                      415.1                         64000                      64000                 5/1/2006               4/1/2036                        100          NEWTON                                  IA                                 50208                            0                            0          3H                         HARD
        121749197                     456.12                         64600                   64410.26                12/1/2005              11/1/2035                        100          NEOSHO                                  MO                                 64850                            0                            0          2H                         HARD
        121749561                     445.76                         64700                   64500.28                12/1/2005              11/1/2035                        100          ALAMO                                   TN                                 38001                            0                            0          2H                         HARD
        122720223                     504.01                         64800                      64800                 4/1/2006               3/1/2036                     88.767          CAMDEN                                  NJ                                  8105                            0                            0                          0          NONE
        122016294                     486.82                         64800                   64461.38                 8/1/2005               7/1/2035                     84.706          INVERNESS                               FL                                 34450                            0                            0          2H                         HARD
        122664060                     504.79                         64900                   64861.68                 3/1/2006               2/1/2036                        100          GARLAND                                 TX                                 75040                            0                            0          3H                         HARD
        122532397                     576.43                         65000                   64943.78                 2/1/2006               1/1/2036                        100          MONTGOMERY                              AL                                 36107                            0                            0          2H                         HARD
        122967934                     564.43                         65000                      65000                 4/1/2006               3/1/2036                        100          FORT WORTH                              TX                                 76119                            0                            0          3H                         HARD
        122557803                     564.43                         65000                   64970.47                 3/1/2006               2/1/2036                      16.25          JAMAICA                                 NY                                 11436                            0                            0                          0          NONE
        122716273                     465.67                         65000                   64954.12                 3/1/2006               2/1/2036                         50          ELKTON                                  MD                                 21921                            0                            0          3H                         HARD
        122901971                      637.5                         65000                      65000                 4/1/2006               3/1/2036                     39.394          TOLEDO                                  OH                                 43615                            0                            0          3H                         HARD
        121747281                     441.21                         65000                   64060.59                10/1/2005               9/1/2035                        100          MCCOOK                                  NE                                 69001                            0                            0          3H                         HARD
        122470935                     548.66                         65250                    65217.9                 3/1/2006               2/1/2036                         75          CANTON                                  OH                                 44730                            0                            0          3H                         HARD
        122634503                     519.16                         65250                   65213.42                 3/1/2006               2/1/2036                         90          INDIANAPOLIS                            IN                                 46219                            0                            0          3H                         HARD
        122565455                     549.92                         65400                   65367.83                 3/1/2006               2/1/2036                     84.935          MINERAL POINT                           PA                                 15942                            0                            0          3H                         HARD
        122709821                     623.77                         65500                   64078.71                 3/1/2006               2/1/2036                     68.947          MILWAUKEE                               WI                                 53218                            0                            0          2H                         HARD
        122606595                     487.08                         65600                   65557.09                 3/1/2006               2/1/2036                        100          FORT WORTH                              TX                                 76134                            0                            0          3H                         HARD
        121749385                     465.45                         65600                   65457.36                 1/1/2006              12/1/2035                         80          MILLSAP                                 TX                                 76066                            0                            0                          0          NONE
        121732538                     407.27                         65600                   65579.64                10/1/2005               9/1/2035                        100          DETROIT                                 MI                                 48228                            0                            0                          0          NONE
        122610273                     513.34                         66000                      66000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77075                            0                            0          2H                         HARD
        122931417                      616.1                         66000                      66000                 5/1/2006               4/1/2036                         75          SAINT LOUIS                             MO                                 63135                            0                            0          3H                         HARD
        121749417                     498.16                         66000                   65829.76                12/1/2005              11/1/2035                         80          HOUSTON                                 TX                                 77015                            0                            0                          0          NONE
        122637328                     573.63                         66060                      66060                 4/1/2006               3/1/2036                         90          BALTIMORE                               MD                                 21205                            0                            0                          0          NONE
        122591647                     521.58                         66300                      66300                 4/1/2006               3/1/2036                         85          JACKSONVILLE                            FL                                 32209                            0                            0          2H                         HARD
        122673338                     430.32                         66320                   66297.27                 3/1/2006               2/1/2036                        100          FORT WORTH                              TX                                 76134                            0                            0          3H                         HARD
        122072007                      529.9                         66600                   66487.16                 1/1/2006              12/1/2035                         90          BAY SPRINGS                             MS                                 39422                            0                            0          2H                         HARD
        121746772                      463.4                         66600                   66243.34                 9/1/2005               8/1/2035                         90          NEW EAGLE                               PA                                 15067                            0                            0          3H                         HARD
        122585636                     476.69                         66750                   66732.22                 3/1/2006               2/1/2036                         89          DETROIT                                 MI                                 48203                            0                            0          2H                         HARD
        120901086                     430.03                         67000                   66362.46                 3/1/2005               2/1/2035                     55.833          BOLINGBROOK                             IL                                 60440                            0                            0                          0          NONE
        122780307                     612.88                         67000                      67000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77083                            0                            0          3H                         HARD
        122657630                     481.43                         67200                   67152.57                 3/1/2006               2/1/2036                        100          MONTGOMERY                              AL                                 36105                            0                            0          3H                         HARD
        123001853                     522.67                         67200                   67160.33                 3/1/2006               2/1/2036                         95          MILWAUKEE                               WI                                 53218                            0                            0          2H                         HARD
        121749214                     530.31                         67410                   67292.12                 1/1/2006              12/1/2035                        100          WADSWORTH                               OH                                 44281                            0                            0          2H                         HARD
        121749309                     517.13                         67410                   67285.98                 1/1/2006              12/1/2035                         90          ROCHESTER                               NY                                 14621                            0                            0                          0          NONE
        121746993                      403.9                         67440                   66962.05                 9/1/2005               8/1/2035                        100          GREENVILLE                              NC                                 27858                            0                            0                          0          NONE
        122610629                      507.1                         67500                   67456.96                 3/1/2006               2/1/2036                         90          WELLSVILLE                              OH                                 43968                            0                            0          2H                         HARD
        122730424                      655.6                         67500                      67500                 4/1/2006               3/1/2036                     42.188          SOMERSET                                PA                                 15501                            0                            0          2H                         HARD
        122828266                     525.01                         67500                      67500                 4/1/2006               3/1/2036                         90          COLUMBUS                                GA                                 31907                            0                            0                          0          NONE
        122996555                     707.33                         67500                      67500                 4/1/2006               3/1/2036                       67.5          SAINT LOUIS                             MO                                 63135                            0                            0          2H                         HARD
        121747145                     550.42                         67500                   67271.75                10/1/2005               9/1/2035                         90          MILWAUKEE                               WI                                 53204                            0                            0                          0          NONE
        121749180                     535.85                         67500                   67346.15                12/1/2005              11/1/2035                        100          DETROIT                                 MI                                 48217                            0                            0          2H                         HARD
        122401680                     592.37                         67500                   67405.01                 1/1/2006              12/1/2035                         75          HIGHLAND PARK                           MI                                 48203                            0                            0                          0          NONE
        122612756                      478.3                         67576                   67527.09                 3/1/2006               2/1/2036                        100          ARLINGTON                               TX                                 76017                            0                            0          3H                         HARD
        122821904                     507.86                         67600                      67600                 4/1/2006               3/1/2036                        100          MONCKS CORNER                           SC                                 29461                            0                            0                          0          NONE
        122652172                     513.81                         67600                   67557.98                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77011                            0                            0          3H                         HARD
        122701167                     497.79                         67840                   67794.48                 3/1/2006               2/1/2036                        100          MCKEES ROCKS                            PA                                 15136                            0                            0          1H                         HARD
        122872401                     584.23                         68000                      68000                 4/1/2006               3/1/2036                         85          HOPEWELL                                VA                                 23860                            0                            0          2H                         HARD
        122827678                     615.68                         68000                      68000                 4/1/2006               3/1/2036                         85          SELMA                                   AL                                 36701                            0                            0          2H                         HARD
        122564073                     622.02                         68000                   67972.98                 3/1/2006               2/1/2036                     68.687          PHILADELPHIA                            PA                                 19135                            0                            0          3H                         HARD
        121746929                     418.69                         68000                   67541.21                 9/1/2005               8/1/2035                         80          JACKSONVILLE                            FL                                 32211                            0                            0          2H                         HARD
        122598348                     607.47                         68500                    68470.5                 3/1/2006               2/1/2036                        100          FORT LAUDERDALE                         FL                                 33322                            0                            0          3H                         HARD
        122539787                     691.45                         68500                   68479.28                 3/1/2006               2/1/2036                       68.5          COLUMBUS                                OH                                 43207                            0                            0          3H                         HARD
        122935541                     718.86                         68600                      68600                 5/1/2006               4/1/2036                         70          LINCOLN PARK                            MI                                 48146                            0                            0          3H                         HARD
        121749124                     461.82                         68720                   68326.48                 9/1/2005               8/1/2035                         80          LAUDERDALE LAKES                        FL                                 33313                            0                            0          2H                         HARD
        122789192                     492.89                         68800                      68800                 4/1/2006               3/1/2036                        100          CLAYSVILLE                              PA                                 15323                            0                            0          3H                         HARD
        122947665                     548.99                         69000                      69000                 4/1/2006               3/1/2036                     65.714          GRAND RAPIDS                            MI                                 49503                            0                            0          2H                         HARD
        122794606                     454.07                         69000                      69000                 4/1/2006               3/1/2036                     64.486          MANHEIM                                 PA                                 17545                            0                            0          2H                         HARD
        122547648                     586.49                         69000                      69000                 4/1/2006               3/1/2036                      89.61          BURNSIDE                                KY                                 42519                            0                            0          3H                         HARD
        121749354                     459.23                         69200                   69109.53                12/1/2005              11/1/2035                         80          REDMOND                                 WA                                 98052                            0                            0          2H                         HARD
        121749589                     529.22                         69300                   69253.93                 1/1/2006              12/1/2035                        100          LANSING                                 MI                                 48906                            0                            0          3H                         HARD
        121749163                     550.75                         69377                   69247.77                 1/1/2006              12/1/2035                        100          CHEEKTOWAGE                             NY                                 14225                            0                            0                          0          NONE
        122700116                     636.66                         69600                      69600                 4/1/2006               3/1/2036                         80          PORTSMOUTH                              OH                                 45662                            0                            0          3H                         HARD
        122719194                     498.62                         69600                   69550.88                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77020                            0                            0          2H                         HARD
        123010663                     610.79                         69600                      69600                 4/1/2006               3/1/2036                         80          PHILADELPHIA                            PA                                 19134                            0                            0                          0          NONE
        122679178                     470.93                         69600                   69548.57                 3/1/2006               2/1/2036                        100          PERU                                    IL                                 61354                            0                            0                          0          NONE
        121747008                     459.62                         69965                   69546.41                 9/1/2005               8/1/2035                         95          TAMPA                                   FL                                 33604                            0                            0          3H                         HARD
        122601074                     507.55                         70000                      70000                 4/1/2006               3/1/2036                      60.87          TAMPA                                   FL                                 33610                            0                            0          2H                         HARD
        122695358                     762.97                         70000                   69807.01                 3/1/2006               2/1/2021                     76.087          CLEVELAND                               OH                                 44105                            0                            0          2H                         HARD
        121749425                     604.04                         70000                   69968.23                 1/1/2006              12/1/2035                      73.68          SAN ANTONIO                             TX                                 78223                            0                            0          3S                         SOFT
        121749267                     569.54                         70000                    69849.3                12/1/2005              11/1/2035                        100          DAYTON                                  OH                                 45427                            0                            0          3H                         HARD
        121749211                     553.98                         70100                   69979.38                 1/1/2006              12/1/2035                        100          SEBRING                                 FL                                 33870                            0                            0          2H                         HARD
        122759653                     710.07                         70345                      70345                 4/1/2006               3/1/2036                      61.17          PHILADELPHIA                            PA                                 19125                            0                            0                          0          NONE
        122604514                     630.86                         70400                   70340.69                 2/1/2006               1/1/2036                         80          HIGHLAND PARK                           MI                                 48203                            0                            0          2H                         HARD
        122639292                     516.57                         70400                   70352.76                 3/1/2006               2/1/2036                        100          DETROIT                                 MI                                 48221                            0                            0          3H                         HARD
        122743726                     617.81                         70400                   70368.86                 3/1/2006               2/1/2036                        100          RICHMOND                                TX                                 77469                            0                            0          3H                         HARD
        120951843                     535.09                         70400                    69524.9                 5/1/2005               4/1/2035                     95.391          CORTLAND                                NY                                 13045                            0                            0          3H                         HARD
        122631288                     548.73                         70550                   70508.35                 3/1/2006               2/1/2036                         85          MT GILEAD                               OH                                 43338                            0                            0          3H                         HARD
        122704976                     538.13                         70800                      70800                 4/1/2006               3/1/2036                        100          SOUTHFIELD                              MI                                 48076                            0                            0          2H                         HARD
        122705445                     590.54                         71000                   70964.15                 3/1/2006               2/1/2036                     78.022          KENNETT                                 MO                                 63857                            0                            0          2H                         HARD
        121881317                     540.41                         71100                   70341.51                11/1/2005              10/1/2035                         90          CUDDY                                   PA                                 15031                            0                            0          2H                         HARD
        122640941                     546.85                         71120                   71076.92                 3/1/2006               2/1/2036                        100          DES PLAINES                             IL                                 60016                            0                            0                          0          NONE
        120501876                        445                         71200                      71200                 2/1/2005               1/1/2035                        100          NORTH CHICAGO                           IL                                 60064                            0                            0                          0          NONE
        122912465                     547.47                         71200                      71200                 5/1/2006               4/1/2036                        100          HOUSTON                                 TX                                 77093                            0                            0          1H                         HARD
        122568784                     587.39                         71400                   71362.98                 3/1/2006               2/1/2036                         85          OCALA                                   FL                                 34472                            0                            0          2H                         HARD
        122808747                     563.28                         71600                      71600                 4/1/2006               3/1/2036                         80          DOTHAN                                  AL                                 36301                            0                            0          2H                         HARD
        121749233                     585.62                         71658                   71535.14                 1/1/2006              12/1/2035                         90          PLYMOUTH                                PA                                 18651                            0                            0          2H                         HARD
        122516544                     682.82                         71700                   71674.43                 3/1/2006               2/1/2036                     53.111          LAKE PLACID                             FL                                 33852                            0                            0          3H                         HARD
        122545484                     646.09                         71910                      71910                 4/1/2006               3/1/2036                         90          HUNTSVILLE                              AL                                 35810                            0                            0          3H                         HARD
        122604812                     585.82                         72000                   71961.68                 3/1/2006               2/1/2036                         90          STONE MOUNTAIN                          GA                                 30087                            0                            0                          0          NONE
        122714129                     509.61                         72000                   71947.89                 3/1/2006               2/1/2036                        100          PASADENA                                TX                                 77503                            0                            0          2H                         HARD
        122727963                     592.33                         72000                   71962.67                 3/1/2006               2/1/2036                         80          KINGSTON                                PA                                 18704                            0                            0          2H                         HARD
        122755913                     540.91                         72000                      72000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77020                            0                            0          2H                         HARD
        122565876                     706.15                         72000                   69471.18                 3/1/2006               2/1/2036                     67.925          MIDDLETOWN                              OH                                 45044                            0                            0          3H                         HARD
        121892191                     472.99                         72000                   71569.21                 9/1/2005               8/1/2035                         90          JACKSON                                 MI                                 49201                            0                            0                          0          NONE
        121749489                     578.75                         72250                   72108.05                 1/1/2006              12/1/2035                         85          MISSOURI CITY                           TX                                 77489                            0                            0          2S                         SOFT
        122746759                     524.37                         72320                      72320                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77082                            0                            0          3H                         HARD
        122780918                     754.54                         72675                      72675                 4/1/2006               3/1/2036                     69.214          GAINESVILLE                             GA                                 30507                            0                            0                          0          NONE
        122711441                      500.5                         72800                      72800                 4/1/2006               3/1/2036                        100          TULSA                                   OK                                 74128                            0                            0          2H                         HARD
        122494846                     750.89                         73000                   72979.11                 3/1/2006               2/1/2036                     64.602          KANSAS CITY                             MO                                 64119                            0                            0          2H                         HARD
        122936905                     601.01                         73055                      73055                 4/1/2006               3/1/2036                         95          ALBUQUERQUE                             NM                                 87110                            0                            0                          0          NONE
        122472876                     615.51                         73200                   73127.69                 2/1/2006               1/1/2036                        100          FAYETTEVILLE                            NC                                 28311                            0                            0                          0          NONE
        122473128                     637.72                         73440                   73406.63                 3/1/2006               2/1/2036                         85          HUNTSVILLE                              AL                                 35816                            0                            0          3H                         HARD
        122629089                     559.41                         73600                   73554.26                 3/1/2006               2/1/2036                        100          WHITE SETTLEMENT                        TX                                 76108                            0                            0          2H                         HARD
        122690689                     561.19                         73800                   73238.81                 3/1/2006               2/1/2036                         90          POWDER SPRINGS                          GA                                 30127                            0                            0                          0          NONE
        122686080                     504.26                         73920                   73862.34                 3/1/2006               2/1/2036                        100          ODESSA                                  TX                                 79762                            0                            0          2H                         HARD
        122514354                     637.15                         74160                      74160                 4/1/2006               3/1/2036                         90          NEW MARKET                              AL                                 35761                            0                            0          3H                         HARD
        122872110                     508.97                         74200                      74200                 4/1/2006               3/1/2036                        100          COLUMBIA                                MO                                 65202                            0                            0          3H                         HARD
        121732525                     546.49                         74300                   73997.33                10/1/2005               9/1/2035                        100          TOPEKA                                  KS                                 66610                            0                            0                          0          NONE
        122893637                     673.62                         74400                      74400                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77021                            0                            0          2H                         HARD
        122639348                     558.94                         74400                   74352.56                 3/1/2006               2/1/2036                        100          BEECH GROVE                             IN                                 46107                            0                            0          3H                         HARD
        122783979                     614.04                         74640                      74640                 4/1/2006               3/1/2036                        100          WEWAHITCHKA                             FL                                 32465                            0                            0          2H                         HARD
        121725308                     526.75                         74723                   72856.98                 5/1/2005               4/1/2025                      83.03          HOUSTON                                 TX                                 77099                            0                            0                          0          NONE
        122809309                     649.09                         74750                      74750                 4/1/2006               3/1/2036                         65          CHICAGO                                 IL                                 60609                            0                            0                          0          NONE
        122492922                     704.81                         74750                   74722.61                 3/1/2006               2/1/2036                         65          WATERBURY                               CT                                  6710                            0                            0          2H                         HARD
        121749532                     541.78                         74900                   74743.55                 1/1/2006              12/1/2035                        100          HOUSTON                                 TX                                 77088                            0                            0          3S                         SOFT
        122547922                     576.69                         75000                   74954.56                 3/1/2006               2/1/2036                         75          NEW BALTIMORE                           MI                                 48047                            0                            0          2H                         HARD
        122679047                     644.37                         75000                      75000                 4/1/2006               3/1/2036                     25.862          FOLEY                                   AL                                 36535                            0                            0          2H                         HARD
        122755608                     644.37                         75000                   74964.38                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77015                            0                            0          2H                         HARD
        122852500                     749.88                         75000                      75000                 5/1/2006               4/1/2036                     65.217          PITTSBURGH                              PA                                 15206                            0                            0          3H                         HARD
        121749620                     547.72                         75000                   74846.47                 1/1/2006              12/1/2035                        100          DUNCANVILLE                             TX                                 75137                            0                            0          2S                         SOFT
        122401766                     539.91                         75000                   74788.04                12/1/2005              11/1/2035                      76.14          FRENCHTOWN TWP.                         MI                                 48162                            0                            0                          0          NONE
        122401749                     564.21                         75100                   74955.31                 1/1/2006              12/1/2035                      67.66          DETROIT                                 MI                                 48224                            0                            0                          0          NONE
        120309297                      501.1                         75200                   74155.68                11/1/2004              10/1/2034                        100          OKLAHOMA CITY                           OK                                 73127                            0                            0          1H                         HARD
        122914636                      502.3                         75500                      75500                 4/1/2006               3/1/2036                     31.198          LAVEEN CITY                             AZ                                 85339                            0                            0          2H                         HARD
        122813683                     547.57                         75520                      75520                 4/1/2006               3/1/2036                        100          OKMULGEE                                OK                                 74447                            0                            0          3H                         HARD
        122769098                     567.96                         75600                   75549.75                 3/1/2006               2/1/2036                        100          FORT WORTH                              TX                                 76135                            0                            0          3H                         HARD
        121892189                     496.64                         75600                   75147.69                 9/1/2005               8/1/2035                         90          JACKSON                                 MI                                 49203                            0                            0                          0          NONE
        122459033                     778.15                         75650                   75628.35                 3/1/2006               2/1/2036                     62.521          ATLANTA                                 GA                                 30316                            0                            0          2H                         HARD
        121749367                     521.75                         75650                   75581.78                 1/1/2006              12/1/2035                        100          JACKSON                                 MI                                 49201                            0                            0          3H                         HARD
        122474164                     665.75                         75863                   75795.19                 3/1/2006               2/1/2036                         95          FORT WORTH                              TX                                 76116                            0                            0          3H                         HARD
        121749321                     671.74                         75905                   75805.29                 1/1/2006              12/1/2035                        100          SAINT LOUIS                             MO                                 63136                            0                            0          2H                         HARD
        122796007                      590.5                         75920                   75875.18                 3/1/2006               2/1/2036                        100          LAKE DALLAS                             TX                                 75065                            0                            0          2H                         HARD
        122611366                     584.37                         76000                   75953.96                 3/1/2006               2/1/2036                        100          MOUNT JOY                               PA                                 17552                            0                            0          2H                         HARD
        122704024                     537.92                         76000                      75945                 3/1/2006               2/1/2036                        100          PHENIX CITY                             AL                                 36869                            0                            0          2H                         HARD
        122892195                     570.96                         76000                      76000                 4/1/2006               3/1/2036                        100          CHICAGO                                 IL                                 60628                            0                            0                          0          NONE
        122460429                     557.15                         76000                   75902.02                 2/1/2006               1/1/2036                        100          ABITA SPRINGS                           LA                                 70420                            0                            0          2H                         HARD
        122549173                      438.2                         76000                   75965.55                 3/1/2006               2/1/2036                     63.333          CLEVELAND                               OH                                 44122                            0                            0          2H                         HARD
        122745688                     521.32                         76000                   75977.43                 3/1/2006               2/1/2036                         80          NORTH ADAMS                             MA                                  1247                            0                            0                          0          NONE
        122780590                     557.66                         76000                      76000                 4/1/2006               3/1/2036                        100          BLOOMINGTON                             IL                                 61701                            0                            0                          0          NONE
        121749326                        579                         76000                   75810.02                12/1/2005              11/1/2035                        100          SEARCY                                  AR                                 72143                            0                            0          2H                         HARD
        122652518                     671.34                         76500                   76466.16                 3/1/2006               2/1/2036                         90          JACKSONVILLE                            FL                                 32211                            0                            0          2H                         HARD
        123020556                     685.52                         76500                      76500                 5/1/2006               4/1/2036                         90          RIVERDALE                               IL                                 60827                            0                            0                          0          NONE
        121892190                     496.18                         76500                   76031.07                 9/1/2005               8/1/2035                         90          JACKSON                                 MI                                 49203                            0                            0                          0          NONE
        121749563                     584.16                         76500                    76357.8                 1/1/2006              12/1/2035                         90          VINTON                                  VA                                 24179                            0                            0          3H                         HARD
        121749480                     633.12                         76500                   76460.22                 1/1/2006              12/1/2035                         90          MASSILLON                               OH                                 44646                            0                            0          3H                         HARD
        122806273                     794.52                         76525                      76525                 4/1/2006               3/1/2036                     69.886          NEWPORT                                 PA                                 17074                            0                            0          2H                         HARD
        122553348                     576.01                         76672                   76623.11                 3/1/2006               2/1/2036                        100          LAREDO                                  TX                                 78045                            0                            0          2H                         HARD
        122853616                     673.27                         76720                      76720                 4/1/2006               3/1/2036                         80          VASSAR                                  MI                                 48768                            0                            0          2H                         HARD
        122719977                     583.74                         76800                   76752.26                 3/1/2006               2/1/2036                        100          FORT WORTH                              TX                                 76137                            0                            0          3H                         HARD
        122724003                     592.06                         77000                      77000                 4/1/2006               3/1/2036                      52.74          SOUTHFIELD                              MI                                 48075                            0                            0          3H                         HARD
        121746994                     551.64                         77000                   76611.74                 9/1/2005               8/1/2035                         70          ASHTABULA                               OH                                 44004                            0                            0          2H                         HARD
        121749146                      509.7                         77000                   76608.97                10/1/2005               9/1/2035                        100          SPRING                                  TX                                 77373                            0                            0          2S                         SOFT
        122709920                     799.23                         77700                      77700                 4/1/2006               3/1/2036                         70          NINNEKAH                                OK                                 73067                            0                            0          2H                         HARD
        122713404                     670.14                         78000                   77963.61                 3/1/2006               2/1/2036                         65          ATLANTA                                 GA                                 30318                            0                            0                          0          NONE
        122712544                     641.69                         78000                      78000                 4/1/2006               3/1/2036                     56.115          NORFOLK                                 VA                                 23504                            0                            0          2H                         HARD
        122479699                     648.76                         78000                      78000                 5/1/2006               4/1/2036                        100          DALLAS                                  TX                                 75216                            0                            0          2H                         HARD
        122711247                     641.69                         78000                      78000                 5/1/2006               4/1/2036                         52          SEFFNER                                 FL                                 33584                            0                            0          3H                         HARD
        121748240                     571.79                         78000                   77759.36                12/1/2005              11/1/2035                        100          Conneaut                                OH                                 44030                            0                            0          3H                         HARD
        122729556                     553.92                         78200                      78200                 4/1/2006               3/1/2036                         85          CLEVELAND                               OH                                 44128                            0                            0          2H                         HARD
        121747275                     724.11                         78200                   78015.45                10/1/2005               9/1/2035                         85          DETROIT                                 MI                                 48204                            0                            0          2H                         HARD
        122872364                     701.65                         78300                      78300                 4/1/2006               3/1/2036                         90          HAZEL CREST                             IL                                 60429                            0                            0                          0          NONE
        121749479                     648.01                         78300                   78259.32                 1/1/2006              12/1/2035                         90          MASSILLON                               OH                                 44646                            0                            0          3H                         HARD
        122757210                      508.5                         78400                      78400                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77071                            0                            0          2H                         HARD
        122890193                     609.79                         78400                      78400                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77084                            0                            0          2H                         HARD
        122738133                     575.27                         78400                    78347.4                 3/1/2006               2/1/2036                        100          LAREDO                                  TX                                 78043                            0                            0          3H                         HARD
        122454422                        588                         78400                      78400                 3/1/2006               2/1/2036                        100          FRANKFORT                               KY                                 40601                            0                            0          3H                         HARD
        122625156                     676.58                         78750                   78713.26                 3/1/2006               2/1/2036                         75          NEW PORT RICHEY                         FL                                 34652                            0                            0          3H                         HARD
        122784344                     680.45                         79200                      79200                 4/1/2006               3/1/2036                         90          HOUSTON                                 TX                                 77075                            0                            0                          0          NONE
        122849503                     547.01                         79200                      79200                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77072                            0                            0          2H                         HARD
        122634428                     608.98                         79200                   79152.02                 3/1/2006               2/1/2036                         90          SHREVEPORT                              LA                                 71108                            0                            0          3H                         HARD
        122675885                      544.5                         79200                      79200                 3/1/2006               2/1/2036                        100          MADISON                                 WI                                 53704                            0                            0          2H                         HARD
        122840998                     612.06                         79600                      79600                 4/1/2006               3/1/2036                        100          WHITE SETTLEMENT                        TX                                 76108                            0                            0          3H                         HARD
        122610724                     851.67                         79800                      79800                 4/1/2006               3/1/2036                         70          DETROIT                                 MI                                 48205                            0                            0          2H                         HARD
        121749553                      566.9                         79900                   79726.29                 1/1/2006              12/1/2035                        100          SMYRNA                                  TN                                 37167                            0                            0          2H                         HARD
        122638898                     607.45                         79920                   79870.33                 3/1/2006               2/1/2036                        100          TERRELL                                 TX                                 75160                            0                            0          3H                         HARD
        122872829                      559.1                         79960                      79960                 4/1/2006               3/1/2036                        100          LUBBOCK                                 TX                                 79424                            0                            0          2H                         HARD
        121749579                     573.12                         79999                   79828.53                 1/1/2006              12/1/2035                        100          HUMBLE                                  TX                                 77346                            0                            0          3S                         SOFT
        122671400                     615.13                         80000                   79951.54                 3/1/2006               2/1/2036                        100          BIRMINGHAM                              AL                                 35215                            0                            0          2H                         HARD
        122669686                     709.46                         80000                   79965.54                 3/1/2006               2/1/2036                        100          DETROIT                                 MI                                 48207                            0                            0          3H                         HARD
        122722243                     877.15                         80000                      80000                 4/1/2006               3/1/2036                     66.667          OKLAHOMA CITY                           OK                                 73105                            0                            0          2H                         HARD
        122772425                     608.06                         80000                   79950.27                 3/1/2006               2/1/2036                        100          NEW CASTLE                              PA                                 16101                            0                            0          2H                         HARD
        122877548                     672.68                         80000                      80000                 4/1/2006               3/1/2036                         80          DETROIT                                 MI                                 48221                            0                            0          2H                         HARD
        122916625                     679.99                         80000                      80000                 4/1/2006               3/1/2036                     53.691          BALTIMORE                               MD                                 21229                            0                            0          3H                         HARD
        122730029                     724.33                         80000                      80000                 4/1/2006               3/1/2036                        100          CHANNELVIEW                             TX                                 77530                            0                            0          3H                         HARD
        122657599                        594                         80000                   79947.67                 3/1/2006               2/1/2036                        100          DESOTO                                  TX                                 75115                            0                            0          2H                         HARD
        122669884                     702.06                         80000                   79941.67                 3/1/2006               2/1/2036                        100          MISSOURI CITY                           TX                                 77489                            0                            0          3H                         HARD
        122728983                     746.79                         80000                      80000                 4/1/2006               3/1/2036                        100          DALLAS                                  TX                                 75217                            0                            0          3H                         HARD
        122888726                     629.36                         80000                      80000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77076                            0                            0          3H                         HARD
        121749617                     526.89                         80000                   79798.19                 1/1/2006              12/1/2035                        100          HOUSTON                                 TX                                 77053                            0                            0          2S                         SOFT
        121749499                     510.93                         80000                   79786.04                 1/1/2006              12/1/2035                        100          CHARLOTTE                               NC                                 28216                            0                            0                          0          NONE
        121749217                     605.99                         80100                   79923.88                 1/1/2006              12/1/2035                         90          VERMILION                               OH                                 44089                            0                            0          2H                         HARD
        122599562                     633.29                         80500                   80453.69                 3/1/2006               2/1/2036                         70          EARLIMART                               CA                                 93219                            0                            0          3H                         HARD
        122406545                     529.48                         80600                   80464.19                 2/1/2006               1/1/2036                      99.95          ROGERS                                  AR                                 72756                            0                            0          3H                         HARD
        121747004                     503.91                         80625                      80625                10/1/2005               9/1/2035                         95          PORT RICHEY                             FL                                 34668                            0                            0          2H                         HARD
        121746948                     623.76                         80750                   80352.87                 8/1/2005               7/1/2035                         95          DETROIT                                 MI                                 48209                            0                            0                          0          NONE
        121748266                     571.54                         80750                   80351.57                12/1/2005              11/1/2035                         95          COPLEY                                  OH                                 44321                            0                            0          3H                         HARD
        122508237                     628.45                         80800                    80752.3                 3/1/2006               2/1/2036                        100          SUMMERS                                 AR                                 72769                            0                            0          2H                         HARD
        122770559                     664.72                         80800                   80758.11                 3/1/2006               2/1/2036                        100          CYPRESS                                 TX                                 77433                            0                            0                          0          NONE
        122885394                     731.57                         80800                      80800                 4/1/2006               3/1/2036                     63.622          PHILADELPHIA                            PA                                 19120                            0                            0          2H                         HARD
        121746960                     587.99                         80900                   80562.09                10/1/2005               9/1/2035                        100          SPRING LAKE                             NC                                 28390                            0                            0                          0          NONE
        122567297                     622.82                         81000                      81000                 4/1/2006               3/1/2036                     88.043          MILO                                    IA                                 50166                            0                            0          2H                         HARD
        122888186                     644.47                         81000                      81000                 4/1/2006               3/1/2036                         95          DETROIT                                 MI                                 48206                            0                            0          2H                         HARD
        122842424                     808.72                         81000                      81000                 4/1/2006               3/1/2036                        100          OLEAN                                   NY                                 14760                            0                            0          2H                         HARD
        122473871                     740.94                         81000                   80967.81                 3/1/2006               2/1/2036                         90          MAYESVILLE                              SC                                 29104                            0                            0                          0          NONE
        121749585                     631.45                         81000                   80856.25                 1/1/2006              12/1/2035                        100          MEMPHIS                                 TN                                 38118                            0                            0          3H                         HARD
        121732516                     577.13                         81000                      81000                10/1/2005               9/1/2035                      89.01          LITTLE FALLS                            NY                                 13365                            0                            0                          0          NONE
        122700220                     742.77                         81200                   80801.69                 3/1/2006               2/1/2036                         70          BURTON                                  MI                                 48509                            0                            0          2H                         HARD
        122892535                     850.89                         81200                      81200                 4/1/2006               3/1/2036                         70          PORTAGE                                 MI                                 49002                            0                            0          3H                         HARD
        121749612                     619.68                         81340                   81188.04                 1/1/2006              12/1/2035                        100          SAN ANTONIO                             TX                                 78254                            0                            0          3S                         SOFT
        121725175                     600.86                         81500                   80271.13                 5/1/2005               4/1/2035                         50          MIRAMAR                                 FL                                 33023                            0                            0          3H                         HARD
        122401683                     639.04                         81600                   81405.25                12/1/2005              11/1/2035                        100          TAYLOR                                  MI                                 48180                            0                            0                          0          NONE
        122614863                     584.72                         81618                    81560.4                 3/1/2006               2/1/2036                     99.148          CONROE                                  TX                                 77303                            0                            0          3H                         HARD
        121749338                     577.79                         81830                   81650.27                 1/1/2006              12/1/2035                        100          CORPUS CHRISTI                          TX                                 78412                            0                            0          2S                         SOFT
        122542713                     608.11                         81900                   81846.42                 3/1/2006               2/1/2036                         90          LOUISVILLE                              KY                                 40219                            0                            0          3H                         HARD
        122672200                     608.11                         81900                   81738.17                 1/1/2006              12/1/2035                         90          SICKLERVILLE                            NJ                                  8081                            0                            0                          0          NONE
        122623648                     645.09                         82000                      82000                 4/1/2006               3/1/2036                     61.194          BYRAM                                   MS                                 39272                            0                            0                          0          NONE
        122799903                     728.97                         82200                      82200                 4/1/2006               3/1/2036                     57.887          NEW CARROLLTON                          MD                                 20785                            0                            0                          0          NONE
        122727870                     737.51                         82302                      82302                 4/1/2006               3/1/2036                     54.505          NEWARK                                  DE                                 19702                            0                            0          2H                         HARD
        122650944                     565.19                         82395                   82370.53                 3/1/2006               2/1/2036                        100          HUMBLE                                  TX                                 77346                            0                            0          2H                         HARD
        122634229                     633.58                         82400                   82343.67                 3/1/2006               2/1/2036                        100          DALLAS                                  TX                                 75236                            0                            0          2H                         HARD
        122783766                        618                         82400                      82400                 4/1/2006               3/1/2036                        100          DENTON                                  TX                                 76210                            0                            0          3H                         HARD
        122461839                     700.82                         82450                    82410.5                 3/1/2006               2/1/2036                         85          RICHMOND                                VA                                 23224                            0                            0          2H                         HARD
        122569176                     670.92                         82460                   82416.12                 3/1/2006               2/1/2036                         95          GREENVILLE                              TX                                 75401                            0                            0          3H                         HARD
        122800227                     614.13                         82712                    82657.9                 3/1/2006               2/1/2036                        100          KATY                                    TX                                 77449                            0                            0          3H                         HARD
        122306608                     688.69                         82800                   82758.19                 3/1/2006               2/1/2036                         90          PRATTVILLE                              AL                                 36067                            0                            0          2H                         HARD
        122554481                     688.69                         82800                      82800                 4/1/2006               3/1/2036                         90          ROCK HILL                               SC                                 29730                            0                            0                          0          NONE
        122695033                     673.69                         82800                   82755.94                 3/1/2006               2/1/2036                         90          PHILADELPHIA                            PA                                 19148                            0                            0          2H                         HARD
        122830205                     666.23                         82800                      82800                 4/1/2006               3/1/2036                         90          UNIVERSITY CITY                         MO                                 63130                            0                            0          3H                         HARD
        122919333                     632.38                         83200                      83200                 5/1/2006               4/1/2036                        100          KNIGHTDALE                              NC                                 27545                            0                            0                          0          NONE
        122644326                     606.67                         83200                      83200                 3/1/2006               2/1/2036                        100          BALTIMORE                               MD                                 21225                            0                            0                          0          NONE
        122694856                     606.67                         83200                      83200                 3/1/2006               2/1/2036                        100          AURORA                                  CO                                 80017                            0                            0          3H                         HARD
        121749225                     547.96                         83200                   82919.35                12/1/2005              11/1/2035                      99.23          PINEHURST                               ID                                 83850                            0                            0          3H                         HARD
        122447061                     670.25                         83300                    83254.5                 3/1/2006               2/1/2036                         85          DETROIT                                 MI                                 48228                            0                            0          2H                         HARD
        122810092                     700.43                         83300                      83300                 4/1/2006               3/1/2036                         85          GRANTVILLE                              GA                                 30220                            0                            0                          0          NONE
        121747152                     688.64                         83340                   83078.44                10/1/2005               9/1/2035                         95          BATTLE CREEK                            MI                                 49017                            0                            0          2H                         HARD
        122702771                        609                         83520                      83520                 3/1/2006               2/1/2036                        100          DOUGLASVILLE                            GA                                 30135                            0                            0          2H                         HARD
        123038220                     719.11                         83700                      83700                 5/1/2006               4/1/2036                         90          CHICAGO                                 IL                                 60440                            0                            0                          0          NONE
        122685822                     637.59                         83700                    83681.1                 3/1/2006               2/1/2036                     89.043          PUEBLO                                  CO                                 81004                            0                            0          3H                         HARD
        122702806                     653.34                         84000                   83950.41                 3/1/2006               2/1/2036                        100          NEW BEDFORD                             MA                                  2740                            0                            0                          0          NONE
        122684716                     638.46                         84000                   83947.79                 3/1/2006               2/1/2036                     73.043          CARROLTON                               AL                                 35447                            0                            0          2H                         HARD
        122729229                     638.46                         84000                      84000                 4/1/2006               3/1/2036                        100          MULGA                                   AL                                 35118                            0                            0          2H                         HARD
        122568565                     823.84                         84000                   83972.41                 3/1/2006               2/1/2036                      60.87          AUGUSTA                                 WV                                 26704                            0                            0          3H                         HARD
        122518305                     660.83                         84000                   83951.67                 3/1/2006               2/1/2036                       87.5          DES MOINES                              IA                                 50316                            0                            0          3H                         HARD
        122810321                     638.46                         84000                      84000                 4/1/2006               3/1/2036                        100          IRVING                                  TX                                 75060                            0                            0          3H                         HARD
        121747096                     765.24                         84000                   83757.57                 9/1/2005               8/1/2035                         70          GARLAND                                 TX                                 75043                            0                            0          2H                         HARD
        122401728                     579.25                         84000                      84000                 1/1/2006              12/1/2035                        100          DEARBORN HEIGHTS                        MI                                 48125                            0                            0                          0          NONE
        121749194                     623.34                         84150                   83561.41                 1/1/2006              12/1/2035                        100          CLEVELAND                               OH                                 44119                            0                            0                          0          NONE
        122965826                     763.26                         84300                      84300                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77075                            0                            0          2H                         HARD
        122509679                     688.33                         84600                   84554.98                 3/1/2006               2/1/2036                         90          CLEVELAND                               OH                                 44108                            0                            0          2H                         HARD
        122910462                      650.5                         84600                      84600                 4/1/2006               3/1/2036                         90          LAKE STATION                            IN                                 46405                            0                            0          2H                         HARD
        122936794                     600.21                         84800                      84800                 4/1/2006               3/1/2036                        100          VENUS                                   TX                                 76084                            0                            0          2H                         HARD
        122401703                     607.52                         84800                   84558.26                12/1/2005              11/1/2035                        100          WATERLOO                                IN                                 46793                            0                            0                          0          NONE
        122581117                     722.49                         85000                   84959.28                 3/1/2006               2/1/2036                      63.91          RICHMOND                                VA                                 23228                            0                            0          2H                         HARD
        122693173                     572.66                         85000                   84932.03                 3/1/2006               2/1/2036                     64.394          KENNETH CITY                            FL                                 33709                            0                            0          2H                         HARD
        122892750                     691.59                         85000                      85000                 4/1/2006               3/1/2036                        100          SPOKANE                                 WA                                 99205                            0                            0          2H                         HARD
        122934255                      738.1                         85000                      85000                 4/1/2006               3/1/2036                        100          DALLAS                                  TX                                 75224                            0                            0          2H                         HARD
        122598024                      769.6                         85000                    84965.3                 3/1/2006               2/1/2036                     59.441          THREE OAKS                              MI                                 49128                            0                            0          3H                         HARD
        122777162                     691.59                         85000                   84954.76                 3/1/2006               2/1/2036                     89.474          BALTIMORE                               MD                                 21215                            0                            0                          0          NONE
        122822029                     793.46                         85000                      85000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77088                            0                            0          3H                         HARD
        122148282                     777.53                         85000                      85000                 5/1/2006               4/1/2036                         85          BALTIMORE                               MD                                 21215                            0                            0                          0          NONE
        121787182                     601.62                         85000                   84413.64                 8/1/2005               7/1/2035                         85          LEWISTON                                NY                                 14092                            0                            0          1H                         HARD
        121725353                     594.33                         85000                   84351.16                 6/1/2005               5/1/2035                      65.38          HOUSTON                                 TX                                 77092                            0                            0                          0          NONE
        121747179                     551.31                         85000                   84554.27                10/1/2005               9/1/2035                      80.95          TAMPA                                   FL                                 33610                            0                            0          2H                         HARD
        121747252                     523.36                         85000                   84294.35                10/1/2005               9/1/2035                      54.84          MIAMI                                   FL                                 33127                            0                            0          2H                         HARD
        122178632                      810.9                         85150                   85119.64                 3/1/2006               2/1/2036                         65          CORBIN                                  KY                                 40701                            0                            0          2H                         HARD
        122401772                     691.68                         85200                   85062.22                 1/1/2006              12/1/2035                        100          WARREN                                  MI                                 48091                            0                            0                          0          NONE
        122704462                     814.24                         85500                      85500                 4/1/2006               3/1/2036                         75          GRAND RAPIDS                            MI                                 49506                            0                            0          3H                         HARD
        122732280                     774.12                         85500                      85500                 4/1/2006               3/1/2036                         90          HAMPTON                                 VA                                 23661                            0                            0                          0          NONE
        123047900                     742.44                         85500                      85500                 5/1/2006               4/1/2036                         90          DICKINSON                               TX                                 77539                            0                            0          2H                         HARD
        122489041                     642.33                         85500                   85445.48                 3/1/2006               2/1/2036                         90          MOSES LAKE                              WA                                 98837                            0                            0          3H                         HARD
        123015660                      835.7                         85500                      85500                 4/1/2006               3/1/2021                     89.063          DALLAS                                  TX                                 75228                            0                            0          3H                         HARD
        121746996                     722.05                         85500                   85201.68                 9/1/2005               8/1/2035                         90          CANNELTON                               IN                                 47520                            0                            0          2H                         HARD
        122712204                     598.53                         85600                   85536.04                 3/1/2006               2/1/2036                        100          SEABROOK                                TX                                 77586                            0                            0          2H                         HARD
        122725924                     643.08                         85600                   85545.42                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77091                            0                            0          2H                         HARD
        122756255                     638.34                         85972                   85915.76                 3/1/2006               2/1/2036                        100          KATY                                    TX                                 77449                            0                            0          3H                         HARD
        121749229                     557.79                         86000                   85776.62                 1/1/2006              12/1/2035                        100          GANSEVOORT                              NY                                 12831                            0                            0                          0          NONE
        121747176                     600.12                         86250                   85856.03                10/1/2005               9/1/2035                        100          HOUSTON                                 TX                                 77051                            0                            0          2H                         HARD
        122816689                     625.19                         86400                      86400                 5/1/2006               4/1/2036                         90          MACON                                   GA                                 31211                            0                            0          3H                         HARD
        121749627                     586.47                         86400                   86194.56                 1/1/2006              12/1/2035                        100          PHOENIX                                 AZ                                 85020                            0                            0          2H                         HARD
        121749574                      680.1                         86450                   86299.68                 1/1/2006              12/1/2035                        100          HOUSTON                                 TX                                 77045                            0                            0          2S                         SOFT
        122401708                     706.51                         86450                   86265.78                12/1/2005              11/1/2035                         95          COLUMBIA                                IL                                 62236                            0                            0                          0          NONE
        122789224                     775.13                         86500                      86500                 4/1/2006               3/1/2036                      65.53          BALTIMORE                               MD                                 21224                            0                            0          2H                         HARD
        121748440                     617.42                         86600                   86350.67                12/1/2005              11/1/2035                       81.7          CLEVELAND                               OH                                 44113                            0                            0          2H                         HARD
        122643261                     690.62                         86800                      86800                 4/1/2006               3/1/2036                     78.909          CINCINNATI                              OH                                 45214                            0                            0          2H                         HARD
        121749346                     612.87                         86800                   86609.38                 1/1/2006              12/1/2035                        100          PURCELL                                 OK                                 73080                            0                            0          2H                         HARD
        122774978                     755.46                         87000                   86960.48                 3/1/2006               2/1/2036                         75          DAHLONEGA                               GA                                 30533                            0                            0                          0          NONE
        122920911                     747.46                         87000                      87000                 4/1/2006               3/1/2036                        100          GARLAND                                 TX                                 75041                            0                            0          2H                         HARD
        122763166                     795.82                         87000                   86965.43                 3/1/2006               2/1/2036                     20.964          BRONX                                   NY                                 10473                            0                            0                          0          NONE
        121748246                     601.58                         87100                   86832.42                12/1/2005              11/1/2035                      89.98          XENIA                                   OH                                 45385                            0                            0          3H                         HARD
        122547705                     749.18                         87200                   87118.31                 2/1/2006               1/1/2036                         80          LA FAYETTE                              GA                                 30728                            0                            0                          0          NONE
        122675947                     749.18                         87200                   87142.48                 3/1/2006               2/1/2036                         80          CEDAR HILL                              TX                                 75104                            0                            0          3H                         HARD
        122656881                     622.29                         87920                    87676.6                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77035                            0                            0          2H                         HARD
        122922818                     691.67                         87920                      87920                 4/1/2006               3/1/2036                        100          CHARLOTTE                               NC                                 28205                            0                            0          0H                         NONE
        122687486                     764.15                         88000                   87960.02                 3/1/2006               2/1/2036                        100          HOFFMAN                                 IL                                 62250                            0                            0                          0          NONE
        122863958                        716                         88000                      88000                 5/1/2006               4/1/2036                         80          SUPERIOR                                MT                                 59872                            0                            0          2H                         HARD
        122832288                     772.26                         88000                      88000                 4/1/2006               3/1/2036                         80          GRIFTON                                 NC                                 28530                            0                            0                          0          NONE
        121749328                     660.81                         88166                   87937.64                12/1/2005              11/1/2035                         85          NORCO                                   LA                                 70079                            0                            0          2H                         HARD
        122606511                     680.34                         88200                   88181.16                 3/1/2006               2/1/2036                         90          ALLENTOWN                               PA                                 18102                            0                            0          3H                         HARD
        122957000                     632.95                         88350                      88350                 4/1/2006               3/1/2036                         95          GARLAND                                 TX                                 75040                            0                            0          3H                         HARD
        122520389                      769.1                         88570                   88529.76                 3/1/2006               2/1/2036                         85          QUITMAN                                 TX                                 75783                            0                            0          2H                         HARD
        122862293                     636.17                         88800                   88737.33                 3/1/2006               2/1/2036                        100          CALERA                                  AL                                 35040                            0                            0          2H                         HARD
        122773763                     897.37                         88900                      88900                 4/1/2006               3/1/2036                         70          S EUCLID                                OH                                 44121                            0                            0          3H                         HARD
        121746824                     684.33                         89000                   88670.73                10/1/2005               9/1/2035                      87.25          CHAMBERSBURG                            PA                                 17201                            0                            0          2H                         HARD
        122881058                     702.52                         89300                      89300                 5/1/2006               4/1/2036                         95          GRIFFIN                                 GA                                 30223                            0                            0                          0          NONE
        122755408                     768.08                         89400                      89400                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77034                            0                            0          2H                         HARD
        122702962                     937.55                         89470                      89470                 4/1/2006               3/1/2036                     49.706          HAMILTON                                NJ                                  8610                            0                            0                          0          NONE
        121747150                     633.76                         89540                   89144.93                10/1/2005               9/1/2035                        100          CHARLOTTE                               NC                                 28216                            0                            0                          0          NONE
        122724101                      712.9                         89600                      89600                 4/1/2006               3/1/2036                         80          SAINT LOUIS                             MO                                 63114                            0                            0          2H                         HARD
        122729596                      712.9                         89600                      89600                 5/1/2006               4/1/2036                         80          DETROIT                                 MI                                 48203                            0                            0          3H                         HARD
        122647831                     813.96                         89900                    89863.3                 3/1/2006               2/1/2036                        100          MESQUITE                                TX                                 75150                            0                            0          2H                         HARD
        122986638                     755.93                         89900                      89900                 4/1/2006               3/1/2036                        100          ARLINGTON                               TX                                 76014                            0                            0          3H                         HARD
        121309291                     561.48                         90000                   89313.66                 8/1/2005               7/1/2035                     64.286          BRIDGEPORT                              CT                                  6606                            0                            0                          0          NONE
        122661323                     781.51                         90000                   89959.12                 3/1/2006               2/1/2036                         75          PITTSBURGH                              PA                                 15217                            0                            0          2H                         HARD
        122508498                     692.02                         90000                      90000                 4/1/2006               3/1/2036                     74.689          INDIANAPOLIS                            IN                                 46205                            0                            0          2H                         HARD
        122550220                     756.77                         90000                   89955.73                 3/1/2006               2/1/2036                     78.261          YUKON                                   OK                                 73099                            0                            0          2H                         HARD
        122569032                     756.77                         90000                      90000                 4/1/2006               3/1/2036                         90          LITTLETON                               NH                                  3561                            0                            0          2H                         HARD
        122692651                     676.14                         90000                      90000                 4/1/2006               3/1/2036                     47.368          TILLSON                                 NY                                 12486                            0                            0          1H                         HARD
        122910939                     814.87                         90000                      90000                 4/1/2006               3/1/2036                         90          DALLAS                                  TX                                 75216                            0                            0          2H                         HARD
        122916000                     756.77                         90000                      90000                 4/1/2006               3/1/2036                         90          DETROIT                                 MI                                 48228                            0                            0          2H                         HARD
        122535583                     592.26                         90000                   89970.24                 3/1/2006               2/1/2036                     57.692          DAVENPORT                               FL                                 33837                            0                            0          2H                         HARD
        122761103                     621.61                         90000                      90000                 4/1/2006               3/1/2036                     58.824          ORLANDO                                 FL                                 32808                            0                            0          3H                         HARD
        122571044                     716.08                         90000                   89949.54                 3/1/2006               2/1/2036                         75          CHICAGO                                 IL                                 60636                            0                            0                          0          NONE
        121749471                     716.08                         90000                   89847.52                 1/1/2006              12/1/2035                        100          MARYVILLE                               TN                                 37804                            0                            0          2H                         HARD
        122401755                     766.64                         90000                    89870.3                 1/1/2006              12/1/2035                         90          WOODBURY                                GA                                 30293                            0                            0                          0          NONE
        121748238                     628.13                         90000                      90000                11/1/2005              10/1/2035                        100          CINCINNATI                              OH                                 45231                            0                            0          2H                         HARD
        122858925                     894.23                         90300                      90300                 5/1/2006               4/1/2036                     65.912          CALAIS                                  ME                                  4619                            0                            0                          0          NONE
        122600377                     593.34                         90320                   90244.12                 3/1/2006               2/1/2036                         80          AUGUSTA                                 GA                                 30907                            0                            0                          0          NONE
        122618772                      751.9                         90400                   90354.35                 3/1/2006               2/1/2036                         80          RIVERDALE                               GA                                 30274                            0                            0          1H                         HARD
        122872654                     679.75                         90480                      90480                 4/1/2006               3/1/2036                        100          MOBILE                                  AL                                 36605                            0                            0          3H                         HARD
        122660423                     664.17                         90515                   90454.26                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77047                            0                            0          3H                         HARD
        122651898                     881.42                         90750                      90750                 4/1/2006               3/1/2036                         75          BALTIMORE                               MD                                 21223                            0                            0                          0          NONE
        122995400                     699.71                         91000                      91000                 4/1/2006               3/1/2036                         70          POWDER SPRINGS                          GA                                 30127                            0                            0                          0          NONE
        122401715                     693.28                         91000                   90809.67                 1/1/2006              12/1/2035                      81.98          PARKER CITY                             IN                                 47368                            0                            0                          0          NONE
        121748236                     659.81                         91000                   90747.04                12/1/2005              11/1/2035                        100          PARIS                                   KY                                 40361                            0                            0          1H                         HARD
        122845122                     783.55                         91200                      91200                 4/1/2006               3/1/2036                        100          JONESBORO                               GA                                 30238                            0                            0          2H                         HARD
        122401686                      636.5                         91200                      91200                 1/1/2006              12/1/2035                        100          HAZEL PARK                              MI                                 48030                            0                            0                          0          NONE
        122647028                      897.4                         91500                   91469.94                 3/1/2006               2/1/2036                      45.75          SOUTH PORTLAND                          ME                                  4106                            0                            0                          0          NONE
        122926076                     695.47                         91500                      91500                 4/1/2006               3/1/2036                         75          ALBANY                                  NY                                 12206                            0                            0                          0          NONE
        122866605                     796.41                         91715                      91715                 4/1/2006               3/1/2036                         85          MARRERO                                 LA                                 70072                            0                            0          2H                         HARD
        122609009                      650.6                         91920                   91853.48                 3/1/2006               2/1/2036                        100          ST LOUIS                                MO                                 63139                            0                            0          2H                         HARD
        122860885                     731.36                         91920                      91920                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77083                            0                            0          2H                         HARD
        122687182                     658.53                         91920                   91855.12                 3/1/2006               2/1/2036                        100          PELHAM                                  AL                                 35124                            0                            0          3H                         HARD
        121725133                     605.83                         91988                   91035.44                 4/1/2005               3/1/2035                      79.99          HOUSTON                                 TX                                 77061                            0                            0                          0          NONE
        122147891                     937.49                         92000                   91917.98                 1/1/2006              12/1/2035                       36.8          TRENTON                                 NJ                                  8610                            0                            0                          0          NONE
        122665379                      683.1                         92000                   91939.82                 3/1/2006               2/1/2036                        100          CARROLLTON                              TX                                 75006                            0                            0          2H                         HARD
        122895949                     781.99                         92000                      92000                 4/1/2006               3/1/2036                         80          SAINT LOUIS                             MO                                 63138                            0                            0          2H                         HARD
        122905658                     699.27                         92000                      92000                 4/1/2006               3/1/2036                        100          TAMPA                                   FL                                 33603                            0                            0          1H                         HARD
        122609509                     667.06                         92000                   91936.69                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77071                            0                            0          3H                         HARD
        122744901                      707.4                         92000                      92000                 4/1/2006               3/1/2036                        100          FRIENDSWOOD                             TX                                 77546                            0                            0          3H                         HARD
        122773213                     635.42                         92000                      92000                 4/1/2006               3/1/2036                        100          NORCROSS                                GA                                 30093                            0                            0                          0          NONE
        121747140                     606.42                         92312                   91839.99                10/1/2005               9/1/2035                        100          DALLAS                                  GA                                 30157                            0                            0          2H                         HARD
        122881252                      727.7                         92500                      92500                 4/1/2006               3/1/2036                     68.519          RICHMOND                                VA                                 23224                            0                            0          3H                         HARD
        122323107                      761.2                         92500                      92500                 2/1/2006               1/1/2036                        100          STREATOR                                IL                                 61364                            0                            0                          0          NONE
        120768920                     601.18                         92800                   91685.16                 4/1/2005               3/1/2035                     78.644          BLOOMINGTON                             IL                                 61704                            0                            0                          0          NONE
        122917395                     722.63                         92908                      92908                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77090                            0                            0          3H                         HARD
        122711111                     798.93                         92990                      92990                 4/1/2006               3/1/2036                         85          SAUK VILLAGE                            IL                                 60411                            0                            0                          0          NONE
        122892980                     816.14                         93000                      93000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77017                            0                            0          3H                         HARD
        121768595                     542.73                         93000                    92208.5                 8/1/2005               7/1/2035                     85.321          ARLINGTON                               TX                                 76001                            0                            0                          0          NONE
        122866403                     674.75                         93060                      93060                 4/1/2006               3/1/2036                         90          URBANA                                  IL                                 61801                            0                            0          1H                         HARD
        122851334                     693.34                         93380                      93380                 4/1/2006               3/1/2036                        100          KATY                                    TX                                 77449                            0                            0          3H                         HARD
        122753123                      769.2                         93500                      93500                 4/1/2006               3/1/2036                         85          CLEVELAND                               OH                                 44109                            0                            0          2H                         HARD
        122401707                      772.6                         93500                   93354.96                 1/1/2006              12/1/2035                       93.5          SALISBURY                               NC                                 28147                            0                            0                          0          NONE
        122642163                     694.38                         93520                   93458.83                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77083                            0                            0          2H                         HARD
        122828293                     719.09                         93520                      93520                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77015                            0                            0          3H                         HARD
        122631962                     804.17                         93600                      93600                 4/1/2006               3/1/2036                     85.091          DETROIT                                 MI                                 48227                            0                            0          2H                         HARD
        122890668                     795.59                         93600                      93600                 4/1/2006               3/1/2036                         90          HENDERSONVILLE                          NC                                 28792                            0                            0          2H                         HARD
        121749546                     650.82                         93600                   93519.01                 1/1/2006              12/1/2035                        100          DALLAS                                  TX                                 75227                            0                            0          2H                         HARD
        121746724                     655.52                         93750                   93181.02                 8/1/2005               7/1/2035                         75          MIAMI                                   FL                                 33147                            0                            0          2H                         HARD
        121746856                     712.57                         93750                   93333.44                 9/1/2005               8/1/2035                         75          TRENTON                                 NJ                                  8611                            0                            0                          0          NONE
        122965828                      790.4                         94000                      94000                 4/1/2006               3/1/2036                        100          IRVING                                  TX                                 75060                            0                            0          3H                         HARD
        122623538                     683.89                         94320                   94255.09                 3/1/2006               2/1/2036                        100          BETHLEHEM                               PA                                 18017                            0                            0          2H                         HARD
        122513608                     700.56                         94352                   94290.28                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77073                            0                            0          2H                         HARD
        122926086                     692.67                         94400                      94400                 4/1/2006               3/1/2036                        100          FARMERS BRANCH                          TX                                 75234                            0                            0          3H                         HARD
        121732547                     609.67                         94400                      94400                10/1/2005               9/1/2035                      95.94          BAY CITY                                MI                                 48706                            0                            0                          0          NONE
        122634804                     760.37                         94500                   94448.38                 3/1/2006               2/1/2036                     89.151          JACKSON                                 TN                                 38305                            0                            0          2H                         HARD
        122745356                     751.88                         94500                      94500                 4/1/2006               3/1/2036                     67.986          HYATTSVILLE                             MD                                 20783                            0                            0                          0          NONE
        122911406                     838.05                         94500                      94500                 4/1/2006               3/1/2036                         90          DETROIT                                 MI                                 48234                            0                            0                          0          NONE
        122931283                     718.27                         94500                      94500                 4/1/2006               3/1/2036                         90          DULUTH                                  GA                                 30097                            0                            0          1H                         HARD
        121724751                     670.49                         94500                   93390.43                 1/1/2005              12/1/2034                         90          MELBOURNE                               FL                                 32901                            0                            0          3H                         HARD
        121749205                     665.62                         94500                   94291.43                 1/1/2006              12/1/2035                         90          CLEVELAND                               OH                                 44109                            0                            0          3H                         HARD
        122755104                     813.47                         94682                   94637.82                 3/1/2006               2/1/2036                         90          ENNIS                                   TX                                 75119                            0                            0          3H                         HARD
        122652457                     814.22                         94770                   94725.79                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77088                            0                            0          2H                         HARD
        122697017                     687.37                         94800                   94700.39                 3/1/2006               2/1/2036                        100          NEWNAN                                  GA                                 30263                            0                            0                          0          NONE
        122401716                     769.62                         94800                   94646.69                 1/1/2006              12/1/2035                        100          LA GRANDE                               OR                                 97850                            0                            0                          0          NONE
        122738574                      842.3                         94980                      94980                 4/1/2006               3/1/2036                         95          INMAN                                   SC                                 29349                            0                            0                          0          NONE
        122714538                     755.85                         94999                      94999                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77088                            0                            0          2H                         HARD
        122574982                     842.48                         95000                   94959.08                 3/1/2006               2/1/2036                        100          SUGAR LAND                              TX                                 77478                            0                            0          3H                         HARD
        122640641                     616.17                         95000                   94918.21                 3/1/2006               2/1/2036                        100          COLUMBUS                                GA                                 31909                            0                            0                          0          NONE
        122654404                      713.7                         95000                      95000                 4/1/2006               3/1/2036                      61.29          TAMPA                                   FL                                 33625                            0                            0          2H                         HARD
        122711092                     664.25                         95000                      95000                 4/1/2006               3/1/2036                       62.5          HIALEAH                                 FL                                 33016                            0                            0          2H                         HARD
        122896602                     877.89                         95000                      95000                 4/1/2006               3/1/2036                        100          DETROIT                                 MI                                 48227                            0                            0          2H                         HARD
        123031465                     798.81                         95000                      95000                 5/1/2006               4/1/2036                        100          LEWISVILLE                              TX                                 75067                            0                            0          2H                         HARD
        121724624                     600.46                         95000                   93553.85                12/1/2004              11/1/2034                      77.24          SPRING                                  TX                                 77379                            0                            0                          0          NONE
        121747217                     628.85                         95000                   94521.25                10/1/2005               9/1/2035                         95          GLENDALE HEIGHTS                        IL                                 60139                            0                            0                          0          NONE
        121747120                     628.85                         95000                   94520.29                10/1/2005               9/1/2035                      53.67          WINDSOR MILL                            MD                                 21244                            0                            0                          0          NONE
        122485345                      657.3                         95168                   95095.59                 3/1/2006               2/1/2036                        100          VILLA RICA                              GA                                 30180                            0                            0          2H                         HARD
        122611061                     731.94                         95192                   95134.34                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77073                            0                            0          2H                         HARD
        122525592                     690.27                         95200                   95134.48                 3/1/2006               2/1/2036                        100          RICHMOND                                TX                                 77469                            0                            0          2H                         HARD
        122690946                     603.74                         95200                      95200                 4/1/2006               3/1/2036                        100          ORLANDO                                 FL                                 32811                            0                            0          2H                         HARD
        122394595                     649.43                         95200                   95125.74                 3/1/2006               2/1/2036                        100          TONICA                                  IL                                 61370                            0                            0                          0          NONE
        122620960                     614.83                         95200                      95200                 3/1/2006               2/1/2036                        100          JACKSONVILLE                            FL                                 32256                            0                            0          2H                         HARD
        122584142                      844.7                         95250                   95208.97                 3/1/2006               2/1/2036                         75          ORLANDO                                 FL                                 32808                            0                            0          2H                         HARD
        122716603                     733.54                         95400                      95400                 4/1/2006               3/1/2036                         90          LINCOLN PARK                            MI                                 48146                            0                            0          2H                         HARD
        122851018                     736.31                         95760                      95760                 4/1/2006               3/1/2036                        100          LAKE JACKSON                            TX                                 77566                            0                            0          3H                         HARD
        122618075                     762.63                         95850                   95796.26                 3/1/2006               2/1/2036                         90          MILO                                    IA                                 50166                            0                            0          2H                         HARD
        122732190                     703.83                         95920                      95920                 4/1/2006               3/1/2036                        100          SPRING                                  TX                                 77379                            0                            0          3H                         HARD
        122452495                    1080.74                         96000                   95979.26                 3/1/2006               2/1/2036                     40.167          WILLOW GROVE                            PA                                 19090                            0                            0          2H                         HARD
        122587161                     763.82                         96000                   95946.18                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77031                            0                            0          2H                         HARD
        122606034                     721.22                         96000                   95938.78                 3/1/2006               2/1/2036                        100          DETROIT                                 MI                                 48210                            0                            0          2H                         HARD
        122739628                     896.14                         96000                      96000                 4/1/2006               3/1/2036                     75.294          DURHAM                                  NC                                 27713                            0                            0                          0          NONE
        122840270                     978.24                         96000                      96000                 4/1/2006               3/1/2036                         40          VIRGINIA BEACH                          VA                                 23454                            0                            0          3H                         HARD
        122942981                     851.35                         96000                      96000                 4/1/2006               3/1/2036                        100          ARLINGTON                               TX                                 76014                            0                            0          3H                         HARD
        122703036                     591.09                         96000                   95908.91                 3/1/2006               2/1/2036                        100          MCALLEN                                 TX                                 78504                            0                            0          3H                         HARD
        122815816                     729.67                         96000                      96000                 4/1/2006               3/1/2036                        100          FRESNO                                  TX                                 77545                            0                            0          3H                         HARD
        121749203                     677.83                         96000                   95789.18                 1/1/2006              12/1/2035                        100          CLEWISTON                               FL                                 33440                            0                            0          2H                         HARD
        121732535                     681.14                         96000                   95219.15                10/1/2005               9/1/2035                        100          DETROIT                                 MI                                 48213                            0                            0                          0          NONE
        122401702                     833.62                         96000                   95868.06                 1/1/2006              12/1/2035                         80          WINTER HAVEN                            FL                                 33881                            0                            0                          0          NONE
        122673185                     878.61                         96050                   96011.83                 3/1/2006               2/1/2036                         85          CALERA                                  AL                                 35040                            0                            0          2H                         HARD
        122330242                     926.19                         96300                   96266.59                 3/1/2006               2/1/2036                         90          PENSACOLA                               FL                                 32526                            0                            0          3H                         HARD
        122740319                     740.46                         96300                      96300                 4/1/2006               3/1/2036                         90          STARBUCK                                MN                                 56381                            0                            0          2H                         HARD
        122401763                     839.77                         96300                   96123.98                12/1/2005              11/1/2035                         90          DETROIT                                 MI                                 48234                            0                            0                          0          NONE
        122714274                      733.1                         96452                   96392.05                 3/1/2006               2/1/2036                     99.999          HOUSTON                                 TX                                 77038                            0                            0          2H                         HARD
        122978252                     574.41                         96742                      96742                 3/1/2006               2/1/2036                         95          FORT WORTH                              TX                                 76131                            0                            0          3S                         SOFT
        121749629                     664.69                         96900                    96813.1                 1/1/2006              12/1/2035                         85          WILLIS                                  TX                                 77378                            0                            0          2S                         SOFT
        122681343                     979.13                         97000                      97000                 4/1/2006               3/1/2036                     69.286          WARSAW                                  NY                                 14569                            0                            0          1H                         HARD
        122788524                     678.24                         97000                      97000                 4/1/2006               3/1/2036                     61.392          NORTH CHARLESTON                        SC                                 29405                            0                            0                          0          NONE
        121746976                     922.94                         97300                   97010.24                 8/1/2005               7/1/2035                         70          PRINCETON                               IL                                 61356                            0                            0                          0          NONE
        121748317                     681.73                         97500                   97133.68                11/1/2005              10/1/2035                        100          DES MOINES                              IA                                 50317                            0                            0                          0          NONE
        122742266                     695.42                         97520                      97520                 4/1/2006               3/1/2036                        100          GEORGETOWN                              TX                                 78628                            0                            0          3H                         HARD
        123001851                     673.55                         97520                   97445.79                 3/1/2006               2/1/2036                        100          CHARLOTTE                               NC                                 28227                            0                            0          3H                         HARD
        122611069                     707.67                         97600                   97532.83                 3/1/2006               2/1/2036                        100          AURORA                                  CO                                 80011                            0                            0          2H                         HARD
        122776522                     829.59                         97600                      97600                 4/1/2006               3/1/2036                         80          DETROIT                                 MI                                 48219                            0                            0          2H                         HARD
        122725352                     707.67                         97600                   97532.83                 3/1/2006               2/1/2036                        100          JACKSON                                 MS                                 39272                            0                            0          2H                         HARD
        121749382                      659.2                         97600                    97365.6                 1/1/2006              12/1/2035                        100          NILES                                   MI                                 49120                            0                            0                          0          NONE
        122809215                     885.04                         97750                      97750                 5/1/2006               4/1/2036                        100          NEW HAVEN                               MO                                 63068                            0                            0          2H                         HARD
        121725492                     686.83                         97750                   97011.13                 6/1/2005               5/1/2035                         85          HOUSTON                                 TX                                 77022                            0                            0                          0          NONE
        122539610                    1091.65                         97820                      97820                 4/1/2006               3/1/2036                     69.376          PEORIA                                  IL                                 61615                            0                            0          2H                         HARD
        122566661                     718.41                         98000                   97934.11                 3/1/2006               2/1/2036                         70          TAMARAC                                 FL                                 33319                            0                            0          1H                         HARD
        122688054                     998.62                         98000                      98000                 4/1/2006               3/1/2036                     54.444          PEORIA                                  AZ                                 85345                            0                            0          2H                         HARD
        122854192                     744.87                         98000                      98000                 4/1/2006               3/1/2036                        100          COLUMBUS                                GA                                 31907                            0                            0          2H                         HARD
        122723736                     702.08                         98000                      98000                 4/1/2006               3/1/2036                        100          WATERLOO                                IA                                 50703                            0                            0          3H                         HARD
        122696126                     669.08                         98080                   97999.82                 3/1/2006               2/1/2036                        100          ELLENWOOD                               GA                                 30294                            0                            0                          0          NONE
        122443918                     798.17                         98100                      98100                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77040                            0                            0          2H                         HARD
        122401724                     819.52                         98100                   97951.76                 1/1/2006              12/1/2035                         90          BLAIRSVILLE                             GA                                 30512                            0                            0                          0          NONE
        121746987                      812.8                         98150                   97782.39                 9/1/2005               8/1/2035                      84.98          PEMBROKE                                NC                                 28372                            0                            0                          0          NONE
        122527943                     890.16                         98316                   98235.38                 2/1/2006               1/1/2036                     31.921          CARVER                                  MA                                  2330                            0                            0                          0          NONE
        120111986                     688.08                         98320                   97020.53                10/1/2004               9/1/2034                        100          JONESBORO                               GA                                 30238                            0                            0                          0          NONE
        122989056                     815.97                         98362                      98362                 5/1/2006               4/1/2036                         95          HOUSTON                                 TX                                 77042                            0                            0          2H                         HARD
        122711350                     702.77                         98400                   98330.11                 3/1/2006               2/1/2036                         80          MOUNTVILLE                              PA                                 17554                            0                            0          2H                         HARD
        122905391                     620.44                         98400                      98400                 4/1/2006               3/1/2036                        100          FRANKLIN                                OH                                 45005                            0                            0          3H                         HARD
        121746643                        656                         98400                   98395.48                10/1/2005               9/1/2035                         80          LAS VEGAS                               NV                                 89145                            0                            0          3H                         HARD
        122543301                     828.24                         98500                   98393.61                 2/1/2006               1/1/2036                     72.963          DUNDALK                                 MD                                 21222                            0                            0                          0          NONE
        122651355                     846.78                         98560                   98514.02                 3/1/2006               2/1/2036                         80          SUFFOLK                                 VA                                 23434                            0                            0          2H                         HARD
        121749419                     622.65                         98750                   98640.39                 1/1/2006              12/1/2035                       63.3          APOPKA                                  FL                                 32703                            0                            0          2H                         HARD
        121749245                     722.42                         98800                   98700.35                12/1/2005              11/1/2035                        100          MEMPHIS                                 TN                                 38135                            0                            0          2H                         HARD
        122685666                     823.43                         99000                      99000                 4/1/2006               3/1/2036                         90          HOUSTON                                 TX                                 77035                            0                            0          2H                         HARD
        123035625                     887.14                         99000                      99000                 5/1/2006               4/1/2036                         90          ORLANDO                                 FL                                 32809                            0                            0          2H                         HARD
        121748262                     725.74                         99000                   98731.08                12/1/2005              11/1/2035                        100          Cortland                                OH                                 44410                            0                            0          3H                         HARD
        122698422                     816.09                         99200                   99148.58                 3/1/2006               2/1/2036                        100          KATY                                    TX                                 77449                            0                            0                          0          NONE
        122579924                     710.68                         99200                   99129.99                 3/1/2006               2/1/2036                        100          CLAYTON                                 NC                                 27520                            0                            0          0H                         NONE
        122203309                     789.28                         99200                   99144.39                 3/1/2006               2/1/2036                        100          MERRILLVILLE                            IN                                 46410                            0                            0          3H                         HARD
        122580157                     568.33                         99200                      99200                 3/1/2006               2/1/2036                        100          SPRING                                  TX                                 77386                            0                            0          2H                         HARD
        120882065                     709.16                         99750                   95771.76                 4/1/2005               3/1/2035                         95          PARK FOREST                             IL                                 60466                            0                            0                          0          NONE
        122749444                     766.99                         99750                      99750                 4/1/2006               3/1/2036                         75          NORCROSS                                GA                                 30093                            0                            0          3H                         HARD
        121732588                     800.82                         99750                   99415.16                10/1/2005               9/1/2035                      92.36          INKSTER                                 MI                                 48141                            0                            0                          0          NONE
        120792835                     778.05                        100000                   99231.81                 3/1/2005               2/1/2035                     18.519          WALTHAM                                 MA                                  2453                            0                            0                          0          NONE
        122008276                     877.57                        100000                   99800.25                12/1/2005              11/1/2035                     43.478          ALPHA                                   NJ                                  8865                            0                            0                          0          NONE
        122315153                     760.07                        100000                   99937.85                 3/1/2006               2/1/2036                        100          TAMPA                                   FL                                 33610                            0                            0          2H                         HARD
        122544243                     733.76                        100000                   99932.91                 3/1/2006               2/1/2036                        100          DETROIT                                 MI                                 48228                            0                            0          3H                         HARD
        122366989                     804.62                        100000                   99945.38                 3/1/2006               2/1/2036                     55.556          SAUGERTIES                              NY                                 12417                            0                            0          2H                         HARD
        122532945                     716.41                        100000                   99929.42                 3/1/2006               2/1/2036                      95.42          PALMYRA                                 VA                                 22963                            0                            0          2H                         HARD
        122708725                      896.1                        100000                   60854.17                 3/1/2006               2/1/2036                     79.365          MARIETTA                                GA                                 30066                            0                            0                          0          NONE
        122758834                     840.85                        100000                     100000                 4/1/2006               3/1/2036                         40          CHICAGO                                 IL                                 60637                            0                            0                          0          NONE
        122903613                    1086.69                        100000                     100000                 4/1/2006               3/1/2036                      62.21          MONROE                                  NC                                 28110                            0                            0                          0          NONE
        122991571                     886.82                        100000                     100000                 4/1/2006               3/1/2036                     66.667          EFLAND                                  NC                                 27243                            0                            0                          0          NONE
        123039819                     768.91                        100000                     100000                 4/1/2006               3/1/2036                        100          FORT WALTON BEACH                       FL                                 32548                            0                            0                          0          NONE
        122462411                     733.76                        100000                   99932.91                 3/1/2006               2/1/2036                     67.568          MINNEAPOLIS                             MN                                 55412                            0                            0                          0          NONE
        122715847                     725.07                        100000                     100000                 5/1/2006               4/1/2036                         80          ATLANTA                                 GA                                 30316                            0                            0                          0          NONE
        122832283                     831.75                        100000                     100000                 5/1/2006               4/1/2036                        100          MELVINDALE                              MI                                 48122                            0                            0          3H                         HARD
        122602358                     790.66                        100000                   99980.17                 3/1/2006               2/1/2036                        100          OGDENSBURG                              NY                                 13669                            0                            0          2H                         HARD
        122745600                     822.68                        100000                     100000                 4/1/2006               3/1/2036                     74.074          TWIN FALLS                              ID                                 83301                            0                            0          2H                         HARD
        122593988                     804.62                        100000                     100000                 4/1/2006               3/1/2036                         80          HOUSTON                                 TX                                 77043                            0                            0          3H                         HARD
        122851557                     927.01                        100000                     100000                 4/1/2006               3/1/2021                         80          MERRITT ISLAND                          FL                                 32952                            0                            0          3H                         HARD
        122625426                     725.07                        100000                   99931.18                 3/1/2006               2/1/2036                        100          LANCASTER                               TX                                 75134                            0                            0          3H                         HARD
        122609905                     690.68                        100000                    99923.9                 3/1/2006               2/1/2036                        100          HUMBLE                                  TX                                 77396                            0                            0          2H                         HARD
        122682023                     840.85                        100000                   99950.82                 3/1/2006               2/1/2036                     35.714          INDIO                                   CA                                 92201                            0                            0          3H                         HARD
        122820970                     751.27                        100000                     100000                 4/1/2006               3/1/2036                        100          DAYTON                                  TX                                 77535                            0                            0          3H                         HARD
        122643689                     822.92                        100000                     100000                 3/1/2006               2/1/2036                         80          CHICAGO                                 IL                                 60628                            0                            0          2H                         HARD
        122709488                     635.42                        100000                     100000                 3/1/2006               2/1/2036                      59.88          FRESNO                                  CA                                 93706                            0                            0          2H                         HARD
        122651711                     572.92                        100000                     100000                 3/1/2006               2/1/2036                         95          WESTERVILLE                             OH                                 43081                            0                            0          3H                         HARD
        122405609                     699.22                        100000                   99775.95                 1/1/2006              12/1/2035                      33.33          Crystal River                           FL                                 34428                            0                            0                          0          NONE
        122401684                      687.5                        100000                     100000                 1/1/2006              12/1/2035                        100          REDFORD                                 MI                                 48240                            0                            0                          0          NONE
        122727555                     843.38                        100300                     100300                 4/1/2006               3/1/2036                         85          TOOELE                                  UT                                 84074                            0                            0          2H                         HARD
        122709009                     753.91                        100352                  100288.01                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77053                            0                            0          3H                         HARD
        122897003                    1003.71                        100387                     100387                 4/1/2006               3/1/2036                     42.718          HYATTSVILLE                             MD                                 20782                            0                            0                          0          NONE
        123010208                     872.17                        100440                     100440                 5/1/2006               4/1/2036                         90          DEARBORN HEIGHTS                        MI                                 48125                            0                            0          3H                         HARD
        123028752                     719.99                        100500                     100500                 5/1/2006               4/1/2036                     54.324          MAYWOOD                                 IL                                 60153                            0                            0          2H                         HARD
        122669048                      838.4                        100800                     100800                 4/1/2006               3/1/2036                         80          DETROIT                                 MI                                 48224                            0                            0          2H                         HARD
        122822190                     820.14                        100800                     100800                 4/1/2006               3/1/2036                         90          SHREVEPORT                              LA                                 71108                            0                            0          2H                         HARD
        122584215                    1046.55                        100800                     100800                 4/1/2006               3/1/2036                         70          LADSON                                  SC                                 29456                            0                            0                          0          NONE
        122700320                     730.87                        100800                  100730.63                 3/1/2006               2/1/2036                        100          LOUISBURG                               NC                                 27549                            0                            0                          0          NONE
        121749412                     877.16                        100800                  100662.21                 1/1/2006              12/1/2035                        100          HOUSTON                                 TX                                 77080                            0                            0          2S                         SOFT
        122845719                     758.48                        100960                     100960                 4/1/2006               3/1/2036                        100          AUSTIN                                  TX                                 78744                            0                            0          3H                         HARD
        122573986                     673.29                        101200                  101117.04                 3/1/2006               2/1/2036                     91.937          LOUISVILLE                              KY                                 40217                            0                            0          3H                         HARD
        122827124                    1042.06                        101250                     101250                 4/1/2006               3/1/2021                         50          SUWANEE                                 GA                                 30024                            0                            0                          0          NONE
        122398855                     591.74                        101400                  101077.63                 1/1/2006              12/1/2035                     63.375          SPOKANE VALLEY                          WA                                 99216                            0                            0                          0          NONE
        122872259                     753.63                        101500                     101500                 4/1/2006               3/1/2036                     76.894          FENTON                                  MI                                 48430                            0                            0          3H                         HARD
        122166460                      782.4                        101500                     101500                 3/1/2006               2/1/2036                     88.261          SHERMAN                                 TX                                 75092                            0                            0          3H                         HARD
        121749183                     773.27                        101500                  101310.37                 1/1/2006              12/1/2035                         70          ORLANDO                                 FL                                 32809                            0                            0          2H                         HARD
        122708898                     772.23                        101600                  101536.85                 3/1/2006               2/1/2036                        100          BRADENTON                               FL                                 34208                            0                            0          2H                         HARD
        122944972                     799.29                        101600                     101600                 4/1/2006               3/1/2036                        100          BIRMINGHAM                              AL                                 35215                            0                            0          2H                         HARD
        122965963                     854.31                        101600                     101600                 5/1/2006               4/1/2036                        100          ROWLETT                                 TX                                 75088                            0                            0          3H                         HARD
        122719042                      710.4                        101600                     101600                 4/1/2006               3/1/2036                         95          PENROSE                                 NC                                 28766                            0                            0                          0          NONE
        121746930                        601                        101600                  100864.19                 9/1/2005               8/1/2035                         95          PIEDMONT                                SC                                 29673                            0                            0          1H                         HARD
        121749185                     784.82                        101600                  101415.94                 1/1/2006              12/1/2035                         80          RALEIGH                                 NC                                 27604                            0                            0                          0          NONE
        122681220                     772.99                        101700                     101700                 4/1/2006               3/1/2036                         90          DETROIT                                 MI                                 48228                            0                            0          3H                         HARD
        122947345                     873.76                        101700                     101700                 5/1/2006               4/1/2036                         90          DETROIT                                 MI                                 48228                            0                            0          3H                         HARD
        122789071                     730.17                        101920                  101848.06                 3/1/2006               2/1/2036                        100          FORT WORTH                              TX                                 76179                            0                            0          2H                         HARD
        120419224                     739.91                        102000                  100925.47                 1/1/2005              12/1/2034                         60          FRANKLIN                                VA                                 23851                            0                            0                          0          NONE
        122704805                     766.29                        102000                  101934.96                 3/1/2006               2/1/2036                         85          LANSING                                 MI                                 48911                            0                            0          2H                         HARD
        122446876                     820.72                        102000                  101944.28                 3/1/2006               2/1/2036                         85          DETROIT                                 MI                                 48205                            0                            0          3H                         HARD
        122548090                     748.44                        102000                  101931.56                 3/1/2006               2/1/2036                         60          BALTIMORE                               MD                                 21215                            0                            0                          0          NONE
        122611036                     848.38                        102000                   101948.5                 3/1/2006               2/1/2036                     65.806          DENVER                                  CO                                 80205                            0                            0          2H                         HARD
        122631718                     739.57                        102000                  101929.81                 3/1/2006               2/1/2036                        100          LEBANON                                 PA                                 17046                            0                            0          2H                         HARD
        122836856                     793.35                        102000                     102000                 4/1/2006               3/1/2036                         85          CLEVELAND                               OH                                 44122                            0                            0          2H                         HARD
        122860720                     848.38                        102000                     102000                 4/1/2006               3/1/2036                        100          IRVING                                  TX                                 75062                            0                            0          2H                         HARD
        122648834                     796.62                        102000                     102000                 4/1/2006               3/1/2036                         85          GAINESVILLE                             GA                                 30507                            0                            0                          0          NONE
        122022827                     811.56                        102000                  101942.81                 3/1/2006               2/1/2036                         85          LIMA                                    OH                                 45806                            0                            0          2H                         HARD
        122686043                     1029.6                        102000                  101969.15                 3/1/2006               2/1/2036                     68.919          YOUNGSTOWN                              OH                                 44515                            0                            0          3H                         HARD
        122724107                     971.37                        102000                  101963.63                 3/1/2006               2/1/2036                        100          FOREST PARK                             GA                                 30297                            0                            0                          0          NONE
        121748270                     739.57                        102000                  101716.44                12/1/2005              11/1/2035                        100          DAYTON                                  OH                                 45420                            0                            0          3H                         HARD
        121746817                     631.55                        102000                  101999.55                 9/1/2005               8/1/2035                         85          PORTAGE                                 MI                                 49002                            0                            0          2H                         HARD
        122667978                      639.5                        102320                     102320                 3/1/2006               2/1/2036                        100          MONROE                                  NC                                 28110                            0                            0                          0          NONE
        122697997                     661.33                        102400                     102400                 3/1/2006               2/1/2036                        100          CLAYTON                                 NJ                                  8312                            0                            0                          0          NONE
        122616872                     629.33                        102400                     102400                 3/1/2006               2/1/2036                        100          JONESBORO                               GA                                 30238                            0                            0                          0          NONE
        121749444                     689.05                        102400                  102303.43                 1/1/2006              12/1/2035                        100          BALCH SPRINGS                           TX                                 75180                            0                            0          2H                         HARD
        122744999                     900.39                        102600                     102600                 4/1/2006               3/1/2036                         95          PAYNESVILLE                             MN                                 56362                            0                            0          2H                         HARD
        122760849                     959.15                        102750                     102750                 4/1/2006               3/1/2036                         75          LINCOLN                                 NE                                 68506                            0                            0          2H                         HARD
        122634169                     979.94                        102900                  102863.25                 3/1/2006               2/1/2036                        100          PALATINE                                IL                                 60074                            0                            0                          0          NONE
        122527794                      810.3                        103000                  102940.74                 3/1/2006               2/1/2036                        100          LAKE JACKSON                            TX                                 77566                            0                            0          2H                         HARD
        121748205                     693.93                        103000                   102581.7                11/1/2005              10/1/2035                        100          Indianapolis                            IN                                 46229                            0                            0          3H                         HARD
        121740546                     609.42                        103000                  102999.42                10/1/2005               9/1/2035                      72.54          PHOENIX                                 AZ                                 85051                            0                            0          2H                         HARD
        122638725                     712.78                        103200                  103121.47                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77014                            0                            0          2H                         HARD
        121725231                     638.78                        103200                  101792.84                 5/1/2005               4/1/2035                         80          HOUSTON                                 TX                                 77040                            0                            0                          0          NONE
        122676322                     953.71                        103204                     103204                 4/1/2006               3/1/2036                     58.974          WILLINGBORO                             NJ                                  8046                            0                            0                          0          NONE
        122550507                     832.78                        103500                  103443.47                 3/1/2006               2/1/2036                         90          LOTTIE                                  LA                                 70756                            0                            0          2H                         HARD
        122566496                     754.04                        103500                     103500                 4/1/2006               3/1/2036                     94.091          CAPE GIRARDEAU                          MO                                 63701                            0                            0          2H                         HARD
        122604021                     898.74                        103500                  103326.22                 3/1/2006               2/1/2036                         90          ANDERSON                                SC                                 29621                            0                            0                          0          NONE
        122708566                     709.96                        103500                  103469.26                 3/1/2006               2/1/2036                         90          NASHVILLE                               TN                                 37211                            0                            0          3H                         HARD
        122729466                     715.71                        103624                     103624                 4/1/2006               3/1/2036                         90          GOOSE CREEK                             SC                                 29445                            0                            0                          0          NONE
        120090542                     692.75                        104000                   102510.3                10/1/2004               9/1/2034                        100          LOGANVILLE                              GA                                 30052                            0                            0                          0          NONE
        122612381                     754.07                        104000                  103928.43                 3/1/2006               2/1/2036                         80          EWING TOWNSHIP                          NJ                                  8638                            0                            0                          0          NONE
        122872731                     846.18                        104000                     104000                 4/1/2006               3/1/2036                      74.82          PORT RICHEY                             FL                                 34668                            0                            0          3H                         HARD
        122673219                      808.9                        104000                     104000                 4/1/2006               3/1/2036                     83.871          SAINT CHARLES                           IA                                 50240                            0                            0          3H                         HARD
        122401775                     803.36                        104000                  103811.59                 1/1/2006              12/1/2035                         80          MONROE                                  MI                                 48162                            0                            0                          0          NONE
        121908460                     755.23                        104160                  103796.87                11/1/2005              10/1/2035                        100          LAVERGNE                                TN                                 37086                            0                            0          2H                         HARD
        122840695                     795.34                        104640                     104640                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77062                            0                            0          3H                         HARD
        122850102                     833.04                        104700                     104700                 4/1/2006               3/1/2036                     52.424          BUCKEYE                                 AZ                                 85326                            0                            0          2H                         HARD
        122640207                     777.54                        104720                   104651.5                 3/1/2006               2/1/2036                        100          PINSON                                  AL                                 35126                            0                            0          2H                         HARD
        122543357                     768.93                        104792                     104792                 4/1/2006               3/1/2036                        100          HUMBLE                                  TX                                 77338                            0                            0          2H                         HARD
        122654013                     688.46                        104800                  104711.96                 3/1/2006               2/1/2036                      99.62          OWENSBORO                               KY                                 42301                            0                            0          3H                         HARD
        123041298                     930.28                        104900                     104900                 5/1/2006               4/1/2036                        100          DOUGLASVILLE                            GA                                 30135                            0                            0                          0          NONE
        122715870                     999.94                        105000                  104962.56                 3/1/2006               2/1/2036                         70          POLAND                                  ME                                  4274                            0                            0                          0          NONE
        122822095                     807.36                        105000                     105000                 4/1/2006               3/1/2036                      43.75          CHERRY HILL                             NJ                                  8003                            0                            0                          0          NONE
        122401750                     842.97                        105000                  104825.73                 1/1/2006              12/1/2035                         75          YPSILANTI                               MI                                 48198                            0                            0                          0          NONE
        122401762                     896.34                        105000                  104849.46                 1/1/2006              12/1/2035                      92.92          MELVINDALE                              MI                                 48122                            0                            0                          0          NONE
        122728393                     689.78                        105000                  104823.06                 2/1/2006               1/1/2036                     77.778          TAMPA                                   FL                                 33619                            0                            0                          0          NONE
        122651379                      744.6                        105200                  105123.86                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77061                            0                            0          2H                         HARD
        122748842                      711.8                        105200                  105167.62                 3/1/2006               2/1/2036                        100          FORT WORTH                              TX                                 76131                            0                            0          3H                         HARD
        122624171                     869.84                        105362                  105307.84                 3/1/2006               2/1/2036                     84.519          LOUISA                                  VA                                 23093                            0                            0          2H                         HARD
        122485346                     839.01                        105450                     105450                 4/1/2006               3/1/2036                         95          BROOKLYN                                OH                                 44144                            0                            0          2H                         HARD
        122763896                     945.39                        105500                     105500                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77080                            0                            0          3H                         HARD
        122615435                     648.51                        105520                     105520                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33125                            0                            0          1H                         HARD
        122758934                     802.64                        105600                     105600                 4/1/2006               3/1/2036                     89.924          IRMO                                    SC                                 29063                            0                            0                          0          NONE
        122773157                     738.37                        105600                     105600                 4/1/2006               3/1/2036                        100          ARLINGTON                               TX                                 76001                            0                            0          3H                         HARD
        122680756                        616                        105600                     105600                 4/1/2006               3/1/2036                        100          DEERFIELD BEACH                         FL                                 33441                            0                            0                          0          NONE
        121749592                     667.77                        105600                   105483.6                 1/1/2006              12/1/2035                        100          RIVERDALE                               GA                                 30274                            0                            0                          0          NONE
        122896592                     803.31                        105688                     105688                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77048                            0                            0          3H                         HARD
        122649170                     794.63                        105772                  105704.18                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77044                            0                            0          2H                         HARD
        122589836                     989.49                        106000                  105919.83                 2/1/2006               1/1/2036                        100          DEARBORN HEIGHTS                        MI                                 48125                                                                    3H                         HARD
        122711332                     669.99                        106000                  105904.18                 3/1/2006               2/1/2036                        100          PORT SAINT LUCIE                        FL                                 34952                            0                            0          2H                         HARD
        122772414                     830.12                        106000                     106000                 4/1/2006               3/1/2036                     79.104          MILLVILLE                               NJ                                  8332                            0                            0          1H                         HARD
        122833971                    1019.49                        106000                     106000                 4/1/2006               3/1/2036                     58.889          NEWFIELD                                NJ                                  8344                            0                            0                          0          NONE
        122806845                      910.7                        106000                     106000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77087                            0                            0          3H                         HARD
        121764560                     733.84                        106250                  105589.15                 8/1/2005               7/1/2035                         85          ALBANY                                  NY                                 12206                            0                            0                          0          NONE
        122966672                     893.83                        106300                     106300                 5/1/2006               4/1/2036                     86.423          HOUSTON                                 TX                                 77099                            0                            0          3H                         HARD
        121746933                     670.77                        106400                  105712.37                 9/1/2005               8/1/2035                        100          STRONGSVILLE                            OH                                 44149                            0                            0          2H                         HARD
        122582672                     808.83                        106415                  106348.86                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77073                            0                            0          2H                         HARD
        122932914                     964.26                        106500                     106500                 4/1/2006               3/1/2036                        100          KATY                                    TX                                 77449                            0                            0          2H                         HARD
        122841107                     905.24                        106500                     106500                 4/1/2006               3/1/2036                     75.532          CITRUS SPRINGS                          FL                                 34434                            0                            0          3H                         HARD
        122914976                     899.71                        107000                     107000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77072                            0                            0          2H                         HARD
        122701967                     889.97                        107000                  106945.59                 3/1/2006               2/1/2036                     75.352          HARRELLS                                NC                                 28444                            0                            0                          0          NONE
        122593527                     805.36                        107200                  107131.64                 3/1/2006               2/1/2036                        100          WORCESTER                               MA                                  1605                            0                            0                          0          NONE
        122848469                     767.99                        107200                     107200                 4/1/2006               3/1/2036                        100          VIRGINIA BEACH                          VA                                 23456                            0                            0          3H                         HARD
        122779346                     666.32                        107224                     107224                 4/1/2006               3/1/2036                        100          LANCASTER                               TX                                 75146                            0                            0          2H                         HARD
        121749492                     875.37                        107350                  107178.21                 1/1/2006              12/1/2035                         95          BROKEN ARROW                            OK                                 74012                            0                            0          2H                         HARD
        122860817                    1085.12                        107500                     107500                 4/1/2006               3/1/2036                     69.805          COLUMBUS                                OH                                 43204                            0                            0          2H                         HARD
        122947965                      767.7                        107500                     107500                 4/1/2006               3/1/2036                     51.932          DAYTONA BEACH                           FL                                 32117                            0                            0          2H                         HARD
        122614375                     807.76                        107520                  107451.44                 3/1/2006               2/1/2036                        100          ROUND ROCK                              TX                                 78681                            0                            0          2H                         HARD
        122562889                     914.04                        107536                  107484.49                 3/1/2006               2/1/2036                         90          AMHERST                                 NY                                 14228                            0                            0          2H                         HARD
        121714844                    1129.63                        107800                  107681.52                12/1/2005              11/1/2035                         70          TAYLOR                                  MI                                 48180                            0                            0          2H                         HARD
        122583904                     887.67                        107900                  107831.73                 3/1/2006               2/1/2036                         65          TROY                                    NY                                 12180                            0                            0                          0          NONE
        122823213                     937.12                        107920                     107920                 4/1/2006               3/1/2036                         80          TRENTON                                 NJ                                  8610                            0                            0                          0          NONE
        122463647                     849.64                        108000                  107937.86                 3/1/2006               2/1/2036                         80          LANCASTER                               NY                                 14086                            0                            0          1H                         HARD
        122567220                     947.78                        108000                  107952.22                 3/1/2006               2/1/2036                         80          PLANT CITY                              FL                                 33563                            0                            0          2H                         HARD
        122625761                     840.01                        108000                     108000                 4/1/2006               3/1/2036                         90          JACKSONVILLE                            FL                                 32218                            0                            0          3H                         HARD
        122675970                     849.64                        108000                  107937.86                 3/1/2006               2/1/2036                         90          FAIRFIELD TOWNSHIP                      NJ                                  8302                            0                            0                          0          NONE
        122730884                      801.9                        108000                     108000                 4/1/2006               3/1/2036                        100          DEARBORN                                MI                                 48126                            0                            0          3H                         HARD
        122735745                     898.29                        108000                     108000                 4/1/2006               3/1/2036                         90          WYLIE                                   TX                                 75098                            0                            0          2H                         HARD
        122603319                     690.85                        108000                  107961.65                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33176                            0                            0          2H                         HARD
        122446156                     917.99                        108000                  107948.26                 3/1/2006               2/1/2036                     94.737          MONROE                                  NC                                 28110                            0                            0                          0          NONE
        122656655                     783.07                        108000                  107908.75                 3/1/2006               2/1/2036                        100          NORTH VERSAILLES                        PA                                 15137                            0                            0          3H                         HARD
        122749810                     783.07                        108000                  107925.68                 3/1/2006               2/1/2036                     79.705          NORFOLK                                 VA                                 23505                            0                            0          3H                         HARD
        122362659                     776.25                        108000                     108000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33125                            0                            0          2H                         HARD
        122663543                        630                        108000                     108000                 3/1/2006               2/1/2036                        100          KENNESAW                                GA                                 30144                            0                            0                          0          NONE
        122690335                     776.25                        108000                     108000                 3/1/2006               2/1/2036                         95          WATERLOO                                IA                                 50701                            0                            0          2H                         HARD
        122589878                     776.25                        108000                     108000                 3/1/2006               2/1/2036                        100          PEMBROKE                                GA                                 31321                            0                            0                          0          NONE
        121724908                     740.42                        108000                   106806.5                 3/1/2005               2/1/2035                         90          HUNTSVILLE                              TX                                 77340                            0                            0                          0          NONE
        121724910                     740.42                        108000                   106806.5                 3/1/2005               2/1/2035                         90          HUNTSVILLE                              TX                                 77340                            0                            0                          0          NONE
        121724912                     740.42                        108000                   106806.5                 3/1/2005               2/1/2035                         90          HUNTSVILLE                              TX                                 77340                            0                            0                          0          NONE
        121747299                     892.41                        108000                  107658.65                10/1/2005               9/1/2035                         80          CATSKILL                                NY                                 12414                            0                            0          2H                         HARD
        122848102                     861.68                        108300                     108300                 4/1/2006               3/1/2036                      90.25          RAINSVILLE                              AL                                 35986                            0                            0          2H                         HARD
        121741209                      564.3                        108345                     108345                11/1/2005              10/1/2035                         95          CONROE                                  TX                                 77301                            0                            0                          0          NONE
        122803774                     842.74                        108350                     108350                 4/1/2006               3/1/2036                        100          CEDAR HILL                              TX                                 75104                            0                            0          2H                         HARD
        122632784                     872.21                        108400                  108340.79                 3/1/2006               2/1/2036                         80          QUITMAN                                 AR                                 72131                            0                            0          2H                         HARD
        122713858                     723.32                        108720                  108630.88                 3/1/2006               2/1/2036                        100          JACKSONVILLE                            FL                                 32211                            0                            0          3H                         HARD
        121676024                     678.46                        108750                  107929.05                 8/1/2005               7/1/2035                         75          TUCKER                                  GA                                 30084                            0                            0                          0          NONE
        122559843                     904.94                        108800                  108745.06                 3/1/2006               2/1/2036                         95          CLEVELAND                               OH                                 44109                            0                            0                          0          NONE
        122871323                     779.46                        108800                     108800                 4/1/2006               3/1/2036                         85          PORT RICHEY                             FL                                 34668                            0                            0          3H                         HARD
        122746329                     770.08                        108800                  108721.25                 3/1/2006               2/1/2036                        100          DALLAS                                  TX                                 75227                            0                            0          3H                         HARD
        122376890                     760.75                        108800                     108800                 4/1/2006               3/1/2036                        100          PRATTVILLE                              AL                                 36066                            0                            0          3H                         HARD
        121746767                     786.99                        108800                  108262.72                 9/1/2005               8/1/2035                         80          BALTIMORE                               MD                                 21229                            0                            0                          0          NONE
        121724802                     788.44                        109000                   107346.4                 2/1/2005               1/1/2035                        100          BATON ROUGE                             LA                                 70810                            0                            0          3H                         HARD
        122497636                     879.05                        109250                  109190.33                 3/1/2006               2/1/2036                         95          FORT PAYNE                              AL                                 35967                            0                            0          2H                         HARD
        122646297                     813.78                        109600                     109600                 4/1/2006               3/1/2036                        100          ORMOND BEACH                            FL                                 32174                            0                            0          2H                         HARD
        122816973                    1137.92                        109600                     109600                 4/1/2006               3/1/2036                     69.809          DEPTFORD                                NJ                                  8096                            0                            0                          0          NONE
        123040402                     785.19                        109600                     109600                 5/1/2006               4/1/2036                        100          LITHONIA                                GA                                 30058                            0                            0                          0          NONE
        122713734                     719.99                        109600                     109600                 4/1/2006               3/1/2036                        100          BOLINGBROOK                             IL                                 60440                            0                            0                          0          NONE
        122909050                     852.85                        109650                     109650                 4/1/2006               3/1/2036                         85          ATHENS                                  AL                                 35611                            0                            0          2H                         HARD
        122543558                     769.14                        110000                  109918.36                 3/1/2006               2/1/2036                     75.862          HIALEAH                                 FL                                 33012                            0                            0          2H                         HARD
        122604267                     810.98                        110000                  109926.94                 3/1/2006               2/1/2036                         55          ATHOL                                   ID                                 83801                            0                            0          2H                         HARD
        122629088                     836.08                        110000                     110000                 4/1/2006               3/1/2036                     71.895          DAVENPORT                               FL                                 33837                            0                            0          2H                         HARD
        122522231                     836.08                        110000                  109931.63                 3/1/2006               2/1/2036                     72.368          OKEECHOBEE                              FL                                 34972                            0                            0          2H                         HARD
        121748208                     641.67                        110000                  109991.67                11/1/2005              10/1/2035                        100          TROY                                    OH                                 45373                            0                            0          3H                         HARD
        122448584                     769.94                        110320                  110319.94                 3/1/2006               2/1/2036                        100          HIALEAH                                 FL                                 33015                            0                            0                          0          NONE
        121747320                     701.39                        110392                  109605.27                 9/1/2005               8/1/2035                        100          DELTONA                                 FL                                 32728                            0                            0          2H                         HARD
        122693296                     839.12                        110400                     110400                 4/1/2006               3/1/2036                        100          CLAREMORE                               OK                                 74017                            0                            0          2H                         HARD
        122771147                     819.72                        110400                     110400                 4/1/2006               3/1/2036                        100          ARLINGTON                               TX                                 76002                            0                            0          3H                         HARD
        121746961                     705.72                        110500                  109904.04                10/1/2005               9/1/2035                         85          MENDOTA                                 CA                                 93640                            0                            0          2H                         HARD
        121747040                     929.14                        110500                  110110.41                 9/1/2005               8/1/2035                         85          POULSBO                                 WA                                 98370                            0                            0                          0          NONE
        122652561                     920.75                        110700                     110700                 4/1/2006               3/1/2036                         90          WYLIE                                   TX                                 75098                            0                            0          2H                         HARD
        122805749                     755.17                        110700                     110700                 4/1/2006               3/1/2036                         90          VILLA RICA                              GA                                 30180                            0                            0          2H                         HARD
        123001494                     930.83                        110700                     110700                 4/1/2006               3/1/2036                         90          DALLAS                                  GA                                 30157                            0                            0          2H                         HARD
        122969796                     851.19                        110700                     110700                 5/1/2006               4/1/2036                         90          LITTLE ELM                              TX                                 75068                            0                            0          2H                         HARD
        122883213                     780.11                        110700                     110700                 4/1/2006               3/1/2036                         90          PORT RICHEY                             FL                                 34668                            0                            0          2H                         HARD
        122704700                     963.87                        111000                  110949.44                 3/1/2006               2/1/2036                        100          DESOTO                                  TX                                 75115                            0                            0          2H                         HARD
        123072719                     933.35                        111000                     111000                 5/1/2006               4/1/2036                        100          HOUSTON                                 TX                                 77088                            0                            0          2H                         HARD
        122764251                     757.22                        111000                  110913.41                 3/1/2006               2/1/2036                        100          FORT WORTH                              TX                                 76137                            0                            0          3H                         HARD
        122657345                        944                        111060                  111006.79                 3/1/2006               2/1/2036                     88.848          BALTIMORE                               MD                                 21218                            0                            0                          0          NONE
        122631616                      965.6                        111200                  111149.48                 3/1/2006               2/1/2036                         80          DECATUR                                 GA                                 30034                            0                            0                          0          NONE
        121732514                     788.98                        111200                  110700.43                10/1/2005               9/1/2035                        100          BEDFORD TWP.                            MI                                 48182                            0                            0                          0          NONE
        122712778                     856.19                        111350                  111282.54                 3/1/2006               2/1/2036                         85          SAUQUOIT                                NY                                 13456                            0                            0          1H                         HARD
        122570713                     916.05                        111350                  111292.27                 3/1/2006               2/1/2036                         85          NEW ALBANY                              IN                                 47150                            0                            0          3H                         HARD
        122827621                     856.57                        111400                     111400                 4/1/2006               3/1/2036                     99.928          LEWISVILLE                              TX                                 75067                            0                            0          2H                         HARD
        122508871                     782.56                        111920                  111836.94                 3/1/2006               2/1/2036                        100          JONESBORO                               GA                                 30236                            0                            0                          0          NONE
        122734531                     782.56                        111920                  111836.94                 3/1/2006               2/1/2036                        100          LEANDER                                 TX                                 78641                            0                            0          3H                         HARD
        122964827                        831                        111920                     111920                 4/1/2006               3/1/2036                        100          GREENVILLE                              NC                                 27834                            0                            0                          0          NONE
        121749567                     752.14                        111920                  111648.56                 1/1/2006              12/1/2035                        100          LA PORTE                                TX                                 77571                            0                            0          2S                         SOFT
        122649661                     745.14                        112000                  111908.19                 3/1/2006               2/1/2036                        100          DETROIT                                 MI                                 48223                            0                            0          2H                         HARD
        122684895                      831.6                        112000                  111926.73                 3/1/2006               2/1/2036                         80          BAKERSFIELD                             CA                                 93309                            0                            0          2H                         HARD
        122464984                     982.88                        112000                  111950.45                 3/1/2006               2/1/2036                        100          HAZLEHURST                              MS                                 39083                            0                            0          1H                         HARD
        122910745                     962.25                        112000                     112000                 4/1/2006               3/1/2036                        100          NEWNAN                                  GA                                 30263                            0                            0          1H                         HARD
        122827973                     726.71                        112000                     112000                 4/1/2006               3/1/2036                        100          HOLLYWOOD                               FL                                 33023                            0                            0          2H                         HARD
        122698172                     821.82                        112000                     112000                 4/1/2006               3/1/2036                     74.667          BAKERSFIELD                             CA                                 93307                            0                            0          2H                         HARD
        122606372                     972.55                        112000                  111949.12                 3/1/2006               2/1/2036                         80          TRENTON                                 NJ                                  8611                            0                            0                          0          NONE
        122712184                     735.76                        112000                     112000                 4/1/2006               3/1/2036                        100          SOUTHAVEN                               MS                                 38671                            0                            0          3H                         HARD
        122585250                     851.61                        112000                  111778.39                 3/1/2006               2/1/2026                     25.455          LA PUENTE                               CA                                 91744                            0                            0          3H                         HARD
        122751758                     841.42                        112000                     112000                 4/1/2006               3/1/2036                     99.286          WASHINGTON                              PA                                 15301                            0                            0          3H                         HARD
        122775592                     821.82                        112000                     112000                 4/1/2006               3/1/2036                         80          READING                                 PA                                 19601                            0                            0          3H                         HARD
        122864430                     764.04                        112000                     112000                 4/1/2006               3/1/2036                        100          MCKINNEY                                TX                                 75071                            0                            0                          0          NONE
        121676065                      671.5                        112000                  111092.22                 8/1/2005               7/1/2035                     84.211          PHOENIX                                 AZ                                 85035                            0                            0                          0          NONE
        122923021                     972.86                        112036                     112036                 5/1/2006               4/1/2036                        100          KATY                                    TX                                 77449                            0                            0          2H                         HARD
        122581937                     688.92                        112095                     112095                 2/1/2006               1/1/2036                      99.64          DENVER                                  CO                                 80205                            0                            0          2H                         HARD
        122662509                      725.4                        112320                     112320                 3/1/2006               2/1/2036                        100          VILLA RICA                              GA                                 30180                            0                            0                          0          NONE
        122536603                     987.27                        112500                  112450.23                 3/1/2006               2/1/2036                     71.203          COLLINGSWOOD                            NJ                                  8108                            0                            0          2H                         HARD
        122799813                     945.96                        112500                     112500                 4/1/2006               3/1/2036                     87.891          GARLAND                                 TX                                 75040                            0                            0          2H                         HARD
        122851888                      815.7                        112500                     112500                 4/1/2006               3/1/2036                     92.975          DORAVILLE                               GA                                 30340                            0                            0          2H                         HARD
        122545057                     845.17                        112500                  112428.27                 3/1/2006               2/1/2036                         90          FRIENDSHIP                              ME                                  4547                            0                            0          3H                         HARD
        122618803                     865.03                        112500                  112431.85                 3/1/2006               2/1/2036                         90          PEORIA                                  IL                                 61604                            0                            0                          0          NONE
        122559195                    1191.78                        112500                     112500                 4/1/2006               3/1/2021                         75          HONESDALE                               PA                                 18431                            0                            0          3H                         HARD
        122640978                     903.18                        112500                  112438.23                 3/1/2006               2/1/2036                         90          ARP                                     TX                                 75750                            0                            0          3H                         HARD
        121746893                     855.48                        112500                  112000.65                 9/1/2005               8/1/2035                         75          WOODBURY                                NJ                                  8096                            0                            0                          0          NONE
        122401733                      787.5                        112500                     112500                 1/1/2006              12/1/2035                         90          HICKORY                                 NC                                 28602                            0                            0                          0          NONE
        121749301                     903.56                        112800                  112611.83                 1/1/2006              12/1/2035                        100          ALVIN                                   TX                                 77511                            0                            0          2S                         SOFT
        122401770                     834.25                        112800                     112800                 1/1/2006              12/1/2035                      93.12          TAYLOR                                  MI                                 48180                            0                            0                          0          NONE
        122633578                     949.32                        112900                  112844.47                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77070                            0                            0          2H                         HARD
        122923984                     1033.2                        112950                     112950                 4/1/2006               3/1/2036                         90          CHICAGO                                 IL                                 60645                            0                            0                          0          NONE
        122731678                     576.77                        113000                     113000                 2/1/2006               1/1/2036                     41.852          SAN BERNARDINO                          CA                                 92411                            0                            0                          0          NONE
        122580228                     940.71                        113099                  112984.31                 2/1/2006               1/1/2036                         90          ALBUQUERQUE                             NM                                 87121                            0                            0                          0          NONE
        122401709                     867.94                        113400                   113119.4                12/1/2005              11/1/2035                         90          GRAND RAPIDS                            MI                                 49505                            0                            0                          0          NONE
        123070990                     852.03                        113412                     113412                 5/1/2006               4/1/2036                        100          HOUSTON                                 TX                                 77053                            0                            0          2H                         HARD
        122563959                     833.56                        113600                  113523.47                 3/1/2006               2/1/2036                         80          MAYS LANDING                            NJ                                  8330                            0                            0                          0          NONE
        122749855                     765.34                        113600                     113600                 4/1/2006               3/1/2036                         80          DELTA                                   PA                                 17314                            0                            0          2H                         HARD
        122563952                     813.84                        113600                     113600                 5/1/2006               4/1/2036                        100          WEST WARWICK                            RI                                  2893                            0                            0          1H                         HARD
        122577513                     813.84                        113600                  113519.83                 3/1/2006               2/1/2036                        100          CHARLOTTE                               NC                                 28214                            0                            0                          0          NONE
        122228621                    1170.05                        113750                  113717.45                 3/1/2006               2/1/2036                         65          MIDDLE RIVER                            MD                                 21220                            0                            0                          0          NONE
        122581790                    1063.05                        113880                     113880                 4/1/2006               3/1/2036                     27.776          FRANKLIN SQUARE                         NY                                 11010                            0                            0                          0          NONE
        122510012                     957.73                        113900                  113787.51                 2/1/2006               1/1/2036                         85          ABERDEEN                                MD                                 21001                            0                            0                          0          NONE
        122589501                     927.54                        114000                  113939.34                 3/1/2006               2/1/2036                         75          ROUND LAKE                              IL                                 60073                            0                            0                          0          NONE
        122634348                     979.44                        114000                  113946.81                 3/1/2006               2/1/2036                         95          ARLINGTON                               TX                                 76002                            0                            0          2H                         HARD
        122723786                     867.79                        114172                  114101.04                 3/1/2006               2/1/2036                     99.999          SPRING                                  TX                                 77388                            0                            0          3H                         HARD
        122434517                     808.92                        114288                     114288                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77090                            0                            0          2H                         HARD
        123036517                     992.52                        114300                     114300                 5/1/2006               4/1/2036                         90          DETROIT                                 MI                                 48228                            0                            0          3H                         HARD
        122613314                     859.45                        114400                  114327.05                 3/1/2006               2/1/2036                        100          CHARLOTTE                               NC                                 28213                            0                            0                          0          NONE
        122679056                     731.78                        114400                  114359.39                 3/1/2006               2/1/2036                     98.621          DUNDALK                                 MD                                 21222                            0                            0                          0          NONE
        122883859                     839.43                        114400                     114400                 4/1/2006               3/1/2036                        100          JEMISON                                 AL                                 35085                            0                            0          3H                         HARD
        121749609                     752.15                        114617                  114501.75                 1/1/2006              12/1/2035                        100          KATY                                    TX                                 77449                            0                            0          3S                         SOFT
        122624913                     787.47                        114800                  114765.91                 3/1/2006               2/1/2036                        100          ALLENTOWN                               PA                                 18103                            0                            0          2H                         HARD
        121749246                      764.3                        114850                  114700.92                12/1/2005              11/1/2035                        100          AUMSVILLE                               OR                                 97325                            0                            0          2H                         HARD
        122596425                     966.14                        114900                  114843.49                 3/1/2006               2/1/2036                        100          SPRING                                  TX                                 77388                            0                            0          2H                         HARD
        122661387                     945.25                        114900                     114900                 4/1/2006               3/1/2036                        100          DECATUR                                 GA                                 30035                            0                            0          1H                         HARD
        122863597                     966.14                        114900                     114900                 4/1/2006               3/1/2036                        100          DENTON                                  TX                                 76209                            0                            0          2H                         HARD
        122758111                      998.6                        115000                     115000                 4/1/2006               3/1/2036                        100          DULUTH                                  GA                                 30096                            0                            0                          0          NONE
        121727554                        575                        115000                     115000                 8/1/2005               7/1/2035                      71.88          MARYLAND HEIGHTS                        MO                                 63043                            0                            0                          0          NONE
        121747243                     821.89                        115000                  114464.49                10/1/2005               9/1/2035                      61.83          PALM COAST                              FL                                 32164                            0                            0          3H                         HARD
        122465341                     824.06                        115026                     115026                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77049                            0                            0          2H                         HARD
        121768642                     756.62                        115175                  114361.55                 8/1/2005               7/1/2035                         85          TAMPA                                   FL                                 33619                            0                            0                          0          NONE
        122826531                     885.79                        115200                  115130.21                 3/1/2006               2/1/2036                        100          GRANBURY                                TX                                 76049                            0                            0          3H                         HARD
        121747305                     904.22                        115200                   114747.7                10/1/2005               9/1/2035                         80          COLORADO SPRINGS                        CO                                 80915                            0                            0          3H                         HARD
        122868663                     796.21                        115280                     115280                 4/1/2006               3/1/2036                        100          SACHSE                                  TX                                 75048                            0                            0          3H                         HARD
        122634994                    1153.82                        115400                     115400                 4/1/2006               3/1/2036                     51.289          HORNELL                                 NY                                 14843                            0                            0                          0          NONE
        122788424                    1089.04                        115500                     115500                 4/1/2006               3/1/2036                         70          STONE MOUNTAIN                          GA                                 30083                            0                            0                          0          NONE
        122646559                     888.86                        115600                  115529.97                 3/1/2006               2/1/2036                         85          THORNVILLE                              OH                                 43076                            0                            0          2H                         HARD
        122587456                     858.33                        115600                  115524.38                 3/1/2006               2/1/2036                         85          KITTANNING                              PA                                 16201                            0                            0          2H                         HARD
        122667214                     808.64                        115650                  115564.17                 3/1/2006               2/1/2036                         90          ORLANDO                                 FL                                 32811                            0                            0          2H                         HARD
        121749602                     734.66                        115842                  115715.18                 1/1/2006              12/1/2035                        100          AUBREY                                  TX                                 76227                            0                            0          3S                         SOFT
        122760800                     901.46                        115900                     115900                 4/1/2006               3/1/2036                         95          MARTINSVILLE                            IN                                 46151                            0                            0          2H                         HARD
        120852124                     774.43                        116000                  115219.77                 4/1/2005               3/1/2035                         80          POSEN                                   IL                                 60469                            0                            0                          0          NONE
        122470664                     781.51                        116000                  115907.24                 3/1/2006               2/1/2036                        100          EASTPOINTE                              MI                                 48021                            0                            0          2H                         HARD
        122615068                     881.68                        116000                   115927.9                 3/1/2006               2/1/2036                         80          REIDSVILLE                              NC                                 27320                            0                            0                          0          NONE
        122632278                     723.69                        116000                  115892.56                 3/1/2006               2/1/2036                        100          CHARLOTTE                               NC                                 28277                            0                            0                          0          NONE
        122670142                     922.95                        116000                  115934.97                 3/1/2006               2/1/2036                     74.839          CHICAGO                                 IL                                 60621                            0                            0                          0          NONE
        122762639                     881.68                        116000                     116000                 4/1/2006               3/1/2036                         80          ROCKINGHAM                              NC                                 28379                            0                            0                          0          NONE
        122573431                     761.25                        116000                     116000                 3/1/2006               2/1/2036                        100          DECATUR                                 GA                                 30349                            0                            0          2H                         HARD
        122649246                     913.36                        116100                   116033.2                 3/1/2006               2/1/2036                         90          FARMERS BRANCH                          TX                                 75234                            0                            0          2H                         HARD
        122673334                     944.63                        116100                  116038.21                 3/1/2006               2/1/2036                         90          LAKE DALLAS                             TX                                 75065                            0                            0          3H                         HARD
        122695763                    1000.49                        116450                     116450                 4/1/2006               3/1/2036                         85          STERLING HEIGHTS                        MI                                 48312                            0                            0          3H                         HARD
        122788633                     844.71                        116500                     116500                 4/1/2006               3/1/2036                     88.258          MUSKEGON                                MI                                 49442                            0                            0          2H                         HARD
        122689081                    1000.91                        116500                  116445.65                 3/1/2006               2/1/2036                        100          ARLINGTON                               TX                                 76015                            0                            0          3H                         HARD
        122580881                    1155.67                        116700                   116662.7                 3/1/2006               2/1/2036                     69.053          BRANDON                                 FL                                 33510                            0                            0          3H                         HARD
        122749386                     856.45                        116720                  116641.68                 3/1/2006               2/1/2036                        100          DOUGLASVILLE                            GA                                 30134                            0                            0                          0          NONE
        122679045                     982.12                        116800                  116742.55                 3/1/2006               2/1/2036                         80          BELLEVIEW                               FL                                 34420                            0                            0          3H                         HARD
        121749038                     776.29                        116800                  116314.73                11/1/2005              10/1/2035                        100          INDIANAPOLIS                            IN                                 46268                            0                            0          2H                         HARD
        122936950                    1135.34                        116893                     116893                 4/1/2006               3/1/2036                     50.823          REDDING                                 CA                                 96002                            0                            0          2H                         HARD
        121725453                     928.01                        116900                  116218.97                 6/1/2005               5/1/2035                        100          CHANNELVIEW                             TX                                 77530                            0                            0                          0          NONE
        122755447                    1114.22                        117000                  116935.18                 3/1/2006               2/1/2036                     69.231          PHILADELPHIA                            PA                                 19153                            0                            0          1H                         HARD
        122781534                    1048.44                        117000                     117000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77064                            0                            0          3H                         HARD
        122816991                     899.63                        117000                     117000                 4/1/2006               3/1/2036                      87.97          HOUSTON                                 TX                                 77083                            0                            0          2H                         HARD
        122849522                     994.49                        117000                     117000                 5/1/2006               4/1/2036                         90          NEW ORLEANS                             LA                                 70131                            0                            0                          0          NONE
        122964896                    1070.24                        117000                     117000                 5/1/2006               4/1/2036                         90          CLEVELAND                               OH                                 44109                            0                            0                          0          NONE
        121749188                     762.75                        117000                  116597.59                12/1/2005              11/1/2035                         90          PARLIER                                 CA                                 93648                            0                            0          2H                         HARD
        121746810                     706.88                        117000                     117000                10/1/2005               9/1/2035                         90          PANAMA CITY                             FL                                 32401                            0                            0          2H                         HARD
        121747154                      824.2                        117300                  116601.07                10/1/2005               9/1/2035                         85          MARIETTA                                GA                                 30066                            0                            0          2H                         HARD
        122718873                     852.68                        117600                     117600                 4/1/2006               3/1/2036                         95          TOLEDO                                  OH                                 43614                            0                            0          2H                         HARD
        122322991                     865.84                        118000                  117841.13                 2/1/2006               1/1/2036                        100          MORRICE                                 MI                                 48857                            0                            0          2H                         HARD
        122798577                    1024.65                        118000                     118000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77084                            0                            0          2H                         HARD
        121747071                     784.26                        118000                   117370.8                10/1/2005               9/1/2035                      81.38          ELKHART LAKE                            WI                                 53020                            0                            0          2H                         HARD
        121749513                     773.21                        118000                  117498.83                 1/1/2006              12/1/2035                        100          FREMONT                                 NE                                 68025                            0                            0          2H                         HARD
        122401736                     971.17                        118050                  117864.98                 1/1/2006              12/1/2035                      89.09          WYANDOTTE                               MI                                 48192                            0                            0                          0          NONE
        122772389                     940.05                        118150                     118150                 5/1/2006               4/1/2036                         85          COLONIAL HEIGHTS                        VA                                 23834                            0                            0          3H                         HARD
        122565103                     899.93                        118400                   118326.4                 3/1/2006               2/1/2036                        100          TEXAS CITY                              TX                                 77591                            0                            0          2H                         HARD
        122594075                     787.72                        118400                     118400                 4/1/2006               3/1/2036                         80          WASHINGTON                              MI                                 48094                            0                            0          3H                         HARD
        121747264                     819.78                        118400                  117849.85                10/1/2005               9/1/2035                        100          LAWRENCEVILLE                           GA                                 30044                            0                            0          2H                         HARD
        122922529                     955.09                        118700                     118700                 5/1/2006               4/1/2036                      94.96          HARVEY                                  IL                                 60426                            0                            0          2H                         HARD
        122795316                     727.01                        118720                     118720                 4/1/2006               3/1/2036                        100          CLEARWATER                              FL                                 33765                            0                            0          2H                         HARD
        121676196                     702.75                        118800                  117798.27                 8/1/2005               7/1/2035                        100          SALEM                                   OR                                 97303                            0                            0                          0          NONE
        122401681                     964.46                        118800                  118607.87                 1/1/2006              12/1/2035                         90          DETROIT                                 MI                                 48204                            0                            0                          0          NONE
        121746850                      673.2                        118800                  118799.99                 9/1/2005               8/1/2035                         90          CARMEL                                  NY                                 10512                            0                            0                          0          NONE
        122568018                      956.7                        118900                  118835.05                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77012                            0                            0          2H                         HARD
        122651602                     978.98                        119000                  118938.31                 3/1/2006               2/1/2036                        100          KATY                                    TX                                 77449                            0                            0          2H                         HARD
        122292374                    1022.18                        119000                     119000                 4/1/2006               3/1/2036                        100          KODAK                                   TN                                 37764                            0                            0                          0          NONE
        121725494                     836.14                        119000                  118100.51                 6/1/2005               5/1/2035                         85          HOUSTON                                 TX                                 77088                            0                            0                          0          NONE
        121749459                     927.69                        119000                  118788.79                 1/1/2006              12/1/2035                         85          BATON ROUGE                             LA                                 70810                            0                            0          2H                         HARD
        122651166                     916.54                        119200                  119127.79                 3/1/2006               2/1/2036                         80          SEWELL                                  NJ                                  8080                            0                            0                          0          NONE
        122553511                     732.58                        119200                     119200                 3/1/2006               2/1/2036                        100          REX                                     GA                                 30273                            0                            0          3H                         HARD
        122620219                     979.66                        119500                  119478.83                 3/1/2006               2/1/2036                        100          DEER PARK                               TX                                 77536                            0                            0          2H                         HARD
        122732097                     822.94                        119700                  119672.94                 3/1/2006               2/1/2036                         95          GAINESVILLE                             GA                                 30501                            0                            0          2H                         HARD
        122798189                     838.36                        119900                     119900                 4/1/2006               3/1/2036                     99.987          WILMINGTON                              DE                                 19804                            0                            0          2H                         HARD
        121749598                     921.08                        119900                  119633.71                 1/1/2006              12/1/2035                        100          CLAREMORE                               OK                                 74017                            0                            0          2H                         HARD
        122401711                     886.76                        119900                     119900                 1/1/2006              12/1/2035                        100          MADISON HEIGHTS                         MI                                 48071                            0                            0                          0          NONE
        122841689                    1008.35                        119920                     119920                 4/1/2006               3/1/2036                         80          PORTSMOUTH                              VA                                 23702                            0                            0          2H                         HARD
        122729566                      869.5                        119920                  119837.48                 3/1/2006               2/1/2036                        100          MEMPHIS                                 TN                                 38125                            0                            0          3H                         HARD
        122435365                     812.47                        119996                     119996                 1/1/2006              12/1/2035                         80          GLENDALE                                AZ                                 85301                            0                            0                          0          NONE
        122546203                     954.77                        120000                  119932.73                 3/1/2006               2/1/2036                     65.753          KEAAU                                   HI                                 96749                            0                            0          2H                         HARD
        122626185                     798.36                        120000                     119900                 3/1/2006               2/1/2036                        100          RICHMOND                                VA                                 23223                            0                            0          2H                         HARD
        122627327                    1042.02                        120000                  119945.48                 3/1/2006               2/1/2036                     35.821          SACRAMENTO                              CA                                 95828                            0                            0          2H                         HARD
        122671182                     944.04                        120000                     120000                 4/1/2006               3/1/2036                     67.416          ORLANDO                                 FL                                 32818                            0                            0          3H                         HARD
        122710549                     768.37                        120000                  119866.41                 3/1/2006               2/1/2036                        100          MIDDLETOWN                              PA                                 17057                            0                            0          2H                         HARD
        122880602                     859.69                        120000                     120000                 4/1/2006               3/1/2036                         75          ALBANY                                  NY                                 12205                            0                            0          2H                         HARD
        122891844                    1030.99                        120000                     120000                 4/1/2006               3/1/2036                        100          HAMPTON                                 VA                                 23669                            0                            0          2H                         HARD
        122927833                    1009.03                        120000                     120000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77060                            0                            0          2H                         HARD
        122978916                     954.77                        120000                     120000                 5/1/2006               4/1/2036                        100          DEARBORN                                MI                                 48126                            0                            0          2H                         HARD
        122727258                     811.94                        120000                     120000                 4/1/2006               3/1/2036                     22.857          LOS ANGELES                             CA                                 91606                            0                            0          2H                         HARD
        122860456                     983.76                        120000                     120000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77036                            0                            0          3H                         HARD
        122401697                     937.62                        120000                  119859.25                 2/1/2006               1/1/2036                        100          COLOMA                                  MI                                 49038                            0                            0                          0          NONE
        122401731                     899.42                        120000                  119767.65                 1/1/2006              12/1/2035                        100          MONROE                                  MI                                 49270                            0                            0                          0          NONE
        121749484                     958.32                        120175                  119971.85                 1/1/2006              12/1/2035                        100          NEW ORLEANS                             LA                                 70114                            0                            0          2H                         HARD
        122577966                    1261.67                        120400                  120367.41                 3/1/2006               2/1/2036                         70          BUSHKILL                                PA                                 18324                            0                            0          1H                         HARD
        122554018                    1003.51                        120650                  120589.07                 3/1/2006               2/1/2036                         95          HOUSTON                                 TX                                 77067                            0                            0          3H                         HARD
        121749586                     807.75                        120800                  120504.11                 1/1/2006              12/1/2035                        100          LAWRENCEVILLE                           GA                                 30044                            0                            0                          0          NONE
        121746813                     955.76                        121050                  120555.77                 9/1/2005               8/1/2035                         90          VIRGINIA BEACH                          VA                                 23452                            0                            0          2H                         HARD
        122856997                     879.18                        121500                     121500                 5/1/2006               4/1/2036                         90          YAKIMA                                  WA                                 98902                            0                            0          2H                         HARD
        122575370                     955.84                        121500                   121430.1                 3/1/2006               2/1/2036                         90          DUNN                                    NC                                 28334                            0                            0                          0          NONE
        121747174                     921.34                        121500                  121036.39                10/1/2005               9/1/2035                      84.97          MILWAUKEE                               WI                                 53207                            0                            0                          0          NONE
        122609446                     892.26                        121600                  121518.41                 3/1/2006               2/1/2036                        100          IRVING                                  TX                                 75061                            0                            0          3H                         HARD
        122729357                     892.26                        121600                  121518.41                 3/1/2006               2/1/2036                        100          GRAPEVINE                               TX                                 76051                            0                            0          2H                         HARD
        122941812                     891.41                        121600                     121600                 4/1/2006               3/1/2036                        100          IRVING                                  TX                                 75063                            0                            0          3H                         HARD
        121747261                     732.97                        121600                  120866.96                10/1/2005               9/1/2035                        100          PUEBLO WEST                             CO                                 81007                            0                            0          2H                         HARD
        121748256                     747.33                        121600                     121600                12/1/2005              11/1/2035                         95          SPRINGFIELD                             OH                                 45506                            0                            0          3H                         HARD
        122712863                    1059.39                        122000                  121943.67                 3/1/2006               2/1/2036                        100          DULUTH                                  GA                                 30096                            0                            0                          0          NONE
        122401696                     999.25                        122000                   121558.3                10/1/2005               9/1/2035                      62.56          BALTIMORE                               MD                                 21217                            0                            0                          0          NONE
        122927581                    1062.08                        122310                     122310                 4/1/2006               3/1/2036                         90          MYRTLE BEACH                            SC                                 29588                            0                            0                          0          NONE
        120043311                     700.79                        122320                     122320                 8/1/2004               7/1/2034                        100          ATLANTA                                 GA                                 30318                            0                            0                          0          NONE
        122701606                     876.89                        122400                  122313.61                 3/1/2006               2/1/2036                        100          BIRMINGHAM                              AL                                 35244                            0                            0          2H                         HARD
        122709298                     885.69                        122400                     122400                 4/1/2006               3/1/2036                        100          TAMPA                                   FL                                 33612                            0                            0          2H                         HARD
        122655069                      739.5                        122400                     122400                 3/1/2006               2/1/2036                        100          ST CLAIR SHORES                         MI                                 48080                            0                            0          3H                         HARD
        121749555                     976.06                        122400                  122193.69                 1/1/2006              12/1/2035                         80          JACKSON                                 TN                                 38301                            0                            0          2H                         HARD
        122658111                     866.91                        122480                  122391.35                 3/1/2006               2/1/2036                        100          ELIZABETHTOWN                           KY                                 42701                            0                            0          3H                         HARD
        122643166                     858.89                        122836                  121880.58                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77067                            0                            0          2H                         HARD
        122676803                     806.39                        122879                     122879                 3/1/2006               2/1/2036                        100          MCKINNEY                                TX                                 75070                            0                            0          2H                         HARD
        122703350                     989.69                        123000                     123000                 4/1/2006               3/1/2036                        100          CONYERS                                 GA                                 30012                            0                            0                          0          NONE
        122640293                     946.22                        123060                  122985.45                 3/1/2006               2/1/2036                     48.833          PIKESVILLE                              MD                                 21208                            0                            0          2H                         HARD
        122574141                      947.3                        123200                     123200                 5/1/2006               4/1/2036                        100          MIAMI                                   FL                                 33142                            0                            0          1H                         HARD
        122684585                     974.49                        123250                  123225.56                 3/1/2006               2/1/2036                         85          SYRACUSE                                NY                                 13214                            0                            0          2H                         HARD
        122804034                     960.57                        123500                     123500                 4/1/2006               3/1/2036                         95          NEW ALBANY                              IN                                 47150                            0                            0          2H                         HARD
        121700233                      750.4                        123500                  122522.39                 8/1/2005               7/1/2035                         65          DALLAS                                  OR                                 97338                            0                            0                          0          NONE
        121747043                     874.13                        123500                  122861.31                 9/1/2005               8/1/2035                         95          PRINEVILLE                              OR                                 97754                            0                            0          2H                         HARD
        121749345                    1047.48                        123500                  123320.12                 1/1/2006              12/1/2035                      99.96          KATY                                    TX                                 77449                            0                            0          2S                         SOFT
        122453074                      849.2                        123520                     123520                 3/1/2006               2/1/2036                        100          LAUDERDALE LAKES                        FL                                 33311                            0                            0          2H                         HARD
        122783799                     917.73                        123600                  123519.14                 3/1/2006               2/1/2036                        100          PHILADELPHIA                            PA                                 19148                            0                            0          2H                         HARD
        122700588                     929.17                        123680                  123601.13                 3/1/2006               2/1/2036                        100          DACULA                                  GA                                 30019                            0                            0                          0          NONE
        121557951                     802.64                        123750                  122769.22                 7/1/2005               6/1/2035                         90          AUSTIN                                  TX                                 78758                            0                            0                          0          NONE
        122721166                     774.38                        123900                     123900                 2/1/2006               1/1/2036                     79.987          NORTH LAS VEGAS                         NV                                 89130                            0                            0          2H                         HARD
        122595163                     975.51                        124000                  123928.66                 3/1/2006               2/1/2036                         90          ATLANTA                                 GA                                 30314                            0                            0                          0          NONE
        122694182                     877.66                        124000                  123027.02                 3/1/2006               2/1/2036                        100          ISHPEMING                               MI                                 49849                            0                            0          2H                         HARD
        122753215                      986.6                        124000                  123930.48                 3/1/2006               2/1/2036                         80          WAKE FOREST                             NC                                 27587                            0                            0                          0          NONE
        122604436                     931.57                        124000                  123920.93                 3/1/2006               2/1/2036                        100          MINNEAPOLIS                             MN                                 55406                            0                            0                          0          NONE
        122683752                     827.49                        124000                     124000                 4/1/2006               3/1/2036                        100          DETROIT                                 MI                                 48219                            0                            0          2H                         HARD
        122814631                    1028.65                        124000                     124000                 4/1/2006               3/1/2036                     60.488          COCONUT CREEK                           FL                                 33066                            0                            0          3H                         HARD
        122836424                     897.27                        124000                     124000                 4/1/2006               3/1/2036                        100          MARLBOROUGH                             MA                                  1752                            0                            0                          0          NONE
        122775250                     856.44                        124000                     124000                 4/1/2006               3/1/2036                        100          SAINT PAUL                              MN                                 55106                            0                            0          2H                         HARD
        122443381                     762.08                        124000                     124000                 3/1/2006               2/1/2036                        100          NORTH LAS VEGAS                         NV                                 89032                            0                            0          2H                         HARD
        122525682                     942.92                        124000                     124000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33125                            0                            0                          0          NONE
        121747241                     787.85                        124000                  123324.75                10/1/2005               9/1/2035                        100          SUFFOLK                                 VA                                 23434                            0                            0          2H                         HARD
        121747205                    1051.72                        124000                  122847.41                10/1/2005               9/1/2035                        100          KNIGHTDALE                              NC                                 27545                            0                            0                          0          NONE
        121732501                      821.5                        124000                   123999.5                10/1/2005               9/1/2035                        100          WARREN                                  MI                                 48093                            0                            0                          0          NONE
        122642131                     763.57                        124012                  123570.11                 1/1/2006              12/1/2035                         95          MCKINNEY                                TX                                 75070                                                                                    0          NONE
        122401689                    1057.97                        124200                  124020.99                 1/1/2006              12/1/2035                         90          OAK PARK                                MI                                 48237                            0                            0                          0          NONE
        122571676                     922.81                        124285                   124203.7                 3/1/2006               2/1/2036                         80          LEXINGTON                               KY                                 40509                            0                            0          3H                         HARD
        122676417                    1011.61                        124332                  124265.83                 3/1/2006               2/1/2036                         90          MANOR                                   TX                                 78653                            0                            0          2H                         HARD
        122631533                      830.3                        124800                  124697.17                 3/1/2006               2/1/2036                        100          COUNCIL BLUFFS                          IA                                 51501                            0                            0          2H                         HARD
        122719885                        845                        124800                     124800                 3/1/2006               2/1/2036                        100          DALLAS                                  TX                                 75248                            0                            0                          0          NONE
        122649384                    1064.78                        125000                     125000                 4/1/2006               3/1/2036                      30.34          JAMAICA                                 NY                                 11434                            0                            0                          0          NONE
        122725755                    1039.69                        125000                     125000                 4/1/2006               3/1/2036                     92.593          MAYER                                   AZ                                 86333                            0                            0          2H                         HARD
        122783777                    1085.44                        125000                     125000                 4/1/2006               3/1/2036                     74.405          SPRINGFIELD                             MA                                  1119                            0                            0                          0          NONE
        122848646                    1039.69                        125000                     125000                 4/1/2006               3/1/2036                        100          NORCROSS                                GA                                 30093                            0                            0          1H                         HARD
        122882413                      964.2                        125000                     125000                 4/1/2006               3/1/2036                       62.5          WAREHAM                                 MA                                  2571                            0                            0                          0          NONE
        122442981                     972.24                        125000                     125000                 4/1/2006               3/1/2036                     78.125          VINELAND                                NJ                                  8360                            0                            0                          0          NONE
        121747055                     810.75                        125000                  124233.79                 9/1/2005               8/1/2035                         50          LAS VEGAS                               NV                                 89122                            0                            0          2H                         HARD
        122672778                     744.64                        125280                  125227.01                 3/1/2006               2/1/2036                        100          SAVANNAH                                GA                                 31419                            0                            0                          0          NONE
        122601935                     878.21                        125600                  125506.79                 3/1/2006               2/1/2036                        100          NEWPORT NEWS                            VA                                 23602                            0                            0          2H                         HARD
        122707948                    1068.44                        125700                  125639.78                 3/1/2006               2/1/2036                      84.99          MILTON                                  FL                                 32570                            0                            0          1H                         HARD
        122508116                    1103.99                        125800                     125800                 4/1/2006               3/1/2036                         85          PFLUGERVILLE                            TX                                 78660                            0                            0          2H                         HARD
        122668971                     945.09                        125800                     125800                 4/1/2006               3/1/2036                         85          RICHMOND                                VA                                 23235                            0                            0          2H                         HARD
        122922186                    1012.22                        125800                     125800                 4/1/2006               3/1/2036                         85          LANCASTER                               OH                                 43130                            0                            0          2H                         HARD
        122282879                    1013.82                        126000                  125931.18                 3/1/2006               2/1/2036                         70          OPA LOCKA                               FL                                 33055                            0                            0          2H                         HARD
        122594224                    1094.12                        126000                  125942.76                 3/1/2006               2/1/2036                         90          DURHAM                                  NC                                 27704                            0                            0                          0          NONE
        122603140                    1002.51                        126000                  125929.36                 3/1/2006               2/1/2036                         90          CLEVELAND                               OH                                 44109                            0                            0          2H                         HARD
        122686236                    1344.74                        126000                     126000                 4/1/2006               3/1/2036                         70          FORT PIERCE                             FL                                 34982                            0                            0          2H                         HARD
        122776949                    1129.09                        126000                     126000                 4/1/2006               3/1/2036                         90          MIAMI                                   FL                                 33126                            0                            0          2H                         HARD
        122998292                     1259.8                        126000                     126000                 4/1/2006               3/1/2036                         70          BENSALEM                                PA                                 19020                            0                            0          2H                         HARD
        122958633                    1059.48                        126000                     126000                 5/1/2006               4/1/2036                         90          HOUSTON                                 TX                                 77035                            0                            0          3H                         HARD
        121746744                     796.41                        126000                  125071.25                 8/1/2005               7/1/2035                     69.231          MILVILLE                                NJ                                  8332                            0                            0          1H                         HARD
        122761331                    1048.84                        126100                  126036.32                 3/1/2006               2/1/2036                         65          STUART                                  FL                                 34997                            0                            0          2H                         HARD
        122529429                       1062                        126300                  126175.26                 2/1/2006               1/1/2036                      84.99          INDIANAPOLIS                            IN                                 46227                            0                            0          1H                         HARD
        122706832                     774.04                        126400                  126350.13                 3/1/2006               2/1/2036                        100          RICHMOND                                VA                                 23222                            0                            0          3H                         HARD
        122669078                     851.58                        126400                  126298.92                 3/1/2006               2/1/2036                        100          HARTFORD                                CT                                  6112                            0                            0          3H                         HARD
        122639516                    1180.85                        126500                     126500                 4/1/2006               3/1/2036                         55          EAST PROVIDENCE                         RI                                  2914                            0                            0          1H                         HARD
        121747052                    1110.13                        126500                  126330.71                10/1/2005               9/1/2035                       84.9          CORAL SPRINGS                           FL                                 33065                            0                            0          2H                         HARD
        122404725                    1202.63                        126800                  125624.21                 1/1/2006              12/1/2020                      82.07          CONROE                                  TX                                 77301                            0                            0                          0          NONE
        122460731                     909.84                        127000                  126910.37                 3/1/2006               2/1/2036                     76.048          LITTLE RIVER                            SC                                 29566                            0                            0                          0          NONE
        122853766                     942.97                        127000                     127000                 4/1/2006               3/1/2036                     94.074          BETHLEHEM                               PA                                 18018                            0                            0          2H                         HARD
        122883412                     999.11                        127000                     127000                 4/1/2006               3/1/2036                     68.649          BIRD IN HAND                            PA                                 17505                            0                            0          3H                         HARD
        122679927                     808.25                        127200                     127200                 3/1/2006               2/1/2036                        100          ORLANDO                                 FL                                 32824                            0                            0          1H                         HARD
        122978158                        795                        127200                     127200                 2/1/2006               1/1/2036                         80          YUCCA VALLEY                            CA                                 92284                            0                            0                          0          NONE
        121749626                    1109.28                        127205                  127032.02                 1/1/2006              12/1/2035                         95          PEARLAND                                TX                                 77584                            0                            0          2H                         HARD
        121746796                    1025.77                        127485                  126986.46                 9/1/2005               8/1/2035                      84.99          MONROE                                  MI                                 48161                            0                            0          2H                         HARD
        122676435                    1107.14                        127500                  127442.08                 3/1/2006               2/1/2036                     65.385          MINNEAPOLIS                             MN                                 55430                            0                            0          2H                         HARD
        122492823                     969.09                        127500                  127420.75                 3/1/2006               2/1/2036                         85          ORLANDO                                 FL                                 32808                            0                            0          3H                         HARD
        123010779                    1083.74                        127500                     127500                 4/1/2006               3/1/2036                         75          WATERBURY                               CT                                  6705                            0                            0                          0          NONE
        122698134                     771.15                        127638                     127638                 3/1/2006               2/1/2036                        100          SAINT PETERSBURG                        FL                                 33702                            0                            0          3H                         HARD
        122401754                     826.02                        127900                     127900                 1/1/2006              12/1/2035                        100          SOUTHFIELD                              MI                                 48034                            0                            0                          0          NONE
        122680522                     894.44                        127920                  127825.06                 3/1/2006               2/1/2036                     99.938          DECATUR                                 GA                                 30032                            0                            0                          0          NONE
        122574890                     937.77                        127920                  127888.33                 3/1/2006               2/1/2036                        100          PROVIDENCE                              RI                                  2907                            0                            0                          0          NONE
        122648478                     830.21                        128000                  127889.79                 3/1/2006               2/1/2036                     50.196          HIGHLAND                                CA                                 92346                            0                            0          2H                         HARD
        122709886                    1182.84                        128000                     128000                 4/1/2006               3/1/2036                     49.231          WARWICK                                 RI                                  2888                            0                            0          1H                         HARD
        122749926                     917.01                        128000                     128000                 4/1/2006               3/1/2036                        100          OLATHE                                  KS                                 66062                            0                            0                          0          NONE
        122939418                    1029.92                        128000                     128000                 4/1/2006               3/1/2036                        100          CHICAGO                                 IL                                 60617                            0                            0          2H                         HARD
        122991464                    1099.72                        128000                     128000                 4/1/2006               3/1/2036                        100          LEANDER                                 TX                                 78641                            0                            0          2H                         HARD
        122642879                     840.87                        128000                  127892.46                 3/1/2006               2/1/2036                        100          MILLIKEN                                CO                                 80543                            0                            0          3H                         HARD
        122575419                     746.67                        128000                     128000                 3/1/2006               2/1/2036                         95          MARIETTA                                GA                                 30060                            0                            0                          0          NONE
        122631130                        960                        128000                     128000                 3/1/2006               2/1/2036                         80          NORTH MIAMI BEACH                       FL                                 33160                            0                            0          2H                         HARD
        122594280                    1112.79                        128150                  128091.78                 3/1/2006               2/1/2036                        100          MARIETTA                                GA                                 30060                            0                            0                          0          NONE
        122611875                      961.5                        128200                     128200                 3/1/2006               2/1/2036                     94.963          GARFIELD HTS                            OH                                 44125                            0                            0          2H                         HARD
        122544651                    1187.47                        128500                  127893.38                 3/1/2006               2/1/2036                      61.19          TULSA                                   OK                                 74132                            0                            0          2H                         HARD
        122736642                     944.36                        128700                     128700                 4/1/2006               3/1/2036                         90          RICHMOND                                VA                                 23231                            0                            0          2H                         HARD
        122988968                    1165.26                        128700                     128700                 4/1/2006               3/1/2036                        100          LEANDER                                 TX                                 78641                            0                            0          2H                         HARD
        122642682                      724.5                        128800                     128800                 3/1/2006               2/1/2036                        100          COLORADO SPRINGS                        CO                                 80915                            0                            0          3H                         HARD
        122663589                     1084.7                        129000                  128936.55                 3/1/2006               2/1/2036                        100          CARROLLTON                              GA                                 30117                            0                            0          1H                         HARD
        122702965                    1026.38                        129000                     129000                 4/1/2006               3/1/2036                       25.8          JAMAICA                                 NY                                 11434                            0                            0                          0          NONE
        122852994                     880.01                        129000                     129000                 5/1/2006               4/1/2036                       64.5          SUGARLOAF                               CA                                 92386                            0                            0          2H                         HARD
        122946555                     909.07                        129000                     129000                 4/1/2006               3/1/2036                     62.927          LUSBY                                   MD                                 20657                            0                            0          2H                         HARD
        122687233                     922.33                        129072                     129072                 3/1/2006               2/1/2036                        100          ATLANTA                                 GA                                 30331                            0                            0                          0          NONE
        122619955                    1039.17                        129150                  128032.49                 3/1/2006               2/1/2036                     89.069          ESSEX                                   MD                                 21221                            0                            0                          0          NONE
        122467451                      925.6                        129200                     129200                 4/1/2006               3/1/2036                         95          BAKERSFIELD                             CA                                 93308                            0                            0          3H                         HARD
        122097870                     794.04                        129200                   129199.9                10/1/2005               9/1/2035                      80.05          LAS VEGAS                               NV                                 89118                            0                            0                          0          NONE
        122398137                      912.4                        129472                  129436.23                 3/1/2006               2/1/2036                        100          MARENGO                                 IL                                 60152                            0                            0                          0          NONE
        122492771                    1208.86                        129500                     129500                 4/1/2006               3/1/2036                         70          BUENA                                   NJ                                  8310                            0                            0          2H                         HARD
        122452326                        945                        129600                     129600                 3/1/2006               2/1/2036                        100          CORAL SPRINGS                           FL                                 33065                            0                            0          2H                         HARD
        122739930                      884.1                        129600                  129397.19                 2/1/2006               1/1/2036                     99.617          ROANOKE                                 VA                                 24014                            0                            0          2S                         SOFT
        121747301                     954.85                        129600                   127686.5                 9/1/2005               8/1/2025                         80          PENSACOLA                               FL                                 32506                            0                            0          3H                         HARD
        122832683                      863.3                        129760                     129760                 4/1/2006               3/1/2036                     94.656          DOUGLASVILLE                            GA                                 30135                            0                            0                          0          NONE
        122406408                     777.98                        129900                  129112.86                10/1/2005               9/1/2035                      99.97          SAINT HELENS                            OR                                 97051                            0                            0          3H                         HARD
        122616699                    1312.23                        130000                  129960.69                 3/1/2006               2/1/2036                     33.766          VERNON                                  NJ                                  7419                            0                            0                          0          NONE
        122704454                     942.59                        130000                  129910.54                 3/1/2006               2/1/2036                     49.513          ABSECON                                 NJ                                  8201                            0                            0                          0          NONE
        122712519                    1011.13                        130000                     130000                 4/1/2006               3/1/2036                      41.27          FRESNO                                  CA                                 93711                            0                            0          2H                         HARD
        122753347                    1046.01                        130000                     130000                 4/1/2006               3/1/2036                     64.677          CARVER                                  MA                                  2330                            0                            0                          0          NONE
        122664585                     977.82                        130000                     130000                 4/1/2006               3/1/2036                         40          COMPTON                                 CA                                 90222                            0                            0          2H                         HARD
        122687853                     931.34                        130000                  129908.24                 3/1/2006               2/1/2036                         65          SAINT PETERSBURG                        FL                                 33712                            0                            0          3H                         HARD
        122383567                    1364.36                        130200                     130200                 4/1/2006               3/1/2036                         70          PRESCOTT                                WI                                 54021                            0                            0                          0          NONE
        122743694                     963.83                        130320                     130320                 4/1/2006               3/1/2036                        100          RIVERDALE                               GA                                 30274                            0                            0                          0          NONE
        122632240                     956.83                        130400                   130312.5                 3/1/2006               2/1/2036                        100          CARROLLTON                              TX                                 75010                            0                            0          2H                         HARD
        122784456                     1367.5                        130500                     130500                 4/1/2006               3/1/2036                     60.698          JERSEY CITY                             NJ                                  7304                            0                            0                          0          NONE
        122944054                    1133.19                        130500                     130500                 4/1/2006               3/1/2036                         90          HAMPTON                                 VA                                 23661                            0                            0          2H                         HARD
        122698313                    1061.79                        130500                     130500                 4/1/2006               3/1/2036                         90          LANCASTER                               SC                                 29720                            0                            0                          0          NONE
        121732510                    1047.69                        130500                  129891.81                 8/1/2005               7/1/2035                      88.18          ROSEVILLE                               MI                                 48066                            0                            0                          0          NONE
        121746831                    1246.37                        130500                  128197.22                10/1/2005               9/1/2020                         90          MUSKEGON                                MI                                 49444                            0                            0          3H                         HARD
        122773773                    1280.39                        130550                  130507.12                 3/1/2006               2/1/2036                         70          SAINT AUGUSTINE                         FL                                 32086                            0                            0          2H                         HARD
        122788906                     1244.6                        130795                     130795                 4/1/2006               3/1/2036                     65.398          ELKTON                                  MD                                 21921                            0                            0          2H                         HARD
        122808597                    1320.41                        130810                     130810                 4/1/2006               3/1/2036                     36.135          WESLEY CHAPEL                           FL                                 33543                            0                            0          1H                         HARD
        122690276                      898.1                        131000                  130898.82                 3/1/2006               2/1/2036                     71.978          CINCINNATI                              OH                                 45242                            0                            0          3H                         HARD
        121746792                     914.88                        131100                  130402.39                 9/1/2005               8/1/2035                         95          ALTOONA                                 IA                                 50009                            0                            0                          0          NONE
        122449577                    1091.67                        131250                  131183.72                 3/1/2006               2/1/2036                         75          TOMS RIVER                              NJ                                  8757                            0                            0                          0          NONE
        122821019                    1069.11                        131400                     131400                 5/1/2006               4/1/2036                         90          SHOREWOOD                               IL                                 60431                            0                            0                          0          NONE
        122861740                      952.8                        131408                     131408                 4/1/2006               3/1/2036                        100          LEWISVILLE                              TX                                 75067                            0                            0          2H                         HARD
        123084484                    1034.04                        131440                     131440                 5/1/2006               4/1/2036                        100          LOGANVILLE                              GA                                 30052                            0                            0                          0          NONE
        122620970                    1431.72                        131750                     131750                 5/1/2006               4/1/2036                       52.7          OAKHAM                                  MA                                  1068                            0                            0                          0          NONE
        122491392                     955.28                        131750                  131659.33                 3/1/2006               2/1/2036                         85          LEXINGTON                               NC                                 27295                            0                            0                          0          NONE
        121747965                     741.09                        131750                     131750                12/1/2005              11/1/2035                        100          MARIETTA                                GA                                 30064                            0                            0                          0          NONE
        122840772                     843.86                        131920                  131873.16                 3/1/2006               2/1/2036                        100          LAWRENCEVILLE                           GA                                 30044                            0                            0                          0          NONE
        121749224                        836                        132000                     132000                 1/1/2006              12/1/2035                        100          MIAMI                                   FL                                 33179                            0                            0          2H                         HARD
        122665403                     845.21                        132000                     132000                 5/1/2006               4/1/2036                        100          MIDDLETOWN                              CT                                  6457                            0                            0          2H                         HARD
        122641156                    1244.61                        132000                  131951.64                 3/1/2006               2/1/2036                        100          NORTH CHARLESTON                        SC                                 29405                            0                            0                          0          NONE
        122774406                    1050.25                        132000                  131901.93                 3/1/2006               2/1/2036                     87.417          BARTLETT                                TN                                 38135                            0                            0          3H                         HARD
        122673109                     811.25                        132000                     132000                 3/1/2006               2/1/2036                        100          CUMMING                                 GA                                 30040                            0                            0          2H                         HARD
        121746729                    1071.61                        132000                  131419.89                 8/1/2005               7/1/2035                         80          DENVER                                  CO                                 80210                            0                            0          2H                         HARD
        121746874                     863.18                        132000                  130925.69                 7/1/2005               6/1/2035                         80          NEWARK                                  NJ                                  7112                            0                            0                          0          NONE
        121749494                     927.49                        132000                  131683.72                 1/1/2006              12/1/2035                        100          SAN ANTONIO                             TX                                 78213                            0                            0          2H                         HARD
        121747291                     860.54                        132000                   131272.1                10/1/2005               9/1/2035                        100          FORT WORTH                              TX                                 76110                            0                            0          2H                         HARD
        122401688                     959.39                        132000                  131727.04                 1/1/2006              12/1/2035                         80          WATERFORD                               MI                                 48329                            0                            0                          0          NONE
        122401779                     882.75                        132000                     132000                 1/1/2006              12/1/2035                        100          OAK PARK                                MI                                 48237                            0                            0                          0          NONE
        121747137                       1064                        132300                  132147.67                10/1/2005               9/1/2035                         90          OAK PARK                                MI                                 48237                            0                            0          2H                         HARD
        122704232                      971.2                        132800                  132710.26                 3/1/2006               2/1/2036                        100          GALVA                                   KS                                 67443                            0                            0          2H                         HARD
        121746938                     817.67                        132800                  131904.08                 9/1/2005               8/1/2035                         95          HANOVER PARK                            IL                                 60133                            0                            0          1H                         HARD
        122401761                     868.73                        132800                  132796.18                 1/1/2006              12/1/2035                        100          DEARBORN                                MI                                 48124                            0                            0                          0          NONE
        122839024                    1070.15                        133000                  132927.35                 3/1/2006               2/1/2036                     57.082          YPSILANTI                               MI                                 48197                            0                            0          2H                         HARD
        122987947                    1058.21                        133000                     133000                 4/1/2006               3/1/2036                         95          OTTAWA                                  IL                                 61350                            0                            0                          0          NONE
        122392656                    1118.34                        133000                  132934.58                 3/1/2006               2/1/2036                         70          PRINCETON                               WV                                 24740                            0                            0          2H                         HARD
        122711577                     1010.9                        133000                  132917.33                 3/1/2006               2/1/2036                      61.86          FALLSBURG                               NY                                 12779                            0                            0                          0          NONE
        121747293                     853.81                        133000                   132289.6                10/1/2005               9/1/2035                         70          SAINT CLOUD                             FL                                 34771                            0                            0          3H                         HARD
        122464322                    1159.25                        133500                  133438.59                 3/1/2006               2/1/2036                        100          MARIETTA                                GA                                 30008                            0                            0                          0          NONE
        122623773                     957.13                        133600                  132851.51                 3/1/2006               2/1/2036                         88          FARMINGTON HILLS                        MI                                 48334                            0                            0          2H                         HARD
        122669569                     922.74                        133600                     133600                 4/1/2006               3/1/2036                        100          PLAQUEMINE                              LA                                 70764                            0                            0          2H                         HARD
        121746979                    1033.94                        133850                  131945.89                 7/1/2005               6/1/2035                      84.98          ORLANDO                                 FL                                 32810                            0                            0          2H                         HARD
        122904876                    1338.79                        133900                     133900                 4/1/2006               3/1/2036                     60.864          MILFORD                                 NH                                  3055                            0                            0          2H                         HARD
        121737492                    1139.42                        133950                  131648.04                11/1/2005              10/1/2020                         95          HOLLY                                   MI                                 48442                            0                            0                          0          NONE
        122859752                     971.59                        134000                     134000                 4/1/2006               3/1/2036                     59.556          BERWYN                                  IL                                 60402                            0                            0          2H                         HARD
        121749048                     858.02                        134000                  133402.29                11/1/2005              10/1/2035                      44.97          NEW BEDFORD                             MA                                  2744                            0                            0          2H                         HARD
        122772207                    1091.08                        134100                     134100                 4/1/2006               3/1/2036                         90          HOLLAND                                 MI                                 49423                            0                            0          2H                         HARD
        122799515                    1127.93                        134141                     134141                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77073                            0                            0          2H                         HARD
        122598412                    1152.56                        134150                  134087.41                 3/1/2006               2/1/2036                     74.986          MCDONOUGH                               GA                                 30253                            0                            0                          0          NONE
        122646609                        896                        134400                     134400                 3/1/2006               2/1/2036                        100          DACULA                                  GA                                 30019                            0                            0          1H                         HARD
        121749467                     907.75                        134400                  134077.23                 1/1/2006              12/1/2035                        100          JACKSONVILLE                            FL                                 32244                            0                            0          2H                         HARD
        120079868                     896.67                        134500                     134500                10/1/2004               9/1/2034                     94.718          ATLANTA                                 GA                                 30328                            0                            0                          0          NONE
        122834467                    1371.58                        134600                     134600                 4/1/2006               3/1/2036                     62.315          VIRGINIA BEACH                          VA                                 23453                            0                            0          2H                         HARD
        122821069                    1181.61                        134645                     134645                 4/1/2006               3/1/2036                     45.642          BAKERSFIELD                             CA                                 93306                            0                            0          2H                         HARD
        122849090                    1012.33                        134750                     134750                 4/1/2006               3/1/2036                     99.985          LELAND                                  NC                                 28451                            0                            0                          0          NONE
        122655163                     989.64                        135000                  134909.24                 3/1/2006               2/1/2036                     94.406          CINCINNATI                              OH                                 45236                            0                            0          2H                         HARD
        122673966                    1038.03                        135000                  134918.22                 3/1/2006               2/1/2036                         90          RIVERDALE                               IL                                 60827                            0                            0          1H                         HARD
        122588581                    1074.12                        135000                     135000                 4/1/2006               3/1/2036                     48.026          DOVER                                   NJ                                  8753                            0                            0                          0          NONE
        122592240                     898.16                        135000                     135000                 4/1/2006               3/1/2036                      53.36          ESSEX                                   MD                                 21221                            0                            0          3H                         HARD
        122611995                    1086.24                        135000                  134926.26                 3/1/2006               2/1/2036                         90          HOLLYWOOD                               FL                                 33021                            0                            0          3H                         HARD
        122634136                     1026.1                        135000                     135000                 4/1/2006               3/1/2036                         45          GAITHERSBURG                            MD                                 20886                            0                            0          1H                         HARD
        122735679                    1159.61                        135000                     135000                 4/1/2006               3/1/2036                         90          LEANDER                                 TX                                 78641                            0                            0          2H                         HARD
        122761132                    1159.86                        135000                     135000                 4/1/2006               3/1/2036                      39.13          PASADENA                                MD                                 21122                            0                            0          1H                         HARD
        122582476                    1038.04                        135000                  134918.21                 3/1/2006               2/1/2036                     74.176          HEDGESVILLE                             WV                                 25427                            0                            0                          0          NONE
        122400656                     985.88                        135000                  134536.38                11/1/2005              10/1/2035                      84.38          DUNDALK                                 MD                                 21222                            0                            0                          0          NONE
        122713075                        844                        135040                     135040                 4/1/2006               3/1/2036                        100          DAWSONVILLE                             GA                                 30534                            0                            0                          0          NONE
        122059841                     872.65                        135120                     135120                 3/1/2006               2/1/2036                        100          WEST PALM BEACH                         FL                                 33411                            0                            0                          0          NONE
        122708764                    1027.24                        135150                  135065.99                 3/1/2006               2/1/2036                       79.5          CONWAY                                  SC                                 29526                            0                            0                          0          NONE
        122516881                    1325.99                        135200                  135155.59                 3/1/2006               2/1/2036                         65          STUART                                  FL                                 34997                            0                            0          2H                         HARD
        121747983                     859.08                        135200                     135200                12/1/2005              11/1/2035                        100          MILLEDGEVILLE                           GA                                 31061                            0                            0                          0          NONE
        122750180                    1200.71                        135395                     135395                 4/1/2006               3/1/2036                        100          MCDONOUGH                               GA                                 30253                            0                            0                          0          NONE
        122778163                     932.25                        135600                     135600                 4/1/2006               3/1/2036                        100          CEDAR PARK                              TX                                 78613                            0                            0          2H                         HARD
        122988971                    1166.69                        135795                     135795                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77084                            0                            0          3H                         HARD
        121749310                    1039.96                        135875                  135623.72                 1/1/2006              12/1/2035                        100          DALLAS                                  TX                                 75241                            0                            0          2H                         HARD
        122656799                     905.08                        135932                     135932                 3/1/2006               2/1/2036                        100          FORT WORTH                              TX                                 76131                            0                            0          3H                         HARD
        120614991                     905.97                        136000                  134601.93                 3/1/2005               2/1/2035                         95          CONYERS                                 GA                                 30013                            0                            0                          0          NONE
        122540164                    1057.79                        136000                  135919.71                 3/1/2006               2/1/2036                     78.613          HOMESTEAD                               FL                                 33035                            0                            0          2H                         HARD
        122705894                     996.97                        136000                     136000                 4/1/2006               3/1/2036                         80          HUDSON                                  FL                                 34667                            0                            0          2H                         HARD
        122743192                      962.6                        136000                     136000                 4/1/2006               3/1/2036                         85          LARGO                                   FL                                 33778                            0                            0          2H                         HARD
        122797066                    1206.08                        136000                  135941.42                 3/1/2006               2/1/2036                        100          CARROLLTON                              TX                                 75007                            0                            0          3H                         HARD
        122816967                     1009.8                        136000                     136000                 4/1/2006               3/1/2036                        100          HIALEAH                                 FL                                 33016                            0                            0          2H                         HARD
        122768080                     907.56                        136000                     136000                 4/1/2006               3/1/2036                        100          BUFORD                                  GA                                 30519                            0                            0                          0          NONE
        122837925                     971.23                        136000                     136000                 4/1/2006               3/1/2036                        100          GREELEY                                 CO                                 80634                            0                            0          2H                         HARD
        122761981                    1308.02                        136000                     136000                 4/1/2006               3/1/2036                         80          NORFOLK                                 VA                                 23518                            0                            0          3H                         HARD
        122568325                        935                        136000                     136000                 3/1/2006               2/1/2036                        100          DORAL                                   FL                                 33166                            0                            0          2H                         HARD
        122490728                     991.67                        136000                     136000                 3/1/2006               2/1/2036                        100          SHAFTER                                 CA                                 93263                            0                            0                          0          NONE
        122686374                        935                        136000                  135999.32                 3/1/2006               2/1/2036                        100          DISTRICT HEIGHTS                        MD                                 20747                            0                            0                          0          NONE
        122736549                     949.17                        136000                     136000                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33147                            0                            0          2H                         HARD
        121747259                     993.18                        136000                  135413.21                10/1/2005               9/1/2035                        100          MIDDLEBURY                              IN                                 46540                            0                            0          2H                         HARD
        121749504                     950.93                        136000                  135647.48                 1/1/2006              12/1/2035                        100          HOUSTON                                 TX                                 77074                            0                            0          2S                         SOFT
        121746918                     837.38                        136000                  135082.44                 9/1/2005               8/1/2035                        100          DEARBORN                                MI                                 48126                            0                            0          2H                         HARD
        122569327                    1248.62                        136500                  136445.76                 3/1/2006               2/1/2036                         65          PORTERVILLE                             CA                                 93257                            0                            0          2H                         HARD
        122813104                    1013.51                        136500                  136410.71                 3/1/2006               2/1/2036                         70          BALTIMORE                               MD                                 21234                            0                            0          1H                         HARD
        122741817                    1086.78                        136591                  136514.42                 3/1/2006               2/1/2036                         95          HOUSTON                                 TX                                 77049                            0                            0          2H                         HARD
        121747102                    1068.88                        136799                  136222.53                 9/1/2005               8/1/2035                         85          LEAGUE CITY                             TX                                 77573                            0                            0          2H                         HARD
        122619245                    1042.08                        136800                  136769.67                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33196                            0                            0          2H                         HARD
        122924026                     956.53                        136800                     136800                 4/1/2006               3/1/2036                        100          LAWRENCEVILLE                           GA                                 30045                            0                            0          2H                         HARD
        122788041                    1065.57                        137000                  136919.12                 3/1/2006               2/1/2036                     66.505          BELCAMP                                 MD                                 21017                            0                            0                          0          NONE
        122388206                    1029.24                        137000                  136912.64                 3/1/2006               2/1/2036                     44.481          COLTON                                  CA                                 92324                            0                            0          3H                         HARD
        122741058                    1229.45                        137200                     137200                 4/1/2006               3/1/2036                         70          YUMA                                    AZ                                 85364                            0                            0          2H                         HARD
        121746797                     949.95                        137200                  136405.02                 9/1/2005               8/1/2035                      66.93          INDIAN HEAD                             MD                                 20640                            0                            0          2H                         HARD
        122465115                    1009.66                        137600                  137507.67                 3/1/2006               2/1/2036                        100          TUCKERTON                               NJ                                  8087                            0                            0                          0          NONE
        123038996                    1107.16                        137600                     137600                 4/1/2006               3/1/2036                         80          TRENTON                                 NJ                                  8611                            0                            0                          0          NONE
        122843381                     938.67                        137600                     137600                 4/1/2006               3/1/2036                        100          WILLOWSPRING                            NC                                 27592                            0                            0                          0          NONE
        122567982                     716.67                        137600                     137600                 3/1/2006               2/1/2036                        100          NORMAN                                  OK                                 73071                            0                            0          1H                         HARD
        122772866                    1091.71                        137900                     137900                 4/1/2006               3/1/2036                        100          NORTH CHARLESTON                        SC                                 29420                            0                            0                          0          NONE
        121747271                     835.38                        138000                  137114.85                10/1/2005               9/1/2035                      48.42          BALTIMORE                               MD                                 21226                            0                            0                          0          NONE
        122930723                    1002.92                        138320                     138320                 4/1/2006               3/1/2036                        100          WOODSTOCK                               GA                                 30189                            0                            0                          0          NONE
        122514349                     872.66                        138400                  138349.09                 3/1/2006               2/1/2036                        100          PUEBLO                                  CO                                 81005                            0                            0          2H                         HARD
        122729883                     932.43                        138400                     138400                 4/1/2006               3/1/2036                        100          NORTHGLENN                              CO                                 80233                            0                            0          3H                         HARD
        122783923                     955.89                        138400                     138400                 4/1/2006               3/1/2036                        100          ACKWORTH                                IA                                 50001                            0                            0          3H                         HARD
        122800410                     936.66                        138432                  138389.38                 3/1/2006               2/1/2036                        100          GRAND PRAIRIE                           TX                                 75052                            0                            0          2H                         HARD
        121745862                     793.78                        138550                     138550                12/1/2005              11/1/2035                         85          MESA                                    AZ                                 85204                            0                            0          2H                         HARD
        122609517                     992.95                        138600                  138502.17                 3/1/2006               2/1/2036                         90          MONTICELLO                              NY                                 12701                            0                            0                          0          NONE
        122401721                    1110.23                        138600                   138368.5                 1/1/2006              12/1/2035                      48.29          NEPTUNE TWP                             NJ                                  7753                            0                            0                          0          NONE
        122829926                    1141.46                        138750                     138750                 4/1/2006               3/1/2036                         75          PHOENIX                                 AZ                                 85035                            0                            0                          0          NONE
        121749418                    1156.58                        138750                  138539.25                 1/1/2006              12/1/2035                         75          ST LOUIS                                MO                                 63110                            0                            0          2H                         HARD
        122862139                    1375.51                        138900                     138900                 5/1/2006               4/1/2036                     59.106          WASHINGTON                              DC                                 20019                            0                            0          2H                         HARD
        122429726                    1168.53                        138969                  138900.64                 3/1/2006               2/1/2036                         85          KATY                                    TX                                 77449                            0                            0          2H                         HARD
        122716871                     953.47                        139000                     139000                 4/1/2006               3/1/2036                     71.282          BAKERSFIELD                             CA                                 93306                            0                            0          2H                         HARD
        122592429                    1118.43                        139000                  138924.07                 3/1/2006               2/1/2036                        100          LOUISVILLE                              OH                                 44641                            0                            0          3H                         HARD
        121892185                    1108.28                        139000                   135339.2                 9/1/2005               8/1/2020                     84.242          NATCHITOCHES                            LA                                 71457                            0                            0                          0          NONE
        122401751                    1197.67                        139400                  139203.28                 1/1/2006              12/1/2035                         85          STROUDS TWP.                            PA                                 18301                            0                            0                          0          NONE
        122831736                     827.94                        139443                     139443                 4/1/2006               3/1/2036                        100          ACTON                                   ME                                  4001                            0                            0                          0          NONE
        121734825                     826.09                        139650                  136926.72                 9/1/2005               8/1/2035                         95          STONE MOUNTAIN                          GA                                 30088                            0                            0                          0          NONE
        122937755                    1545.36                        139700                     139700                 4/1/2006               3/1/2036                         55          VIRGINIA BEACH                          VA                                 23464                            0                            0          2H                         HARD
        122615183                     918.06                        139750                  139632.59                 3/1/2006               2/1/2036                         65          NEW HAVEN                               CT                                  6519                            0                            0          3H                         HARD
        121747236                     861.39                        139900                  138924.95                10/1/2005               9/1/2035                      58.32          MINNEOLA                                FL                                 34715                            0                            0          3H                         HARD
        121725097                     839.26                        139982                  137883.48                 4/1/2005               3/1/2035                      79.99          TOMBALL                                 TX                                 77375                            0                            0                          0          NONE
        122273347                    1386.41                        140000                  139864.49                 1/1/2006              12/1/2035                         70          PUTNAM                                  CT                                  6260                            0                            0                          0          NONE
        122601276                     1113.9                        140000                     140000                 4/1/2006               3/1/2036                     54.902          RIDGE                                   NY                                 11961                            0                            0          2H                         HARD
        122650774                     908.04                        140000                  139879.46                 3/1/2006               2/1/2036                        100          MERIDEN                                 CT                                  6450                            0                            0                          0          NONE
        122664361                     1039.5                        140000                  139907.92                 3/1/2006               2/1/2036                     69.652          MILLSBORO                               DE                                 19966                            0                            0          2H                         HARD
        122664742                    1202.82                        140000                     140000                 4/1/2006               3/1/2036                     73.684          WALKERSVILLE                            MD                                 21793                            0                            0                          0          NONE
        122677253                    1027.27                        140000                  139906.06                 3/1/2006               2/1/2036                        100          CHICAGO                                 IL                                 60626                            0                            0                          0          NONE
        122699300                      978.9                        140000                   139896.1                 3/1/2006               2/1/2036                        100          HIALEAH                                 FL                                 33016                            0                            0          2H                         HARD
        122821439                    1139.09                        140000                     140000                 4/1/2006               3/1/2036                     73.684          PALM BAY                                FL                                 32905                            0                            0          2H                         HARD
        122670862                      921.3                        140000                   139953.7                 3/1/2006               2/1/2036                        100          FRESNO                                  CA                                 93702                            0                            0          2H                         HARD
        122554997                     986.59                        140000                  139961.33                 3/1/2006               2/1/2036                        100          LONGWOOD                                FL                                 32750                            0                            0          2H                         HARD
        122646313                      921.3                        140000                   139953.7                 3/1/2006               2/1/2036                     71.795          TAMARAC                                 FL                                 33321                            0                            0          2H                         HARD
        122809402                    1026.33                        140000                     140000                 4/1/2006               3/1/2036                      43.75          FORT LAUDERDALE                         FL                                 33317                            0                            0          1H                         HARD
        122696261                      978.9                        140000                   139896.1                 3/1/2006               2/1/2036                         95          ZEELAND                                 MI                                 49464                            0                            0          2H                         HARD
        122617189                    1241.55                        140000                   139939.7                 3/1/2006               2/1/2036                         70          PHILADELPHIA                            PA                                 19151                            0                            0          3H                         HARD
        122710760                      978.9                        140000                     140000                 4/1/2006               3/1/2036                     99.602          PUEBLO                                  CO                                 81008                            0                            0          3H                         HARD
        122733280                     966.95                        140000                  139893.47                 3/1/2006               2/1/2036                        100          ABILENE                                 TX                                 79601                            0                            0          3H                         HARD
        122573428                    1020.83                        140000                     140000                 3/1/2006               2/1/2036                        100          ENFIELD                                 CT                                  6082                            0                            0          2H                         HARD
        121746843                    1046.86                        140000                  139260.97                 8/1/2005               7/1/2035                         80          ESSEX                                   MD                                 21221                            0                            0          2H                         HARD
        121747106                    1223.43                        140000                  139550.75                 9/1/2005               8/1/2035                      60.87          WARWICK                                 RI                                  2888                            0                            0                          0          NONE
        121749305                     988.51                        140000                  139692.54                 1/1/2006              12/1/2035                        100          PRINCETON                               TX                                 75407                            0                            0          2S                         SOFT
        122252265                    1051.77                        140000                  139547.48                11/1/2005              10/1/2035                        100          NEWARK                                  NJ                                  7106                            0                            0                          0          NONE
        121746814                    1002.98                        140000                  139294.77                 9/1/2005               8/1/2035                        100          MUSKEGON                                MI                                 49445                            0                            0          3H                         HARD
        122787321                     935.87                        140242                  140197.25                 3/1/2006               2/1/2036                         95          HUTTO                                   TX                                 78634                            0                            0          2H                         HARD
        121746834                     961.51                        140250                  139590.11                10/1/2005               9/1/2035                         85          BRIDGEPORT                              CT                                  6606                            0                            0          2H                         HARD
        122674331                    1066.65                        140336                  140248.78                 3/1/2006               2/1/2036                     99.999          TRENTON                                 MI                                 48183                            0                            0          3H                         HARD
        122654742                    1326.84                        140720                  140668.44                 3/1/2006               2/1/2036                     79.955          DESOTO                                  TX                                 75115                            0                            0                          0          NONE
        122667885                    1274.81                        140800                  140742.52                 3/1/2006               2/1/2036                         80          OLYPHANT                                PA                                 18447                            0                            0          2H                         HARD
        122550405                    1041.33                        140800                     140800                 3/1/2006               2/1/2036                        100          PHOENIX                                 AZ                                 85040                            0                            0          2H                         HARD
        121749614                     999.34                        140848                  140541.76                 1/1/2006              12/1/2035                        100          SAN ANTONIO                             TX                                 78250                            0                            0          2H                         HARD
        122446309                    1096.68                        141000                  140916.76                 3/1/2006               2/1/2036                     36.154          LOS ANGELES                             CA                                 90043                            0                            0          2H                         HARD
        122738856                    1250.42                        141000                  140939.27                 3/1/2006               2/1/2036                        100          MARIETTA                                GA                                 30008                            0                            0                          0          NONE
        122849699                     1185.6                        141000                     141000                 4/1/2006               3/1/2036                        100          GRAND PRAIRIE                           TX                                 75052                            0                            0          2H                         HARD
        122898893                    1302.98                        141000                     141000                 4/1/2006               3/1/2036                     53.208          ANCHORAGE                               AK                                 99507                            0                            0                          0          NONE
        122687684                    1002.24                        141600                     141600                 4/1/2006               3/1/2036                        100          PORT SAINT LUCIE                        FL                                 34953                            0                            0          2H                         HARD
        122570251                      914.5                        141600                     141600                 3/1/2006               2/1/2036                        100          DENVER                                  CO                                 80219                            0                            0          2H                         HARD
        122602577                    1282.21                        141617                  141559.05                 3/1/2006               2/1/2036                     65.868          PLAINFIELD                              NJ                                  7060                            0                            0                          0          NONE
        122516140                    1379.19                        142000                  141952.06                 3/1/2006               2/1/2036                      79.61          PHOENIX                                 AZ                                 85033                            0                            0          2H                         HARD
        122617949                    1398.33                        142000                   141607.5                 3/1/2006               2/1/2021                     59.167          MIDLAND                                 NC                                 28107                            0                            0                          0          NONE
        120734868                    1045.19                        142200                  141045.21                 2/1/2005               1/1/2035                         90          CLARKSTON                               GA                                 30021                            0                            0                          0          NONE
        122804648                    1019.45                        142300                     142300                 4/1/2006               3/1/2036                     89.497          ORLANDO                                 FL                                 32818                            0                            0          2H                         HARD
        122631916                    1120.26                        142400                  142318.07                 3/1/2006               2/1/2036                        100          DESOTO                                  TX                                 75115                            0                            0          3H                         HARD
        122581444                     949.33                        142400                  142399.33                 3/1/2006               2/1/2036                        100          ACWORTH                                 GA                                 30101                            0                            0                          0          NONE
        122575931                    1370.54                        142500                  142450.55                 3/1/2006               2/1/2036                     73.077          DESERT HOT SPRINGS                      CA                                 92240                            0                            0          2H                         HARD
        122660852                    1085.38                        142800                  142711.25                 3/1/2006               2/1/2036                         85          ACWORTH                                 GA                                 30102                            0                            0                          0          NONE
        121749413                    1038.72                        142800                  142690.81                 1/1/2006              12/1/2035                         85          SEMINOLE                                FL                                 33776                            0                            0          2H                         HARD
        122805272                     1011.3                        142880                  142776.58                 3/1/2006               2/1/2036                        100          MANVEL                                  TX                                 77578                            0                            0          3H                         HARD
        121746807                     985.23                        143000                  142220.29                 9/1/2005               8/1/2035                       68.1          PHILADELPHIA                            PA                                 19111                            0                            0          2H                         HARD
        121747279                     923.39                        143100                  142343.01                10/1/2005               9/1/2035                         90          ELGIN                                   IL                                 60123                            0                            0                          0          NONE
        122576987                    1418.59                        143250                  143204.22                 3/1/2006               2/1/2036                         75          SEQUIM                                  WA                                 98382                            0                            0          2H                         HARD
        121747110                       1043                        143450                     143450                 9/1/2005               8/1/2035                         95          BLUFFTON                                SC                                 29910                            0                            0                          0          NONE
        122795409                    1517.61                        143500                     143500                 4/1/2006               3/1/2036                         70          VANCE                                   SC                                 29163                            0                            0                          0          NONE
        122928432                    1141.75                        143500                     143500                 4/1/2006               3/1/2036                         70          HANFORD                                 CA                                 93230                            0                            0          2H                         HARD
        122786827                    1141.75                        143500                     143500                 5/1/2006               4/1/2036                         70          DEPTFORD                                NJ                                  8096                            0                            0                          0          NONE
        122672339                     874.47                        143920                  143780.12                 3/1/2006               2/1/2036                        100          ALDAN                                   PA                                 19018                            0                            0          2H                         HARD
        122365411                    1081.82                        144000                  143908.18                 3/1/2006               2/1/2036                         80          PORT DEPOSIT                            MD                                 21904                            0                            0                          0          NONE
        122505979                    1171.63                        144000                  143923.37                 3/1/2006               2/1/2036                         80          MIAMI                                   FL                                 33126                            0                            0          2H                         HARD
        122564213                    1223.98                        144000                  143931.02                 3/1/2006               2/1/2036                         80          OLIVET                                  MI                                 49076                            0                            0          3H                         HARD
        122658765                    1250.42                        144000                  143934.58                 3/1/2006               2/1/2036                        100          LILBURN                                 GA                                 30047                            0                            0                          0          NONE
        122873479                     945.98                        144000                     144000                 4/1/2006               3/1/2036                        100          PLANTATION                              FL                                 33313                            0                            0          2H                         HARD
        122449684                     855.91                        144000                  143901.45                 3/1/2006               2/1/2036                        100          PEACH BOTTOM                            PA                                 17563                            0                            0          2H                         HARD
        121894912                        810                        144000                   143950.5                12/1/2005              11/1/2035                        100          FORT PIERCE                             FL                                 34982                            0                            0          3H                         HARD
        121747030                    1107.24                        144000                  143282.23                10/1/2005               9/1/2035                         80          LANCASTER                               CA                                 93534                            0                            0          2H                         HARD
        121747297                    1061.64                        144000                  143416.44                10/1/2005               9/1/2035                        100          CONYERS                                 GA                                 30013                            0                            0          2H                         HARD
        121747961                     922.05                        144000                  143487.57                12/1/2005              11/1/2035                         95          CONYERS                                 GA                                 30094                            0                            0                          0          NONE
        121746625                        855                        144000                     144000                 9/1/2005               8/1/2035                      99.94          LAS VEGAS                               NV                                 89104                            0                            0          2H                         HARD
        122401698                        918                        144000                     144000                10/1/2005               9/1/2035                      85.71          ALFORD                                  FL                                 32420                            0                            0                          0          NONE
        122440303                    1047.73                        144500                  144400.55                 3/1/2006               2/1/2036                     67.209          HOLLYWOOD                               FL                                 33023                            0                            0          2H                         HARD
        121746981                    1025.25                        144500                  143757.48                 9/1/2005               8/1/2035                         85          LAGRANGE                                OH                                 44050                            0                            0          2H                         HARD
        121747190                    1035.22                        144500                  143878.09                10/1/2005               9/1/2035                         85          MCHENRY                                 IL                                 60050                            0                            0                          0          NONE
        122401687                    1052.75                        144500                   144202.7                 1/1/2006              12/1/2035                      78.11          WARREN                                  MI                                 48088                            0                            0                          0          NONE
        121747239                    1062.49                        144800                  144207.26                10/1/2005               9/1/2035                        100          HARTFORD                                CT                                  6106                            0                            0          2H                         HARD
        122638474                     1271.6                        144900                   144835.9                 3/1/2006               2/1/2036                         90          MOUNT ULLA                              NC                                 28125                            0                            0                          0          NONE
        122662934                    1219.24                        145000                  144928.68                 3/1/2006               2/1/2036                        100          MARIETTA                                GA                                 30066                            0                            0                          0          NONE
        122848709                    1114.92                        145000                     145000                 4/1/2006               3/1/2036                     54.924          TEQUESTA                                FL                                 33469                            0                            0                          0          NONE
        122900711                    1245.77                        145000                     145000                 4/1/2006               3/1/2036                     51.418          ROCKLAND                                MA                                  2370                            0                            0                          0          NONE
        122572467                    1208.95                        145350                     145350                 4/1/2006               3/1/2036                         85          PEARLAND                                TX                                 77584                            0                            0          2H                         HARD
        122518344                    1304.72                        145600                  145477.38                 2/1/2006               1/1/2036                         80          PEMBROKE                                NC                                 28372                            0                            0                          0          NONE
        122641679                    1553.93                        145600                  145116.67                 3/1/2006               2/1/2036                         70          JACKSONVILLE                            FL                                 32225                            0                            0          2H                         HARD
        122806282                    1224.28                        145600                     145600                 4/1/2006               3/1/2036                         80          BELCAMP                                 MD                                 21017                            0                            0                          0          NONE
        122768290                    1264.32                        145600                     145600                 5/1/2006               4/1/2036                         80          OCALA                                   FL                                 34473                            0                            0          2H                         HARD
        122673642                    1119.54                        145600                  145511.79                 3/1/2006               2/1/2036                         80          SAN LUIS                                AZ                                 85349                            0                            0          3H                         HARD
        122585816                     743.17                        145600                     145600                 3/1/2006               2/1/2036                        100          SOCIAL CIRCLE                           GA                                 30025                            0                            0                          0          NONE
        121746857                    1345.49                        145600                  144828.89                 9/1/2005               8/1/2035                         70          EAST HAVEN                              CT                                  6512                            0                            0                          0          NONE
        122590136                    1172.46                        145715                   145635.4                 3/1/2006               2/1/2036                         90          ORANGE CITY                             FL                                 32763                            0                            0                          0          NONE
        122763147                    1306.44                        145792                     145792                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77075                            0                            0          3H                         HARD
        122657614                    1045.96                        146000                  145896.96                 3/1/2006               2/1/2036                     50.345          DISTRICT HEIGHTS                        MD                                 20747                            0                            0                          0          NONE
        122767914                    1267.79                        146000                  145933.67                 3/1/2006               2/1/2036                        100          NORCROSS                                GA                                 30093                            0                            0                          0          NONE
        122868908                    1214.35                        146000                     146000                 4/1/2006               3/1/2036                     89.571          PARKERSBURG                             WV                                 26101                            0                            0          2H                         HARD
        122894696                    1109.71                        146000                     146000                 4/1/2006               3/1/2036                        100          JACKSONVILLE                            FL                                 32221                            0                            0          2H                         HARD
        122721068                     1448.3                        146250                  146203.26                 3/1/2006               2/1/2036                         65          FALL RIVER                              MA                                  2724                            0                            0                          0          NONE
        120155079                    1016.47                        146300                  143324.47                10/1/2004               9/1/2034                         95          LAGRANGE                                GA                                 30240                            0                            0                          0          NONE
        122827498                    1243.53                        146300                     146300                 4/1/2006               3/1/2036                     89.654          TEMPLE                                  PA                                 19560                            0                            0          2H                         HARD
        121746822                    1429.97                        146300                  143376.94                 9/1/2005               8/1/2020                         95          LYNCHBURG                               VA                                 24502                            0                            0          3H                         HARD
        120501619                     923.97                        146400                  143876.25                 1/1/2005              12/1/2034                         80          ELGIN                                   IL                                 60120                            0                            0                          0          NONE
        122640214                        935                        146400                  146139.69                 2/1/2006               1/1/2036                         95          MILTON MILLS                            NH                                  3852                            0                            0          2H                         HARD
        122988939                     1193.6                        146700                     146700                 4/1/2006               3/1/2036                         90          SEAFORD                                 DE                                 19973                            0                            0          2H                         HARD
        121749576                     953.18                        146960                  146578.27                 1/1/2006              12/1/2035                      99.73          ALBANY                                  OR                                 97322                            0                            0          2H                         HARD
        122626912                    1276.47                        147000                   146869.4                 3/1/2006               2/1/2036                         70          HOPATCONG                               NJ                                  7843                            0                            0                          0          NONE
        122742388                    1344.67                        147000                     147000                 4/1/2006               3/1/2036                     67.431          HILLSIDE                                NJ                                  7205                            0                            0                          0          NONE
        123036670                    1156.45                        147000                     147000                 5/1/2006               4/1/2036                     74.242          STONE MOUNTAIN                          GA                                 30083                            0                            0                          0          NONE
        122402111                     869.56                        147000                   146396.1                12/1/2005              11/1/2035                      66.82          GAITHERSBURG                            MD                                 20879                            0                            0                          0          NONE
        122978206                     888.13                        147000                     147000                 3/1/2006               2/1/2036                         95          DENVER                                  CO                                 80221                            0                            0                          0          NONE
        122743345                    1105.27                        147120                  147026.18                 3/1/2006               2/1/2036                        100          FORT WORTH                              TX                                 76133                            0                            0          2H                         HARD
        122222822                    1105.53                        147155                  146775.76                12/1/2005              11/1/2035                     94.945          LAS VEGAS                               NV                                 89115                            0                            0          3S                         SOFT
        122663605                    1118.83                        147200                   147108.5                 3/1/2006               2/1/2036                        100          LOCKPORT                                IL                                 60441                            0                            0                          0          NONE
        122673594                     980.12                        147320                  147199.25                 3/1/2006               2/1/2036                        100          NORCROSS                                GA                                 30093                            0                            0                          0          NONE
        122568934                    1147.24                        147500                  147412.92                 3/1/2006               2/1/2036                     89.939          CHICAGO                                 IL                                 60628                            0                            0                          0          NONE
        123033124                    1214.27                        147600                     147600                 5/1/2006               4/1/2036                         90          PLYMOUTH                                MI                                 48170                            0                            0          3H                         HARD
        122060753                    1030.13                        147600                     147600                12/1/2005              11/1/2035                        100          HOUSTON                                 TX                                 77019                            0                            0          2H                         HARD
        121768625                     896.84                        147600                  146431.58                 8/1/2005               7/1/2035                         90          HAMILTON                                NJ                                  8610                            0                            0                          0          NONE
        122613056                    1228.49                        147700                  147625.42                 3/1/2006               2/1/2036                        100          MEMPHIS                                 TN                                 38125                            0                            0          2H                         HARD
        122810709                    1079.11                        147992                     147992                 4/1/2006               3/1/2036                        100          LAKE MARY                               FL                                 32746                            0                            0          1H                         HARD
        122459153                    1060.29                        148000                  147895.54                 3/1/2006               2/1/2036                        100          PONTIAC                                 MI                                 48341                            0                            0          2H                         HARD
        122562316                    1137.99                        148000                  147910.33                 3/1/2006               2/1/2036                     77.895          SOMERTON                                AZ                                 85350                            0                            0          2H                         HARD
        122652449                    1151.13                        148000                  147912.62                 3/1/2006               2/1/2036                        100          BLUE ISLAND                             IL                                 60406                            0                            0          2H                         HARD
        122763165                    1127.39                        148000                     148000                 5/1/2006               4/1/2036                     69.159          WEST PALM BEACH                         FL                                 33407                            0                            0                          0          NONE
        122723008                    1034.84                        148000                     148000                 4/1/2006               3/1/2036                      79.57          CLEARWATER                              FL                                 33755                            0                            0          3H                         HARD
        122789936                    1124.91                        148000                     148000                 4/1/2006               3/1/2036                     80.654          WILLINGBORO                             NJ                                  8046                            0                            0                          0          NONE
        122633636                      997.1                        148000                  147881.65                 3/1/2006               2/1/2036                        100          NORTH OLMSTED                           OH                                 44070                            0                            0          3H                         HARD
        122650550                      997.1                        148000                  147881.65                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77095                            0                            0          3H                         HARD
        122754915                      980.5                        148000                     148000                 4/1/2006               3/1/2036                        100          HIALEAH                                 FL                                 33016                            0                            0          2H                         HARD
        121749391                    1055.18                        148000                  147681.43                 1/1/2006              12/1/2035                        100          KISSIMMEE                               FL                                 34743                            0                            0          2H                         HARD
        122401720                     1122.3                        148000                  147720.66                 1/1/2006              12/1/2035                        100          SHERIDAN                                WY                                 82801                            0                            0                          0          NONE
        121749375                    1169.61                        148000                  147745.31                 1/1/2006              12/1/2035                         80          FRIEDENS                                PA                                 15541                            0                            0          3H                         HARD
        121747267                     937.33                        148000                  147963.68                10/1/2005               9/1/2035                        100          LAKEWOOD                                WA                                 98498                            0                            0          2H                         HARD
        122612221                    1128.71                        148500                   148407.7                 3/1/2006               2/1/2036                         90          COLUMBUS                                GA                                 31907                            0                            0          2H                         HARD
        121747129                     948.41                        148500                  147676.99                10/1/2005               9/1/2035                         90          MIAMI                                   FL                                 33162                            0                            0          2H                         HARD
        121746624                     878.43                        148500                  147580.42                10/1/2005               9/1/2035                         90          MIAMI                                   FL                                 33169                            0                            0          3H                         HARD
        122692089                    1558.22                        148700                     148700                 4/1/2006               3/1/2036                     42.125          MILLER PLACE                            NY                                 11764                            0                            0          2H                         HARD
        122825691                    1196.88                        148750                     148750                 4/1/2006               3/1/2036                         85          STONE MOUNTAIN                          GA                                 30083                            0                            0                          0          NONE
        121746799                     989.64                        148750                   147881.4                 9/1/2005               8/1/2035                         85          HOBART                                  IN                                 46342                            0                            0          2H                         HARD
        122242074                       1085                        148800                     148800                 3/1/2006               2/1/2036                        100          RIVERVIEW                               FL                                 33569                            0                            0          3H                         HARD
        121732599                      973.4                        148800                     148800                10/1/2005               9/1/2035                        100          MANCHESTER TWP.                         MI                                 48158                            0                            0                          0          NONE
        122874721                    1094.19                        149120                     149120                 4/1/2006               3/1/2036                        100          DORAL                                   FL                                 33166                            0                            0          3H                         HARD
        122701989                    1042.67                        149120                  149003.05                 3/1/2006               2/1/2036                        100          WONDER LAKE                             IL                                 60097                            0                            0                          0          NONE
        122943589                    1311.97                        149500                     149500                 4/1/2006               3/1/2036                         65          LINCOLN PARK                            NJ                                  7035                            0                            0                          0          NONE
        122384410                    1033.25                        149600                  149371.64                 2/1/2006               1/1/2036                        100          KISSIMMEE                               FL                                 34759                            0                            0          2H                         HARD
        122702778                     943.27                        149600                  149544.98                 3/1/2006               2/1/2036                        100          ASHLAND                                 OH                                 44805                            0                            0          3H                         HARD
        122367643                    1554.77                        149750                     149750                 4/1/2006               3/1/2036                     69.977          BEAR                                    DE                                 19701                            0                            0                          0          NONE
        122148867                     1087.6                        150000                   149582.6                12/1/2005              11/1/2035                      71.77          BLADENSBURG                             MD                                 20710                            0                            0                          0          NONE
        122643478                    1471.15                        150000                  149950.73                 3/1/2006               2/1/2036                     44.776          BAKERSFIELD                             CA                                 93313                            0                            0          1H                         HARD
        122618183                    1288.73                        150000                  149930.02                 3/1/2006               2/1/2036                     34.884          SEATTLE                                 WA                                 98115                            0                            0          2H                         HARD
        122651497                    1193.47                        150000                     150000                 4/1/2006               3/1/2036                     73.171          BURLINGTON                              NJ                                  8016                            0                            0                          0          NONE
        122787318                    1344.15                        150000                     150000                 4/1/2006               3/1/2036                     72.115          LAWRENCE                                KS                                 66044                            0                            0          2H                         HARD
        122849392                    1048.82                        150000                     150000                 4/1/2006               3/1/2036                        100          PHILADELPHIA                            PA                                 19144                            0                            0          1H                         HARD
        122815171                    1100.65                        150000                     150000                 4/1/2006               3/1/2036                     59.289          HYATTSVILLE                             MD                                 20785                            0                            0          2H                         HARD
        122762486                    1166.68                        150000                  149894.29                 3/1/2006               2/1/2036                     55.351          PORT SAINT LUCIE                        FL                                 34984                            0                            0          3H                         HARD
        122504405                    1000.99                        150000                  148944.78                 3/1/2006               2/1/2036                     57.692          FORT LAUDERDALE                         FL                                 33312                            0                            0          3H                         HARD
        122652161                    1288.73                        150000                  149930.02                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77040                            0                            0          3H                         HARD
        122654773                    1093.75                        150000                     150000                 3/1/2006               2/1/2036                         95          PINELLAS PARK                           FL                                 33782                            0                            0          2H                         HARD
        121749088                      972.9                        150000                  149610.36                 1/1/2006              12/1/2035                      54.74          BROCKTON                                MA                                  2302                            0                            0          1H                         HARD
        121747196                    1338.58                        150000                  149610.31                10/1/2005               9/1/2035                      61.22          WEST HARTFORD                           CT                                  6117                            0                            0          2H                         HARD
        122783169                    1360.01                        150210                     150210                 4/1/2006               3/1/2036                         90          MIAMI                                   FL                                 33122                            0                            0          2H                         HARD
        122769393                     889.67                        150400                     150400                 4/1/2006               3/1/2036                        100          BENNINGTON                              NH                                  3442                            0                            0          2H                         HARD
        122702865                    1159.52                        150800                  150668.17                 3/1/2006               2/1/2036                     99.735          DEARBORN                                MI                                 48126                            0                            0          3H                         HARD
        121746768                    1180.97                        150800                  150172.58                 9/1/2005               8/1/2035                         80          NAPLES                                  FL                                 34104                            0                            0          2H                         HARD
        121749552                     1160.5                        150926                  150649.74                 1/1/2006              12/1/2035                         95          HOUSTON                                 TX                                 77095                            0                            0          3S                         SOFT
        122654048                    1552.65                        150946                     150946                 4/1/2006               3/1/2036                         65          CHURCH ROAD                             VA                                 23833                            0                            0          2H                         HARD
        122678862                    1214.98                        151000                  150917.52                 3/1/2006               2/1/2036                     87.283          HOUSTON                                 TX                                 77044                            0                            0          3H                         HARD
        122573077                     993.28                        151200                  151072.97                 3/1/2006               2/1/2036                        100          DENVER                                  CO                                 80219                            0                            0          2H                         HARD
        122819971                     1096.3                        151200                     151200                 4/1/2006               3/1/2036                        100          LAKE WORTH                              FL                                 33460                            0                            0          2H                         HARD
        122621226                     960.75                        151200                     151200                 4/1/2006               3/1/2036                        100          ALBUQUERQUE                             NM                                 87102                            0                            0          3H                         HARD
        122693250                     929.25                        151200                     151200                 3/1/2006               2/1/2036                        100          COTTONDALE                              AL                                 35453                            0                            0          2H                         HARD
        122895698                    1483.61                        151271                     151271                 4/1/2006               3/1/2036                         65          MCDONOUGH                               GA                                 30253                            0                            0                          0          NONE
        121747300                     961.55                        151340                   150515.9                10/1/2005               9/1/2035                         70          WHITAKERS                               NC                                 27891                            0                            0                          0          NONE
        122607256                    1056.32                        151920                  151876.48                 3/1/2006               2/1/2036                        100          PHOENIX                                 AZ                                 85035                            0                            0          3H                         HARD
        122372367                     902.26                        151960                     151960                 3/1/2006               2/1/2036                        100          FRESNO                                  CA                                 93706                            0                            0          2H                         HARD
        122010777                    1291.98                        152000                  151849.74                 2/1/2006               1/1/2036                         80          HILLSBOROUGH                            NC                                 27278                            0                            0          2H                         HARD
        122441745                    1141.93                        152000                  151805.47                 2/1/2006               1/1/2036                         80          CLIO                                    MI                                 48420                            0                            0          2H                         HARD
        122581691                    1062.81                        152000                  151887.19                 3/1/2006               2/1/2036                        100          STERLING HEIGHTS                        MI                                 48312                            0                            0          3H                         HARD
        122638982                    1014.34                        152000                  151951.49                 3/1/2006               2/1/2036                         95          LAYTON                                  UT                                 84041                            0                            0          2H                         HARD
        122750427                     1143.3                        152000                     152000                 4/1/2006               3/1/2036                        100          PEACH BOTTOM                            PA                                 17563                            0                            0          2H                         HARD
        122727803                    1036.91                        152000                     152000                 4/1/2006               3/1/2036                     98.446          CHICAGO                                 IL                                 60649                            0                            0                          0          NONE
        122567058                     985.87                        152000                  151737.52                 2/1/2006               1/1/2036                     69.406          DEPTFORD                                NJ                                  8090                            0                            0                          0          NONE
        122730304                    1075.85                        152000                  151889.98                 3/1/2006               2/1/2036                        100          FRESNO                                  TX                                 77545                            0                            0          2H                         HARD
        122596009                    1168.75                        152000                  151906.67                 3/1/2006               2/1/2036                         95          HOUSTON                                 TX                                 77073                            0                            0          3H                         HARD
        122669022                    1476.32                        152000                  151948.68                 3/1/2006               2/1/2036                     64.957          NASHUA                                  NH                                  3062                            0                            0          3H                         HARD
        122586957                    1124.17                        152000                     152000                 3/1/2006               2/1/2036                     86.857          CAMBRIDGE                               OH                                 43725                            0                            0          2H                         HARD
        121749496                    1149.95                        152000                  151711.66                 1/1/2006              12/1/2035                         80          PHOENIX                                 AZ                                 85042                            0                            0                          0          NONE
        122401780                    1110.03                        152000                  151678.29                 1/1/2006              12/1/2035                      79.17          WOODHAVEN                               MI                                 48183                            0                            0                          0          NONE
        122630685                    1278.86                        152091                     152091                 4/1/2006               3/1/2036                         90          MIAMI                                   FL                                 33176                            0                            0          2H                         HARD
        122841076                     1100.6                        152100                     152100                 4/1/2006               3/1/2036                         90          GREENSBORO                              NC                                 27406                            0                            0          2H                         HARD
        121749502                     933.26                        152400                  152218.43                 1/1/2006              12/1/2035                        100          CLARKSTON                               GA                                 30021                            0                            0                          0          NONE
        122762114                    1117.93                        152500                     152500                 5/1/2006               4/1/2036                      88.15          ALBANY                                  NY                                 12205                            0                            0                          0          NONE
        122601342                    1109.36                        153000                   152894.7                 3/1/2006               2/1/2036                     84.298          RICHMOND                                VA                                 23228                            0                            0          2H                         HARD
        122609646                    1442.62                        153000                  152943.94                 3/1/2006               2/1/2036                         85          WALLACE                                 NC                                 28466                            0                            0                          0          NONE
        122619680                    1149.44                        153000                  152902.44                 3/1/2006               2/1/2036                         90          LOUISVILLE                              KY                                 40299                            0                            0          2H                         HARD
        122623499                    1356.84                        153000                   152934.1                 3/1/2006               2/1/2036                         90          MIAMI                                   FL                                 33168                            0                            0          1H                         HARD
        122901595                    1328.57                        153000                     153000                 4/1/2006               3/1/2036                         60          VERO BEACH                              FL                                 32960                            0                            0          3H                         HARD
        122520659                    1083.75                        153000                     153000                 2/1/2006               1/1/2036                     89.474          DENVER                                  CO                                 80216                            0                            0          3H                         HARD
        121747116                    1043.73                        153000                  152272.97                10/1/2005               9/1/2035                         90          SCHAUMBURG                              IL                                 60195                            0                            0                          0          NONE
        122762081                     1086.6                        153520                     153520                 4/1/2006               3/1/2036                        100          HIALEAH                                 FL                                 33016                            0                            0          3H                         HARD
        122793902                    1060.88                        153600                     153600                 4/1/2006               3/1/2036                        100          WORCESTER                               MA                                  1605                            0                            0                          0          NONE
        122614706                       1088                        153600                     153600                 3/1/2006               2/1/2036                        100          CHICAGO                                 IL                                 60609                            0                            0                          0          NONE
        122896621                    1364.82                        153900                     153900                 4/1/2006               3/1/2036                        100          MCDONOUGH                               GA                                 30253                            0                            0                          0          NONE
        122777493                    1613.76                        154000                  153958.32                 3/1/2006               2/1/2036                         70          ARDEN                                   NC                                 28704                            0                            0                          0          NONE
        122619525                    1128.96                        154000                  153923.47                 2/1/2006               1/1/2036                     69.683          CORDOVA                                 MD                                 21625                            0                            0                          0          NONE
        122401701                    1165.39                        154400                   154105.6                 1/1/2006              12/1/2035                        100          WESTLAND                                MI                                 48185                            0                            0                          0          NONE
        122750525                    1094.96                        154700                     154700                 4/1/2006               3/1/2036                         85          DELAND                                  FL                                 32720                            0                            0          2H                         HARD
        122839987                    1108.29                        154700                     154700                 4/1/2006               3/1/2036                         85          BOSSIER CITY                            LA                                 71112                            0                            0          3H                         HARD
        120809594                    1109.03                        154805                  153326.45                 3/1/2005               2/1/2035                     90.302          MARIETTA                                GA                                 30068                            0                            0                          0          NONE
        121747068                    1147.05                        154850                  154122.71                 9/1/2005               8/1/2035                         95          MECHANICSBURG                           PA                                 17055                            0                            0          2H                         HARD
        122784611                    1290.88                        154862                  154705.27                 2/1/2006               1/1/2036                         80          CLEARFIELD                              UT                                 84015                            0                            0          2H                         HARD
        122244106                    1178.12                        155000                  154806.63                 2/1/2006               1/1/2036                     63.265          OAK PARK                                IL                                 60302                            0                            0                          0          NONE
        122613279                    1247.17                        155000                  154915.33                 3/1/2006               2/1/2036                        100          LAWRENCEVILLE                           GA                                 30044                            0                            0                          0          NONE
        122670451                    1289.21                        155000                  154921.73                 3/1/2006               2/1/2036                     39.744          OCEANSIDE                               CA                                 92057                            0                            0                          0          NONE
        122838006                    1303.32                        155000                     155000                 4/1/2006               3/1/2036                        100          DALLAS                                  GA                                 30157                            0                            0                          0          NONE
        122187317                    1300.98                        155000                  154974.54                 3/1/2006               2/1/2036                        100          BALTIMORE                               MD                                 21206                            0                            0                          0          NONE
        122784096                    1106.92                        155000                     155000                 4/1/2006               3/1/2036                     56.777          DISTRICT HEIGHTS                        MD                                 20747                            0                            0                          0          NONE
        121745810                    1058.19                        155120                  154631.57                12/1/2005              11/1/2035                        100          LAS VEGAS                               NV                                 89113                            0                            0          2H                         HARD
        122702291                    1100.19                        155440                   155327.5                 3/1/2006               2/1/2036                        100          RINCON                                  GA                                 31326                            0                            0                          0          NONE
        122917207                    1424.89                        155770                     155770                 4/1/2006               3/1/2036                      63.58          OLD BRIDGE                              NJ                                  8857                            0                            0                          0          NONE
        122515095                    1064.19                        156000                  155878.31                 3/1/2006               2/1/2036                        100          ATLANTA                                 GA                                 30310                            0                            0                          0          NONE
        122836608                    1340.28                        156000                     156000                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33193                            0                            0          2H                         HARD
        122639710                    1070.08                        156000                  155953.67                 3/1/2006               2/1/2036                        100          EDISON                                  NJ                                  8817                            0                            0                          0          NONE
        122629003                    1269.27                        156000                  155916.98                 3/1/2006               2/1/2036                      81.25          TAMPA                                   FL                                 33624                            0                            0          3H                         HARD
        122638150                     1117.6                        156000                   155889.9                 3/1/2006               2/1/2036                        100          MIDDLETON                               WI                                 53562                            0                            0          1H                         HARD
        122759478                    1297.53                        156000                     156000                 4/1/2006               3/1/2036                         80          NORFOLK                                 VA                                 23505                            0                            0          3H                         HARD
        122489017                    1199.51                        156000                  155905.49                 3/1/2006               2/1/2036                         80          HOMESTEAD                               FL                                 33033                            0                            0          3H                         HARD
        122683983                    1144.67                        156000                  155895.33                 3/1/2006               2/1/2036                        100          FRESNO                                  TX                                 77545                            0                            0          3H                         HARD
        122589174                     958.75                        156000                     156000                 3/1/2006               2/1/2036                        100          WASHINGTON                              DC                                 20019                            0                            0          3H                         HARD
        122847938                       1040                        156000                     156000                 4/1/2006               3/1/2036                        100          DENVER                                  CO                                 80236                            0                            0          3H                         HARD
        121746774                    1144.68                        156000                  155252.45                 9/1/2005               8/1/2035                        100          NAPLES                                  FL                                 34112                            0                            0          2H                         HARD
        122784591                    1109.68                        156400                  155915.54                12/1/2005              11/1/2035                         80          PITTSVILLE                              MD                                 21850                            0                            0                          0          NONE
        122706418                    1121.62                        156560                   156449.5                 3/1/2006               2/1/2036                        100          FERNDALE                                MI                                 48220                            0                            0          3H                         HARD
        122662093                    1190.27                        156600                  156502.67                 3/1/2006               2/1/2036                         90          AUSTINTOWN                              OH                                 44515                            0                            0          2H                         HARD
        122796110                    1247.58                        156800                     156800                 4/1/2006               3/1/2036                         80          EULESS                                  TX                                 76039                            0                            0          2H                         HARD
        122652465                    1363.31                        157000                  156928.67                 3/1/2006               2/1/2036                     71.689          BRISTOL                                 CT                                  6010                            0                            0          2H                         HARD
        122681033                     949.75                        157200                     157200                 3/1/2006               2/1/2036                        100          ALPHARETTA                              GA                                 30022                            0                            0                          0          NONE
        122567812                    1223.07                        157250                     157250                 4/1/2006               3/1/2036                         85          YAKIMA                                  WA                                 98908                            0                            0          2H                         HARD
        121749145                    1156.59                        157250                  156825.85                 1/1/2006              12/1/2035                         85          JACKSONVILLE                            FL                                 32225                            0                            0          2H                         HARD
        122945118                    1309.26                        157410                     157410                 4/1/2006               3/1/2036                         90          BALTIMORE                               MD                                 21206                            0                            0                          0          NONE
        122582790                     1267.2                        157490                  157403.98                 3/1/2006               2/1/2036                        100          LITTLE ELM                              TX                                 75068                            0                            0          3H                         HARD
        122575164                    1396.75                        157500                  157432.16                 3/1/2006               2/1/2036                         90          MIAMI                                   FL                                 33137                            0                            0          2H                         HARD
        121892170                    1034.66                        157500                  156557.72                 9/1/2005               8/1/2035                         90          KETTERING                               OH                                 45429                            0                            0                          0          NONE
        122616182                    1142.07                        157512                   157403.6                 3/1/2006               2/1/2036                        100          CONLEY                                  GA                                 30288                            0                            0                          0          NONE
        122663928                       1299                        157900                     157900                 4/1/2006               3/1/2036                        100          STOCKBRIDGE                             GA                                 30281                            0                            0          1H                         HARD
        122562042                    1242.99                        158000                  157909.09                 3/1/2006               2/1/2036                     36.744          LOS ANGELES                             CA                                 90031                            0                            0          2H                         HARD
        122636535                    1549.61                        158000                     158000                 4/1/2006               3/1/2036                     53.559          LANCASTER                               CA                                 93535                            0                            0          2H                         HARD
        122672184                    1090.73                        158000                  157636.73                 1/1/2006              12/1/2035                     88.764          CARY                                    IL                                 60013                            0                            0                          0          NONE
        121725047                     1150.1                        158240                  156891.63                 4/1/2005               3/1/2035                       98.9          BONITA SPRINGS                          FL                                 34135                            0                            0          3H                         HARD
        122722810                    1289.61                        158500                  158415.65                 3/1/2006               2/1/2036                     73.721          DENVER                                  CO                                 80221                            0                            0          2H                         HARD
        121747202                    1003.09                        158700                  157827.48                10/1/2005               9/1/2035                         69          PHOENIX                                 AZ                                 85032                            0                            0                          0          NONE
        122636739                    1336.54                        158950                  158858.35                 3/1/2006               2/1/2036                         85          HOUSTON                                 TX                                 77056                            0                            0          3H                         HARD
        122735187                     1236.3                        158950                  158856.15                 3/1/2006               2/1/2036                         85          BALTIMORE                               MD                                 21225                            0                            0          2H                         HARD
        120859184                     944.04                        159000                  157509.25                 4/1/2005               3/1/2035                     73.953          PROSPERITY                              SC                                 29127                            0                            0                          0          NONE
        121748167                    1026.88                        159000                     159000                10/1/2005               9/1/2035                        100          CARROLL                                 OH                                 43112                            0                            0          3H                         HARD
        122595408                    1126.81                        159200                  159084.77                 3/1/2006               2/1/2036                        100          LAWRENCE                                MA                                  1843                            0                            0                          0          NONE
        122770568                    1151.97                        159200                     159200                 4/1/2006               3/1/2036                        100          DELTONA                                 FL                                 32738                            0                            0          2H                         HARD
        122587120                    1126.81                        159200                  159084.77                 3/1/2006               2/1/2036                        100          LINDALE                                 TX                                 75771                            0                            0          3H                         HARD
        122676105                     995.68                        159597                  159300.57                 2/1/2006               1/1/2036                         90          MORROW                                  GA                                 30260                            0                            0          1H                         HARD
        121746861                    1173.87                        159600                  158839.06                 9/1/2005               8/1/2035                         95          TORRINGTON                              CT                                  6790                            0                            0                          0          NONE
        122710250                    1200.29                        159769                  159667.12                 3/1/2006               2/1/2036                     99.999          DESOTO                                  TX                                 75115                            0                            0          3H                         HARD
        121748126                      799.5                        159900                     159900                10/1/2005               9/1/2035                      99.95          SURPRISE                                AZ                                 85388                            0                            0          2H                         HARD
        122748637                    1182.74                        159920                     159920                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33143                            0                            0          3H                         HARD
        121746847                    1062.88                        159920                  158846.81                 8/1/2005               7/1/2035                        100          MIAMI                                   FL                                 33126                            0                            0          3H                         HARD
        121749404                        932                        160000                     160000                12/1/2005              11/1/2035                      87.43          KENOSHA                                 WI                                 53144                            0                            0                          0          NONE
        122581840                    1261.58                        160000                  159908.42                 3/1/2006               2/1/2036                     68.966          HOLLYWOOD                               FL                                 33024                            0                            0          2H                         HARD
        122583541                    1433.76                        160000                  159932.91                 3/1/2006               2/1/2036                      68.67          PAWTUCKET                               RI                                  2860                            0                            0          3H                         HARD
        122617030                     1287.4                        160000                   159912.6                 3/1/2006               2/1/2036                     81.218          GLENS FALLS                             NY                                 12801                            0                            0                          0          NONE
        122358315                    1105.08                        160000                  159878.25                 3/1/2006               2/1/2036                         95          WARREN                                  MI                                 48088                            0                            0          3H                         HARD
        122590735                       1188                        160000                  159895.33                 3/1/2006               2/1/2036                         80          WASHINGTON                              DC                                 20019                            0                            0          2H                         HARD
        122709917                    1448.66                        160000                     160000                 4/1/2006               3/1/2036                         80          TOWNSHIP OF BUENA VISTA                 NJ                                  8346                            0                            0                          0          NONE
        122776762                    1345.37                        160000                     160000                 4/1/2006               3/1/2036                         80          HOUSTON                                 TX                                 77009                            0                            0                          0          NONE
        122838959                    1448.65                        160000                     160000                 4/1/2006               3/1/2036                     79.602          GRAND ISLAND                            NY                                 14072                            0                            0          1H                         HARD
        122859682                    1345.37                        160000                     160000                 4/1/2006               3/1/2036                      76.19          STERLING HEIGHTS                        MI                                 48314                            0                            0          2H                         HARD
        122898515                     1330.8                        160000                     160000                 4/1/2006               3/1/2036                         80          CHICAGO                                 IL                                 60628                            0                            0                          0          NONE
        122646629                    1038.16                        160000                  159945.17                 3/1/2006               2/1/2036                     90.732          WORCESTER                               MA                                  1610                            0                            0                          0          NONE
        122860918                     1218.8                        160000                     160000                 4/1/2006               3/1/2036                     86.486          GROVE                                   OK                                 74344                            0                            0          2H                         HARD
        122725730                     965.37                        160000                  159934.63                 3/1/2006               2/1/2036                        100          BARTLETT                                TN                                 38135                            0                            0          3H                         HARD
        122728529                    1105.08                        160000                     160000                 4/1/2006               3/1/2036                        100          NEWTON GROVE                            NC                                 28366                            0                            0          2H                         HARD
        122838362                    1083.33                        160000                     160000                 4/1/2006               3/1/2036                        100          SUFFOLK                                 VA                                 23435                            0                            0          2H                         HARD
        122074942                    1080.65                        160000                  159224.61                10/1/2005               9/1/2035                        100          MACON                                   GA                                 31216                            0                            0          2H                         HARD
        121746821                    1016.58                        160000                   158980.7                 9/1/2005               8/1/2035                      65.33          GILMANTON IRON WORKS                    NH                                  3837                            0                            0          2H                         HARD
        121747146                    1011.31                        160000                  159120.31                10/1/2005               9/1/2035                      61.07          SANTA ANA                               CA                                 92701                            0                            0          2H                         HARD
        121747303                    1140.74                        160000                  159304.49                10/1/2005               9/1/2035                         80          LEESBURG                                FL                                 34788                            0                            0          2H                         HARD
        121749187                    1168.45                        160000                  159554.87                 1/1/2006              12/1/2035                        100          SAINT PETERSBURG                        FL                                 33713                            0                            0          2H                         HARD
        121749452                     1094.2                        160000                  159625.14                 1/1/2006              12/1/2035                         80          DULUTH                                  GA                                 30096                            0                            0                          0          NONE
        122624092                    1150.35                        160048                     160048                 2/1/2006               1/1/2036                        100          WOODSTOCK                               GA                                 30188                            0                            0                          0          NONE
        122648450                    1606.24                        160650                  160600.06                 3/1/2006               2/1/2036                     56.368          MIDDLEBORO                              MA                                  2346                            0                            0                          0          NONE
        122779813                    1321.87                        160680                     160680                 4/1/2006               3/1/2036                        100          PEARLAND                                TX                                 77584                            0                            0          2H                         HARD
        122852518                    1670.33                        160880                     160880                 4/1/2006               3/1/2036                     52.748          LOWELL                                  MA                                  1851                            0                            0                          0          NONE
        122585476                    1656.07                        161000                  160953.93                 3/1/2006               2/1/2036                         70          VANCOUVER                               WA                                 98662                            0                            0          3H                         HARD
        122535383                    1281.78                        161100                  161009.68                 3/1/2006               2/1/2036                         90          MIAMI                                   FL                                 33145                            0                            0          2H                         HARD
        122483629                    1399.78                        161200                  161052.92                 2/1/2006               1/1/2036                        100          TACOMA                                  WA                                 98404                            0                            0          2H                         HARD
        121747168                    1052.86                        161500                  160662.05                10/1/2005               9/1/2035                         85          RIVERDALE                               MD                                 20737                            0                            0                          0          NONE
        122712051                      959.5                        161600                     161600                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33193                            0                            0          2H                         HARD
        121746989                    1096.92                        161600                  160692.56                 9/1/2005               8/1/2035                         80          EL MIRAGE                               AZ                                 85335                            0                            0          2H                         HARD
        122825119                    1260.02                        162000                     162000                 4/1/2006               3/1/2036                         95          CHICAGO                                 IL                                 60639                            0                            0                          0          NONE
        121749405                      965.8                        162000                  161794.71                 1/1/2006              12/1/2035                       40.5          POMONA                                  CA                                 91766                            0                            0          2H                         HARD
        122728486                     965.28                        162400                   162331.3                 3/1/2006               2/1/2036                        100          JONESBORO                               GA                                 30236                            0                            0          2H                         HARD
        122646382                     879.67                        162400                     162400                 3/1/2006               2/1/2036                        100          WINCHESTER                              VA                                 22603                            0                            0          2H                         HARD
        122401753                    1042.07                        162400                     162400                12/1/2005              11/1/2035                        100          BETHLEHEM                               GA                                 30620                            0                            0                          0          NONE
        122695470                    1111.95                        163000                  162872.84                 3/1/2006               2/1/2036                     72.444          CLEMENTON                               NJ                                  8021                            0                            0                          0          NONE
        122589144                     1495.6                        163500                  163435.03                 3/1/2006               2/1/2036                         75          GOLD CANYON                             AZ                                 85218                            0                            0          3H                         HARD
        122798429                    1407.29                        163800                     163800                 4/1/2006               3/1/2036                         90          BIRMINGHAM                              AL                                 35226                            0                            0          2H                         HARD
        122583515                     1217.7                        164000                  163892.72                 3/1/2006               2/1/2036                     71.304          LINDENWOLD                              NJ                                  8021                            0                            0                          0          NONE
        122644131                    1290.19                        164000                  163905.64                 3/1/2006               2/1/2036                     72.889          SAVANNAH                                GA                                 31404                            0                            0          2H                         HARD
        122550547                    1203.37                        164000                  163889.96                 3/1/2006               2/1/2036                         80          SANFORD                                 FL                                 32773                            0                            0          2H                         HARD
        122677657                    1174.92                        164000                  163884.25                 3/1/2006               2/1/2036                        100          ROCHESTER                               NH                                  3867                            0                            0          2H                         HARD
        122837196                    1146.71                        164000                     164000                 4/1/2006               3/1/2036                     55.593          FALL RIVER                              MA                                  2721                            0                            0                          0          NONE
        122650024                    1312.57                        164000                  163968.68                 3/1/2006               2/1/2036                         80          SIOUX FALLS                             SD                                 57110                            0                            0          2H                         HARD
        122842362                    1174.92                        164000                     164000                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33176                            0                            0          3H                         HARD
        122646510                     983.26                        164000                  163836.74                 3/1/2006               2/1/2036                        100          ELWOOD                                  IL                                 60421                            0                            0                          0          NONE
        122772822                     939.58                        164000                     164000                 4/1/2006               3/1/2036                        100          CHARLTON                                MA                                  1507                            0                            0                          0          NONE
        121747062                    1074.63                        164000                  163014.01                 9/1/2005               8/1/2035                      89.62          MILTON                                  VT                                  5468                            0                            0                          0          NONE
        121747240                    1161.67                        164000                     163994                10/1/2005               9/1/2035                        100          MINNEAPOLIS                             MN                                 55418                            0                            0          2H                         HARD
        122814750                    1368.02                        164475                     164475                 4/1/2006               3/1/2036                         90          SUFFOLK                                 VA                                 23434                            0                            0          2H                         HARD
        122543235                    1597.72                        164500                  164444.47                 3/1/2006               2/1/2036                         70          SACRAMENTO                              CA                                 95824                            0                            0          2H                         HARD
        122915763                    1597.72                        164500                     164500                 4/1/2006               3/1/2036                         70          BALTIMORE                               MD                                 21207                            0                            0                          0          NONE
        122819060                    1264.86                        164500                     164500                 5/1/2006               4/1/2036                     79.854          ZIONSVILLE                              IN                                 46077                            0                            0          2H                         HARD
        122927266                    1676.26                        164500                     164500                 4/1/2006               3/1/2036                         70          LAS VEGAS                               NV                                 89121                            0                            0          3H                         HARD
        122784593                    1429.04                        164500                  164197.66                12/1/2005              11/1/2035                       65.8          ORLANDO                                 FL                                 32806                            0                            0          3S                         SOFT
        122627680                    1166.44                        164800                  164680.73                 3/1/2006               2/1/2036                         80          GREENSBORO                              NC                                 27403                            0                            0                          0          NONE
        122739916                       1030                        164800                     164800                12/1/2005              11/1/2035                         80          ALEXANDRIA                              VA                                 22309                            0                            0          2H                         HARD
        122403816                    1042.15                        164880                  164430.42                 1/1/2006              12/1/2035                        100          BESSEMER                                AL                                 35022                            0                            0                          0          NONE
        122890710                    1431.91                        164900                     164900                 4/1/2006               3/1/2036                         85          DINGMANS FERRY                          PA                                 18328                            0                            0          2H                         HARD
        122627662                    1327.63                        165000                     165000                 4/1/2006               3/1/2036                        100          AUSTELL                                 GA                                 30106                            0                            0          3H                         HARD
        122911453                    1327.63                        165000                     165000                 4/1/2006               3/1/2036                        100          MEMPHIS                                 TN                                 38141                            0                            0          2H                         HARD
        122896810                    1649.74                        165000                     165000                 5/1/2006               4/1/2036                     47.826          SHIRLEY                                 NY                                 11967                            0                            0                          0          NONE
        122937546                    1286.29                        165000                     165000                 5/1/2006               4/1/2036                         75          MIAMI                                   FL                                 33167                            0                            0          2H                         HARD
        122639980                    1478.57                        165000                  164930.81                 3/1/2006               2/1/2036                     63.218          GLENDALE                                AZ                                 85308                            0                            0          1H                         HARD
        122613311                    1586.94                        165000                     165000                 4/1/2006               3/1/2036                         75          BAKERSFIELD                             CA                                 93307                            0                            0          3H                         HARD
        122761373                    1239.59                        165000                     165000                 4/1/2006               3/1/2036                         50          LAKE MONTEZUMA                          AZ                                 86342                            0                            0          3H                         HARD
        122401757                    1187.79                        165000                  164627.22                 1/1/2006              12/1/2035                      72.37          TOWNSHIP OF SAINT THOMAS                PA                                 17252                            0                            0                          0          NONE
        122953521                    1509.87                        165060                     165060                 4/1/2006               3/1/2036                         90          MYRTLE BEACH                            SC                                 29588                            0                            0                          0          NONE
        122507197                    1557.65                        165200                  164846.01                 3/1/2006               2/1/2036                         70          HUGUENOT                                NY                                 12746                            0                            0          1H                         HARD
        121747180                    1087.13                        165200                  164867.06                10/1/2005               9/1/2035                         70          LANCASTER                               CA                                 93534                            0                            0          3H                         HARD
        122704342                    1285.88                        165325                  165227.39                 3/1/2006               2/1/2036                         85          NORMAL                                  IL                                 61761                            0                            0                          0          NONE
        121747274                     1061.4                        165413                     165413                10/1/2005               9/1/2035                        100          PHOENIX                                 AZ                                 85027                            0                            0          2H                         HARD
        122883123                    1467.69                        165500                     165500                 4/1/2006               3/1/2036                        100          ACWORTH                                 GA                                 30101                            0                            0                          0          NONE
        122703804                    1215.11                        165600                     165600                 4/1/2006               3/1/2036                     89.514          LOUISVILLE                              KY                                 40299                            0                            0          2H                         HARD
        121749288                    1176.36                        165600                  165419.12                12/1/2005              11/1/2035                        100          HESPERIA                                CA                                 92345                            0                            0                          0          NONE
        121749342                     1059.3                        165600                  165422.53                 1/1/2006              12/1/2035                         90          MILWAUKIE                               OR                                 97222                            0                            0          2H                         HARD
        122767811                    1531.69                        165750                     165750                 4/1/2006               3/1/2036                         85          SUMTER                                  SC                                 29154                            0                            0                          0          NONE
        121747139                    1216.21                        165750                  165071.51                10/1/2005               9/1/2035                         85          CHICAGO                                 IL                                 60659                            0                            0                          0          NONE
        122291797                    1440.59                        165900                  165824.63                 3/1/2006               2/1/2036                     64.302          FORKED RIVER                            NJ                                  8731                            0                            0                          0          NONE
        120921253                     933.74                        166000                  165997.09                 3/1/2005               2/1/2035                     72.174          HYATTSVILLE                             MD                                 20784                            0                            0                          0          NONE
        122829221                    1739.51                        166000                     166000                 4/1/2006               3/1/2036                     61.029          SAVAGE                                  MN                                 55378                            0                            0                          0          NONE
        122847984                    1320.77                        166000                     166000                 4/1/2006               3/1/2036                       66.4          PASADENA                                MD                                 21122                            0                            0                          0          NONE
        122926082                    1046.68                        166000                     166000                 4/1/2006               3/1/2036                     63.846          PAWTUCKET                               RI                                  2861                            0                            0          2H                         HARD
        122489185                    1382.78                        166250                     166250                 4/1/2006               3/1/2036                         95          ALSTEAD                                 NH                                  3602                            0                            0          2H                         HARD
        122820678                     1037.5                        166300                     166300                 5/1/2006               4/1/2036                     99.976          MIAMI                                   FL                                 33033                            0                            0          2H                         HARD
        122649718                    1279.47                        166400                     166400                 4/1/2006               3/1/2036                         80          SUNRISE                                 FL                                 33313                            0                            0          3H                         HARD
        122784689                    1491.11                        166400                     166400                 4/1/2006               3/1/2036                         80          HIALEAH                                 FL                                 33015                            0                            0          2H                         HARD
        122815084                    1220.98                        166400                     166400                 4/1/2006               3/1/2036                        100          CHELSEA                                 AL                                 35043                            0                            0          2H                         HARD
        122757737                    1236.09                        166450                     166450                 4/1/2006               3/1/2036                     78.146          HOUSTON                                 TX                                 77068                            0                            0          2H                         HARD
        122631204                    1280.24                        166500                  166399.13                 3/1/2006               2/1/2036                         90          JETERSVILLE                             VA                                 23083                            0                            0          2H                         HARD
        123044113                    1207.97                        166600                     166600                 5/1/2006               4/1/2036                         85          BOYNTON BEACH                           FL                                 33435                            0                            0          2H                         HARD
        121732558                    1239.05                        166875                  166208.81                10/1/2005               9/1/2035                         75          EAST NEW MARKET                         MD                                 21631                            0                            0                          0          NONE
        122630586                       1313                        166900                  166616.98                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77044                            0                            0          2H                         HARD
        122757935                    1300.46                        167200                     167200                 4/1/2006               3/1/2036                         95          SUFFOLK                                 VA                                 23434                            0                            0          2H                         HARD
        122621280                    1316.94                        167400                  167103.69                 3/1/2006               2/1/2036                         90          SPRINGFIELD                             MA                                  1129                            0                            0                          0          NONE
        121749359                    1252.96                        167430                  167271.69                12/1/2005              11/1/2035                      84.99          SANDY                                   OR                                 97055                            0                            0          2H                         HARD
        122597863                     1809.3                        168000                   167958.2                 3/1/2006               2/1/2036                         70          PROVIDENCE                              RI                                  2907                            0                            0          1H                         HARD
        122646122                    1218.12                        168000                  167884.38                 3/1/2006               2/1/2036                         80          EULESS                                  TX                                 76039                            0                            0          3H                         HARD
        122732850                    1744.25                        168000                  167953.25                 3/1/2006               2/1/2036                         70          OCEAN SHORES                            WA                                 98569                            0                            0          2H                         HARD
        122909855                    1321.66                        168000                     168000                 4/1/2006               3/1/2036                        100          PHOENIX                                 AZ                                 85035                            0                            0          2H                         HARD
        122959149                    1443.38                        168000                     168000                 4/1/2006               3/1/2036                         70          WATERBURY                               CT                                  6705                            0                            0                          0          NONE
        122783569                    1262.13                        168000                     168000                 5/1/2006               4/1/2036                         80          PHILADELPHIA                            PA                                 19135                            0                            0          2H                         HARD
        122955908                    1397.34                        168000                     168000                 5/1/2006               4/1/2036                     69.421          BLACKSTONE                              MA                                  1504                            0                            0                          0          NONE
        122594708                    1013.64                        168000                  167931.36                 3/1/2006               2/1/2036                        100          IMPERIAL                                CA                                 92251                            0                            0          2H                         HARD
        122762227                    1146.12                        168000                     168000                 4/1/2006               3/1/2036                      93.75          COLLEGE PARK                            GA                                 30349                            0                            0                          0          NONE
        122852865                    1458.83                        168000                     168000                 4/1/2006               3/1/2036                         80          HIALEAH                                 FL                                 33012                            0                            0          3H                         HARD
        122696032                       1015                        168000                     168000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33125                            0                            0          1H                         HARD
        122517798                        945                        168000                     168000                 3/1/2006               2/1/2036                        100          COCONUT CREEK                           FL                                 33063                            0                            0          3H                         HARD
        122579426                      997.5                        168000                     168000                 3/1/2006               2/1/2036                         90          MIDDLE ISLAND                           NY                                 11953                            0                            0                          0          NONE
        122581394                        770                        168000                     168000                 2/1/2006               1/1/2036                        100          LANCASTER                               CA                                 93534                            0                            0                          0          NONE
        122608195                     1207.5                        168000                     168000                 3/1/2006               2/1/2036                        100          DELTONA                                 FL                                 32738                            0                            0          2H                         HARD
        122762367                     1067.5                        168000                     168000                 4/1/2006               3/1/2036                        100          SWANTON                                 VT                                  5488                            0                            0                          0          NONE
        121746963                    1297.73                        168000                  167279.64                 9/1/2005               8/1/2035                         70          EAGLE RIVER                             AK                                 99577                            0                            0                          0          NONE
        122401713                    1366.91                        168000                  167729.73                 1/1/2006              12/1/2035                      77.78          SHELBY TWP                              MI                                 48317                            0                            0                          0          NONE
        121747111                    1063.77                        168300                  167374.68                10/1/2005               9/1/2035                         85          BELLE GLADE                             FL                                 33430                            0                            0          2H                         HARD
        122567473                    1162.64                        168750                  168620.95                 3/1/2006               2/1/2036                         75          MIAMI                                   FL                                 33169                            0                            0          2H                         HARD
        122832475                    1282.62                        168750                     168750                 4/1/2006               3/1/2036                         75          PHILADELPHIA                            PA                                 19154                            0                            0          2H                         HARD
        122838196                    1403.58                        168750                     168750                 4/1/2006               3/1/2036                         90          MANDEVILLE                              LA                                 70448                            0                            0          2H                         HARD
        122646640                    1298.69                        168900                  168797.68                 3/1/2006               2/1/2036                        100          TAMPA                                   FL                                 33625                            0                            0          2H                         HARD
        122850572                    1210.44                        168958                     168958                 4/1/2006               3/1/2036                         85          BUSHKILL                                PA                                 18324                            0                            0          2H                         HARD
        122647838                    1314.47                        169000                  168900.22                 3/1/2006               2/1/2036                     72.532          GAMBRILLS                               MD                                 21054                            0                            0                          0          NONE
        122548372                    1284.52                        169000                  168894.96                 3/1/2006               2/1/2036                     79.717          LAS VEGAS                               NV                                 89108                            0                            0          2H                         HARD
        122761765                    1467.51                        169000                     169000                 4/1/2006               3/1/2036                        100          RICHMOND                                TX                                 77469                            0                            0          2H                         HARD
        122483797                    1346.23                        169200                  169104.37                 3/1/2006               2/1/2036                         90          WAUKEGAN                                IL                                 60087                            0                            0          2H                         HARD
        122619252                    1316.55                        169268                  169168.06                 3/1/2006               2/1/2036                         90          RICHMOND                                TX                                 77469                            0                            0          2H                         HARD
        121398767                        795                        169600                     169600                 6/1/2005               5/1/2035                         80          TUCSON                                  AZ                                 85742                            0                            0                          0          NONE
        121747199                    1083.17                        169600                  168681.42                10/1/2005               9/1/2035                         95          SHARPSBURG                              GA                                 30277                            0                            0          1H                         HARD
        122401778                    1343.34                        169600                  169309.66                 1/1/2006              12/1/2035                        100          GARDEN CITY                             MI                                 48135                            0                            0                          0          NONE
        122708390                    1760.94                        169607                  169471.54                 3/1/2006               2/1/2036                     53.843          BOWIE                                   MD                                 20866                            0                            0                          0          NONE
        121749235                    1211.25                        170000                     170000                 1/1/2006              12/1/2035                      76.58          MIAMI                                   FL                                 33177                            0                            0          2H                         HARD
        122458353                    1413.97                        170000                  169914.16                 3/1/2006               2/1/2036                     37.778          LOS ANGELES                             CA                                 91040                            0                            0                          0          NONE
        122639360                    1232.62                        170000                  169882.63                 3/1/2006               2/1/2036                         85          MONROE                                  NC                                 28110                            0                            0                          0          NONE
        122677131                    1413.97                        170000                  169914.16                 3/1/2006               2/1/2036                         68          LUDLOW                                  MA                                  1056                            0                            0                          0          NONE
        122717319                    1476.19                        170000                     170000                 4/1/2006               3/1/2036                     53.968          BRICK                                   NJ                                  8724                            0                            0                          0          NONE
        122737885                    1032.94                        170000                  169834.77                 3/1/2006               2/1/2036                     54.313          ORLANDO                                 FL                                 32817                            0                            0          2H                         HARD
        122805023                    1232.62                        170000                     170000                 4/1/2006               3/1/2036                     60.714          WASHINGTON                              DC                                 20019                            0                            0          2H                         HARD
        122945036                    1232.62                        170000                     170000                 4/1/2006               3/1/2036                         80          LODI                                    CA                                 95240                            0                            0          2H                         HARD
        122977732                    1444.98                        170000                     170000                 4/1/2006               3/1/2036                         85          CHICAGO                                 IL                                 60624                            0                            0                          0          NONE
        122486173                    1278.69                        170000                  169960.89                 3/1/2006               2/1/2036                     56.667          CHERRY HILL                             NJ                                  8003                            0                            0                          0          NONE
        121747056                    1460.56                        170000                  169514.38                10/1/2005               9/1/2035                         85          DELANO                                  CA                                 93215                            0                            0          2H                         HARD
        121746820                    1197.08                        170000                     170000                 9/1/2005               8/1/2035                        100          SOUTH WILLIAMSPORT                      PA                                 17702                            0                            0          2H                         HARD
        122604582                    1160.78                        170159                  170026.26                 3/1/2006               2/1/2036                        100          PEARLAND                                TX                                 77584                            0                            0          2H                         HARD
        122672896                    1206.08                        170400                     170400                 4/1/2006               3/1/2036                        100          PLAINFIELD                              CT                                  6374                            0                            0          3H                         HARD
        122533051                    1742.49                        171000                   170949.7                 3/1/2006               2/1/2036                     62.868          MONROE                                  NY                                 10950                            0                            0          1H                         HARD
        122548914                    1406.77                        171000                  170911.35                 3/1/2006               2/1/2036                     72.766          KISSIMEE                                FL                                 34759                            0                            0          2H                         HARD
        122680050                    1314.84                        171000                  170896.25                 3/1/2006               2/1/2036                         90          GAINESVILLE                             GA                                 30507                            0                            0                          0          NONE
        122882059                    1237.36                        171000                     171000                 4/1/2006               3/1/2036                         90          CORCORAN                                CA                                 93212                            0                            0          3H                         HARD
        121747306                    1345.26                        171000                  170398.84                10/1/2005               9/1/2035                      89.06          TITUSVILLE                              FL                                 32780                            0                            0          2H                         HARD
        121749276                    1333.06                        171000                   170593.9                12/1/2005              11/1/2035                         90          CENTRAL                                 SC                                 29630                            0                            0          2H                         HARD
        122817705                       1439                        171136                     171136                 4/1/2006               3/1/2036                         80          WEST PALM BEACH                         FL                                 33401                            0                            0          2H                         HARD
        122530873                    1698.35                        171500                     171500                 4/1/2006               3/1/2036                         70          GWYNN OAK                               MD                                 21207                            0                            0                          0          NONE
        122866614                    1568.78                        171500                     171500                 5/1/2006               4/1/2036                         70          BRANDON                                 FL                                 33511                            0                            0          2H                         HARD
        122681015                    1686.92                        172000                   171943.5                 3/1/2006               2/1/2036                       68.8          DANIA BEACH                             FL                                 33004                            0                            0          2H                         HARD
        122703390                    1307.32                        172000                   171893.1                 3/1/2006               2/1/2036                        100          FRASER                                  MI                                 48026                            0                            0          3H                         HARD
        122038679                    1232.23                        172000                  171802.61                 3/1/2006               2/1/2036                     73.191          DRACUT                                  MA                                  1826                            0                            0                          0          NONE
        122367667                    1322.53                        172000                   171895.8                 3/1/2006               2/1/2036                        100          MARIETTA                                GA                                 30062                            0                            0                          0          NONE
        122527960                    1322.53                        172000                     172000                 4/1/2006               3/1/2036                       68.8          LEICESTER                               MA                                  1524                            0                            0                          0          NONE
        122575427                    1232.23                        172000                   171878.6                 3/1/2006               2/1/2036                        100          WEST PALM BEACH                         FL                                 33415                            0                            0          2H                         HARD
        122655008                     1337.8                        172000                  171898.45                 3/1/2006               2/1/2036                         80          SOUTHPORT                               NC                                 28461                            0                            0                          0          NONE
        122897207                    1068.86                        172000                     172000                 4/1/2006               3/1/2036                     96.651          FORT MYERS                              FL                                 33901                            0                            0          3H                         HARD
        122852830                    1173.35                        172000                  171865.82                 3/1/2006               2/1/2036                        100          RICHMOND                                TX                                 77469                            0                            0          3H                         HARD
        122936306                    1307.32                        172000                     172000                 5/1/2006               4/1/2036                        100          WORCESTER                               MA                                  1606                            0                            0                          0          NONE
        122954409                    1263.54                        172200                     172200                 5/1/2006               4/1/2036                        100          CHICAGO                                 IL                                 60622                            0                            0                          0          NONE
        122895936                    1594.07                        172500                     172500                 4/1/2006               3/1/2036                         75          TAMPA                                   FL                                 33614                            0                            0          2H                         HARD
        122708980                    1248.21                        172500                     172500                 4/1/2006               3/1/2036                     85.821          DEPTFORD                                NJ                                  8093                            0                            0                          0          NONE
        122510653                    1223.36                        172710                     172710                 3/1/2006               2/1/2036                         90          MIRAMAR                                 FL                                 33025                            0                            0          2H                         HARD
        122667795                    1237.96                        172800                     172800                 4/1/2006               3/1/2036                         80          NORTH MANCHESTER                        IN                                 46962                            0                            0          2H                         HARD
        121747050                    1283.04                        172800                     171873                 9/1/2005               8/1/2035                         80          PHOENIX                                 AZ                                 85043                            0                            0          2H                         HARD
        122871240                    1380.44                        173500                     173500                 4/1/2006               3/1/2036                      62.41          NORTH DARTMOUTH                         MA                                  2747                            0                            0                          0          NONE
        122663376                    1066.92                        173600                     173600                 3/1/2006               2/1/2036                        100          VOLUNTOWN                               CT                                  6384                            0                            0          2H                         HARD
        121749526                    1454.23                        173700                  173438.93                 1/1/2006              12/1/2035                        100          PARRISH                                 FL                                 34219                            0                            0          2H                         HARD
        122582891                    1261.62                        174000                  173880.26                 3/1/2006               2/1/2036                     84.058          WEST PALM BEACH                         FL                                 33406                            0                            0          2H                         HARD
        122594028                     1355.3                        174250                  174147.12                 3/1/2006               2/1/2036                     86.262          ORANGE                                  MA                                  1364                            0                            0                          0          NONE
        122657855                    1481.11                        174250                  174166.52                 3/1/2006               2/1/2036                         85          DEARBORN HEIGHTS                        MI                                 48127                            0                            0          3H                         HARD
        121747007                     981.56                        174500                  174363.61                 9/1/2005               8/1/2035                      74.57          LEHIGH ACRES                            FL                                 33971                            0                            0          3H                         HARD
        122637545                    1267.06                        174750                     174750                 4/1/2006               3/1/2036                     72.813          CHICAGO                                 IL                                 60647                            0                            0                          0          NONE
        122596171                    1208.68                        175000                     175000                 4/1/2006               3/1/2036                     63.636          LAUREL                                  MD                                 20707                            0                            0                          0          NONE
        122630340                    1617.17                        175000                  174932.31                 3/1/2006               2/1/2036                         70          HOWELL                                  MI                                 48855                            0                            0          2H                         HARD
        122641149                    1408.09                        175000                  174904.41                 3/1/2006               2/1/2036                        100          LAWRENCEVILLE                           GA                                 30044                            0                            0          1H                         HARD
        122679003                    1439.68                        175000                  174909.28                 3/1/2006               2/1/2036                        100          HIALEAH                                 FL                                 33012                            0                            0          3H                         HARD
        122646453                    1268.87                        175000                  174879.57                 3/1/2006               2/1/2036                     47.297          DAMASCUS                                MD                                 20872                            0                            0                          0          NONE
        122733854                    1439.68                        175000                  174909.28                 3/1/2006               2/1/2036                     71.196          DADEVILLE                               AL                                 36853                            0                            0                          0          NONE
        121747122                    1516.39                        175000                   174426.5                 9/1/2005               8/1/2035                         70          SHORELINE                               WA                                 98155                            0                            0          2H                         HARD
        121748144                    1135.05                        175000                  173927.33                 9/1/2005               8/1/2035                        100          COLFAX                                  IN                                 46035                            0                            0          2H                         HARD
        121747173                    1094.64                        175000                  174019.16                10/1/2005               9/1/2035                      58.53          NAPERVILLE                              IL                                 60565                            0                            0                          0          NONE
        121748048                    1208.68                        175000                  174462.43                12/1/2005              11/1/2035                      93.09          HILLSBORO                               OR                                 97123                            0                            0          3H                         HARD
        122608781                     1503.8                        175032                  174950.34                 3/1/2006               2/1/2036                         90          WINTER HAVEN                            FL                                 33881                            0                            0          3H                         HARD
        122653233                    1239.49                        175120                  174993.25                 3/1/2006               2/1/2036                        100          POMPANO BEACH                           FL                                 33069                            0                            0          2H                         HARD
        122679337                    1209.51                        175120                     175120                 4/1/2006               3/1/2036                        100          MANCHESTER                              NH                                  3103                            0                            0                          0          NONE
        122634999                    1078.74                        175200                  175033.76                 3/1/2006               2/1/2036                        100          LEICESTER                               MA                                  1524                            0                            0                          0          NONE
        122623663                    1347.14                        175200                  175093.86                 3/1/2006               2/1/2036                        100          NEW BEDFORD                             MA                                  2745                            0                            0                          0          NONE
        122664470                    1225.02                        175200                  175069.98                 3/1/2006               2/1/2036                        100          WEST PALM BEACH                         FL                                 33409                            0                            0          2H                         HARD
        122878977                    1255.15                        175200                     175200                 4/1/2006               3/1/2036                        100          BOYNTON BEACH                           FL                                 33426                            0                            0          2H                         HARD
        122758533                    1553.72                        175200                  175124.53                 3/1/2006               2/1/2036                         80          KATY                                    TX                                 77494                            0                            0          3H                         HARD
        122657801                    1506.96                        175400                  175318.17                 3/1/2006               2/1/2036                     89.953          WEST PALM BEACH                         FL                                 33413                            0                            0          2H                         HARD
        122635142                    1396.36                        175500                  175401.61                 3/1/2006               2/1/2036                         90          TEMPERANCE                              MI                                 48182                            0                            0          2H                         HARD
        122661552                     1272.5                        175500                  175379.22                 3/1/2006               2/1/2036                         90          JONESBORO                               GA                                 30236                            0                            0                          0          NONE
        122626974                    1226.86                        175500                  175450.45                 3/1/2006               2/1/2036                       67.5          BAKERSFIELD                             CA                                 93305                            0                            0          2H                         HARD
        122748769                    1303.29                        175500                  175458.12                 3/1/2006               2/1/2036                         90          GREENACRES                              FL                                 33463                            0                            0                          0          NONE
        122603630                    1279.69                        175500                     175500                 3/1/2006               2/1/2036                         90          LITTLE ROCK                             AR                                 72210                            0                            0          1H                         HARD
        121749472                    1309.99                        175500                  175333.08                12/1/2005              11/1/2035                         90          DAVENPORT                               FL                                 33714                            0                            0          2S                         SOFT
        122883496                    1739.45                        175650                     175650                 4/1/2006               3/1/2036                     56.661          PERRIS                                  CA                                 92571                            0                            0          2H                         HARD
        121749247                    1376.35                        175750                  175441.29                 1/1/2006              12/1/2035                         95          REEDERS                                 PA                                 18352                            0                            0          2H                         HARD
        121748248                    1243.95                        175750                   175236.3                12/1/2005              11/1/2035                         95          WEBBERVILLE                             MI                                 48892                            0                            0                          0          NONE
        122608284                    1157.68                        175920                  175861.82                 3/1/2006               2/1/2036                        100          HAINES CITY                             FL                                 33844                            0                            0          2H                         HARD
        122638268                    1322.23                        176000                  175887.77                 3/1/2006               2/1/2036                      90.87          TRENTON                                 NJ                                  8610                            0                            0          1H                         HARD
        122762164                    1353.29                        176000                  175893.38                 3/1/2006               2/1/2036                         95          HANFORD                                 CA                                 93230                            0                            0          3H                         HARD
        122587294                    1061.91                        176000                  175928.09                 3/1/2006               2/1/2036                        100          FRESNO                                  CA                                 93703                            0                            0          2H                         HARD
        122744038                    1356.24                        176000                  175962.29                 3/1/2006               2/1/2036                         80          WORCESTER                               MA                                  1601                            0                            0                          0          NONE
        122672845                       1155                        176000                     176000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33147                            0                            0          2H                         HARD
        122520303                       1155                        176000                     176000                 3/1/2006               2/1/2036                         95          MIAMI                                   FL                                 33178                            0                            0          3H                         HARD
        121747248                    1049.56                        176000                   174925.4                10/1/2005               9/1/2035                         80          MIAMI                                   FL                                 33055                            0                            0          2H                         HARD
        121747003                    1403.49                        176000                  175384.92                10/1/2005               9/1/2035                         80          FREDERICK                               MD                                 21701                            0                            0                          0          NONE
        122648258                    1026.67                        176000                  175996.67                 1/1/2006              12/1/2035                         90          EL MIRAGE                               AZ                                 85335                            0                            0          3S                         SOFT
        122639649                    1677.04                        176100                  176037.21                 3/1/2006               2/1/2036                     67.992          LACONIA                                 NH                                  3246                            0                            0          0H                         NONE
        122655258                    1095.27                        176250                  176182.85                 3/1/2006               2/1/2036                        100          FRESNO                                  CA                                 93702                            0                            0          1H                         HARD
        122895460                    1486.63                        176800                     176800                 4/1/2006               3/1/2036                         80          PLAINFIELD                              IL                                 60586                            0                            0                          0          NONE
        122552464                     1348.3                        177000                     177000                 4/1/2006               3/1/2036                         59          PORT ST LUCIE                           FL                                 34983                            0                            0          3H                         HARD
        122732948                    1151.84                        177520                  177459.17                 3/1/2006               2/1/2036                        100          GRAND JUNCTION                          CO                                 81504                            0                            0                          0          NONE
        121749397                     1102.6                        177600                     177600                12/1/2005              11/1/2035                        100          ORLANDO                                 FL                                 32822                            0                            0          2H                         HARD
        122859111                    1138.62                        178000                     178000                 4/1/2006               3/1/2036                     84.762          TEMPLE HILLS                            MD                                 20748                            0                            0                          0          NONE
        121747034                    1290.62                        178000                  177125.47                 9/1/2005               8/1/2035                      54.77          HESPERIA                                CA                                 92345                            0                            0                          0          NONE
        121747159                     1067.2                        178000                  176923.42                10/1/2005               9/1/2035                      82.79          QUEEN CREEK                             AZ                                 85242                            0                            0          2H                         HARD
        122429082                          0                        178200                  178034.95                 3/1/2006               2/1/2036                         90          SICKLERVILLE                            NJ                                  8081                            0                            0          2H                         HARD
        121746982                    1203.57                        178200                  177189.53                 9/1/2005               8/1/2035                         90          EAST STROUDSBURG                        PA                                 18301                            0                            0          2H                         HARD
        122827680                    1404.26                        178500                     178500                 4/1/2006               3/1/2036                         85          GRAYSLAKE                               IL                                 60030                            0                            0                          0          NONE
        121746995                    1186.37                        178500                  177455.64                 9/1/2005               8/1/2035                         85          BOYNTON BEACH                           FL                                 33435                            0                            0          2H                         HARD
        121749533                    1407.88                        178500                  178392.19                 1/1/2006              12/1/2035                         85          PALM COAST                              FL                                 32164                            0                            0                          0          NONE
        121746957                    1250.85                        178894                  178627.65                10/1/2005               9/1/2035                        100          LAS VEGAS                               NV                                 89110                            0                            0          2H                         HARD
        122587429                    1063.53                        179120                     179070                 3/1/2006               2/1/2036                        100          PARKER                                  CO                                 80134                            0                            0          1H                         HARD
        122748640                    1314.91                        179200                     179200                 4/1/2006               3/1/2036                         80          ROCKLEDGE                               FL                                 32955                            0                            0          2H                         HARD
        122468395                    1229.22                        179200                  179093.21                 2/1/2006               1/1/2036                        100          WOODBRIDGE                              VA                                 22192                            0                            0          2H                         HARD
        122691887                    1026.67                        179200                     179200                 3/1/2006               2/1/2036                        100          EXPORT                                  PA                                 15632                            0                            0          3H                         HARD
        122152510                    1507.23                        179250                     179250                 4/1/2006               3/1/2036                         75          WILLISTON                               SC                                 29853                            0                            0          2H                         HARD
        122602339                    1284.89                        179350                  179223.41                 3/1/2006               2/1/2036                         85          BELLINGHAM                              WA                                 98229                            0                            0          1H                         HARD
        121747044                    1316.01                        179350                  178468.32                 9/1/2005               8/1/2035                         85          RENO                                    NV                                 89506                            0                            0                          0          NONE
        121747225                    1288.83                        179900                  179125.73                10/1/2005               9/1/2035                         70          CHICAGO                                 IL                                 60629                            0                            0                          0          NONE
        122612645                    1274.03                        180000                  179869.72                 3/1/2006               2/1/2036                     81.818          BALTIMORE                               MD                                 21217                            0                            0                          0          NONE
        122622446                    1432.16                        180000                  179899.09                 3/1/2006               2/1/2036                     53.731          COLTON                                  CA                                 92324                            0                            0          3H                         HARD
        122669217                    1563.03                        180000                  179918.22                 3/1/2006               2/1/2036                        100          ARLINGTON                               TX                                 76018                            0                            0          2H                         HARD
        122603138                    1137.72                        180000                  179837.28                 3/1/2006               2/1/2036                         80          WARWICK                                 RI                                  2888                            0                            0                          0          NONE
        122611027                    1289.54                        180000                     180000                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33055                            0                            0          2H                         HARD
        122712341                    1227.92                        180000                  179859.58                 3/1/2006               2/1/2036                     52.786          WEST ROXBURY                            MA                                  2132                            0                            0                          0          NONE
        122833394                    1384.04                        180000                     180000                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33196                            0                            0          2H                         HARD
        122501253                    1184.53                        180000                  179940.47                 3/1/2006               2/1/2036                        100          CHESTER                                 NY                                 10918                            0                            0                          0          NONE
        122624715                    1274.03                        180000                  179869.72                 3/1/2006               2/1/2036                     83.721          TOWNSEND                                DE                                 19734                            0                            0          3H                         HARD
        122592412                    1134.96                        180000                  179933.79                 3/1/2006               2/1/2036                         90          VISALIA                                 CA                                 93291                            0                            0          3H                         HARD
        122599953                     1312.5                        180000                     180000                 3/1/2006               2/1/2036                         95          ORLANDO                                 FL                                 32811                            0                            0          2H                         HARD
        122610315                     993.75                        180000                     180000                 3/1/2006               2/1/2036                        100          TAMPA                                   FL                                 33603                            0                            0                          0          NONE
        122696375                    1031.25                        180000                     180000                 3/1/2006               2/1/2036                        100          FT LAUDERDALE                           FL                                 33324                            0                            0          2H                         HARD
        121725495                    1487.34                        180000                  175956.94                5/27/2005              4/27/2035                         90          ARNOLD                                  MO                                 63010                            0                            0                          0          NONE
        121764570                    1064.77                        180000                  176940.21                 8/1/2005               7/1/2035                     83.333          PALM BAY                                FL                                 32909                            0                            0                          0          NONE
        121747073                    1137.72                        180000                  179010.37                10/1/2005               9/1/2035                       76.6          LAUREL                                  MD                                 20707                            0                            0          2H                         HARD
        121749535                    1327.06                        180000                  179638.91                 1/1/2006              12/1/2035                        100          DAVENPORT                               FL                                 33837                            0                            0          2H                         HARD
        121747245                    1176.46                        180000                  179009.57                10/1/2005               9/1/2035                      74.69          NORTHLAKE                               IL                                 60164                            0                            0                          0          NONE
        121748284                    1182.47                        180000                  179235.18                11/1/2005              10/1/2035                        100          MIRAMAR                                 FL                                 33025                            0                            0          2H                         HARD
        121746816                    1021.93                        180000                  179170.68                 9/1/2005               8/1/2035                         80          WOODBRIDGE                              VA                                 22192                            0                            0          2H                         HARD
        121749239                    1066.67                        180000                  179690.78                12/1/2005              11/1/2035                        100          SALTON CITY                             CA                                 92275                            0                            0                          0          NONE
        122401777                    1425.72                        180000                  179691.83                 1/1/2006              12/1/2035                        100          BROWNSTOWN TWP.                         MI                                 48134                            0                            0                          0          NONE
        120219189                    1263.12                        180450                  178251.24                11/1/2004              10/1/2034                         90          CHICAGO                                 IL                                 60634                            0                            0                          0          NONE
        122657317                    1773.22                        180800                     180800                 4/1/2006               3/1/2036                         80          JOHNSTON                                RI                                  2919                            0                            0                          0          NONE
        122619574                    1310.93                        180800                  180675.05                 3/1/2006               2/1/2036                     76.936          BAKERSFIELD                             CA                                 93301                            0                            0          3H                         HARD
        121749199                     1216.6                        180800                  180571.95                12/1/2005              11/1/2035                        100          AURORA                                  OR                                 97002                            0                            0          2H                         HARD
        121749164                    1527.38                        181000                  178491.75                12/1/2005              11/1/2020                      55.27          NANUET                                  NY                                 10954                            0                            0                          0          NONE
        122637649                    1266.98                        181200                  181065.52                 3/1/2006               2/1/2036                        100          KINGMAN                                 AZ                                 86401                            0                            0          3H                         HARD
        122739476                    1426.75                        181359                     181359                 5/1/2006               4/1/2036                         90          KISSIMMEE                               FL                                 34741                            0                            0          2H                         HARD
        122678953                    1427.47                        181450                     181450                 4/1/2006               3/1/2036                         95          MANCHESTER                              NH                                  3103                            0                            0          2H                         HARD
        122874643                    1417.51                        181500                     181500                 5/1/2006               4/1/2036                      87.26          BROWNS MILLS                            NJ                                  8015                            0                            0                          0          NONE
        122667688                    1153.41                        181520                     181520                 3/1/2006               2/1/2036                        100          ORLANDO                                 FL                                 32829                            0                            0                          0          NONE
        122728704                    1510.46                        181600                     181600                 4/1/2006               3/1/2036                         80          HAMPTON                                 GA                                 30228                            0                            0                          0          NONE
        122833172                    1279.75                        181600                     181600                 4/1/2006               3/1/2036                        100          SMYRNA                                  GA                                 30082                            0                            0                          0          NONE
        122954067                    1544.52                        181710                     181710                 4/1/2006               3/1/2036                         90          MYRTLE BEACH                            SC                                 29577                            0                            0                          0          NONE
        120983980                    1136.25                        181800                     181800                 4/1/2005               3/1/2035                         90          SUWANEE                                 GA                                 30024                            0                            0                          0          NONE
        121748164                     985.29                        181900                  181243.45                10/1/2005               9/1/2035                      92.81          Brunswick                               OH                                 44212                            0                            0          3H                         HARD
        122703482                    1513.78                        182000                   181908.1                 3/1/2006               2/1/2036                     57.778          CLINTON                                 MD                                 20735                            0                            0          2H                         HARD
        122647542                    1351.56                        182000                  181956.57                 3/1/2006               2/1/2036                     87.923          CHICAGO                                 IL                                 60619                            0                            0                          0          NONE
        122615265                    1383.33                        182000                  181886.88                 3/1/2006               2/1/2036                     56.875          WOODLAND                                CA                                 95695                            0                            0          3H                         HARD
        122523690                    1272.44                        182320                     182320                 3/1/2006               2/1/2036                        100          MASTIC                                  NY                                 11950                            0                            0                          0          NONE
        122665001                    1285.39                        182400                  182349.61                 3/1/2006               2/1/2036                        100          SOMERSWORTH                             NH                                  3878                            0                            0          2H                         HARD
        121732483                       1102                        182400                     182308                10/1/2005               9/1/2035                        100          ROCKFORD                                MI                                 49341                            0                            0                          0          NONE
        122601966                    1421.41                        182750                  182642.11                 3/1/2006               2/1/2036                         85          NEW PLYMOUTH                            OH                                 45654                            0                            0          3H                         HARD
        122709663                    1374.82                        183000                  182883.31                 3/1/2006               2/1/2036                     63.986          MINE HILL                               NJ                                  7803                            0                            0                          0          NONE
        122862609                    1272.42                        183000                     183000                 4/1/2006               3/1/2036                     52.286          COMPTON                                 CA                                 90222                            0                            0          2H                         HARD
        122897154                    1311.03                        183000                     183000                 4/1/2006               3/1/2036                         61          LANCASTER                               CA                                 93535                            0                            0          2H                         HARD
        121747024                     1217.5                        183000                  181931.38                 9/1/2005               8/1/2035                         75          MESA                                    AZ                                 85208                            0                            0          2H                         HARD
        122777291                    1472.78                        183040                  182940.02                 3/1/2006               2/1/2036                         90          BELLPORT                                NY                                 11713                            0                            0                          0          NONE
        122593966                    1205.59                        183200                  183139.41                 3/1/2006               2/1/2036                        100          CAPE CORAL                              FL                                 33909                            0                            0          2H                         HARD
        122614315                    1297.67                        183200                     183200                 3/1/2006               2/1/2036                        100          BRIDGEWATER                             NJ                                  8807                            0                            0                          0          NONE
        121748272                    1108.65                        183500                  183433.27                12/1/2005              11/1/2035                       94.1          Hamilton                                OH                                 45013                            0                            0          3H                         HARD
        122492741                    1330.65                        183520                     183520                 4/1/2006               3/1/2036                        100          LAS VEGAS                               NV                                 89103                            0                            0          2H                         HARD
        122826780                     1185.7                        183592                     183592                 4/1/2006               3/1/2036                        100          MIRAMAR                                 FL                                 33025                            0                            0          2H                         HARD
        121745818                    1014.45                        183750                     183750                12/1/2005              11/1/2035                         95          TUCSON                                  AZ                                 85737                            0                            0          2H                         HARD
        122664812                    1076.77                        183920                  183838.94                 3/1/2006               2/1/2036                        100          FRESNO                                  CA                                 93704                            0                            0          1H                         HARD
        122757520                    1397.92                        183920                  183805.69                 3/1/2006               2/1/2036                        100          CHICAGO                                 IL                                 60615                            0                            0                          0          NONE
        120783533                       1150                        184000                     184000                 4/1/2005               3/1/2035                         80          GLENDALE HEIGHTS                        IL                                 60139                            0                            0                          0          NONE
        122601420                    1270.84                        184000                  183859.99                 3/1/2006               2/1/2036                        100          APOPKA                                  FL                                 32712                            0                            0          2H                         HARD
        122697220                    1513.72                        184000                  183904.61                 3/1/2006               2/1/2036                        100          FORT LAUDERDALE                         FL                                 33313                            0                            0          3H                         HARD
        122931004                    1270.84                        184000                     184000                 4/1/2006               3/1/2036                        100          LAWRENCEVILLE                           GA                                 30044                            0                            0                          0          NONE
        122160881                     1322.5                        184000                     184000                 3/1/2006               2/1/2036                        100          DAVISON                                 MI                                 48423                            0                            0          2H                         HARD
        121745821                     1318.2                        184000                  183475.47                12/1/2005              11/1/2035                         80          GLENDALE                                AZ                                 85304                            0                            0          2H                         HARD
        121746745                    1038.97                        184000                  182130.36                 8/1/2005               7/1/2035                      68.15          NEWBURGH                                NY                                 12550                            0                            0          2H                         HARD
        121749172                    1202.61                        184000                     183529                 1/1/2006              12/1/2035                        100          HOMESTEAD                               FL                                 33032                            0                            0          2H                         HARD
        122401727                    1427.87                        184000                  183597.26                 1/1/2006              12/1/2035                       75.1          BURLINGTON                              VT                                  5401                            0                            0                          0          NONE
        121745855                     1092.5                        184000                     184000                12/1/2005              11/1/2035                        100          PHOENIX                                 AZ                                 85053                            0                            0          2H                         HARD
        122401773                    1188.33                        184000                  183946.44                12/1/2005              11/1/2035                        100          DEARBORN                                MI                                 48124                            0                            0                          0          NONE
        122892044                    1517.84                        184500                     184500                 4/1/2006               3/1/2036                         90          JERSEY CITY                             NJ                                  7304                            0                            0                          0          NONE
        121747022                    1383.75                        184500                     184500                 9/1/2005               8/1/2035                         90          POMPANO BEACH                           FL                                 33069                            0                            0          2H                         HARD
        122851240                    1338.33                        184579                     184579                 4/1/2006               3/1/2036                         95          HOUSTON                                 TX                                 77068                            0                            0          3H                         HARD
        122625204                    1323.93                        184800                  184629.57                 3/1/2006               2/1/2036                        100          FRAMINGHAM                              MA                                  1702                            0                            0                          0          NONE
        122635358                    1131.66                        184800                  184727.09                 3/1/2006               2/1/2036                         90          FRESNO                                  CA                                 93706                            0                            0          2H                         HARD
        122652874                    1341.38                        185000                  184872.68                 3/1/2006               2/1/2036                     69.811          BRIDGEPORT                              CT                                  6606                            0                            0          2H                         HARD
        122664150                    1572.48                        185000                     185000                 4/1/2006               3/1/2036                        100          CORAL SPRINGS                           FL                                 33065                            0                            0          3H                         HARD
        122791079                    1422.49                        185000                     185000                 4/1/2006               3/1/2036                         80          OSCODA                                  MI                                 48750                            0                            0          2H                         HARD
        122860449                    1325.36                        185000                     185000                 4/1/2006               3/1/2036                     74.597          PHOENIX                                 AZ                                 85008                            0                            0          2H                         HARD
        121746769                    1468.63                        185000                  184253.88                 9/1/2005               8/1/2035                      77.08          MIAMI                                   FL                                 33157                            0                            0          2H                         HARD
        122545753                    1279.13                        185200                     185200                 4/1/2006               3/1/2036                        100          VANCOUVER                               WA                                 98664                            0                            0          2H                         HARD
        123020475                    1490.94                        185297                     185297                 5/1/2006               4/1/2036                        100          LAWRENCEVILLE                           GA                                 30045                            0                            0          1H                         HARD
        122848449                    1410.69                        185600                     185600                 4/1/2006               3/1/2036                         80          JASPER                                  GA                                 30143                            0                            0                          0          NONE
        122757981                       1218                        185600                     185600                 4/1/2006               3/1/2036                        100          ROCKVILLE                               MD                                 20853                            0                            0                          0          NONE
        122614947                    1284.66                        186000                  185858.47                 3/1/2006               2/1/2036                       77.5          BETHEL                                  ME                                  4217                            0                            0                          0          NONE
        122897413                    1615.13                        186000                     186000                 4/1/2006               3/1/2036                     48.947          CHARLES TOWN                            WV                                 25414                            0                            0          3H                         HARD
        122654623                       1085                        186000                     186000                 2/1/2006               1/1/2036                        100          DENVER                                  CO                                 80219                            0                            0          2H                         HARD
        122662782                    1269.04                        186028                  185882.88                 3/1/2006               2/1/2036                        100          WAUCONDA                                IL                                 60084                            0                            0                          0          NONE
        122624774                    1294.67                        186200                     186200                 4/1/2006               3/1/2036                         95          BUSHKILL                                PA                                 18324                            0                            0          2H                         HARD
        122562793                    1617.73                        186300                     186300                 5/1/2006               4/1/2036                         90          GAITHERSBURG                            MD                                 20877                            0                            0                          0          NONE
        122563356                    1300.22                        186300                  186272.64                 3/1/2006               2/1/2036                         90          WINDHAM                                 ME                                  4062                            0                            0                          0          NONE
        122583720                    1338.26                        186800                  186668.16                 3/1/2006               2/1/2036                        100          MIDDLETOWN                              NY                                 10940                            0                            0          2H                         HARD
        122682216                     992.38                        186800                     186800                 3/1/2006               2/1/2036                        100          GLENDALE                                AZ                                 85306                            0                            0          3H                         HARD
        122635833                    1469.95                        186850                   186742.5                 3/1/2006               2/1/2036                     84.932          BIRMINGHAM                              AL                                 35244                            0                            0          2H                         HARD
        120610098                    1180.96                        187000                  184207.98                 1/1/2005              12/1/2034                     73.913          FORT WASHINGTON                         MD                                 20744                            0                            0                          0          NONE
        122861661                    1370.89                        187000                     187000                 5/1/2006               4/1/2036                         85          WARMINSTER                              PA                                 18974                            0                            0          2H                         HARD
        122712606                    1112.69                        187200                     187200                 4/1/2006               3/1/2036                        100          BRIGHTON                                CO                                 80602                            0                            0          3H                         HARD
        122627688                    1475.06                        187500                  187392.13                 3/1/2006               2/1/2036                     70.755          TEHACHAPI                               CA                                 93561                            0                            0          2H                         HARD
        121746766                    1610.92                        187500                  186779.93                 8/1/2005               7/1/2035                         75          FORT MYERS                              FL                                 33905                            0                            0          2H                         HARD
        122533791                    1462.24                        188000                  187889.01                 3/1/2006               2/1/2036                         80          ORANGE                                  VA                                 22960                            0                            0          2H                         HARD
        122954836                    1915.73                        188000                     188000                 4/1/2006               3/1/2036                         80          LITTLE ELM                              TX                                 75068                            0                            0                          0          NONE
        122838146                    1546.63                        188000                     188000                 5/1/2006               4/1/2036                        100          OCOEE                                   FL                                 34761                            0                            0          2H                         HARD
        122626006                    1253.33                        188000                     188000                 3/1/2006               2/1/2036                        100          FORT MYERS                              FL                                 33912                            0                            0          2H                         HARD
        122680002                    1135.83                        188000                  187943.21                 3/1/2006               2/1/2036                        100          NORTH LAUDERDALE                        FL                                 33068                            0                            0          2H                         HARD
        122763926                    1135.83                        188000                     188000                 4/1/2006               3/1/2036                        100          HOMESTEAD                               FL                                 33033                            0                            0          1H                         HARD
        122401699                    1366.92                        188000                     188000                 1/1/2006              12/1/2035                       99.9          DEARBORN HEIGHTS                        MI                                 48127                            0                            0                          0          NONE
        122401774                    1120.17                        188000                     188000                12/1/2005              11/1/2035                        100          HAMBURG TOWNSHIP                        MI                                 48169                            0                            0                          0          NONE
        122571302                    1352.59                        188800                   188665.8                 3/1/2006               2/1/2036                        100          MABLETON                                GA                                 30126                            0                            0          2H                         HARD
        122614731                    1271.98                        188800                  188649.02                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33186                            0                            0          2H                         HARD
        122754220                    1588.46                        188910                     188910                 4/1/2006               3/1/2036                         90          SANFORD                                 FL                                 32773                            0                            0                          0          NONE
        122644033                    1354.02                        189000                  188866.61                 3/1/2006               2/1/2036                         70          MIAMI LAKES                             FL                                 33014                            0                            0          2H                         HARD
        122825572                    1470.02                        189000                     189000                 4/1/2006               3/1/2036                     87.907          PALATINE                                IL                                 60067                            0                            0                          0          NONE
        122849973                    1606.48                        189000                     189000                 4/1/2006               3/1/2036                         70          JOPPA                                   MD                                 21085                            0                            0                          0          NONE
        122529591                    1367.61                        189000                  188951.45                 3/1/2006               2/1/2036                         90          COVINGTON                               GA                                 30014                            0                            0          2H                         HARD
        122675487                    1208.98                        189000                   188932.9                 3/1/2006               2/1/2036                     85.909          CHURCH HILL                             MD                                 21623                            0                            0          2H                         HARD
        122860182                    1349.72                        189000                     189000                 4/1/2006               3/1/2036                         90          THORNTON                                CO                                 80229                            0                            0          2H                         HARD
        122957133                    1314.14                        189000                     189000                 5/1/2006               4/1/2036                         80          QUEENS VILLAGE                          NY                                 11429                            0                            0                          0          NONE
        122483755                    1305.38                        189000                     189000                 4/1/2006               3/1/2036                         90          LOUISVILLE                              KY                                 40203                            0                            0          2H                         HARD
        122757632                    1273.33                        189000                     189000                 4/1/2006               3/1/2036                     65.398          LANCASTER                               CA                                 93534                            0                            0                          0          NONE
        122533428                    1453.25                        189000                   188885.5                 3/1/2006               2/1/2036                         90          AURORA                                  IL                                 60505                            0                            0                          0          NONE
        122662741                    1295.09                        189000                  188853.87                 3/1/2006               2/1/2036                     53.693          SAN BERNARDINO                          CA                                 92407                            0                            0          3H                         HARD
        121764641                    1194.61                        189000                  186744.59                 8/1/2005               7/1/2035                         90          OCKLAWAHA                               FL                                 32179                            0                            0                          0          NONE
        122990310                    1245.73                        189300                     189300                 4/1/2006               3/1/2036                     81.595          HYATTSVILLE                             MD                                 20785                            0                            0          2H                         HARD
        122720761                    1152.03                        189600                     189600                 4/1/2006               3/1/2036                        100          WILMINGTON                              DE                                 19804                            0                            0          2H                         HARD
        120832629                    1216.88                        190000                  187791.77                 3/1/2005               2/1/2035                      51.63          STOUGHTON                               MA                                  2072                            0                            0                          0          NONE
        122244521                    1597.62                        190000                  189906.55                 3/1/2006               2/1/2036                     75.099          WASHINGTON                              DC                                 20032                            0                            0                          0          NONE
        122655468                    1280.07                        190000                  189848.06                 3/1/2006               2/1/2036                     78.189          GRANTS PASS                             OR                                 97526                            0                            0          2H                         HARD
        122749222                    1511.73                        190000                     190000                 4/1/2006               3/1/2036                        100          PINE LAKE                               GA                                 30072                            0                            0          2H                         HARD
        122587943                    1447.33                        190000                     190000                 4/1/2006               3/1/2036                         95          PORT RICHEY                             FL                                 34668                            0                            0          2H                         HARD
        122705272                    1232.82                        190000                     190000                 4/1/2006               3/1/2036                         76          HAGERSTOWN                              MD                                 21740                            0                            0                          0          NONE
        122611291                    1377.63                        190000                  189869.25                 3/1/2006               2/1/2036                     67.736          PENSACOLA                               FL                                 32507                            0                            0          3H                         HARD
        122510519                    1528.78                        190000                  189896.22                 3/1/2006               2/1/2036                     74.364          MARYSVILLE                              CA                                 95901                            0                            0          3H                         HARD
        122455144                    1460.94                        190000                  189884.89                 3/1/2006               2/1/2036                     79.167          WILMINGTON                              DE                                 19802                            0                            0          3H                         HARD
        122732515                    1427.41                        190000                     190000                 4/1/2006               3/1/2036                     84.444          KENNEBUNK                               ME                                  4043                            0                            0          2H                         HARD
        121749325                    1464.01                        190400                  189926.47                12/1/2005              11/1/2035                      89.46          LAUDERHILL                              FL                                 33313                            0                            0                          0          NONE
        122664981                     1189.1                        190600                  190423.46                 3/1/2006               2/1/2036                        100          WORCESTER                               MA                                  1603                            0                            0                          0          NONE
        121892175                    1190.34                        190800                  189543.11                 9/1/2005               8/1/2035                     89.725          CAROGA LAKE                             NY                                 12032                            0                            0                          0          NONE
        122938518                    1454.57                        190950                     190950                 4/1/2006               3/1/2036                         95          HANOVER PARK                            IL                                 60133                            0                            0                          0          NONE
        122679129                    1152.17                        190960                     190960                 4/1/2006               3/1/2036                        100          LEHIGH ACRES                            FL                                 33971                            0                            0          3H                         HARD
        122712614                    1451.74                        191000                  190881.28                 3/1/2006               2/1/2036                     57.015          GLEN BURNIE                             MD                                 21061                            0                            0                          0          NONE
        122654695                    1205.58                        191200                  191129.67                 3/1/2006               2/1/2036                      74.98          SPARKS                                  NV                                 89434                            0                            0          2H                         HARD
        122631397                    1386.33                        191200                  191068.42                 3/1/2006               2/1/2036                        100          MALDEN                                  MA                                  2148                            0                            0                          0          NONE
        122577530                    1255.08                        191250                     191250                 3/1/2006               2/1/2036                     75.893          BURBANK                                 IL                                 60459                            0                            0                          0          NONE
        122633700                     1471.7                        191400                  191284.05                 3/1/2006               2/1/2036                     89.977          SNELLVILLE                              GA                                 30039                            0                            0                          0          NONE
        122911826                    1387.14                        191700                     191700                 4/1/2006               3/1/2036                         90          FAYETTEVILLE                            GA                                 30214                            0                            0                          0          NONE
        122551280                    1667.23                        192000                  191907.26                 3/1/2006               2/1/2036                        100          LAWRENCEVILLE                           GA                                 30045                            0                            0                          0          NONE
        122580779                    1277.38                        192000                     192000                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33033                            0                            0          3H                         HARD
        122939214                    1392.13                        192000                     192000                 4/1/2006               3/1/2036                        100          DECATUR                                 GA                                 30032                            0                            0                          0          NONE
        122714644                    1281.27                        192000                     192000                 5/1/2006               4/1/2036                        100          ORLANDO                                 FL                                 32828                            0                            0          2H                         HARD
        122668339                       1180                        192000                     192000                 3/1/2006               2/1/2036                        100          EAST STROUDSBURG                        PA                                 18301                            0                            0          2H                         HARD
        122698639                       1240                        192000                     192000                 3/1/2006               2/1/2036                        100          ESCONDIDO                               CA                                 92027                            0                            0          2H                         HARD
        122771943                       1320                        192000                     192000                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33183                            0                            0          3H                         HARD
        121746742                    1286.42                        192000                  190667.64                 8/1/2005               7/1/2035                         80          EAST ORANGE                             NJ                                  7017                            0                            0          2H                         HARD
        122375455                    1903.49                        192215                  192153.57                 3/1/2006               2/1/2036                     64.072          ASBURY PARK                             NJ                                  7753                            0                            0                          0          NONE
        122808014                    1924.69                        192500                     192500                 4/1/2006               3/1/2036                         70          LAKEWOOD                                NJ                                  8701                            0                            0                          0          NONE
        123035849                    1673.74                        192750                     192750                 4/1/2006               3/1/2036                        100          SPRING                                  TX                                 77379                            0                            0          2H                         HARD
        122648438                    1673.74                        192750                  192662.43                 3/1/2006               2/1/2036                     94.998          WEST PALM BEACH                         FL                                 33411                            0                            0          2H                         HARD
        122930250                    1499.58                        192800                     192800                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77004                            0                            0          2H                         HARD
        122291762                    1234.78                        192840                  192498.78                 2/1/2006               1/1/2036                     56.248          LANCASTER                               CA                                 93536                            0                            0          3H                         HARD
        122960816                    1414.87                        193000                     193000                 5/1/2006               4/1/2036                      69.55          SAINT PETERSBURG                        FL                                 33703                            0                            0          2H                         HARD
        122497200                    1589.41                        193200                  193099.84                 3/1/2006               2/1/2036                         70          HIGHTSTOWN                              NJ                                  8520                            0                            0          2H                         HARD
        122825236                    1470.74                        193500                     193500                 4/1/2006               3/1/2036                         90          FRAZER                                  PA                                 19355                            0                            0          2H                         HARD
        122750854                    1309.26                        193500                     193500                 4/1/2006               3/1/2036                     89.583          JEROME                                  ID                                 83338                            0                            0          3H                         HARD
        122406308                     1167.5                        193500                  193308.93                 2/1/2006               1/1/2036                        100          PANORAMA CITY                           CA                                 91402                            0                            0          3S                         SOFT
        121747021                    1352.98                        193500                  192475.73                 9/1/2005               8/1/2035                      89.83          MCDONOUGH                               GA                                 30253                            0                            0                          0          NONE
        122346835                     1592.7                        193600                     193600                 4/1/2006               3/1/2036                         80          LANSDOWNE                               PA                                 19050                            0                            0          3H                         HARD
        122697481                    1556.36                        193600                  193275.39                 1/1/2006              12/1/2035                        100          CHERRY HILL                             NJ                                  8002                            0                            0                          0          NONE
        121740554                    1263.43                        193800                     193800                10/1/2005               9/1/2035                         85          TUMWATER                                WA                                 98512                            0                            0          3H                         HARD
        122797624                    1700.18                        193900                     193900                 4/1/2006               3/1/2036                         70          WALDORF                                 MD                                 20602                            0                            0                          0          NONE
        122725164                    1359.27                        194400                  194255.73                 3/1/2006               2/1/2036                        100          GAITHERSBURG                            MD                                 20877                            0                            0                          0          NONE
        122627660                    1446.01                        194750                  194233.94                 3/1/2006               2/1/2036                         95          NEW CASTLE                              DE                                 19720                            0                            0          2H                         HARD
        122483639                    1412.07                        194750                  194367.38                 3/1/2006               2/1/2036                         95          BLOOMFIELD                              NM                                 87413                            0                            0          3H                         HARD
        122694853                    1499.39                        195000                  194881.86                 3/1/2006               2/1/2036                     56.034          CENTREVILLE                             VA                                 20121                            0                            0          2H                         HARD
        122354721                    1968.35                        195000                     195000                 4/1/2006               3/1/2036                     69.643          PROVIDENCE                              RI                                  2904                            0                            0          1H                         HARD
        122530716                    1765.54                        195000                     195000                 4/1/2006               3/1/2036                     59.091          LANHAM                                  MD                                 20706                            0                            0                          0          NONE
        122575077                    1330.24                        195000                  194847.89                 3/1/2006               2/1/2036                     45.244          QUEENS VILLAGE                          NY                                 11429                            0                            0          2H                         HARD
        122580023                    1447.87                        195000                  194872.44                 3/1/2006               2/1/2036                     82.979          PARKVILLE                               MD                                 21234                            0                            0                          0          NONE
        122623635                    1584.38                        195000                     195000                 4/1/2006               3/1/2036                     79.592          FARMINGTON HILLS                        MI                                 48331                            0                            0          3H                         HARD
        122401730                    1590.11                        195000                  194687.93                 1/1/2006              12/1/2035                      84.78          PHILADELPHIA                            PA                                 19115                            0                            0                          0          NONE
        122740012                    1240.33                        195200                     195200                 4/1/2006               3/1/2036                        100          LAUDERDALE LAKES                        FL                                 33309                            0                            0          1H                         HARD
        121746901                    1232.48                        195500                  194236.54                 9/1/2005               8/1/2035                         85          HYATTSVILLE                             MD                                 20785                            0                            0                          0          NONE
        122543420                    1435.04                        195750                  195701.52                 3/1/2006               2/1/2036                         90          ST LEONARD                              MD                                 20685                            0                            0          1H                         HARD
        122784599                    1224.38                        195900                     195900                 9/1/2005               8/1/2035                     79.984          MARTINSBURG                             WV                                 25401                            0                            0                          0          NONE
        122386338                    1438.18                        196000                  195868.49                 3/1/2006               2/1/2036                        100          NORTH MIAMI BEACH                       FL                                 33181                            0                            0          2H                         HARD
        122584514                    1271.25                        196000                  195831.25                 3/1/2006               2/1/2036                        100          ORLANDO                                 FL                                 32824                            0                            0          2H                         HARD
        122517363                    1489.74                        196000                  195878.18                 3/1/2006               2/1/2036                         80          ANCHORAGE                               AK                                 99508                            0                            0                          0          NONE
        122708441                    1404.17                        196000                     196000                 4/1/2006               3/1/2036                        100          NORTH LAS VEGAS                         NV                                 89032                            0                            0          2H                         HARD
        122784111                    1370.46                        196000                  195854.54                 3/1/2006               2/1/2036                         80          BELLE CHASSE                            LA                                 70037                            0                            0          2H                         HARD
        122499732                    1253.76                        196000                     196000                 4/1/2006               3/1/2036                        100          WEST SACRAMENTO                         CA                                 95605                            0                            0          2H                         HARD
        122674054                    1438.18                        196000                  195868.49                 3/1/2006               2/1/2036                         80          BRISTOL                                 VT                                  5443                            0                            0          2H                         HARD
        122604614                    1367.92                        196000                     196000                 3/1/2006               2/1/2036                        100          TUCSON                                  AZ                                 85719                            0                            0          2H                         HARD
        122742172                    1388.33                        196000                     196000                 3/1/2006               2/1/2036                        100          CHICAGO                                 IL                                 60653                            0                            0                          0          NONE
        122801541                    1286.25                        196000                     196000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33147                            0                            0          3H                         HARD
        121746731                    1451.87                        196000                  194944.35                 8/1/2005               7/1/2035                         80          COLORADO SPRINGS                        CO                                 80919                            0                            0          1H                         HARD
        122401767                     1455.3                        196000                   195481.9                12/1/2005              11/1/2035                        100          TOWNSHIP OF INDEPENDENCE                MI                                 48346                            0                            0                          0          NONE
        122857699                    1649.76                        196200                     196200                 4/1/2006               3/1/2036                         90          LENEXA                                  KS                                 66215                            0                            0                          0          NONE
        122319385                     1229.5                        196720                     196720                 3/1/2006               2/1/2036                        100          HOLT                                    MI                                 48842                            0                            0          2H                         HARD
        121749599                    1187.41                        196800                  196519.43                 1/1/2006              12/1/2035                        100          PHOENIX                                 AZ                                 85037                            0                            0          2H                         HARD
        122541243                    1620.67                        197000                  196897.87                 3/1/2006               2/1/2036                     67.931          PROVIDENCE                              RI                                  2909                            0                            0          1H                         HARD
        122769143                    1502.56                        197250                  197206.27                 3/1/2006               2/1/2036                     77.841          BRIDGEWATER                             VA                                 22812                            0                            0          3H                         HARD
        122737926                    1805.71                        197402                  197323.56                 3/1/2006               2/1/2036                     56.401          LAS VEGAS                               NV                                 89108                            0                            0          2H                         HARD
        121732541                     1258.9                        197475                     197475                10/1/2005               9/1/2035                      77.44          SUFFOLK                                 VA                                 23434                            0                            0                          0          NONE
        122781626                    1678.73                        197500                  197405.11                 3/1/2006               2/1/2036                        100          PORT SAINT LUCIE                        FL                                 34983                            0                            0          2H                         HARD
        122691533                    1701.13                        198000                     198000                 4/1/2006               3/1/2036                         90          CARTERET                                NJ                                  7008                            0                            0                          0          NONE
        122921067                    1540.02                        198000                     198000                 4/1/2006               3/1/2036                         88          MANCHESTER TOWNSHIP                     NJ                                  8759                            0                            0                          0          NONE
        122702392                    1508.27                        198000                   197956.1                 3/1/2006               2/1/2036                         90          KINGSTON                                NY                                 12401                            0                            0                          0          NONE
        122572232                    1175.63                        198000                     198000                 3/1/2006               2/1/2036                     69.474          HIALEAH                                 FL                                 33013                            0                            0          2H                         HARD
        122657641                    1361.25                        198000                     198000                 3/1/2006               2/1/2036                         90          CHICAGO                                 IL                                 60624                            0                            0                          0          NONE
        122627298                       1436                        198050                   197913.7                 3/1/2006               2/1/2036                         85          GRESHAM                                 OR                                 97030                            0                            0          3H                         HARD
        122401712                    1538.84                        198300                   197944.4                 1/1/2006              12/1/2035                      78.38          OSAGE BEACH                             MO                                 65065                            0                            0                          0          NONE
        122876276                    1380.19                        198500                     198500                 4/1/2006               3/1/2036                     44.111          LOS ANGELES                             CA                                 90011                            0                            0          2H                         HARD
        122624682                    1477.57                        199000                  198869.83                 3/1/2006               2/1/2036                     67.458          PERTH AMBOY                             NJ                                  8861                            0                            0                          0          NONE
        122661919                    1357.53                        199000                  198844.76                 3/1/2006               2/1/2036                     84.681          EGG HARBOR TOWNSHIP                     NJ                                  8234                            0                            0                          0          NONE
        122877896                    1327.98                        199000                     199000                 4/1/2006               3/1/2036                     82.917          SACRAMENTO                              CA                                 95815                            0                            0          2H                         HARD
        122758094                    1392.84                        199200                     199200                 4/1/2006               3/1/2036                        100          RANDALLSTOWN                            MD                                 21133                            0                            0                          0          NONE
        122870047                    1403.78                        199200                     199200                 4/1/2006               3/1/2036                        100          MIRAMAR                                 FL                                 33025                            0                            0          3H                         HARD
        122594581                     933.75                        199200                     199200                 3/1/2006               2/1/2036                        100          BERLIN                                  NJ                                  8009                            0                            0                          0          NONE
        120548975                    1395.48                        199500                  197172.88                 3/1/2005               2/1/2035                         95          BLOOMINGTON                             IL                                 61704                            0                            0                          0          NONE
        122859734                    1277.42                        199500                     199500                 4/1/2006               3/1/2036                     72.545          NOVI                                    MI                                 48375                            0                            0          3H                         HARD
        122679268                    1481.28                        199500                   199369.5                 3/1/2006               2/1/2036                     67.627          PLAINFIELD                              NJ                                  7060                            0                            0                          0          NONE
        122641065                    1330.67                        199600                     199600                 3/1/2006               2/1/2036                        100          TULARE                                  CA                                 93274                            0                            0          2H                         HARD
        122627411                    1771.43                        199750                     199750                 4/1/2006               3/1/2036                         85          CHICAGO                                 IL                                 60608                            0                            0                          0          NONE
        121768803                    1262.56                        199750                  198277.67                 8/1/2005               7/1/2035                         85          WANAKENA                                NY                                 13695                            0                            0                          0          NONE
        121747045                     1465.7                        199750                   198792.8                 9/1/2005               8/1/2035                         85          FRESNO                                  CA                                 93725                            0                            0          2H                         HARD
        120769307                    1416.67                        200000                  199833.34                 3/1/2005               2/1/2035                     76.923          PALM SPRINGS                            CA                                 92264                            0                            0                          0          NONE
        122662026                    1699.98                        200000                  199904.19                 3/1/2006               2/1/2036                     47.059          STATEN ISLAND                           NY                                 10306                            0                            0                          0          NONE
        122526617                    1313.86                        200000                  199831.97                 3/1/2006               2/1/2036                     65.574          MIDDLETOWN                              NY                                 10940                            0                            0                          0          NONE
        122530383                    1609.25                        200000                  199890.75                 3/1/2006               2/1/2036                        100          AUBURN                                  WA                                 98002                            0                            0          2H                         HARD
        122531958                    1502.54                        200000                  199872.46                 3/1/2006               2/1/2036                     68.966          FORT WASHINGTON                         MD                                 20744                            0                            0                          0          NONE
        122538077                    1467.53                        200000                   199865.8                 3/1/2006               2/1/2036                     33.333          WAIANAE                                 HI                                 96792                            0                            0          3H                         HARD
        122600118                    1313.86                        200000                  199831.97                 3/1/2006               2/1/2036                     62.893          RIVERSIDE                               CA                                 92509                            0                            0          2H                         HARD
        122664758                    1681.71                        200000                  199901.62                 3/1/2006               2/1/2036                     76.923          EAGLE                                   ID                                 83616                            0                            0          2H                         HARD
        122705965                    1280.62                        200000                  199823.55                 3/1/2006               2/1/2036                        100          CRESCENT CITY                           CA                                 95531                            0                            0          3H                         HARD
        122827875                    1591.29                        200000                     200000                 4/1/2006               3/1/2036                     68.966          PALOS HILLS                             IL                                 60465                            0                            0                          0          NONE
        123012405                    1450.14                        200000                     200000                 4/1/2006               3/1/2036                        100          WOODBRIDGE                              VA                                 22193                            0                            0                          0          NONE
        122606066                     1297.7                        200000                  199931.47                 3/1/2006               2/1/2036                        100          WETHERSFIELD                            CT                                  6109                            0                            0          3H                         HARD
        122663569                    1170.91                        200000                  199912.42                 3/1/2006               2/1/2036                        100          CORAL SPRINGS                           FL                                 33065                            0                            0                          0          NONE
        122746739                     1523.5                        200000                     200000                 4/1/2006               3/1/2036                     41.237          ANTELOPE                                CA                                 95843                            0                            0          2H                         HARD
        122821665                     1371.9                        200000                     200000                 4/1/2006               3/1/2036                     38.835          LOS ANGELES                             CA                                 90022                            0                            0          2H                         HARD
        122611402                    1645.35                        200000                  198096.83                 3/1/2006               2/1/2036                     54.348          WASHINGTON                              DC                                 20001                            0                            0          2H                         HARD
        122689221                    1591.29                        200000                     200000                 4/1/2006               3/1/2036                      48.78          FARMINGVILLE                            NY                                 11738                            0                            0          1H                         HARD
        122789839                    1381.35                        200000                     200000                 4/1/2006               3/1/2036                     72.202          FLORENCE                                NJ                                  8518                            0                            0                          0          NONE
        122969039                    1353.24                        200000                     200000                 4/1/2006               3/1/2036                        100          FORT LAUDERDALE                         FL                                 33311                            0                            0          3H                         HARD
        122389215                    1755.99                        200000                  199104.17                 3/1/2006               2/1/2021                     47.619          OROVILLE                                CA                                 95966                            0                            0          3H                         HARD
        122518949                    1555.58                        200000                  199881.92                 3/1/2006               2/1/2036                     71.942          NEWBURGH                                NY                                 12550                            0                            0                          0          NONE
        122611014                     1663.5                        200000                     199899                 3/1/2006               2/1/2036                     61.538          SURPRISE                                AZ                                 85379                            0                            0          2H                         HARD
        122838185                     1663.5                        200000                     200000                 4/1/2006               3/1/2036                     67.568          GLEN BURNIE                             MD                                 21061                            0                            0                          0          NONE
        122653860                    1291.67                        200000                     200000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33172                            0                            0          2H                         HARD
        122022724                    1020.83                        200000                     200000                11/1/2005              10/1/2035                        100          FRANKLINVILLE                           NJ                                  8322                            0                            0                          0          NONE
        122035773                    1479.17                        200000                     200000                12/1/2005              11/1/2035                     67.114          HYATTSVILLE                             MD                                 20784                            0                            0                          0          NONE
        122519633                    1333.33                        200000                     200000                 3/1/2006               2/1/2036                        100          SAN BERNARDINO                          CA                                 92407                            0                            0          3H                         HARD
        122749723                    1270.83                        200000                     200000                 4/1/2006               3/1/2036                     42.553          FLORAL PARK                             NY                                 11001                            0                            0          3H                         HARD
        121746782                    1377.94                        200000                  198909.54                 9/1/2005               8/1/2035                      65.57          STERLING                                VA                                 20164                            0                            0          2H                         HARD
        121746998                    1398.43                        200000                   198941.3                 9/1/2005               8/1/2035                         80          GOODYEAR                                AZ                                 85338                            0                            0          2H                         HARD
        122401734                    1630.88                        200000                  199679.93                 1/1/2006              12/1/2035                         80          FREDERICKSBURG                          VA                                 22407                            0                            0                          0          NONE
        121746967                    1537.83                        200000                  199133.57                 9/1/2005               8/1/2035                        100          LEHIGH ACRES                            FL                                 33971                            0                            0          3H                         HARD
        121745816                    1166.67                        200000                     200000                11/1/2005              10/1/2035                      89.69          WENATCHEE                               WA                                 98801                            0                            0          2H                         HARD
        121745823                       1125                        200000                     200000                12/1/2005              11/1/2035                         80          PHOENIX                                 AZ                                 85027                            0                            0          2H                         HARD
        121732482                       1200                        200000                     200000                10/1/2005               9/1/2035                        100          SHELBY TOWNSHIP                         MI                                 48316                            0                            0                          0          NONE
        122892140                     1297.2                        200001                     200001                 4/1/2006               3/1/2036                     65.574          HANFORD                                 CA                                 93230                            0                            0          3H                         HARD
        122561382                    1490.19                        200700                  200568.72                 3/1/2006               2/1/2036                         90          TEMPE                                   AZ                                 85282                            0                            0          3H                         HARD
        122732739                    1743.64                        200800                     200800                 4/1/2006               3/1/2036                         80          VOORHEES                                NJ                                  8043                            0                            0                          0          NONE
        122741345                    1296.83                        200800                     200800                 3/1/2006               2/1/2036                        100          BRADENTON                               FL                                 34205                            0                            0          2H                         HARD
        122830248                    1652.34                        200850                     200850                 4/1/2006               3/1/2036                        100          BUFORD                                  GA                                 30519                            0                            0                          0          NONE
        122579081                    1617.29                        201000                  200890.21                 3/1/2006               2/1/2036                        100          POMPANO BEACH                           FL                                 33064                            0                            0          3H                         HARD
        122507863                    1409.62                        201600                  201450.38                 3/1/2006               2/1/2036                        100          MIDDLETOWN                              NY                                 10940                            0                            0          2H                         HARD
        122660439                    1382.87                        201600                  201540.13                 3/1/2006               2/1/2036                        100          ROSHARON                                TX                                 77583                            0                            0          3H                         HARD
        122642104                    1197.09                        201614                     201614                 2/1/2006               1/1/2036                         90          ORLANDO                                 FL                                 32834                                                                                    0          NONE
        122886954                     1607.2                        202000                     202000                 4/1/2006               3/1/2036                     74.265          PHOENIX                                 AZ                                 85042                            0                            0          3H                         HARD
        122666947                     1735.5                        202000                  201905.75                 3/1/2006               2/1/2036                     76.806          WOODBRIDGE                              VA                                 22193                            0                            0                          0          NONE
        122742591                    1430.83                        202000                     202000                 4/1/2006               3/1/2036                        100          MANCHESTER                              NH                                  3104                            0                            0          2H                         HARD
        122737298                    1573.08                        202250                  202130.59                 3/1/2006               2/1/2036                     44.944          SILVER SPRING                           MD                                 20901                            0                            0                          0          NONE
        122628184                    1400.68                        202300                  202146.84                 3/1/2006               2/1/2036                         70          UPPER LAKE                              CA                                 95485                            0                            0          3H                         HARD
        121746725                    1573.47                        202300                  201320.11                 8/1/2005               7/1/2035                         85          TAMPA                                   FL                                 33614                            0                            0          3H                         HARD
        122593181                       1265                        202400                     202400                 3/1/2006               2/1/2036                     99.997          FAIRBURN                                GA                                 30313                            0                            0                          0          NONE
        122612616                    1647.61                        202500                  202392.23                 3/1/2006               2/1/2036                         90          MINNETONKA                              MN                                 55343                            0                            0                          0          NONE
        122652317                    1557.05                        202500                  202377.33                 3/1/2006               2/1/2036                         75          BRIDGEPORT                              CT                                  6606                            0                            0          2H                         HARD
        122883038                    1611.18                        202500                     202500                 4/1/2006               3/1/2036                         90          BLAKESLEE                               PA                                 18610                            0                            0          2H                         HARD
        122774373                    1581.52                        202500                     202500                 4/1/2006               3/1/2036                     87.662          ORLAND PARK                             IL                                 60462                            0                            0          1H                         HARD
        122862251                    1484.52                        202500                     202500                 4/1/2006               3/1/2036                         90          MONTICELLO                              MN                                 55362                            0                            0          2H                         HARD
        122765818                    1485.87                        202500                     202500                 4/1/2006               3/1/2036                     84.375          CANON CITY                              CO                                 81212                            0                            0          3H                         HARD
        122405652                    1313.42                        202500                   202150.3                 2/1/2006               1/1/2036                         75          Philadelphia                            PA                                 19119                            0                            0                          0          NONE
        122672949                    1744.08                        203000                   202905.3                 3/1/2006               2/1/2036                      77.54          RANDALLSTOWN                            MD                                 21133                            0                            0          2H                         HARD
        121748231                    1542.95                        203000                  202489.97                12/1/2005              11/1/2035                        100          HAMILTON                                OH                                 45011                            0                            0          3H                         HARD
        122592495                    1356.01                        203200                     203200                 4/1/2006               3/1/2036                        100          PALM DESERT                             CA                                 92211                            0                            0          2H                         HARD
        121747023                     1422.9                        203500                  202422.79                 9/1/2005               8/1/2035                      84.98          LYLE                                    WA                                 98617                            0                            0                          0          NONE
        122687528                    1444.82                        203975                     203975                 4/1/2006               3/1/2036                      84.99          LAPEER                                  MI                                 48446                            0                            0          2H                         HARD
        122692808                    1479.14                        204000                     204000                 4/1/2006               3/1/2036                        100          TAMARAC                                 FL                                 33321                            0                            0          3H                         HARD
        122751708                    1408.98                        204000                     204000                 4/1/2006               3/1/2036                     69.153          FRESNO                                  CA                                 93722                            0                            0          3H                         HARD
        122985328                    1550.55                        204000                     204000                 4/1/2006               3/1/2036                         85          PATERSON                                NJ                                  7504                            0                            0                          0          NONE
        122590071                     1380.3                        204000                   203937.2                 3/1/2006               2/1/2036                        100          DAYTONA BEACH                           FL                                 32119                            0                            0          2H                         HARD
        122676982                    1342.46                        204000                  203932.54                 3/1/2006               2/1/2036                        100          CRANSTON                                RI                                  2920                            0                            0          1H                         HARD
        122849889                    1553.97                        204000                     204000                 4/1/2006               3/1/2036                         75          OXFORD                                  MA                                  1540                            0                            0                          0          NONE
        122311110                    1408.98                        204000                  203844.77                 3/1/2006               2/1/2036                         80          DUNNIGAN                                CA                                 95937                            0                            0          3H                         HARD
        122515701                    1479.15                        204000                   203859.6                 3/1/2006               2/1/2036                         85          BEAUFORT                                SC                                 29902                            0                            0          3H                         HARD
        121947604                     1487.5                        204000                     204000                11/1/2005              10/1/2035                         80          CUMBERLAND                              RI                                  2864                            0                            0                          0          NONE
        121746921                    1306.23                        204000                  202719.09                 9/1/2005               8/1/2035                       96.9          INDIANAPOLIS                            IN                                 46240                            0                            0          3H                         HARD
        121746732                     1402.5                        204000                     204000                 7/1/2005               6/1/2035                         85          PARADISE                                CA                                 95969                            0                            0          2H                         HARD
        122769277                    1674.85                        204300                     204300                 4/1/2006               3/1/2036                         90          CICERO                                  IL                                 60804                            0                            0                          0          NONE
        121732549                    1415.84                        204700                     204690                10/1/2005               9/1/2035                      87.11          TINLEY PARK                             IL                                 60477                            0                            0                          0          NONE
        122753791                    1404.27                        204720                     204720                 4/1/2006               3/1/2036                        100          FALL RIVER                              MA                                  2721                            0                            0                          0          NONE
        122630742                    1799.02                        205000                     205000                 4/1/2006               3/1/2036                     52.564          ALEXANDRIA                              VA                                 22310                            0                            0          3H                         HARD
        122752033                    1504.22                        205000                  204862.45                 3/1/2006               2/1/2036                     59.767          HEMPSTEAD                               NY                                 11550                            0                            0                          0          NONE
        122965667                    1780.11                        205000                     205000                 4/1/2006               3/1/2036                        100          SUGAR LAND                              TX                                 77479                            0                            0          2H                         HARD
        122625216                    1783.89                        205000                  204907.36                 3/1/2006               2/1/2036                     84.711          WILLINGBORO                             NJ                                  8046                            0                            0                          0          NONE
        121749292                    1723.75                        205000                   204695.1                 1/1/2006              12/1/2035                        100          LAWRENCE                                KS                                 66044                            0                            0                          0          NONE
        122508011                    1458.06                        206000                   205850.9                 3/1/2006               2/1/2036                      63.19          MIAMI                                   FL                                 33125                            0                            0          3H                         HARD
        121747221                    1419.28                        206000                  205040.23                10/1/2005               9/1/2035                      59.71          GLENDALE                                AZ                                 85308                            0                            0          2H                         HARD
        121745806                    1137.29                        206000                     206000                11/1/2005              10/1/2035                      39.24          LOS ANGELES                             CA                                 91331                            0                            0          2H                         HARD
        122702005                    1808.68                        206100                   205992.5                 3/1/2006               2/1/2036                         90          GIBSONBURG                              OH                                 43431                            0                            0          2H                         HARD
        122762297                    1678.12                        206250                     206250                 4/1/2006               3/1/2036                         75          EDISON                                  NJ                                  8817                            0                            0                          0          NONE
        122779503                    1549.49                        206250                     206250                 4/1/2006               3/1/2036                         75          PRESTON                                 CT                                  6365                            0                            0          2H                         HARD
        121747065                    1511.95                        206250                  205259.66                 9/1/2005               8/1/2035                         75          STOCKTON AREA                           CA                                 95204                            0                            0          2H                         HARD
        122623006                       1290                        206400                     206400                 3/1/2006               2/1/2036                        100          CHICAGO                                 IL                                 60638                            0                            0                          0          NONE
        122947118                    1535.73                        206800                     206800                 5/1/2006               4/1/2036                     73.333          VIRGINIA BEACH                          VA                                 23464                            0                            0          2H                         HARD
        122889489                    1536.97                        207000                     207000                 4/1/2006               3/1/2036                     89.224          NORTH CHARLESTON                        SC                                 29418                            0                            0                          0          NONE
        122911841                    1458.75                        207000                     207000                 4/1/2006               3/1/2036                     88.085          OXFORD                                  MA                                  1540                            0                            0                          0          NONE
        122198930                    1482.97                        207000                   206853.9                 3/1/2006               2/1/2036                         90          WORCESTER                               MA                                  1603                            0                            0                          0          NONE
        122639719                     1400.8                        207920                  207753.73                 3/1/2006               2/1/2036                        100          FIELDSBORO                              NJ                                  8505                            0                            0          2H                         HARD
        122939112                     1383.3                        207920                     207920                 4/1/2006               3/1/2036                        100          ALSIP                                   IL                                 60803                            0                            0                          0          NONE
        122780568                    1418.38                        207920                     207920                 4/1/2006               3/1/2036                        100          WAKE FOREST                             NC                                 27587                            0                            0          2H                         HARD
        120881154                       1105                        208000                  207978.14                 4/1/2005               3/1/2035                        100          FORT WASHINGTON                         MD                                 20744                            0                            0                          0          NONE
        122673997                    1562.63                        208000                  207867.37                 3/1/2006               2/1/2036                         80          POMPANO BEACH                           FL                                 33064                            0                            0          2H                         HARD
        122574424                    1584.44                        208000                  207953.89                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33162                            0                            0          2H                         HARD
        122732336                    1311.51                        208000                  207923.49                 3/1/2006               2/1/2036                         80          HAWAIIAN GARDEN                         CA                                 90716                            0                            0          2H                         HARD
        122486512                    1472.21                        208000                  207697.96                 2/1/2006               1/1/2036                         80          COLONIE                                 NY                                 12047                            0                            0          1S                         SOFT
        122581552                    1538.33                        208000                     208000                 2/1/2006               1/1/2036                        100          PHILADELPHIA                            PA                                 19128                            0                            0          3H                         HARD
        121747207                    1461.49                        208000                  207068.52                10/1/2005               9/1/2035                         80          SPANAWAY                                WA                                 98387                            0                            0          2H                         HARD
        121747079                    1366.41                        208000                  206936.42                10/1/2005               9/1/2035                         65          PEORIA                                  AZ                                 85382                            0                            0          2H                         HARD
        121732604                    1415.41                        208000                  207006.68                10/1/2005               9/1/2035                        100          WATERFORD TWP                           MI                                 48327                            0                            0                          0          NONE
        122398461                    1083.33                        208000                     208000                 1/1/2006              12/1/2035                        100          LONG BEACH                              CA                                 90807                            0                            0          2S                         SOFT
        120223869                    1409.12                        208250                  206172.64                11/1/2004              10/1/2034                         85          COLLEGE PARK                            MD                                 20740                            0                            0                          0          NONE
        122610722                    1751.08                        208250                  208147.57                 3/1/2006               2/1/2036                         85          GLEN ALLEN                              VA                                 23059                            0                            0                          0          NONE
        122840791                    1789.19                        208250                     208250                 4/1/2006               3/1/2036                         85          LAUDERHILL                              FL                                 33313                            0                            0                          0          NONE
        122902242                    1983.21                        208250                     208250                 4/1/2006               3/1/2036                         85          CHICAGO                                 IL                                 60623                            0                            0                          0          NONE
        122639321                    1546.25                        208250                     208250                 4/1/2006               3/1/2036                         85          PAGOSA SPRINGS                          CO                                 81147                            0                            0                          0          NONE
        122549463                    1584.33                        208350                     208350                 2/1/2006               1/1/2036                     89.982          CASA GRANDE                             AZ                                 85222                            0                            0                          0          NONE
        122607121                    1774.78                        208800                  208699.97                 3/1/2006               2/1/2036                         80          WASHINGTON                              DC                                 20011                            0                            0                          0          NONE
        121764656                    1268.69                        208800                  207147.18                 8/1/2005               7/1/2035                     89.614          SOUTH GRAFTON                           MA                                  1560                            0                            0                          0          NONE
        121732587                     1226.7                        208800                     208800                10/1/2005               9/1/2035                      99.81          HANDY TOWNSHIP                          MI                                 48836                            0                            0                          0          NONE
        122636141                    1588.55                        209000                   208870.1                 3/1/2006               2/1/2036                         95          BUFORD                                  GA                                 30519                            0                            0                          0          NONE
        122556402                    1303.89                        209000                  207711.81                 2/1/2006               1/1/2036                     88.936          NEWARK                                  NJ                                  7103                            0                            0                          0          NONE
        122955633                     1644.2                        209000                     209000                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33189                            0                            0          2H                         HARD
        121746777                    1402.04                        209000                     209000                 8/1/2005               7/1/2035                         95          ALEXANDRIA                              VA                                 22312                            0                            0          2H                         HARD
        121748136                    1328.02                        209000                     209000                12/1/2005              11/1/2035                         95          PHOENIX                                 AZ                                 85044                            0                            0          2H                         HARD
        122642127                    1243.06                        209356                     209000                 1/1/2006              12/1/2035                         95          TUCSON                                  AZ                                 85743                                                                    1H                         HARD
        122510439                     1418.2                        209600                  209535.47                 3/1/2006               2/1/2036                        100          CHICAGO                                 IL                                 60621                            0                            0                          0          NONE
        122931583                     1375.5                        209600                     209600                 4/1/2006               3/1/2036                        100          JACKSONVILLE                            FL                                 32218                            0                            0          3H                         HARD
        122582836                    1823.53                        210000                   209904.6                 3/1/2006               2/1/2036                     34.036          CHARLESTOWN                             MA                                  2139                            0                            0                          0          NONE
        122855437                    2099.66                        210000                     210000                 4/1/2006               3/1/2036                         75          PROVIDENCE                              RI                                  2904                            0                            0          1H                         HARD
        122649066                    1397.14                        210000                     210000                 5/1/2006               4/1/2036                         60          BELLINGHAM                              WA                                 98225                            0                            0          2H                         HARD
        122571842                    1248.21                        210000                  209911.17                 3/1/2006               2/1/2036                         70          CROFTON                                 MD                                 21114                            0                            0                          0          NONE
        122645905                    1579.56                        210000                  209951.69                 3/1/2006               2/1/2036                     28.767          SAN DIEGO                               CA                                 92102                            0                            0          1H                         HARD
        122328302                    1614.72                        210000                  209837.04                 3/1/2006               2/1/2036                         75          ROANOKE                                 VA                                 24018                            0                            0          3H                         HARD
        122692925                    1727.62                        210000                  209891.13                 3/1/2006               2/1/2036                     77.778          FLORENCE                                MS                                 39073                            0                            0          3H                         HARD
        122849575                    1379.55                        210000                     210000                 4/1/2006               3/1/2036                         56          STATEN ISLAND                           NY                                 10302                            0                            0          3H                         HARD
        121676331                    1242.23                        210000                  208128.79                 8/1/2005               7/1/2035                         75          BLOUNTSTOWN                             FL                                 32424                            0                            0                          0          NONE
        121746803                       1454                        210000                  208252.51                 9/1/2005               8/1/2035                         70          BEL AIR                                 MD                                 21014                            0                            0          2H                         HARD
        122663378                    1617.79                        210400                     210400                 4/1/2006               3/1/2036                     99.245          HAMPTON                                 GA                                 30228                            0                            0                          0          NONE
        122679071                     1399.8                        210400                  210227.53                 3/1/2006               2/1/2036                        100          WEST PALM BEACH                         FL                                 33415                            0                            0          2H                         HARD
        122609915                    1715.95                        210900                  210787.77                 3/1/2006               2/1/2036                         95          LOGANVILLE                              GA                                 30052                            0                            0                          0          NONE
        122638050                    1586.33                        210900                  210851.48                 3/1/2006               2/1/2036                         95          LAURELVILLE                             OH                                 43135                            0                            0          3H                         HARD
        122713292                    1642.69                        211200                     211200                 4/1/2006               3/1/2036                         80          JOHNSTON                                RI                                  2919                            0                            0          1H                         HARD
        122228330                    1645.03                        211500                  211375.13                 3/1/2006               2/1/2036                         90          RICHMOND                                VA                                 23223                            0                            0          2H                         HARD
        122893198                    1663.87                        211500                     211500                 4/1/2006               3/1/2036                         90          FLORISSANT                              MO                                 63034                            0                            0          2H                         HARD
        121745827                    1167.66                        211500                     211500                11/1/2005              10/1/2035                         90          SELMA                                   CA                                 93662                            0                            0          2H                         HARD
        122603200                    1375.03                        212000                  211817.47                 3/1/2006               2/1/2036                        100          CRANSTON                                RI                                  2920                            0                            0                          0          NONE
        122662758                    1482.33                        212000                  211842.67                 3/1/2006               2/1/2036                        100          PORT SAINT LUCIE                        FL                                 34953                            0                            0          2H                         HARD
        122515348                    1336.73                        212000                  211922.02                 3/1/2006               2/1/2036                         95          ABBOTTSTOWN                             PA                                 17331                            0                            0          3H                         HARD
        122558656                    1454.21                        212000                  211937.04                 3/1/2006               2/1/2036                        100          CAPE CORAL                              FL                                 33904                            0                            0          3H                         HARD
        122690384                    1537.15                        212000                   211854.1                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33183                            0                            0          3H                         HARD
        122583277                    1479.58                        212000                     212000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33138                            0                            0          2H                         HARD
        122596850                    1435.42                        212000                  211985.13                 3/1/2006               2/1/2036                        100          MIRAMAR                                 FL                                 33023                            0                            0          2H                         HARD
        122606284                    1280.83                        212000                     212000                 4/1/2006               3/1/2036                        100          MODESTO                                 CA                                 95354                            0                            0          2H                         HARD
        121749527                    1417.57                        212000                  211480.73                 1/1/2006              12/1/2035                        100          ATLANTA                                 GA                                 30310                            0                            0                          0          NONE
        121749473                    1387.28                        212000                  211712.89                12/1/2005              11/1/2035                        100          VISALIA                                 CA                                 93277                            0                            0          3H                         HARD
        121746835                    1694.56                        212500                  211651.69                 9/1/2005               8/1/2035                      74.56          NORTH BEACH                             MD                                 20714                            0                            0                          0          NONE
        121747033                    1485.83                        212500                  211375.15                 9/1/2005               8/1/2035                         85          SURPRISE                                AZ                                 85374                            0                            0                          0          NONE
        121749300                    1603.92                        212500                  212094.82                 1/1/2006              12/1/2035                     61.594          SEBRING                                 FL                                 33870                            0                            0          2H                         HARD
        122860491                    1580.03                        212800                     212800                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33177                            0                            0          2H                         HARD
        121747786                       1064                        212800                     212800                11/1/2005              10/1/2035                        100          CLOVIS                                  CA                                 93612                            0                            0          2H                         HARD
        122678763                    1421.41                        213000                  212845.33                 3/1/2006               2/1/2036                         75          INVERNESS                               FL                                 34450                            0                            0                          0          NONE
        122654459                    1353.44                        213000                  212999.11                 3/1/2006               2/1/2036                     81.923          HOLDEN                                  MA                                  1520                            0                            0                          0          NONE
        121749232                    1308.21                        213000                  212663.27                12/1/2005              11/1/2035                      78.89          HYATTSVILLE                             MD                                 20785                            0                            0          2H                         HARD
        122402081                    1109.38                        213000                  212999.99                10/1/2005               9/1/2035                      54.62          WASHINGTON                              DC                                 20017                            0                            0                          0          NONE
        122547791                    1697.11                        213300                  213180.42                 3/1/2006               2/1/2036                         90          SPRING                                  TX                                 77388                            0                            0          2H                         HARD
        122743195                    1549.84                        213750                     213750                 4/1/2006               3/1/2036                         75          ELMER                                   NJ                                  8318                            0                            0                          0          NONE
        122763735                    1896.91                        213900                     213900                 4/1/2006               3/1/2036                        100          PEMBROKE PINES                          FL                                 33024                            0                            0          2H                         HARD
        121746845                    1422.31                        214000                  212747.98                8/15/2005              7/15/2035                      47.56          HUNTINGTON STATION                      NY                                 11746                            0                            0                          0          NONE
        122608182                    1294.07                        214191                     214191                 3/1/2006               2/1/2036                        100          HOMESTEAD                               FL                                 33033                            0                            0                          0          NONE
        121746836                    1322.35                        214200                  212761.73                 9/1/2005               8/1/2035                         85          WARWICK                                 RI                                  2886                            0                            0          1H                         HARD
        122698920                    1391.14                        214400                     214400                 4/1/2006               3/1/2036                        100          MARYSVILLE                              WA                                 98271                            0                            0                          0          NONE
        122764196                    1430.75                        214400                     214400                 4/1/2006               3/1/2036                        100          WORCESTER                               MA                                  1603                            0                            0                          0          NONE
        121748684                    1610.72                        214400                  213847.45                12/1/2005              11/1/2035                        100          LAWRENCE                                MA                                  1841                            0                            0                          0          NONE
        122696495                    1206.68                        214520                     214520                 3/1/2006               2/1/2036                        100          SILVER SPRING                           MD                                 20910                            0                            0                          0          NONE
        122721538                     1452.7                        214552                     214552                 3/1/2006               2/1/2036                        100          DESOTO                                  TX                                 75115                            0                            0          3H                         HARD
        122693170                    1729.66                        214965                  214847.58                 3/1/2006               2/1/2036                         90          DEKALB                                  IL                                 60115                            0                            0                          0          NONE
        122481435                    1596.37                        215000                  214859.36                 3/1/2006               2/1/2036                     46.537          BROOKLYN                                NY                                 11226                            0                            0          2H                         HARD
        122584367                    1503.31                        215000                  214840.44                 3/1/2006               2/1/2036                     71.667          PALM CITY                               FL                                 34990                            0                            0          2H                         HARD
        122666866                    1768.75                        215000                  214888.54                 3/1/2006               2/1/2036                        100          MIRAMAR                                 FL                                 33023                            0                            0          2H                         HARD
        122597242                    1540.29                        215000                  214848.25                 3/1/2006               2/1/2036                     87.755          CHAPEL HILL                             NC                                 27514                            0                            0          2H                         HARD
        122603560                    1454.73                        215000                  214933.81                 3/1/2006               2/1/2036                     84.314          LYNN                                    MA                                  1902                            0                            0                          0          NONE
        121746798                    1503.31                        215000                  213808.76                 9/1/2005               8/1/2035                      76.79          CHICAGO                                 IL                                 60639                            0                            0          2H                         HARD
        121749368                    1391.08                        215000                  214700.44                12/1/2005              11/1/2035                      74.14          MEDFORD                                 OR                                 97501                            0                            0          3H                         HARD
        122816126                    1468.04                        215200                     215200                 4/1/2006               3/1/2036                        100          PORT SAINT LUCIE                        FL                                 34983                            0                            0          2H                         HARD
        122791625                    1380.87                        215200                     215200                 4/1/2006               3/1/2036                        100          LANCASTER                               CA                                 93536                            0                            0          2H                         HARD
        122534688                    1232.92                        215200                     215200                 3/1/2006               2/1/2036                        100          LAKEVILLE                               MN                                 55044                            0                            0                          0          NONE
        121749077                    1272.99                        215200                   214315.9                12/1/2005              11/1/2035                        100          HAVERHILL                               MA                                  1830                            0                            0          2H                         HARD
        122571415                    2113.55                        215500                  215429.21                 3/1/2006               2/1/2036                     51.617          HARRISBURG                              PA                                 17110                            0                            0          2H                         HARD
        122728455                     1815.4                        215900                  215793.81                 3/1/2006               2/1/2036                        100          LAWRENCEVILLE                           GA                                 30043                            0                            0                          0          NONE
        122850637                    1565.57                        215920                     215920                 4/1/2006               3/1/2036                        100          LEHIGH ACRES                            FL                                 33971                            0                            0          2H                         HARD
        122687562                    1439.67                        215950                     215950                 2/1/2006               1/1/2036                     99.984          NORTH LAS VEGAS                         NV                                 89115                            0                            0                          0          NONE
        122580481                    1501.87                        216000                  215938.13                 3/1/2006               2/1/2036                        100          RICHMOND                                VA                                 23231                            0                            0          2H                         HARD
        122450660                    1522.17                        216000                  215940.33                 3/1/2006               2/1/2036                        100          SUWANEE                                 GA                                 30024                            0                            0                          0          NONE
        122653172                    1283.87                        216000                  215908.63                 3/1/2006               2/1/2036                        100          SUNRISE                                 FL                                 33322                            0                            0          2H                         HARD
        122807574                     1461.5                        216000                     216000                 4/1/2006               3/1/2036                         90          LEMOORE                                 CA                                 93245                            0                            0          2H                         HARD
        122653383                    1481.65                        216000                  215935.85                 3/1/2006               2/1/2036                         90          COCONUT CREEK                           FL                                 33066                            0                            0          3H                         HARD
        122633318                    1491.86                        216000                  215835.64                 3/1/2006               2/1/2036                     63.529          BELLEVILLE                              NJ                                  7109                            0                            0                          0          NONE
        122677494                    1347.56                        216000                  215799.94                 3/1/2006               2/1/2036                     64.478          LAS VEGAS                               NV                                 89110                            0                            0          3H                         HARD
        122709635                       1350                        216000                     216000                 3/1/2006               2/1/2036                        100          CAPE CORAL                              FL                                 33993                            0                            0          2H                         HARD
        122784597                     1435.6                        216000                  215644.17                 2/1/2006               1/1/2036                         80          HESPERIA                                CA                                 92345                            0                            0          2H                         HARD
        122401719                    1618.95                        216000                   215581.8                 1/1/2006              12/1/2035                         80          SPRING HILL                             FL                                 34609                            0                            0                          0          NONE
        122543329                    1682.36                        216300                   216172.3                 3/1/2006               2/1/2036                        100          CAPE CORAL                              FL                                 33990                            0                            0          2H                         HARD
        122571487                    1702.42                        216400                  216150.09                 2/1/2006               1/1/2036                     99.963          MOREHEAD CITY                           NC                                 28557                            0                            0          2H                         HARD
        122667367                    1488.51                        217000                  216935.55                 3/1/2006               2/1/2036                     48.222          OAKLAND                                 NJ                                  7436                            0                            0                          0          NONE
        122818045                    1309.28                        217000                     217000                 4/1/2006               3/1/2036                         70          DELHI                                   CA                                 95315                            0                            0          3H                         HARD
        122671231                     1573.4                        217000                  216850.66                 3/1/2006               2/1/2036                         70          STOCKTON                                CA                                 95204                            0                            0          3H                         HARD
        121746999                    1645.53                        217000                  216030.97                 9/1/2005               8/1/2035                         70          LAS VEGAS                               NV                                 89135                            0                            0          2H                         HARD
        122956110                    1532.74                        217500                     217500                 4/1/2006               3/1/2036                         75          HIALEAH                                 FL                                 33010                            0                            0          2H                         HARD
        122676303                    1405.33                        217600                     217600                 3/1/2006               2/1/2036                        100          STAFFORD                                VA                                 22556                            0                            0          1H                         HARD
        121746801                    1484.42                        217600                  216389.99                 9/1/2005               8/1/2035                         80          DEERFIELD BEACH                         FL                                 33442                            0                            0          2H                         HARD
        122744995                    1791.79                        217800                     217800                 4/1/2006               3/1/2036                         90          HAMMOND                                 WI                                 54015                            0                            0          2H                         HARD
        122629797                    1833.06                        218000                  217892.77                 3/1/2006               2/1/2036                       87.2          NEWARK                                  NJ                                  7107                            0                            0                          0          NONE
        122547590                     1550.5                        218000                  217843.79                 3/1/2006               2/1/2036                     99.562          RINDGE                                  NH                                  3461                            0                            0          2H                         HARD
        122760048                    1676.23                        218000                  217867.94                 3/1/2006               2/1/2036                     64.881          RIVERHEAD                               NY                                 11901                            0                            0                          0          NONE
        122976544                    1994.13                        218000                     218000                 5/1/2006               4/1/2036                     67.077          KENOSHA                                 WI                                 53144                            0                            0          2H                         HARD
        122619155                    1487.14                        218000                  217829.94                 3/1/2006               2/1/2036                     60.556          OLD BRIDGE                              NJ                                  8857                            0                            0          3H                         HARD
        122679279                    2288.61                        218400                     218400                 4/1/2006               3/1/2036                         70          GARDEN CITY                             KS                                 67846                            0                            0          2H                         HARD
        122756971                    1559.68                        218400                     218400                 4/1/2006               3/1/2036                        100          LANCASTER                               CA                                 93535                            0                            0          2H                         HARD
        122776057                    1897.34                        218500                  218400.73                 3/1/2006               2/1/2036                     51.412          TOMS RIVER                              NJ                                  8753                            0                            0          2H                         HARD
        121749572                    1590.29                        219200                  218974.08                12/1/2005              11/1/2035                        100          FIRCREST                                WA                                 98466                            0                            0                          0          NONE
        121749448                       1320                        220000                     220000                12/1/2005              11/1/2035                        100          HESPERIA                                CA                                 92345                            0                            0          2H                         HARD
        122616196                    1730.74                        220000                  219873.43                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33169                            0                            0          2H                         HARD
        122684655                    1672.16                        220000                     220000                 4/1/2006               3/1/2036                         80          SOUTH PLAINFIELD                        NJ                                  7080                            0                            0                          0          NONE
        122737014                    1519.49                        220000                     220000                 4/1/2006               3/1/2036                         88          HOLLIS                                  ME                                  4042                            0                            0          3H                         HARD
        122838077                    1910.37                        220000                     220000                 4/1/2006               3/1/2036                     74.576          FAIRBURN                                GA                                 30213                            0                            0          2H                         HARD
        122913471                    1730.74                        220000                     220000                 4/1/2006               3/1/2036                        100          CORDOVA                                 TN                                 38018                            0                            0          2H                         HARD
        122701553                    1538.27                        220000                  219709.59                 3/1/2006               2/1/2036                     77.193          DAYTONA BEACH                           FL                                 32114                            0                            0          2H                         HARD
        122588563                    1327.39                        220000                  219910.11                 3/1/2006               2/1/2036                     51.163          LOS ANGELES                             CA                                 90044                            0                            0          2H                         HARD
        122638303                    1910.37                        220000                  219823.64                 3/1/2006               2/1/2036                     30.137          BEAUFORT                                NC                                 28516                            0                            0          2H                         HARD
        122468697                    1393.33                        220000                     220000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33177                            0                            0          2H                         HARD
        122746574                    1535.42                        220000                     220000                 4/1/2006               3/1/2036                        100          WINTER SPRINGS                          FL                                 32708                            0                            0          2H                         HARD
        122635745                    1443.75                        220000                     220000                 3/1/2006               2/1/2036                         90          STREAMWOOD                              IL                                 60107                            0                            0          1H                         HARD
        121747833                     985.42                        220000                     219950                10/1/2005               9/1/2035                        100          BAKERSFIELD                             CA                                 93313                            0                            0          2S                         SOFT
        121749066                    1390.55                        220000                  217962.33                 1/1/2006              12/1/2035                      79.71          EAST FALMOUTH                           MA                                  2536                            0                            0          2H                         HARD
        121746844                    1660.53                        220000                  218860.32                 8/1/2005               7/1/2035                         80          REISTERSTOWN                            MD                                 21136                            0                            0          2H                         HARD
        121745817                    1191.67                        220000                  219995.34                12/1/2005              11/1/2035                         80          TALENT                                  OR                                 97540                            0                            0          2H                         HARD
        121749339                    1345.69                        220400                  219971.92                 1/1/2006              12/1/2035                        100          NORTH LAUDERDALE                        FL                                 33068                            0                            0          2H                         HARD
        122612984                    1400.97                        220480                     220480                 3/1/2006               2/1/2036                        100          FARMINGVILLE                            NY                                 11738                            0                            0                          0          NONE
        122285044                    1791.56                        220500                     220500                 4/1/2006               3/1/2036                         90          LUNENBURG                               MA                                  1462                            0                            0                          0          NONE
        122626195                       1311                        220800                     220800                 3/1/2006               2/1/2036                         80          ROSELLE                                 IL                                 60172                            0                            0                          0          NONE
        122624738                    1837.19                        220883                  220771.46                 3/1/2006               2/1/2036                     73.628          BROOKFIELD                              IL                                 60513                            0                            0                          0          NONE
        122648920                       1621                        220915                  220766.77                 3/1/2006               2/1/2036                         85          SELMA                                   CA                                 93662                            0                            0          3H                         HARD
        122618783                    1718.92                        221000                  220869.52                 3/1/2006               2/1/2036                         85          FITCHBURG                               MA                                  1420                            0                            0                          0          NONE
        122632770                    1507.61                        221000                   220827.6                 3/1/2006               2/1/2036                         85          NARVON                                  PA                                 17555                            0                            0          2H                         HARD
        122758115                    1488.92                        221000                     221000                 4/1/2006               3/1/2036                         85          CENTREVILLE                             MD                                 21617                            0                            0          3H                         HARD
        122535028                     1602.4                        221000                  220847.56                 3/1/2006               2/1/2036                         85          JERSEY CITY                             NJ                                  7304                            0                            0                          0          NONE
        121747220                    1754.42                        221000                  220238.82                10/1/2005               9/1/2035                         85          STATESVILLE                             NC                                 28625                            0                            0          2H                         HARD
        122685938                    1707.79                        221400                  221352.71                 3/1/2006               2/1/2036                         90          MANCHESTER                              NH                                  3103                            0                            0          2H                         HARD
        121745841                     1246.5                        221600                     221600                12/1/2005              11/1/2035                        100          MESA                                    AZ                                 85208                            0                            0          2H                         HARD
        122500329                    1514.43                        222000                  221826.82                 3/1/2006               2/1/2036                      73.51          TOMS RIVER                              NJ                                  8753                            0                            0                          0          NONE
        122641111                    1202.19                        222000                  221884.68                 3/1/2006               2/1/2036                     52.235          LANCASTER                               CA                                 93536                            0                            0          3H                         HARD
        122890936                    2033.73                        222329                     222329                 5/1/2006               4/1/2036                     65.391          MILFORD                                 CT                                  6460                            0                            0          2H                         HARD
        121749462                    1384.17                        223000                  222656.24                12/1/2005              11/1/2035                        100          BANKS                                   OR                                 97106                            0                            0          3H                         HARD
        121747282                    1527.12                        223860                  222786.22                10/1/2005               9/1/2035                        100          SILVER SPRING                           MD                                 20904                            0                            0                          0          NONE
        122565543                    1800.74                        224000                  223877.39                 3/1/2006               2/1/2036                     64.928          CATHEDRAL CITY                          CA                                 92234                            0                            0          2H                         HARD
        122604559                    2154.39                        224000                  223922.28                 3/1/2006               2/1/2036                     64.368          VIRGINIA BEACH                          VA                                 23464                            0                            0          2H                         HARD
        122792630                    1379.21                        224000                  223787.46                 3/1/2006               2/1/2036                     97.143          MILWAUKIE                               OR                                 97267                            0                            0          3H                         HARD
        122819838                    1802.35                        224000                     224000                 4/1/2006               3/1/2036                         80          ELGIN                                   IL                                 60120                            0                            0                          0          NONE
        122892156                    2282.56                        224000                     224000                 4/1/2006               3/1/2036                         70          HENDERSON                               NV                                 89014                            0                            0          2H                         HARD
        122714273                    1880.12                        224000                     224000                 4/1/2006               3/1/2036                       89.6          HYATTSVILLE                             MD                                 20782                            0                            0          1H                         HARD
        122641241                       1470                        224000                     224000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33193                            0                            0          2H                         HARD
        122720805                       1330                        224000                     224000                 3/1/2006               2/1/2036                        100          UPPER MARLBORO                          MD                                 20772                            0                            0                          0          NONE
        122632079                       1470                        224000                     224000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33142                            0                            0          1H                         HARD
        122730313                    1283.33                        224000                     224000                 3/1/2006               2/1/2036                        100          LAS VEGAS                               NV                                 89108                            0                            0          2H                         HARD
        121746964                    1742.25                        224000                  220872.04                 9/1/2005               8/1/2035                        100          METHUEN                                 MA                                  1844                            0                            0                          0          NONE
        122763643                    1803.16                        224100                     224100                 4/1/2006               3/1/2036                         90          PANAMA CITY BEACH                       FL                                 32413                            0                            0          2H                         HARD
        122511998                    1948.57                        224400                  224298.06                 3/1/2006               2/1/2036                         85          LAKE STEVENS                            WA                                 98258                            0                            0                          0          NONE
        122515645                    1311.33                        224800                     224800                 4/1/2006               3/1/2036                        100          SPRINGFIELD GARDENS                     NY                                 11413                            0                            0          1H                         HARD
        122459890                    1891.92                        225000                  224889.33                 3/1/2006               2/1/2036                         90          NEWARK                                  NJ                                  7107                            0                            0          2H                         HARD
        122597780                    1770.08                        225000                  224870.55                 3/1/2006               2/1/2036                     79.929          COLTON                                  CA                                 92324                            0                            0          2H                         HARD
        122683499                    2164.01                        225000                  224921.93                 3/1/2006               2/1/2036                     67.164          STOCKTON                                CA                                 95210                            0                            0          3H                         HARD
        122716577                    1750.03                        225000                  224867.16                 3/1/2006               2/1/2036                         90          CHICAGO                                 IL                                 60638                            0                            0                          0          NONE
        122764008                    1953.78                        225000                  224897.78                 3/1/2006               2/1/2036                     65.217          LOS BANOS                               CA                                 93635                            0                            0                          0          NONE
        122881735                    1670.62                        225000                     225000                 4/1/2006               3/1/2036                         90          PLAINFIELD                              IL                                 60544                            0                            0                          0          NONE
        122749172                    1778.99                        225000                  224955.39                 3/1/2006               2/1/2036                         90          VALRICO                                 FL                                 33594                            0                            0          2H                         HARD
        122818494                    1649.46                        225000                     225000                 4/1/2006               3/1/2036                         90          TIVERTON                                RI                                  2878                            0                            0                          0          NONE
        122705258                    1770.08                        225000                  224870.55                 3/1/2006               2/1/2036                         75          LEHIGH ACRES                            FL                                 33936                            0                            0          3H                         HARD
        122750069                    1891.93                        225000                     225000                 4/1/2006               3/1/2036                     64.286          CENTREVILLE                             VA                                 20121                            0                            0          1H                         HARD
        122909177                    2228.16                        225000                     225000                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77042                            0                            0                          0          NONE
        121864205                    1498.12                        225000                  224826.41                10/1/2005               9/1/2035                         90          NORTHFIELD CITY                         NJ                                  8225                            0                            0                          0          NONE
        122388415                    1546.88                        225000                  223453.12                 2/1/2006               1/1/2036                         90          SAN GABRIEL                             CA                                 91776                            0                            0          2H                         HARD
        121746823                     1534.9                        225000                  223748.83                 9/1/2005               8/1/2035                         75          WESTMINSTER                             MD                                 21157                            0                            0          2H                         HARD
        121746984                     1534.9                        225000                  223748.83                 9/1/2005               8/1/2035                      43.27          LOS ANGELES                             CA                                 90038                            0                            0          2H                         HARD
        122401735                    1798.28                        225000                  224622.68                 1/1/2006              12/1/2035                      54.35          VIRGINIA BEACH                          VA                                 23451                            0                            0                          0          NONE
        121746778                    1209.38                        225000                   224999.6                 8/1/2005               7/1/2035                      79.79          WOODBRIDGE                              VA                                 22192                            0                            0          2H                         HARD
        122591398                    1618.98                        225250                     225250                 3/1/2006               2/1/2036                         85          VIENNA                                  VA                                 22180                            0                            0          2H                         HARD
        122470376                     1574.5                        225600                     225600                 3/1/2006               2/1/2036                         80          SYLVA                                   NC                                 28779                            0                            0          2H                         HARD
        122757572                     1581.9                        226240                     226240                 4/1/2006               3/1/2036                        100          ATLANTA                                 GA                                 30308                            0                            0                          0          NONE
        122401690                    1688.95                        226400                  225955.17                 1/1/2006              12/1/2035                        100          INDEPENDENCE TWP.                       MI                                 48346                            0                            0                          0          NONE
        122631101                    1645.91                        227000                  226843.78                 3/1/2006               2/1/2036                     54.699          BROOKLYN                                NY                                 11234                            0                            0                          0          NONE
        122633708                    1646.78                        227120                   226963.7                 3/1/2006               2/1/2036                        100          FRAMINGHAM                              MA                                  1701                            0                            0                          0          NONE
        121746854                    1714.87                        227200                  226175.11                 9/1/2005               8/1/2035                         80          STATEN ISLAND                           NY                                 10304                            0                            0                          0          NONE
        122739256                    1973.32                        227250                     227250                 4/1/2006               3/1/2036                     74.753          WINTER PARK                             FL                                 32792                            0                            0          1H                         HARD
        122072339                    1954.58                        227500                  227393.86                 3/1/2006               2/1/2036                      67.91          RAHWAY                                  NJ                                  7065                            0                            0                          0          NONE
        122761955                    2296.41                        227500                  227431.19                 3/1/2006               2/1/2036                         70          CHESTER                                 NY                                 10918                            0                            0          2H                         HARD
        122514062                    1646.19                        227500                  227441.57                 3/1/2006               2/1/2036                     62.845          BRISTOL                                 RI                                  2809                            0                            0                          0          NONE
        122533562                    1421.88                        227500                     227500                 3/1/2006               2/1/2036                         70          EAGLE POINT                             OR                                 97524                            0                            0          2H                         HARD
        121746862                    1128.02                        227500                     227485                 9/1/2005               8/1/2035                         65          FREEPORT                                NY                                 11520                            0                            0                          0          NONE
        120832157                    1818.22                        228000                  226920.05                 4/1/2005               3/1/2035                         80          WAUCHULA                                FL                                 33873                            0                            0                          0          NONE
        120787490                     1092.5                        228000                     228000                 3/1/2005               2/1/2035                        100          GUYTON                                  GA                                 31312                            0                            0                          0          NONE
        122823224                    1712.89                        228000                     228000                 4/1/2006               3/1/2036                         80          MIAMI                                   FL                                 33193                            0                            0          3H                         HARD
        122761425                       1425                        228000                     228000                 3/1/2006               2/1/2036                        100          ELIZABETH                               NJ                                  7208                            0                            0                          0          NONE
        122583769                    1576.78                        228295                  228121.28                 3/1/2006               2/1/2036                     50.285          MENIFEE                                 CA                                 92585                            0                            0          3H                         HARD
        122679896                    1449.97                        229400                  229192.61                 3/1/2006               2/1/2036                        100          KELLER                                  TX                                 76248                            0                            0          1H                         HARD
        122589755                    1971.76                        229500                  229392.93                 3/1/2006               2/1/2036                         90          WARWICK                                 RI                                  2889                            0                            0          2H                         HARD
        122670704                    1724.16                        229500                     229500                 4/1/2006               3/1/2036                         75          ALEXANDRIA                              VA                                 22304                            0                            0          2H                         HARD
        122603109                     1836.8                        229500                  229456.17                 3/1/2006               2/1/2036                         85          RIVERSIDE                               RI                                  2915                            0                            0                          0          NONE
        122680982                    1624.39                        229500                  229333.89                 3/1/2006               2/1/2036                         85          LOWER TOWNSHIP                          NJ                                  8251                            0                            0                          0          NONE
        122626068                    1489.12                        229500                  229421.35                 3/1/2006               2/1/2036                         90          SACRAMENTO                              CA                                 95815                            0                            0          3H                         HARD
        122392955                    1488.53                        229500                  229225.91                 3/1/2006               2/1/2036                         90          TRENTON                                 NJ                                  8610                            3                          0.3                          0          NONE
        121747131                    2022.51                        229500                  228884.55                10/1/2005               9/1/2035                         90          GILBERT                                 AZ                                 85234                            0                            0          2H                         HARD
        122654443                    1704.77                        229600                  229449.81                 3/1/2006               2/1/2036                        100          CONYERS                                 GA                                 30013                            0                            0                          0          NONE
        122616752                    1574.94                        229600                  229531.81                 3/1/2006               2/1/2036                         70          WAYNE                                   NJ                                  7470                            0                            0                          0          NONE
        122669473                    1574.94                        229600                     229600                 4/1/2006               3/1/2036                        100          HOMESTEAD                               FL                                 33032                            0                            0          3H                         HARD
        122363391                       1435                        229600                     229600                 3/1/2006               2/1/2036                        100          MIAMI BEACH                             FL                                 33141                            0                            0          2H                         HARD
        122550150                    1608.19                        230000                  229829.31                 3/1/2006               2/1/2036                     41.071          HUNTINGTON PARK                         CA                                 90255                            0                            0          2H                         HARD
        122624408                    1727.91                        230000                  229853.34                 3/1/2006               2/1/2036                     79.585          FALL RIVER                              MA                                  2723                            0                            0                          0          NONE
        122697717                    1667.66                        230000                     230000                 4/1/2006               3/1/2036                     74.194          STATEN ISLAND                           NY                                 10312                            0                            0                          0          NONE
        122909851                    1976.06                        230000                     230000                 4/1/2006               3/1/2036                     67.647          LOS ANGELES                             CA                                 90044                            0                            0          2H                         HARD
        122611971                    1687.66                        230000                  229845.66                 3/1/2006               2/1/2036                     73.016          SAYREVILLE                              NJ                                  8879                            0                            0                          0          NONE
        122693973                    1701.04                        230000                     230000                 3/1/2006               2/1/2036                     69.697          MANTECA                                 CA                                 95337                            0                            0          2H                         HARD
        121746884                    1908.85                        230000                  217118.48                 9/1/2005               8/1/2035                      63.89          MIAMI                                   FL                                 33155                            0                            0          1H                         HARD
        121747181                    1600.42                        230000                     230000                10/1/2005               9/1/2035                       80.7          ROLLING MEADOWS                         IL                                 60008                            0                            0                          0          NONE
        122652434                    1558.93                        230400                  230329.07                 3/1/2006               2/1/2036                         80          PEMBROKE PINES                          FL                                 33026                            0                            0          2H                         HARD
        122661083                       1392                        230400                     230400                 2/1/2006               1/1/2036                         80          GERMANTOWN                              MD                                 20874                            0                            0                          0          NONE
        122919002                    1668.91                        230640                     230640                 4/1/2006               3/1/2036                        100          MIRAMAR                                 FL                                 33025                            0                            0          2H                         HARD
        121746800                    1878.27                        230850                  230328.06                 9/1/2005               8/1/2035                         95          MIRAMAR                                 FL                                 33023                            0                            0          2H                         HARD
        122485247                    2069.99                        231000                     231000                 4/1/2006               3/1/2036                         70          HOLLIS                                  NY                                 11423                            0                            0          2H                         HARD
        122784831                    2420.64                        231000                     231000                 4/1/2006               3/1/2036                         70          CUMBERLAND                              RI                                  2864                            0                            0          2H                         HARD
        122786185                    1606.17                        231000                     231000                 4/1/2006               3/1/2036                     92.797          TIVERTON                                RI                                  2878                            0                            0          1H                         HARD
        122672800                    1654.91                        231000                     231000                 4/1/2006               3/1/2036                       61.6          BRENTWOOD                               NY                                 11717                            0                            0                          0          NONE
        122640536                    1299.38                        231000                     231000                 3/1/2006               2/1/2036                        100          SOUTH ORANGE                            NJ                                  7079                            0                            0          3H                         HARD
        122406274                    1433.83                        231000                  230822.98                 2/1/2006               1/1/2036                      79.66          SACRAMENTO                              CA                                 95841                            0                            0          3S                         SOFT
        122460813                    1541.33                        231200                     231200                 3/1/2006               2/1/2036                        100          TAPPAHANNOCK                            VA                                 22560                            0                            0          1H                         HARD
        121746886                    1733.68                        231200                   230142.2                 9/1/2005               8/1/2035                      79.75          BALTIMORE                               MD                                 21208                            0                            0                          0          NONE
        122969357                    1881.93                        231300                     231300                 5/1/2006               4/1/2036                         90          NAPLES                                  FL                                 34105                            0                            0                          0          NONE
        122748915                    1504.23                        231920                     231920                 5/1/2006               4/1/2036                        100          WESTBROOK                               ME                                  4092                            0                            0                          0          NONE
        122812916                    1825.14                        232000                     232000                 4/1/2006               3/1/2036                         80          RENO                                    NV                                 89521                            0                            0                          0          NONE
        122645495                       1305                        232000                     232000                 3/1/2006               2/1/2036                        100          CENTRAL ISLIP                           NY                                 11755                            0                            0                          0          NONE
        122648094                    1329.17                        232000                     232000                 3/1/2006               2/1/2036                        100          BOWIE                                   MD                                 20716                            0                            0                          0          NONE
        121749067                    1299.13                        232000                  231216.49                 1/1/2006              12/1/2035                         57          PLYMOUTH                                MA                                  2360                            0                            0          2H                         HARD
        121749331                     1543.5                        232000                  231100.15                12/1/2005              11/1/2035                        100          SALEM                                   OR                                 97304                            0                            0          3H                         HARD
        122584333                    1764.89                        232200                  232055.67                 3/1/2006               2/1/2036                         90          KISSIMMEE                               FL                                 34746                            0                            0          2H                         HARD
        122372245                    1767.17                        232500                  232355.49                 3/1/2006               2/1/2036                         75          COUNTRY CLUB HILLS                      IL                                 60478                            0                            0                          0          NONE
        122463742                    1507.99                        232500                  232299.82                 3/1/2006               2/1/2036                     79.623          GLEN ROCK                               PA                                 17327                            0                            0          2H                         HARD
        122484356                    1647.64                        232608                     232608                 3/1/2006               2/1/2036                        100          SPRING HILL                             FL                                 34609                            0                            0          3H                         HARD
        122688800                       1358                        232800                     232800                 3/1/2006               2/1/2036                        100          WEST SACRAMENTO                         CA                                 95605                            0                            0          2H                         HARD
        122896393                    1322.83                        233000                     233000                 4/1/2006               3/1/2036                     66.571          SACRAMENTO                              CA                                 95826                            0                            0          3H                         HARD
        122593765                    1689.41                        233000                  232839.65                 3/1/2006               2/1/2036                     64.543          VIRGINIA BEACH                          VA                                 23454                            0                            0          3H                         HARD
        122638486                    2002.69                        233100                  232991.25                 3/1/2006               2/1/2036                         90          MT PLEASANT                             SC                                 29464                            0                            0                          0          NONE
        122630139                    1938.97                        233120                  233002.28                 3/1/2006               2/1/2036                     62.165          SILVER SPRING                           MD                                 20901                            0                            0          2H                         HARD
        121749182                    1713.55                        233750                  233275.37                 1/1/2006              12/1/2035                         85          LAKEWOOD                                OH                                 44107                            0                            0          2H                         HARD
        122558693                    2031.94                        234000                  233893.69                 3/1/2006               2/1/2036                        100          DESOTO                                  TX                                 75115                            0                            0          2H                         HARD
        122709013                    1925.06                        234000                     234000                 4/1/2006               3/1/2036                         65          BROOKHAVEN                              NY                                 11719                            0                            0                          0          NONE
        122669402                    1539.89                        234000                  233902.61                 3/1/2006               2/1/2036                        100          LODI                                    CA                                 95240                            0                            0          3H                         HARD
        122730938                    1693.23                        234000                     234000                 4/1/2006               3/1/2036                         90          HAMPTON                                 VA                                 23666                            0                            0          2H                         HARD
        122655685                     1676.4                        234000                  233834.85                 3/1/2006               2/1/2036                         90          FORT LAUDERDALE                         FL                                 33319                            0                            0          2H                         HARD
        122468156                    1696.66                        234000                  233838.97                 3/1/2006               2/1/2036                         90          WOODSTOCK                               GA                                 30189                            0                            0          1H                         HARD
        121748062                     1267.5                        234000                     234000                10/1/2005               9/1/2035                         90          NORTHGLENN                              CO                                 80233                            0                            0          1H                         HARD
        122845293                    1446.94                        235000                     235000                 4/1/2006               3/1/2036                     54.023          NORTH HALEDON                           NJ                                  7508                            0                            0                          0          NONE
        122659354                    1460.36                        235000                  233441.59                 3/1/2006               2/1/2036                     55.294          CORAL SPRINGS                           FL                                 33067                            0                            0          2H                         HARD
        122919645                    1926.53                        235000                     235000                 4/1/2006               3/1/2036                        100          ATLANTA                                 GA                                 30318                            0                            0                          0          NONE
        121749542                    1443.33                        235000                  234628.49                12/1/2005              11/1/2035                         94          GOODYEAR                                AZ                                 85338                            0                            0          3H                         HARD
        121748105                    1663.32                        235000                  234313.13                12/1/2005              11/1/2035                        100          PALISADE                                CO                                 81526                            0                            0          3H                         HARD
        122794215                    2306.76                        235200                     235200                 4/1/2006               3/1/2036                         70          HOWELL                                  NJ                                  7731                            0                            0                          0          NONE
        122674246                       1519                        235200                     235200                 3/1/2006               2/1/2036                        100          SACRAMENTO                              CA                                 95864                            0                            0          2H                         HARD
        122604743                    1450.63                        235600                  235376.45                 3/1/2006               2/1/2036                        100          SEATTLE                                 WA                                 98126                            0                            0          2H                         HARD
        121768609                    1469.84                        235600                  232667.08                 8/1/2005               7/1/2035                         95          CATAWBA                                 NC                                 28609                            0                            0                          0          NONE
        122751520                    1589.98                        236000                  235811.27                 3/1/2006               2/1/2036                     78.405          SAN BERNARDINO                          CA                                 92407                            0                            0          2H                         HARD
        122783217                    1941.51                        236000                     236000                 4/1/2006               3/1/2036                        100          POMPANO BEACH                           FL                                 33063                            0                            0          2H                         HARD
        122679126                    1352.08                        236000                     236000                 3/1/2006               2/1/2036                        100          OTSEGO                                  MN                                 55330                            0                            0                          0          NONE
        121746667                    1278.33                        236000                     236000                11/1/2005              10/1/2035                         80          MONROE                                  NY                                 10950                            0                            0                          0          NONE
        122564472                    1795.29                        236200                  236053.19                 3/1/2006               2/1/2036                     74.984          SACRAMENTO                              CA                                 95823                            0                            0                          0          NONE
        122669494                    1737.26                        236760                  236601.14                 3/1/2006               2/1/2036                        100          WAILUKU                                 HI                                 96793                            0                            0                          0          NONE
        122711486                       1628                        236800                     236800                 3/1/2006               2/1/2036                        100          HOMESTEAD                               FL                                 33030                            0                            0          2H                         HARD
        121747863                    1345.66                        237000                  235955.21                12/1/2005              11/1/2035                      67.71          RIVERSIDE                               CA                                 92504                            0                            0          3S                         SOFT
        121380407                    1335.94                        237500                     237500                 7/1/2005               6/1/2035                         95          LAS VEGAS                               NV                                 89107                            0                            0          2H                         HARD
        122654650                    1681.15                        237520                  237348.09                 3/1/2006               2/1/2036                        100          PLEASANT GROVE                          UT                                 84062                            0                            0          2H                         HARD
        122581655                     1702.2                        237600                   237432.3                 3/1/2006               2/1/2036                         90          TRENTON                                 NJ                                  8638                            0                            0                          0          NONE
        122541716                     2330.3                        237600                     237600                 4/1/2006               3/1/2036                         55          ELMWOOD PARK                            NJ                                  7407                            0                            0                          0          NONE
        122613891                    2001.23                        238000                  237882.94                 3/1/2006               2/1/2036                         70          GREENVILLE                              NY                                 12083                            0                            0                          0          NONE
        122860831                    1746.36                        238000                     238000                 5/1/2006               4/1/2036                         85          WEBSTER                                 MA                                  1570                            0                            0                          0          NONE
        122581620                    1881.77                        238000                     238000                 4/1/2006               3/1/2036                         85          FORT MYERS                              FL                                 33912                            0                            0          2H                         HARD
        122664765                    1544.27                        238000                  237912.71                 3/1/2006               2/1/2036                         80          CATHEDRAL CITY                          CA                                 92234                            0                            0          2H                         HARD
        122692459                    1851.14                        238000                  237859.49                 3/1/2006               2/1/2036                         70          STATEN ISLAND                           NY                                 10312                            0                            0          2H                         HARD
        122571149                    1566.12                        238400                  238199.71                 3/1/2006               2/1/2036                        100          WEST PALM BEACH                         FL                                 33417                            0                            0          2H                         HARD
        121975913                    1506.85                        238400                   237530.9                12/1/2005              11/1/2035                     99.128          OMAHA                                   NE                                 68144                            0                            0          3H                         HARD
        122825361                    2049.08                        238500                     238500                 4/1/2006               3/1/2036                         90          COCONUT CREEK                           FL                                 33073                            0                            0                          0          NONE
        122795173                    1897.61                        238500                     238500                 4/1/2006               3/1/2036                         75          LANCASTER                               CA                                 93535                            0                            0          2H                         HARD
        122743175                    1565.16                        238500                     238500                 3/1/2006               2/1/2036                         90          PATERSON                                NJ                                  7502                            0                            0          2H                         HARD
        121892167                    1391.25                        238500                     238492                 9/1/2005               8/1/2035                         90          PHOENIX                                 AZ                                 85021                            0                            0                          0          NONE
        122534511                    1445.17                        239200                     239200                 2/1/2006               1/1/2036                        100          HOMESTEAD                               FL                                 33033                            0                            0          2H                         HARD
        122716205                    2369.87                        239310                  239233.52                 3/1/2006               2/1/2036                     55.014          ELMWOOD PARK                            NJ                                  7407                            0                            0                          0          NONE
        122492665                    1904.38                        239350                  239215.81                 3/1/2006               2/1/2036                     69.989          DEBARY                                  FL                                 32713                            0                            0          2H                         HARD
        122402086                     1247.4                        239500                     239500                11/1/2005              10/1/2035                     78.525          SPOONER                                 WI                                 54801                            0                            0                          0          NONE
        122665706                    1422.63                        239600                     239600                 3/1/2006               2/1/2036                        100          MONTEBELLO                              CA                                 90640                            0                            0                          0          NONE
        122833068                    1374.54                        239920                     239920                 4/1/2006               3/1/2036                        100          BROOKLYN                                MD                                 21225                            0                            0                          0          NONE
        122760290                    1930.47                        239922                     239922                 4/1/2006               3/1/2036                         95          JOLIET                                  IL                                 60435                            0                            0                          0          NONE
        122595561                    1574.67                        239950                     239950                 1/1/2006              12/1/2035                        100          DUMFRIES                                VA                                 22026                            0                            0                          0          NONE
        122638813                    1678.11                        240000                     240000                 4/1/2006               3/1/2036                        100          CENTRAL ISLIP                           NY                                 11722                            0                            0                          0          NONE
        122644609                    1909.55                        240000                  239865.45                 3/1/2006               2/1/2036                         80          CUMBERLAND                              RI                                  2864                            0                            0          3H                         HARD
        122831605                     1698.7                        240000                     240000                 4/1/2006               3/1/2036                        100          LAS VEGAS                               NV                                 89119                            0                            0          3H                         HARD
        122856619                    1759.36                        240000                     240000                 4/1/2006               3/1/2036                     88.889          CARTERET                                NJ                                  7008                            0                            0                          0          NONE
        122943095                    1974.42                        240000                     240000                 4/1/2006               3/1/2036                      48.98          MOUNT VERNON                            NY                                 10552                            0                            0          1H                         HARD
        122621251                    1579.37                        240000                  239920.63                 3/1/2006               2/1/2036                        100          WASHINGTON                              DC                                 20018                            0                            0          2H                         HARD
        122736683                    1944.15                        240000                     240000                 4/1/2006               3/1/2036                         80          RIO LINDA                               CA                                 95673                            0                            0                          0          NONE
        122186501                       1550                        240000                     240000                 1/1/2006              12/1/2035                        100          POUGHKEEPSIE                            NY                                 12603                            0                            0          2H                         HARD
        122575154                       1775                        240000                     240000                 3/1/2006               2/1/2036                     85.714          MOUNT HOLLY                             NJ                                  8060                            0                            0                          0          NONE
        122605572                       1525                        240000                     240000                 3/1/2006               2/1/2036                         80          APOPKA                                  FL                                 32712                            0                            0          3H                         HARD
        122675720                       1350                        240000                     240000                 3/1/2006               2/1/2036                     55.814          HEMPSTEAD                               NY                                 11550                            0                            0          3H                         HARD
        121746867                    1991.84                        240000                  239126.92                 9/1/2005               8/1/2035                         75          AMITYVILLE                              NY                                 11701                            0                            0                          0          NONE
        121746860                       1345                        240000                     240000                 9/1/2005               8/1/2035                      66.67          JAMAICA                                 NY                                 11436                            0                            0                          0          NONE
        123006151                    2042.52                        240300                     240300                 4/1/2006               3/1/2036                         90          CANTON                                  MA                                  2021                            0                            0                          0          NONE
        121768892                    1501.41                        240660                  238843.25                 8/1/2005               7/1/2035                         90          REEDLEY                                 CA                                 93654                            0                            0                          0          NONE
        122507945                    1874.48                        241000                  240857.71                 3/1/2006               2/1/2036                       48.2          ROCKVILLE                               MD                                 20852                            0                            0                          0          NONE
        122692695                    2186.56                        241500                  241401.41                 3/1/2006               2/1/2036                     68.414          HANOVER                                 MA                                  2339                            0                            0                          0          NONE
        122528671                    1656.57                        241500                  241428.27                 3/1/2006               2/1/2036                         70          CITRUS HEIGHTS                          CA                                 95610                            0                            0          2H                         HARD
        122841017                    1968.99                        242000                     242000                 4/1/2006               3/1/2036                     51.489          CAMBRIDGE                               MA                                  2139                            0                            0                          0          NONE
        122655531                    1941.84                        242100                     242100                 4/1/2006               3/1/2036                         90          ANSONIA                                 CT                                  6401                            0                            0          2H                         HARD
        122596933                     1611.7                        242250                     242250                 4/1/2006               3/1/2036                         85          GLASSBORO                               NJ                                  8071                            0                            0                          0          NONE
        122726303                    1825.58                        243000                  242845.05                 3/1/2006               2/1/2036                         90          COLTON                                  CA                                 92324                            0                            0          2H                         HARD
        122696521                    2110.09                        243000                   242889.6                 3/1/2006               2/1/2036                        100          LILBURN                                 GA                                 30047                            0                            0                          0          NONE
        122775774                    1804.56                        243000                     243000                 4/1/2006               3/1/2036                         90          MIAMI                                   FL                                 33179                            0                            0          2H                         HARD
        121749139                    1707.42                        243000                  241726.35                 9/1/2005               8/1/2035                         90          FORT LAUDERDALE                         FL                                 33311                            0                            0                          0          NONE
        122645732                    1600.75                        243672                     243672                 4/1/2006               3/1/2036                         80          BOCA RATON                              FL                                 33428                            0                            0          3H                         HARD
        122619058                    1560.44                        243700                  243484.99                 3/1/2006               2/1/2036                        100          WALDEN                                  NY                                 12586                            0                            0          1H                         HARD
        122473048                    1961.27                        243750                  243616.86                 3/1/2006               2/1/2036                         75          WARWICK                                 RI                                  2889                            0                            0          2H                         HARD
        122847029                    2206.93                        243750                     243750                 4/1/2006               3/1/2036                         75          SNOQUALMIE                              WA                                 98065                            0                            0          2H                         HARD
        122630612                    1672.89                        243880                  243807.57                 3/1/2006               2/1/2036                        100          RICHMOND                                VA                                 23235                            0                            0                          0          NONE
        122687560                    1575.51                        243950                     243950                 2/1/2006               1/1/2036                     99.984          HENDERSON                               NV                                 89015                            0                            0                          0          NONE
        122680164                     1448.7                        243992                     243992                 3/1/2006               2/1/2036                        100          LAS VEGAS                               NV                                 89149                            0                            0          2H                         HARD
        122651567                    1833.09                        244000                  243844.41                 3/1/2006               2/1/2036                        100          BRIDGEWATER                             NJ                                  8807                            0                            0                          0          NONE
        122833407                    1858.68                        244000                     244000                 4/1/2006               3/1/2036                     93.846          VAUXHALL                                NJ                                  7088                            0                            0                          0          NONE
        122573502                    1727.02                        244000                   243823.4                 3/1/2006               2/1/2036                         80          TAMARAC                                 FL                                 33321                            0                            0          3H                         HARD
        122592133                    1601.25                        244000                     244000                 3/1/2006               2/1/2036                        100          OWINGS MILLS                            MD                                 21117                            0                            0                          0          NONE
        122406372                    1602.91                        244000                  243488.27                 2/1/2006               1/1/2036                         80          BAKERSFIELD                             CA                                 93307                            0                            0          3S                         SOFT
        122401765                     1555.5                        244000                     244000                10/1/2005               9/1/2035                        100          WEST BLOOMFIELD                         MI                                 48322                            0                            0                          0          NONE
        122615789                    2035.79                        244760                   244636.4                 3/1/2006               2/1/2036                         95          LAFAYETTE                               LA                                 70506                            0                            0          2H                         HARD
        122381770                    1692.15                        245000                     245000                 4/1/2006               3/1/2036                      62.66          WOODBRIDGE                              VA                                 22191                            0                            0          2H                         HARD
        122385789                    1862.18                        245000                  244847.72                 3/1/2006               2/1/2036                     75.851          MELBOURNE                               FL                                 32901                            0                            0          2H                         HARD
        122702033                    1797.72                        245000                  244835.61                 3/1/2006               2/1/2036                         50          CROSS ROADS                             TX                                 76227                            0                            0          2H                         HARD
        122700445                    1456.24                        245000                  244896.36                 3/1/2006               2/1/2036                     48.039          BROOKLYN                                NY                                 11221                            0                            0          1H                         HARD
        122806074                    1975.13                        245000                     245000                 4/1/2006               3/1/2036                     68.056          CAMBRIA HEIGHTS                         NY                                 11411                            0                            0                          0          NONE
        122538379                    2356.36                        245000                     245000                 4/1/2006               3/1/2036                         70          ARBUCKLE                                CA                                 95912                            0                            0          3H                         HARD
        122736585                    1592.96                        245600                     245600                 4/1/2006               3/1/2036                        100          CENTRAL ISLIP                           NY                                 11722                            0                            0          1H                         HARD
        122654487                     1686.5                        246000                  245809.64                 3/1/2006               2/1/2036                     68.715          LANHAM                                  MD                                 20706                            0                            0                          0          NONE
        122648396                    1899.22                        247000                     247000                 4/1/2006               3/1/2036                     77.188          WOONSOCKET                              RI                                  2895                            0                            0          1H                         HARD
        122677912                    1877.38                        247000                     247000                 5/1/2006               4/1/2036                     70.571          RIVERDALE                               MD                                 20737                            0                            0                          0          NONE
        122635609                    1794.55                        247500                   245403.3                 3/1/2006               2/1/2036                         90          WORCESTER                               MA                                  1606                            0                            0                          0          NONE
        122740641                    2240.88                        247500                     247500                 4/1/2006               3/1/2036                         90          MIAMI BEACH                             FL                                 33139                            0                            0                          0          NONE
        122601720                    2171.99                        247500                  247222.66                 3/1/2006               2/1/2036                         90          CHESTERTON                              IN                                 46304                            0                            0                          0          NONE
        122618514                    1814.55                        247520                  247458.72                 3/1/2006               2/1/2036                        100          NAPLES                                  FL                                 34105                            0                            0          2H                         HARD
        122647821                    1911.28                        247950                     247950                 3/1/2006               2/1/2036                         95          ROLLING MEADOWS                         IL                                 60008                            0                            0                          0          NONE
        122517822                    1928.92                        248000                  247853.58                 3/1/2006               2/1/2036                         80          LODI                                    CA                                 95240                            0                            0          2H                         HARD
        122556603                    1734.05                        248000                  247815.95                 3/1/2006               2/1/2036                        100          NORTH BILLERICA                         MA                                  1862                            0                            0                          0          NONE
        122794273                    1841.39                        248000                     248000                 4/1/2006               3/1/2036                        100          FORT LAUDERDALE                         FL                                 33328                            0                            0          3H                         HARD
        122660078                    1712.87                        248000                     248000                 4/1/2006               3/1/2036                        100          LAS VEGAS                               NV                                 89120                            0                            0          3H                         HARD
        122639566                    1420.83                        248000                     248000                 3/1/2006               2/1/2036                         80          CLERMONT                                FL                                 34714                            0                            0          3H                         HARD
        122739909                    1601.67                        248000                     248000                 1/1/2006              12/1/2035                        100          LORTON                                  VA                                 22079                            0                            0          2H                         HARD
        122506131                    1526.63                        248400                     248400                 3/1/2006               2/1/2036                        100          RIALTO                                  CA                                 92376                            0                            0          2H                         HARD
        122503297                    2390.02                        248500                     248500                 4/1/2006               3/1/2036                     59.167          NORWALK                                 CT                                  6854                            0                            0          2H                         HARD
        122898253                     1866.9                        248500                     248500                 4/1/2006               3/1/2036                         70          TOMS RIVER                              NJ                                  8755                            0                            0                          0          NONE
        122673852                    1697.25                        248800                     248800                 4/1/2006               3/1/2036                        100          QUINCY                                  MA                                  2169                            0                            0                          0          NONE
        122741372                    2130.16                        249000                     249000                 4/1/2006               3/1/2036                     43.455          WEYMOUTH                                MA                                  2188                            0                            0                          0          NONE
        122583610                    2475.73                        250000                     250000                 4/1/2006               3/1/2036                     38.462          BROOKLYN                                NY                                 11216                            0                            0          3H                         HARD
        122650010                     2333.7                        250000                  249905.88                 3/1/2006               2/1/2036                     52.301          RIVERSIDE                               CA                                 92503                            0                            0          2H                         HARD
        122708708                    1769.48                        250000                  249819.06                 3/1/2006               2/1/2036                     71.429          EGG HARBOR TOWNSHIP                     NJ                                  8234                            0                            0                          0          NONE
        122736195                    2147.89                        250000                  249883.36                 3/1/2006               2/1/2036                     66.138          CHICAGO                                 IL                                 60634                            0                            0                          0          NONE
        122900701                    2147.89                        250000                     250000                 5/1/2006               4/1/2036                     67.568          ROOSEVELT                               NY                                 11575                            0                            0          2H                         HARD
        122845180                    1714.87                        250000                  249925.76                 3/1/2006               2/1/2036                         80          CENTREVILLE                             VA                                 20121                            0                            0          2H                         HARD
        122514406                    1856.54                        250000                     250000                 4/1/2006               3/1/2036                     76.923          PAWTUCKET                               RI                                  2861                            0                            0                          0          NONE
        122841498                    1769.48                        250000                     250000                 4/1/2006               3/1/2036                     52.632          FONTANA                                 CA                                 92336                            0                            0                          0          NONE
        122932078                    1763.18                        250200                     250200                 5/1/2006               4/1/2036                         90          ALTAMONTE SPRINGS                       FL                                 32714                            0                            0          2H                         HARD
        121749335                    1646.49                        250200                  249867.39                 1/1/2006              12/1/2035                         90          MIAMI                                   FL                                 33177                            0                            0          2S                         SOFT
        121740472                    1335.47                        250400                  250390.44                 8/1/2005               7/1/2035                        100          SAN DIEGO                               CA                                 92123                            0                            0          2H                         HARD
        122461438                    1818.11                        250750                     250750                 4/1/2006               3/1/2036                         85          SAN BERNARDINO                          CA                                 92410                            0                            0          2H                         HARD
        122774224                    1696.62                        250750                     250750                 4/1/2006               3/1/2036                         85          BROCKTON                                MA                                  2302                            0                            0                          0          NONE
        121749296                    1847.78                        250750                  250565.13                 1/1/2006              12/1/2035                      85.58          LITTLETON                               CO                                 80125                            0                            0          3H                         HARD
        122708562                     1950.7                        250800                  250602.63                 3/1/2006               2/1/2036                         95          PUNTA GORDA                             FL                                 33983                            0                            0          2H                         HARD
        121745850                       1674                        251100                     251100                12/1/2005              11/1/2035                         90          MESA                                    AZ                                 85208                            0                            0          2H                         HARD
        122642139                    1930.86                        251115                  250628.82                 1/1/2006              12/1/2035                         90          ST AUGUSTINE                            FL                                 32092                            0                            0                          0          NONE
        122619813                    1770.23                        251200                  251077.49                 3/1/2006               2/1/2036                        100          WOBURN                                  MA                                  1801                            0                            0                          0          NONE
        121746805                    1958.09                        251750                  250686.83                 9/1/2005               8/1/2035                         95          APPLE VALLEY                            MN                                 55124                            0                            0          2H                         HARD
        122132906                    2027.65                        252000                  251862.35                 3/1/2006               2/1/2036                         90          CATHEDRAL CITY                          CA                                 92234                            0                            0                          0          NONE
        122468332                    1871.09                        252000                   251669.2                 2/1/2006               1/1/2036                         90          OAK RIDGE                               NJ                                  7438                            0                            0                          0          NONE
        122676501                    1592.81                        252000                     252000                 4/1/2006               3/1/2036                        100          BAYSHORE                                NY                                 11706                            0                            0                          0          NONE
        122794211                    2188.24                        252000                     252000                 4/1/2006               3/1/2036                         90          DETROIT                                 MI                                 48206                            0                            0          2H                         HARD
        122800326                    2211.48                        252000                     252000                 4/1/2006               3/1/2036                         90          LEMONT                                  IL                                 60439                            0                            0                          0          NONE
        122798093                    2141.97                        252000                     252000                 5/1/2006               4/1/2036                        100          FORT LAUDERDALE                         FL                                 33326                            0                            0          3H                         HARD
        122500889                    1520.46                        252000                     252000                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33193                            0                            0          2H                         HARD
        122632056                    1893.19                        252000                  251839.31                 3/1/2006               2/1/2036                     94.382          LITHONIA                                GA                                 30038                            0                            0          2H                         HARD
        122645880                    1676.56                        252000                     252000                 4/1/2006               3/1/2036                        100          ARVADA                                  CO                                 80004                            0                            0          2H                         HARD
        122633544                    1805.36                        252000                  251822.14                 3/1/2006               2/1/2036                        100          POMONA                                  NY                                 10970                            0                            0          3H                         HARD
        122714085                    1697.77                        252000                  251798.48                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33189                            0                            0          3H                         HARD
        122770282                    1719.08                        252000                     252000                 4/1/2006               3/1/2036                       50.4          PATTERSON                               NY                                 12563                            0                            0          3H                         HARD
        122167142                    1601.25                        252000                     252000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33137                            0                            0          2H                         HARD
        122569924                       1575                        252000                     252000                 3/1/2006               2/1/2036                         90          SAN BERNARDINO                          CA                                 92411                            0                            0          3H                         HARD
        122401679                     1669.5                        252000                     252000                11/1/2005              10/1/2035                        100          DETROIT                                 MI                                 48206                            0                            0                          0          NONE
        122881064                    2006.62                        252200                     252200                 4/1/2006               3/1/2036                         65          WOODBRIDGE                              VA                                 22191                            0                            0                          0          NONE
        122633468                       1683                        252200                     252200                 4/1/2006               3/1/2036                         65          SILVER SPRING                           MD                                 20904                            0                            0          1H                         HARD
        122752865                    1704.51                        253000                     253000                 4/1/2006               3/1/2036                     61.707          LOS ANGELES                             CA                                 90042                            0                            0          3H                         HARD
        121749206                    1938.69                        253300                  252673.27                12/1/2005              11/1/2035                      96.07          PORT SAINT LUCIE                        FL                                 34953                            0                            0          2H                         HARD
        122743504                    1581.51                        253500                     253500                 4/1/2006               3/1/2036                         65          TURLOCK                                 CA                                 95382                            0                            0          3H                         HARD
        122653938                     1426.5                        253600                  253599.66                 3/1/2006               2/1/2036                        100          PLAINFIELD                              IL                                 60585                            0                            0                          0          NONE
        121749565                    1837.18                        253894                  253694.16                 1/1/2006              12/1/2035                         90          COLLEGE PARK                            GA                                 30349                            0                            0                          0          NONE
        122704402                    2135.77                        254000                  253875.06                 3/1/2006               2/1/2036                        100          NORTH LAUDERDALE                        FL                                 33068                            0                            0          3H                         HARD
        122643323                    1975.59                        254000                  253850.04                 3/1/2006               2/1/2036                      76.97          CHANDLER                                AZ                                 85225                            0                            0                          0          NONE
        122805474                    1822.55                        254400                  254220.45                 3/1/2006               2/1/2036                        100          SOUTH OZONE PARK                        NY                                 11420                            0                            0          1H                         HARD
        122678622                     1778.8                        254400                   254211.2                 3/1/2006               2/1/2036                        100          BRONX                                   NY                                 10473                            0                            0                          0          NONE
        122761144                    2211.68                        254700                  254584.29                 3/1/2006               2/1/2036                         90          GOODYEAR                                AZ                                 85338                            0                            0                          0          NONE
        120578234                    1807.58                        255000                  252885.43                 3/1/2005               2/1/2035                     82.258          BEL AIR                                 MD                                 21014                            0                            0                          0          NONE
        122588221                    1938.18                        255000                  254841.51                 3/1/2006               2/1/2036                         85          SAINT PETERSBURG                        FL                                 33710                            0                            0          2H                         HARD
        122602027                    1675.17                        255000                  254785.77                 3/1/2006               2/1/2036                         75          LINDEN                                  NJ                                  7036                            0                            0                          0          NONE
        122513900                    1761.22                        255000                  254805.97                 3/1/2006               2/1/2036                      63.75          FORT WASHINGTON                         MD                                 20744                            0                            0                          0          NONE
        122794996                    1960.73                        255000                  254845.52                 3/1/2006               2/1/2036                     63.433          LEESBURG                                VA                                 20176                            0                            0          2H                         HARD
        122627588                    1893.37                        255000                  254833.19                 3/1/2006               2/1/2036                     62.195          GLENDALE                                AZ                                 85304                            0                            0          2H                         HARD
        121747091                    2256.67                        255000                  254323.38                10/1/2005               9/1/2035                      69.48          ONTARIO                                 CA                                 91762                            0                            0          2H                         HARD
        121749275                    1603.21                        255000                     254618                12/1/2005              11/1/2035                      79.69          GOLD BAR                                WA                                 98251                            0                            0          3H                         HARD
        121747292                    1453.09                        255920                  254219.89                10/1/2005               9/1/2035                        100          HESPERIA                                CA                                 92345                            0                            0          2H                         HARD
        122639293                    2036.53                        255960                  255816.51                 3/1/2006               2/1/2036                         80          KENT                                    WA                                 98031                            0                            0                          0          NONE
        122559887                    1811.95                        256000                  255814.72                 3/1/2006               2/1/2036                         80          GLEN BURNIE                             MD                                 21061                            0                            0          3H                         HARD
        122555548                    1876.65                        256000                  255827.88                 3/1/2006               2/1/2036                        100          WALLINGFORD                             CT                                  6492                            0                            0          2H                         HARD
        122708826                    1789.99                        256000                  255810.01                 3/1/2006               2/1/2036                        100          REMINGTON                               VA                                 22734                            0                            0          2H                         HARD
        122716064                    1834.02                        256000                  255819.31                 3/1/2006               2/1/2036                        100          BEAR                                    DE                                 19701                            0                            0          1H                         HARD
        122606304                    1684.66                        256000                  255915.34                 3/1/2006               2/1/2036                         95          BALTIMORE                               MD                                 21230                            0                            0                          0          NONE
        122652289                    1746.37                        256000                   255800.3                 3/1/2006               2/1/2036                        100          WOODBRIDGE                              NJ                                  7095                            0                            0                          0          NONE
        122590051                    1653.33                        256000                     256000                 3/1/2006               2/1/2036                        100          CAPE CORAL                              FL                                 33993                            0                            0                          0          NONE
        121746952                    1643.43                        256000                   254632.6                10/1/2005               9/1/2035                        100          CHICAGO                                 IL                                 60651                            0                            0                          0          NONE
        122616775                    1867.73                        256000                     256000                 1/1/2006              12/1/2035                        100          BAY SHORE                               NY                                 11706                            0                            0          1H                         HARD
        122595613                    1515.52                        256200                  254613.42                10/1/2005               9/1/2035                     89.964          FALLS CHURCH                            VA                                 22043                                                                                    0          NONE
        122587079                    1749.78                        256500                  256299.91                 3/1/2006               2/1/2036                         90          PEMBROKE PINES                          FL                                 33024                            0                            0          2H                         HARD
        122620787                    2086.97                        256500                   256363.5                 3/1/2006               2/1/2036                         90          CINCINNATI                              OH                                 45247                            0                            0          2H                         HARD
        121749523                    1914.61                        256500                  256256.06                12/1/2005              11/1/2035                         90          BAKERSFIELD                             CA                                 93313                            0                            0                          0          NONE
        121732542                    2376.98                        256700                  256089.05                10/1/2005               9/1/2035                         85          NORTH PROVIDENCE                        RI                                  2911                            0                            0                          0          NONE
        122771070                    1793.37                        256960                     256960                 3/1/2006               2/1/2036                        100          HOMESTEAD                               FL                                 33030                            0                            0          1H                         HARD
        122772191                    1908.53                        257000                  256938.66                 3/1/2006               2/1/2036                     82.903          POMPANO BEACH                           FL                                 33064                            0                            0          2H                         HARD
        122595212                    1884.05                        257000                  256936.37                 3/1/2006               2/1/2036                     74.493          PALMDALE                                CA                                 93550                            0                            0          2H                         HARD
        122549024                     1740.1                        257000                     257000                 3/1/2006               2/1/2036                     90.175          EATONTOWN                               NJ                                  7724                            0                            0                          0          NONE
        122661236                    1903.69                        257400                  257303.69                 3/1/2006               2/1/2036                         90          SAINT ALBANS                            VT                                  5478                            0                            0                          0          NONE
        121746956                    1660.95                        257400                  256038.31                10/1/2005               9/1/2035                         90          STRASBURG                               VA                                 22657                            0                            0          2H                         HARD
        122752473                    2452.71                        257550                     257550                 4/1/2006               3/1/2036                     55.387          KINGS PARK                              NY                                 11754                            0                            0          1H                         HARD
        122735391                    2550.99                        257600                     257600                 4/1/2006               3/1/2036                         70          MORRISVILLE                             VT                                  5661                            0                            0          2H                         HARD
        122782457                    1938.27                        258000                     258000                 4/1/2006               3/1/2036                     74.783          WALDORF                                 MD                                 20602                            0                            0                          0          NONE
        122777362                    1870.68                        258000                     258000                 4/1/2006               3/1/2036                     36.596          SOMERVILLE                              MA                                  2145                            0                            0                          0          NONE
        122401732                    2150.61                        258000                  257608.11                 1/1/2006              12/1/2035                      87.46          SECANE TWP.                             PA                                 19018                            0                            0                          0          NONE
        122728804                    1918.61                        258400                     258400                 4/1/2006               3/1/2036                         95          WYNANTSKILL                             NY                                 12198                            0                            0          1H                         HARD
        122701166                    1372.75                        258400                     258400                 4/1/2006               3/1/2036                        100          HALLANDALE                              FL                                 33009                            0                            0          2H                         HARD
        122553605                    2442.08                        258999                   258904.1                 3/1/2006               2/1/2036                         70          EVERETT                                 WA                                 98205                            0                            0          2H                         HARD
        122593408                    2177.81                        259000                  258744.21                 2/1/2006               1/1/2036                         70          BAYVILLE                                NJ                                  8721                            0                            0                          0          NONE
        122661877                    1744.93                        259000                  258743.81                 3/1/2006               2/1/2036                     79.692          SMITHVILLE                              MO                                 64089                            0                            0                          0          NONE
        122634461                    1708.01                        260000                  259781.57                 3/1/2006               2/1/2036                        100          FRISCO                                  TX                                 75034                            0                            0                          0          NONE
        122540956                    2549.99                        260000                  259914.59                 3/1/2006               2/1/2036                         80          WOODSTOCK                               NY                                 12498                            0                            0                          0          NONE
        122595894                    2850.74                        260000                  259938.58                 3/1/2006               2/1/2036                     64.039          WOODBRIDGE                              VA                                 22192                            0                            0                          0          NONE
        122661548                    1708.01                        260000                     260000                 4/1/2006               3/1/2036                        100          CATONSVILLE                             MD                                 21228                            0                            0          2H                         HARD
        122679641                    1885.18                        260000                     260000                 4/1/2006               3/1/2036                     69.333          BRICK                                   NJ                                  8724                            0                            0                          0          NONE
        122701400                    2068.68                        260000                  259854.24                 3/1/2006               2/1/2036                        100          BENSON                                  NC                                 27504                            0                            0          2H                         HARD
        122845695                    1953.29                        260000                     260000                 4/1/2006               3/1/2036                     56.522          BRONX                                   NY                                 10453                            0                            0          3H                         HARD
        122586180                    1759.21                        260000                     260000                 4/1/2006               3/1/2036                     65.823          HYATTSVILLE                             MD                                 20783                            0                            0          2H                         HARD
        122923022                    1783.47                        260000                     260000                 4/1/2006               3/1/2036                        100          PLAINFIELD                              IL                                 60544                            0                            0                          0          NONE
        122497503                    1999.18                        260000                  259842.49                 3/1/2006               2/1/2036                     59.091          FAR ROCKAWAY                            NY                                 11692                            0                            0                          0          NONE
        122183095                    1922.92                        260000                     260000                 3/1/2006               2/1/2036                         95          BRIDGEPORT                              CT                                  6610                            0                            0                          0          NONE
        122766630                       1950                        260000                     260000                 4/1/2006               3/1/2036                        100          PEMBROKE PINES                          FL                                 33025                            0                            0          2H                         HARD
        121747039                    1773.66                        260000                  258554.22                 9/1/2005               8/1/2035                         80          LANCASTER                               CA                                 93535                            0                            0          2H                         HARD
        121747216                    1703.67                        260000                  258664.03                10/1/2005               9/1/2035                         80          WATERFORD                               CA                                 95386                            0                            0          2H                         HARD
        122138936                    1845.92                        260600                     260600                 2/1/2006               1/1/2036                        100          PERRIS                                  CA                                 92571                            0                            0          2H                         HARD
        121749481                    1545.49                        260800                  260351.96                12/1/2005              11/1/2035                        100          MODESTO                                 CA                                 95355                            0                            0          2H                         HARD
        122641386                    1869.84                        261000                  260815.76                 3/1/2006               2/1/2036                         90          HANFORD                                 CA                                 93230                            0                            0          2H                         HARD
        122595688                    1442.04                        261200                     261200                 4/1/2006               3/1/2036                     99.997          BAYSHORE                                NY                                 11706                            0                            0          2H                         HARD
        122687322                    1280.75                        261600                     261600                 3/1/2006               2/1/2036                        100          SACRAMENTO                              CA                                 95828                            0                            0          2H                         HARD
        122522093                       1877                        262000                     262000                 4/1/2006               3/1/2036                     45.565          LAKEWOOD                                CA                                 90713                            0                            0          2H                         HARD
        122725907                    1991.39                        262000                  261837.15                 3/1/2006               2/1/2036                     74.857          NEWBURGH                                NY                                 12550                            0                            0                          0          NONE
        122857623                    1664.79                        262000                     262000                 4/1/2006               3/1/2036                     73.803          MENIFEE                                 CA                                 92584                            0                            0          2H                         HARD
        122604551                    2017.63                        262400                  262240.67                 3/1/2006               2/1/2036                         95          FRAMINGHAM                              MA                                  1702                            0                            0                          0          NONE
        122609682                    2475.09                        262500                   259906.3                 3/1/2006               2/1/2036                         70          NEPTUNE                                 NJ                                  7753                            0                            0                          0          NONE
        122602280                    2475.09                        262500                     262500                 4/1/2006               3/1/2036                         70          MAYS LANDING                            NJ                                  8330                            0                            0                          0          NONE
        122651676                    1899.45                        262500                  262432.58                 3/1/2006               2/1/2036                     59.659          MARBLEHEAD                              MA                                  1945                            0                            0                          0          NONE
        121727528                    1204.04                        262700                     262700                 8/1/2005               7/1/2035                         74          FORDS                                   NJ                                  8863                            0                            0                          0          NONE
        122220908                    1906.93                        263000                  262636.83                 2/1/2006               1/1/2036                     62.619          MOUNT HOPE                              NY                                 10940                            0                            0                          0          NONE
        122852747                    2235.47                        263000                     263000                 4/1/2006               3/1/2036                      84.16          NEW BEDFORD                             MA                                  2745                            0                            0                          0          NONE
        121732550                    1491.47                        263200                     263200                10/1/2005               9/1/2035                        100          LAWRENCE                                MA                                  1841                            0                            0                          0          NONE
        121747144                    1851.46                        263500                  262319.95                10/1/2005               9/1/2035                         85          NEW MARKET                              MD                                 21774                            0                            0                          0          NONE
        122548769                    2053.36                        263999                  263843.13                 3/1/2006               2/1/2036                         80          CHESAPEAKE                              VA                                 23320                            0                            0          2H                         HARD
        122691143                    1845.93                        264000                     264000                 4/1/2006               3/1/2036                        100          FREDERICK                               MD                                 21702                            0                            0          2H                         HARD
        122701384                    1891.33                        264000                     264000                 4/1/2006               3/1/2036                     73.333          IJAMSVILLE                              MD                                 21754                            0                            0                          0          NONE
        122870512                    1845.93                        264000                     264000                 4/1/2006               3/1/2036                        100          UPPER MARLBORO                          MD                                 20772                            0                            0                          0          NONE
        122611745                       1705                        264000                     264000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33193                            0                            0          2H                         HARD
        122646933                       1870                        264000                     264000                 3/1/2006               2/1/2036                        100          FORT LAUDERDALE                         FL                                 33312                            0                            0                          0          NONE
        122080832                       1375                        264000                     264000                 1/1/2006              12/1/2035                        100          ENGLEWOOD                               NJ                                  7631                            0                            0                          0          NONE
        121747258                    1747.54                        264000                  262669.62                10/1/2005               9/1/2035                        100          BROCKTON                                MA                                  2301                            0                            0          2H                         HARD
        121749176                    1891.33                        264000                   262925.3                12/1/2005              11/1/2035                        100          NORTH ARLINGTON                         NJ                                  7031                            0                            0                          0          NONE
        122625658                    1645.55                        264800                  264699.12                 3/1/2006               2/1/2036                        100          MARLBOROUGH                             MA                                  1752                            0                            0                          0          NONE
        121749593                    1645.21                        265000                     264900                 1/1/2006              12/1/2035                      84.13          BRIDGMAN                                MI                                 49106                            0                            0          2H                         HARD
        122516568                    1740.86                        265000                  264777.37                 3/1/2006               2/1/2036                     77.941          EAST TAUNTON                            MA                                  2718                            0                            0                          0          NONE
        122599572                    2156.13                        265000                  264858.97                 3/1/2006               2/1/2036                     79.104          CEDAR CITY                              UT                                 84720                            0                            0                          0          NONE
        122611687                    1857.11                        265600                  265402.89                 3/1/2006               2/1/2036                        100          ALEXANDRIA                              VA                                 22306                            0                            0          2H                         HARD
        120952133                     1301.4                        266000                  265797.66                 4/1/2005               3/1/2035                     61.149          ROCKVILLE                               MD                                 20852                            0                            0                          0          NONE
        121746838                    1970.39                        266000                   264750.7                 9/1/2005               8/1/2035                         95          EL CENTRO                               CA                                 92243                            0                            0          3H                         HARD
        122650531                    1772.37                        266400                  266181.63                 3/1/2006               2/1/2036                        100          FORT WASHINGTON                         MD                                 20744                            0                            0          2H                         HARD
        122544314                    2593.27                        267000                  266909.86                 3/1/2006               2/1/2036                     69.531          SUFFOLK                                 VA                                 23435                            0                            0          2H                         HARD
        122846832                    2061.08                        267200                     267200                 4/1/2006               3/1/2036                        100          MIAMI                                   FL                                 33187                            0                            0          3H                         HARD
        122879428                    2106.39                        267750                     267750                 4/1/2006               3/1/2036                         85          JOHNSTON                                RI                                  2919                            0                            0          3H                         HARD
        122819489                    1918.19                        267750                     267750                 4/1/2006               3/1/2036                         85          PROVIDENCE                              RI                                  2904                            0                            0          1H                         HARD
        122721165                    1673.75                        267800                     267800                 2/1/2006               1/1/2036                         80          LAS VEGAS                               NV                                 89129                            0                            0          2H                         HARD
        122429411                    2013.39                        268000                  267829.11                 3/1/2006               2/1/2036                        100          VINCENTOWN                              NJ                                  8088                            0                            0                          0          NONE
        122528122                    1702.92                        268000                     268000                 3/1/2006               2/1/2036                        100          BAY SHORE                               NY                                 11706                            0                            0          2H                         HARD
        122863576                    1954.17                        268000                     268000                 4/1/2006               3/1/2036                        100          NAPLES                                  FL                                 34109                            0                            0          2H                         HARD
        121746954                    1707.18                        268000                  266547.65                10/1/2005               9/1/2035                         80          MODESTO                                 CA                                 95351                            0                            0          3H                         HARD
        122669953                    2160.42                        268500                  268353.33                 3/1/2006               2/1/2036                     61.442          MANASSAS                                VA                                 20109                            0                            0          2H                         HARD
        122611231                     1860.4                        269360                  268482.86                 3/1/2006               2/1/2036                        100          MORROW                                  GA                                 30260                            0                            0                          0          NONE
        122644634                    2000.29                        269400                  269223.77                 3/1/2006               2/1/2036                     76.971          KISSIMMEE                               FL                                 34746                            0                            0          2H                         HARD
        122676777                    1950.83                        269600                  269530.75                 3/1/2006               2/1/2036                        100          SOUTH ELGIN                             IL                                 60177                            0                            0                          0          NONE
        122369871                    1628.83                        269600                     269600                 3/1/2006               2/1/2036                        100          PERRIS                                  CA                                 92570                            0                            0          2H                         HARD
        122618500                    1460.33                        269600                     269600                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33189                            0                            0          2H                         HARD
        122642150                    1954.89                        269613                  269052.68                 1/1/2006              12/1/2035                         90          ST AUGUSTINE                            FL                                 32092                                                                                    0          NONE
        122401675                    1840.18                        269750                   269016.7                 1/1/2006              12/1/2035                         65          PEMBROKE PINES                          FL                                 33027                            0                            0                          0          NONE
        122579977                    1911.04                        270000                  269804.59                 3/1/2006               2/1/2036                         90          FRENCHTOWN                              NJ                                  8825                            0                            0                          0          NONE
        122648398                    1981.16                        270000                  269818.84                 3/1/2006               2/1/2036                     82.822          CHICAGO                                 IL                                 60707                            0                            0                          0          NONE
        122473665                    2319.72                        270000                  269774.03                 3/1/2006               2/1/2036                     74.586          SPRINGFIELD GARDENS                     NY                                 11413                            0                            0          2H                         HARD
        122786545                    2344.54                        270000                     270000                 4/1/2006               3/1/2036                     50.943          SILVER SPRING                           MD                                 20901                            0                            0                          0          NONE
        122847838                    2109.38                        270000                     270000                 4/1/2006               3/1/2036                         90          ANN ARBOR                               MI                                 48103                            0                            0          3H                         HARD
        121746875                    1598.02                        270000                  267432.98                 9/1/2005               8/1/2035                         90          FRANKLIN TOWNSHIP                       NJ                                  8873                            0                            0                          0          NONE
        121892183                     1558.3                        270700                  268645.54                 9/1/2005               8/1/2035                     85.937          MODESTO                                 CA                                 95356                            0                            0                          0          NONE
        121935658                    1714.75                        270750                     270750                 9/1/2005               8/1/2035                         95          STEVENSVILLE                            MD                                 21166                            0                            0                          0          NONE
        121740435                    1802.74                        270750                  268947.26                10/1/2005               9/1/2035                         95          MORENO VALLEY                           CA                                 92551                            0                            0          2H                         HARD
        122597542                    2313.08                        270800                     270800                 3/1/2006               2/1/2036                     89.967          ELLISVILLE                              MO                                 63011                            0                            0          2H                         HARD
        120170064                    1876.21                        271000                  267956.84                11/1/2004              10/1/2034                     94.888          MATTHEWS                                NC                                 28105                            0                            0                          0          NONE
        121746971                    2131.96                        271000                  270047.26                10/1/2005               9/1/2035                        100          OCEANSIDE                               NY                                 11572                            0                            0                          0          NONE
        122580846                    1897.39                        271360                  271158.61                 3/1/2006               2/1/2036                        100          ISLANDIA                                NY                                 11749                            0                            0                          0          NONE
        122900664                    1925.25                        271800                     271800                 4/1/2006               3/1/2036                         90          HOWELL                                  NJ                                  7731                            0                            0                          0          NONE
        121745859                    1741.39                        271960                  270992.25                12/1/2005              11/1/2035                        100          AUBERRY                                 CA                                 93602                            0                            0          2H                         HARD
        122701383                     2067.4                        272000                  271830.93                 3/1/2006               2/1/2036                     93.567          CHICAGO                                 IL                                 60639                            0                            0                          0          NONE
        122719146                     2098.1                        272000                     272000                 4/1/2006               3/1/2036                         85          NORTH MIDDLETOWN                        NJ                                  7748                            0                            0                          0          NONE
        122493584                    1558.33                        272000                     272000                 2/1/2006               1/1/2036                         85          CLINTON                                 MD                                 20735                            0                            0                          0          NONE
        122480059                    1728.33                        272000                     272000                 3/1/2006               2/1/2036                        100          OZONE PARK                              NY                                 11417                            0                            0                          0          NONE
        122891190                    1898.33                        272000                     272000                 4/1/2006               3/1/2036                        100          TAMPA                                   FL                                 33603                            0                            0          2H                         HARD
        121746988                    2159.28                        272000                     270903                 9/1/2005               8/1/2035                         80          BELGRADE                                MT                                 59714                            0                            0                          0          NONE
        122987314                       1530                        272000                     272000                 3/1/2006               2/1/2036                        100          HALETHORPE                              MD                                 21227                            0                            0          3H                         HARD
        121746869                    2292.59                        272650                  271688.64                 9/1/2005               8/1/2035                         95          WEST HAVERSTRAW                         NY                                 10993                            0                            0                          0          NONE
        122770101                    2072.72                        272700                     272700                 4/1/2006               3/1/2036                         95          CHICAGO                                 IL                                 60618                            0                            0                          0          NONE
        122164120                    1480.92                        273400                     273400                11/1/2005              10/1/2035                      79.99          LAS VEGAS                               NV                                 89148                            0                            0          2S                         SOFT
        122686812                    2477.19                        273600                  273488.31                 3/1/2006               2/1/2036                     74.959          FLOSSMOOR                               IL                                 60422                            0                            0          1H                         HARD
        122685095                    2106.82                        274000                  273834.01                 3/1/2006               2/1/2036                     81.791          SPOTSYLVANIA                            VA                                 22553                            0                            0          2H                         HARD
        122613275                    2455.32                        274000                  273840.48                 3/1/2006               2/1/2036                     67.654          BRONX                                   NY                                 10473                            0                            0                          0          NONE
        122814793                    2184.05                        274500                     274500                 4/1/2006               3/1/2036                         90          CHICAGO                                 IL                                 60640                            0                            0                          0          NONE
        122451653                    1826.26                        274500                  274238.46                 3/1/2006               2/1/2036                     87.981          JAMAICA                                 NY                                 11434                            0                            0          3H                         HARD
        121747025                    2184.05                        274500                  273392.38                 9/1/2005               8/1/2035                         90          CHULA VISTA                             CA                                 91910                            0                            0          2H                         HARD
        122684765                    1922.84                        275000                  274795.91                 3/1/2006               2/1/2036                     71.429          CENTRAL ISLIP                           NY                                 11722                            0                            0          2H                         HARD
        122735938                     2723.3                        275000                     275000                 4/1/2006               3/1/2036                     66.265          LANCASTER                               MA                                  1523                            0                            0                          0          NONE
        122752634                    2387.96                        275000                  274875.06                 3/1/2006               2/1/2036                     73.333          MIAMI                                   FL                                 33181                            0                            0          2H                         HARD
        122845755                    2312.35                        275000                     275000                 4/1/2006               3/1/2036                     74.324          MORRIS PLAINS                           NJ                                  7950                            0                            0                          0          NONE
        122895920                     2090.2                        275000                     275000                 5/1/2006               4/1/2036                      88.71          BELLEVILLE                              MI                                 48111                            0                            0          3H                         HARD
        122736669                    2188.02                        275000                  274845.83                 3/1/2006               2/1/2036                     73.727          PISCATAWAY                              NJ                                  8854                            0                            0          2H                         HARD
        122655666                    1733.96                        275000                  274898.85                 3/1/2006               2/1/2036                     72.368          COMPTON                                 CA                                 90220                            0                            0          3H                         HARD
        121745830                    1518.23                        275000                     275000                12/1/2005              11/1/2035                      67.07          LOMPOC                                  CA                                 93436                            0                            0          3H                         HARD
        122659972                    1691.33                        275200                     275200                 3/1/2006               2/1/2036                        100          HYATSVILLE                              MD                                 20781                            0                            0          3H                         HARD
        122805448                    2493.49                        275400                     275400                 4/1/2006               3/1/2036                         90          JERSEY CITY                             NJ                                  7307                            0                            0                          0          NONE
        122760030                    2021.53                        275500                     275500                 4/1/2006               3/1/2036                         95          OCOEE                                   FL                                 34761                            0                            0          2H                         HARD
        122559789                     1764.7                        275600                  275356.84                 3/1/2006               2/1/2036                        100          SOUTH AMBOY                             NJ                                  8879                            0                            0                          0          NONE
        122360979                     2146.7                        276000                  275837.05                 3/1/2006               2/1/2036                         80          TIMBERVILLE                             VA                                 22853                            0                            0          2H                         HARD
        122689938                    1882.81                        276000                   275783.7                 3/1/2006               2/1/2036                        100          FONTANA                                 CA                                 92335                            0                            0          2H                         HARD
        122708857                     1977.3                        276000                     276000                 4/1/2006               3/1/2036                         80          HOMESTEAD                               FL                                 33033                            0                            0          2H                         HARD
        122695829                    2208.96                        276000                  275947.29                 3/1/2006               2/1/2036                         80          LEMOORE                                 CA                                 93245                            0                            0                          0          NONE
        122748601                     1437.5                        276000                     276000                 3/1/2006               2/1/2036                        100          MORGANTON                               GA                                 30560                            0                            0                          0          NONE
        122491356                       1955                        276000                     276000                 3/1/2006               2/1/2036                         80          JACKSON                                 NJ                                  8527                            0                            0                          0          NONE
        122748184                     1667.5                        276000                     276000                 3/1/2006               2/1/2036                        100          ANTELOPE                                CA                                 95843                            0                            0                          0          NONE
        121749414                    1785.76                        276000                  275712.47                 1/1/2006              12/1/2035                        100          ELIZABETH                               NJ                                  7208                            0                            0                          0          NONE
        122749141                    2322.86                        276250                     276250                 4/1/2006               3/1/2036                         85          HAMPSTEAD                               NC                                 28443                            0                            0          1H                         HARD
        121746855                    1956.77                        276250                  276249.71                 9/1/2005               8/1/2035                         85          CENTRAL ISLIP                           NY                                 11722                            0                            0                          0          NONE
        122625692                    1818.91                        276400                  276308.59                 3/1/2006               2/1/2036                        100          SACRAMENTO                              CA                                 95833                            0                            0          2H                         HARD
        122564226                    2303.75                        276450                     276450                 3/1/2006               2/1/2036                         95          SEBRING                                 FL                                 33875                            0                            0          1H                         HARD
        122702219                    2477.72                        276500                  273885.17                 3/1/2006               2/1/2036                         70          FORT LAUDERDALE                         FL                                 33322                            0                            0          2H                         HARD
        121746992                     1833.6                        277000                  275604.06                10/1/2005               9/1/2035                      83.94          RIVERDALE                               MD                                 20737                            0                            0                          0          NONE
        122930004                    1625.23                        277600                     277600                 4/1/2006               3/1/2036                         95          RIVERSIDE                               CA                                 92503                            0                            0          3H                         HARD
        121747080                    1991.27                        277950                  276572.98                10/1/2005               9/1/2035                         85          ROYAL PALM BEACH                        FL                                 33411                            0                            0          3H                         HARD
        121747886                    1600.32                        278000                   276195.8                10/1/2005               9/1/2035                      84.24          RIALTO                                  CA                                 92376                            0                            0          3S                         SOFT
        122668430                    2287.86                        278100                  277955.83                 3/1/2006               2/1/2036                         90          CARMICHAEL                              CA                                 95608                            0                            0                          0          NONE
        122588512                    2087.25                        278300                  278299.25                 3/1/2006               2/1/2036                     94.983          GRAND PRAIRIE                           TX                                 75052                            0                            0          3H                         HARD
        122678975                     1970.5                        278400                   278198.5                 3/1/2006               2/1/2036                        100          WOODBRIDGE                              VA                                 22192                            0                            0          2H                         HARD
        122932142                    2219.85                        279000                     279000                 4/1/2006               3/1/2036                         90          CRYSTAL LAKE                            IL                                 60014                            0                            0                          0          NONE
        122573558                    1992.45                        279000                  278925.67                 3/1/2006               2/1/2036                     85.583          GILBERT                                 AZ                                 85297                            0                            0          2H                         HARD
        121759847                    2566.59                        279000                  268932.51                 8/1/2005               7/1/2020                         90          FERNDALE                                WA                                 98248                            0                            0                          0          NONE
        121746739                    1950.81                        279000                  276356.23                 8/1/2005               7/1/2035                         90          MANALAPAN                               NJ                                  7726                            0                            0          1H                         HARD
        122443317                    2053.81                        279900                     279900                 4/1/2006               3/1/2036                     79.971          LOS ANGELES                             CA                                 90002                            0                            0          3H                         HARD
        122663420                    1957.52                        279960                  279752.23                 3/1/2006               2/1/2036                        100          FORT LUPTON                             CO                                 80621                            0                            0          2H                         HARD
        120491660                    2084.55                        280000                  277859.76                 1/1/2005              12/1/2034                     67.146          ANNANDALE                               VA                                 22003                            0                            0                          0          NONE
        122590905                    2078.99                        280000                  279816.84                 3/1/2006               2/1/2036                     88.889          RIVERSIDE                               IL                                 60546                            0                            0                          0          NONE
        122555800                    2252.94                        280000                  279847.06                 3/1/2006               2/1/2036                        100          HOLLYWOOD                               FL                                 33024                            0                            0          3H                         HARD
        122689540                     2457.2                        280000                     280000                 4/1/2006               3/1/2036                         80          WYANDANCH                               NY                                 11798                            0                            0          3H                         HARD
        122649879                     1842.6                        280000                   279907.4                 3/1/2006               2/1/2036                        100          ELK GROVE                               CA                                 95758                            0                            0          2H                         HARD
        122487360                    2005.95                        280000                  279802.38                 3/1/2006               2/1/2036                     82.353          PLAISTOW                                NH                                  3865                            0                            0          2H                         HARD
        122728718                     1839.4                        280000                     280000                 4/1/2006               3/1/2036                         95          BRENTWOOD                               NY                                 11717                            0                            0                          0          NONE
        122675168                    1946.87                        280000                   279919.8                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33173                            0                            0          3H                         HARD
        122638210                    1808.33                        280000                     280000                 3/1/2006               2/1/2036                     85.714          POMPANO BEACH                           FL                                 33063                            0                            0          3H                         HARD
        121749007                    1701.31                        280000                  277500.11                 7/1/2005               6/1/2035                         80          WESTFORD                                MA                                  1886                            0                            0          2H                         HARD
        121746962                    1696.79                        280000                  278897.81                 9/1/2005               8/1/2035                      78.65          MIAMI                                   FL                                 33015                            0                            0          2H                         HARD
        121749140                    1929.12                        280000                  278695.42                10/1/2005               9/1/2035                      84.85          GROTON                                  CT                                  6340                            0                            0          2H                         HARD
        121749434                    1791.08                        280000                  279699.04                 1/1/2006              12/1/2035                        100          GLENDALE                                CA                                 91206                            0                            0          3H                         HARD
        121747223                    1589.67                        280000                  279201.65                10/1/2005               9/1/2035                      62.22          ANAHEIM                                 CA                                 92805                            0                            0          3H                         HARD
        122740579                    2230.99                        280400                     280400                 4/1/2006               3/1/2036                      84.97          ENGLISHTOWN                             NJ                                  7726                            0                            0                          0          NONE
        122520037                    1842.69                        280500                  280264.34                 3/1/2006               2/1/2036                     66.786          COVENTRY                                RI                                  2816                            0                            0          1H                         HARD
        122583492                    1920.33                        281500                   281280.4                 3/1/2006               2/1/2036                     76.515          ELKTON                                  MD                                 21921                            0                            0                          0          NONE
        122633231                    2105.32                        283500                  283432.34                 3/1/2006               2/1/2036                         90          MASTIC BEACH                            NY                                 11951                            0                            0          3H                         HARD
        122757561                     2351.8                        283500                     283500                 4/1/2006               3/1/2036                         90          ORLANDO                                 FL                                 32806                            0                            0          1H                         HARD
        121557936                    1933.97                        283500                  281460.79                 7/1/2005               6/1/2035                         90          HIALEAH                                 FL                                 33012                            0                            0                          0          NONE
        122739915                    1857.83                        284000                     284000                 1/1/2006              12/1/2035                        100          MANASSAS                                VA                                 20110                            0                            0          2H                         HARD
        121749313                    1879.93                        284000                   283051.4                12/1/2005              11/1/2035                        100          LANCASTER                               CA                                 93536                            0                            0          2H                         HARD
        122667817                    1644.83                        284000                  283763.54                 1/1/2006              12/1/2035                        100          POMONA                                  CA                                 91768                            0                            0          2H                         HARD
        122588248                    2086.83                        284400                     284400                 4/1/2006               3/1/2036                         90          LAKEWOOD                                NJ                                  8701                            0                            0                          0          NONE
        122525457                    1639.18                        284750                  284445.59                 3/1/2006               2/1/2036                         85          MASTIC BEACH                            NY                                 11951                            0                            0          1H                         HARD
        122679123                    2316.82                        284750                  284598.47                 3/1/2006               2/1/2036                     81.357          NEPTUNE                                 NJ                                  7753                            0                            0                          0          NONE
        122178665                    2116.12                        285000                  284813.57                 3/1/2006               2/1/2036                     45.527          BRAINTREE                               MA                                  2184                            0                            0                          0          NONE
        122587591                    2062.26                        285000                   284926.8                 3/1/2006               2/1/2036                         95          BUCKEYE                                 AZ                                 85326                            0                            0          2H                         HARD
        122255970                    2096.73                        285750                  284778.49                11/1/2005              10/1/2035                         90          BELLBROOK                               OH                                 45305                            0                            0          3H                         HARD
        122701798                    2048.94                        286000                     286000                 4/1/2006               3/1/2036                         65          PORT JEFFERSON STATION                  NY                                 11776                            0                            0                          0          NONE
        122685314                    2031.37                        287000                  286792.28                 3/1/2006               2/1/2036                     79.722          VOORHEES                                NJ                                  8043                            0                            0                          0          NONE
        122777706                    1554.58                        287000                     287000                12/1/2005              11/1/2035                     84.412          ALEXANDRIA                              VA                                 22306                            0                            0                          0          NONE
        122502090                    1791.75                        287200                     286934                 3/1/2006               2/1/2036                        100          APOPKA                                  FL                                 32712                            0                            0          2H                         HARD
        122667282                    2013.74                        288000                  287786.26                 3/1/2006               2/1/2036                        100          JOHNSTON                                RI                                  2919                            0                            0          1H                         HARD
        122684568                    2113.24                        288000                     288000                 4/1/2006               3/1/2036                         90          CLINTON                                 MD                                 20735                            0                            0          2H                         HARD
        122725971                    1686.12                        288000                  287873.88                 3/1/2006               2/1/2036                        100          MORENO VALLEY                           CA                                 92553                            0                            0          2H                         HARD
        122620716                    1789.72                        288000                  287890.28                 3/1/2006               2/1/2036                         90          LANCASTER                               CA                                 93536                            0                            0          3H                         HARD
        122680066                     2088.2                        288000                   287801.8                 3/1/2006               2/1/2036                        100          FRESNO                                  CA                                 93722                            0                            0          3H                         HARD
        122406270                    1796.75                        288000                  287465.08                 2/1/2006               1/1/2036                         80          PORTLAND                                OR                                 97224                            0                            0          3H                         HARD
        122739910                       1812                        288000                     288000                 1/1/2006              12/1/2035                        100          WOODBRIDGE                              VA                                 22193                            0                            0          2H                         HARD
        121732498                    2038.45                        288000                  286729.26                10/1/2005               9/1/2035                        100          BEDFORD TWP.                            MI                                 49017                            0                            0                          0          NONE
        122661278                    2144.33                        288800                  288611.09                 3/1/2006               2/1/2036                        100          LOWELL                                  MA                                  1851                            0                            0                          0          NONE
        122401722                    2150.88                        289000                  288431.89                 1/1/2006              12/1/2035                         85          MESA                                    AZ                                 85212                            0                            0                          0          NONE
        121749446                    2509.53                        289000                  288602.85                 1/1/2006              12/1/2035                         85          NEWARK                                  NJ                                  7104                            0                            0                          0          NONE
        122729265                    2124.25                        289500                     289500                 4/1/2006               3/1/2036                     87.727          BAY SHORE                               NY                                 11706                            0                            0                          0          NONE
        122732008                    1840.17                        289600                     289600                 3/1/2006               2/1/2036                        100          JERSEY CITY                             NJ                                  7304                            0                            0                          0          NONE
        122825157                    2759.83                        289800                     289800                 4/1/2006               3/1/2036                         90          BEVERLY                                 NJ                                  8010                            0                            0                          0          NONE
        122890866                    2097.54                        289875                     289875                 5/1/2006               4/1/2036                        100          HOLLYWOOD                               FL                                 33023                            0                            0          3H                         HARD
        122854137                    2204.21                        290000                     290000                 4/1/2006               3/1/2036                      69.88          JERSEY CITY                             NJ                                  7306                            0                            0                          0          NONE
        122720837                    1677.09                        290872                     290872                 4/1/2006               3/1/2036                        100          BANNING                                 CA                                 92220                            0                            0          2H                         HARD
        122538895                    2505.78                        291656                     291656                 4/1/2006               3/1/2036                     57.754          WANTAGH                                 NY                                 11793                            0                            0                          0          NONE
        121749222                    1782.42                        292000                     292000                 1/1/2006              12/1/2035                        100          FONTANA                                 CA                                 92337                            0                            0          2H                         HARD
        120526157                    2043.29                        292000                  288588.73                12/1/2004              11/1/2034                         80          SHOREWOOD                               IL                                 60431                            0                            0                          0          NONE
        122597036                    2297.17                        292000                     291832                 3/1/2006               2/1/2036                         80          CAMBRIA HEIGHTS                         NY                                 11411                            0                            0                          0          NONE
        122665266                    1797.89                        292000                  291722.94                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33189                            0                            0          2H                         HARD
        122674111                    1606.62                        292000                  291853.38                 3/1/2006               2/1/2036                        100          BROCKTON                                MA                                  2301                            0                            0                          0          NONE
        122729457                    1885.83                        292000                     292000                 3/1/2006               2/1/2036                        100          HOUSTON                                 TX                                 77056                            0                            0          1H                         HARD
        121749564                    1967.26                        292000                   291295.3                 1/1/2006              12/1/2035                        100          HOUSTON                                 TX                                 77009                            0                            0          1S                         SOFT
        122587187                    2675.61                        292500                  292383.77                 3/1/2006               2/1/2036                         75          PEPPERELL                               MA                                  1463                            0                            0                          0          NONE
        122441854                    2379.88                        292500                  292344.22                 3/1/2006               2/1/2036                         75          RANDALLSTOWN                            MD                                 21133                            0                            0          2H                         HARD
        122829307                    2327.26                        292500                     292500                 4/1/2006               3/1/2036                         90          BOCA RATON                              FL                                 33428                            0                            0          2H                         HARD
        122758149                    2120.83                        292500                     292500                 4/1/2006               3/1/2036                     83.571          PALM CITY                               FL                                 34990                            0                            0          3H                         HARD
        122636400                    2346.09                        292500                     292500                 3/1/2006               2/1/2036                     85.029          STERLING                                VA                                 20164                            0                            0                          0          NONE
        122618381                    1889.06                        292500                     292500                 3/1/2006               2/1/2036                         90          LANHAM                                  MD                                 20706                            0                            0                          0          NONE
        122549601                    2097.66                        292800                  292593.34                 3/1/2006               2/1/2036                         95          MANAKIN SABOT                           VA                                 23103                            0                            0          2H                         HARD
        122732428                    2124.45                        293000                     293000                 4/1/2006               3/1/2036                     72.346          RIALTO                                  CA                                 92316                            0                            0          3H                         HARD
        122808485                    2792.21                        293200                     293200                 4/1/2006               3/1/2036                     68.988          BALDWIN                                 NY                                 11510                            0                            0                          0          NONE
        122687558                    1682.08                        293600                     293600                 2/1/2006               1/1/2036                        100          KIRKLAND                                WA                                 98034                            0                            0          2S                         SOFT
        122535871                    2799.83                        294000                  293895.17                 3/1/2006               2/1/2036                     59.635          BURLINGTON                              NJ                                  8016                            0                            0                          0          NONE
        122705542                    2716.85                        294000                  293885.76                 3/1/2006               2/1/2036                         75          LITTLE RIVER                            SC                                 29566                            0                            0                          0          NONE
        122741200                     2005.6                        294000                     294000                 4/1/2006               3/1/2036                     99.476          NORTH DARTMOUTH                         MA                                  2747                            0                            0                          0          NONE
        122721167                    1868.13                        294000                     294000                 2/1/2006               1/1/2036                      74.99          LANCASTER                               CA                                 93535                            0                            0                          0          NONE
        122674830                    2526.77                        294100                  293962.79                 3/1/2006               2/1/2036                         85          LAS VEGAS                               NV                                 89103                            0                            0          2H                         HARD
        122907105                    2008.27                        294392                     294392                 5/1/2006               4/1/2036                        100          NORTH LAS VEGAS                         NV                                 89084                            0                            0          2H                         HARD
        122324994                    2190.37                        295000                  294788.51                 3/1/2006               2/1/2036                     84.527          WESTBROOKVILLE                          NY                                 12785                            0                            0          2H                         HARD
        122577327                    2294.48                        295000                     295000                 4/1/2006               3/1/2036                     93.354          SCHENECTADY                             NY                                 12304                            0                            0          3H                         HARD
        121749518                    2095.57                        295000                  294759.15                 1/1/2006              12/1/2035                      71.95          LOS ANGELES                             CA                                 90042                            0                            0                          0          NONE
        122440902                    1728.27                        295200                     295200                 4/1/2006               3/1/2036                        100          ELIZABETH                               CO                                 80107                            0                            0          2H                         HARD
        121747077                    2290.79                        295200                  294119.71                10/1/2005               9/1/2035                         90          WAIANAE                                 HI                                 96792                            0                            0          2H                         HARD
        121747195                    1856.17                        295200                   293561.3                10/1/2005               9/1/2035                         82          ROCKVILLE                               MD                                 20851                            0                            0                          0          NONE
        122575779                    2019.24                        296000                  295769.09                 3/1/2006               2/1/2036                        100          ROCKVILLE                               MD                                 20853                            0                            0          2H                         HARD
        122601032                    2355.11                        296000                  295834.06                 3/1/2006               2/1/2036                     78.307          CENTEREACH                              NY                                 11720                            0                            0                          0          NONE
        122767887                    1880.83                        296000                     296000                 3/1/2006               2/1/2036                        100          PEMBROKE PINES                          FL                                 33029                            0                            0          2H                         HARD
        122541248                    1603.33                        296000                     296000                 3/1/2006               2/1/2036                        100          FONTANA                                 CA                                 92335                            0                            0          2H                         HARD
        121749544                     1850.2                        296000                  295664.44                 1/1/2006              12/1/2035                        100          ONTARIO                                 CA                                 91764                            0                            0          2H                         HARD
        121745828                    1695.83                        296000                     296000                12/1/2005              11/1/2035                        100          MADERA                                  CA                                 93638                            0                            0          2H                         HARD
        122401776                    2176.83                        296000                     296000                 1/1/2006              12/1/2035                        100          SALEM TOWNSHIP                          MI                                 48170                            0                            0                          0          NONE
        122785258                    2255.89                        296800                     296800                 4/1/2006               3/1/2036                        100          WESTMINSTER                             MA                                  1473                            0                            0                          0          NONE
        122599033                    1898.55                        296800                  296694.62                 3/1/2006               2/1/2036                        100          SUN CITY                                CA                                 92586                            0                            0          2H                         HARD
        121733009                    1614.94                        297000                  296833.75                10/1/2005               9/1/2035                         90          LOS ANGELES (ENCINO AREA)               CA                                 91316                            0                            0          3H                         HARD
        122060250                    3026.43                        297000                  296912.63                 3/1/2006               2/1/2036                     64.989          HAMDEN                                  CT                                  6514                            0                            0          1H                         HARD
        122555771                    2310.04                        297000                  296824.65                 3/1/2006               2/1/2036                         90          MC AFEE                                 NJ                                  7428                            0                            0                          0          NONE
        121747269                    1877.24                        297000                  295366.95                10/1/2005               9/1/2035                      77.75          MODESTO                                 CA                                 95355                            0                            0          2H                         HARD
        122667821                    2004.75                        297000                     297000                 2/1/2006               1/1/2036                         90          LAS VEGAS                               NV                                 89148                            0                            0          2H                         HARD
        122613026                    1709.58                        298400                     298100                 3/1/2006               2/1/2036                         80          BELLEVILLE                              NJ                                  7109                            0                            0          3H                         HARD
        122912823                    2329.48                        299500                     299500                 4/1/2006               3/1/2036                     82.055          GERMANTOWN                              MD                                 20876                            0                            0                          0          NONE
        122710382                    2304.43                        299700                     299700                 5/1/2006               4/1/2036                         90          PROVIDENCE                              RI                                  2909                            0                            0          1H                         HARD
        122680847                    1871.61                        300000                  299722.14                 3/1/2006               2/1/2036                        100          NATICK                                  MA                                  1760                            0                            0                          0          NONE
        122325524                    2549.97                        300000                     300000                 4/1/2006               3/1/2036                     64.516          LUNENBURG                               MA                                  1462                            0                            0                          0          NONE
        122572487                    2970.87                        300000                     300000                 4/1/2006               3/1/2036                     63.158          KINGS PARK                              NY                                 11754                            0                            0          2H                         HARD
        122642723                    2755.44                        300000                     300000                 4/1/2006               3/1/2036                     71.429          FONTANA                                 CA                                 92335                            0                            0          3H                         HARD
        122731822                    2772.29                        300000                     300000                 4/1/2006               3/1/2036                       62.5          MORGANVILLE                             NJ                                  7751                            0                            0                          0          NONE
        122748972                    2413.87                        300000                  299836.13                 3/1/2006               2/1/2036                        100          NAPLES                                  FL                                 34105                            0                            0          3H                         HARD
        122922662                    2885.34                        300000                     300000                 4/1/2006               3/1/2036                     63.158          JERSEY CITY                             NJ                                  7307                            0                            0                          0          NONE
        122428383                    1784.23                        300000                  299548.56                12/1/2005              11/1/2035                        100          LANCASTER                               CA                                 93535                            0                            0          2H                         HARD
        122755422                    1837.12                        300000                  299881.63                 3/1/2006               2/1/2036                        100          SOUTH YARMOUTH                          MA                                  2664                            0                            0                          0          NONE
        122642968                    2547.44                        300000                  299952.56                 3/1/2006               2/1/2036                         80          PALM DESERT                             CA                                 92260                            0                            0                          0          NONE
        122878513                    2716.22                        300000                     300000                 4/1/2006               3/1/2036                     70.093          CREAM RIDGE                             NJ                                  8514                            0                            0                          0          NONE
        122145638                    2097.64                        300000                  299777.36                 3/1/2006               2/1/2036                     68.966          COMMACK                                 NY                                 11725                            0                            0          3H                         HARD
        122305509                       1875                        300000                     300000                 3/1/2006               2/1/2036                        100          CENTRAL ISLIP                           NY                                 11722                            0                            0          1H                         HARD
        122645253                     1937.5                        300000                   299999.5                 3/1/2006               2/1/2036                        100          GASTONIA                                NC                                 28052                            0                            0          3H                         HARD
        122667257                       2170                        300000                     297001                12/1/2005              11/1/2035                     63.158          LAWNDALE                                CA                                 90260                            0                            0          2S                         SOFT
        122731680                    1896.21                        300000                  299449.95                 2/1/2006               1/1/2036                     74.074          ONTARIO                                 CA                                 91764                            0                            0                          0          NONE
        121746734                     1497.5                        300000                     300000                 8/1/2005               7/1/2035                         75          STEVINSON                               CA                                 95374                            0                            0          2H                         HARD
        122667820                       1925                        300000                  299784.75                 1/1/2006              12/1/2035                     55.046          TORRANCE                                CA                                 90502                            0                            0          2H                         HARD
        122876348                    2130.46                        301000                     301000                 4/1/2006               3/1/2036                     89.851          RAHWAY                                  NJ                                  7065                            0                            0                          0          NONE
        121747093                    2154.91                        301750                  301091.28                 8/1/2005               7/1/2035                         85          PALMDALE                                CA                                 93552                            0                            0          3H                         HARD
        121746873                    1693.72                        302000                     302000                 8/1/2005               7/1/2035                       88.3          ASHBURN                                 VA                                 20147                            0                            0          2H                         HARD
        122772085                    1768.67                        303200                     303200                 3/1/2006               2/1/2036                        100          STOCKTON                                CA                                 95210                            0                            0          1H                         HARD
        122381675                    2336.82                        303250                  303185.03                 3/1/2006               2/1/2036                     83.082          PERRIS                                  CA                                 92571                            0                            0          3H                         HARD
        122809423                    2228.02                        303920                     303920                 4/1/2006               3/1/2036                         80          PORT SAINT LUCIE                        FL                                 34986                            0                            0          2H                         HARD
        122653824                    2151.69                        304000                     304000                 4/1/2006               3/1/2036                        100          ROOSEVELT                               NY                                 11575                            0                            0          3H                         HARD
        122556018                    2000.54                        304000                  303899.46                 3/1/2006               2/1/2036                        100          SOUTH JAMAICA                           NY                                 11433                            0                            0                          0          NONE
        122401700                    2267.85                        304000                  303002.25                11/1/2005              10/1/2035                         80          JERSEY CITY                             NJ                                  7305                            0                            0                          0          NONE
        122984763                    1997.06                        304000                  303744.61                 3/1/2006               2/1/2036                         80          LAS CRUCES                              NM                                 88011                            0                            0                          0          NONE
        122783858                     2370.7                        304800                     304800                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77006                            0                            0          2H                         HARD
        122784588                    1782.45                        306000                     306000                 1/1/2006              12/1/2035                         90          PUYALLUP                                WA                                 98375                            0                            0          3H                         HARD
        121749358                     1992.4                        306400                     305341                12/1/2005              11/1/2035                        100          LOS ANGELES                             CA                                 90032                            0                            0          3H                         HARD
        122618120                    2615.25                        307680                   307532.6                 3/1/2006               2/1/2036                         80          ROSEDALE                                NY                                 11422                            0                            0          1H                         HARD
        122690250                    2560.12                        307800                  307644.57                 3/1/2006               2/1/2036                         90          LIBERTYVILLE                            IL                                 60048                            0                            0                          0          NONE
        122864183                    2025.54                        307800                     307800                 4/1/2006               3/1/2036                         76          LOS ANGELES                             CA                                 90062                            0                            0          3H                         HARD
        122557955                    2759.99                        308000                     308000                 4/1/2006               3/1/2036                         80          MACUNGIE                                PA                                 18062                            0                            0          2H                         HARD
        122625662                    2257.85                        308000                  307792.92                 3/1/2006               2/1/2036                        100          ROSWELL                                 GA                                 30075                            0                            0          2H                         HARD
        122678218                       2180                        308000                  307777.08                 3/1/2006               2/1/2036                         88          GUADALUPE                               CA                                 93434                            0                            0          2H                         HARD
        122843145                    2228.69                        308000                     308000                 4/1/2006               3/1/2036                        100          WOODBURY                                NJ                                  8096                            0                            0                          0          NONE
        122617079                    1989.17                        308000                     308000                 3/1/2006               2/1/2036                        100          BRENTWOOD                               NY                                 11717                            0                            0                          0          NONE
        122739927                    1854.42                        308000                     308000                 1/1/2006              12/1/2035                        100          LORTON                                  VA                                 20079                            0                            0          2H                         HARD
        122652352                     2237.2                        308550                  308163.86                 3/1/2006               2/1/2036                         85          GEORGETOWN                              DE                                 19947                            0                            0          3H                         HARD
        122495503                    2455.36                        308600                  308426.99                 3/1/2006               2/1/2036                     55.107          FORT WASHINGTON                         MD                                 20744                            0                            0                          0          NONE
        122508817                    2062.04                        309000                     309000                 4/1/2006               3/1/2036                        100          HUNTINGTON STATION                      NY                                 11746                            0                            0          1H                         HARD
        122631267                    2298.77                        309600                  309397.48                 3/1/2006               2/1/2036                        100          BOYNTON BEACH                           FL                                 33426                            0                            0          3H                         HARD
        122612165                     1354.5                        309600                     309600                 3/1/2006               2/1/2036                        100          BALDWIN                                 NY                                 11510                            0                            0          2H                         HARD
        121746842                    2032.41                        309700                     309700                 9/1/2005               8/1/2035                         95          BAKERSFIELD                             CA                                 93313                            0                            0                          0          NONE
        122801936                    2522.26                        310000                     310000                 4/1/2006               3/1/2036                     72.093          MARLTON                                 NJ                                  8053                            0                            0                          0          NONE
        122858392                    2243.16                        310000                     310000                 5/1/2006               4/1/2036                     56.364          POMPANO BEACH                           FL                                 33071                            0                            0          3H                         HARD
        121738927                       1550                        310000                     310000                11/1/2005              10/1/2035                     77.423          VACAVILLE                               CA                                 95687                            0                            0          2H                         HARD
        121749608                    1835.65                        310250                     310250                 1/1/2006              12/1/2035                         85          MORENO VALLEY                           CA                                 92553                            0                            0          2H                         HARD
        122628016                     2580.5                        310250                     310250                 4/1/2006               3/1/2036                         95          CYPRESS                                 TX                                 77429                            0                            0                          0          NONE
        122593090                    2196.99                        310400                  310175.34                 3/1/2006               2/1/2036                        100          UNIONDALE                               NY                                 11553                            0                            0                          0          NONE
        122841684                    2224.46                        310500                     310500                 5/1/2006               4/1/2036                         90          EVERETT                                 MA                                  2149                            0                            0                          0          NONE
        122235370                       2070                        310500                     310500                 1/1/2006              12/1/2035                         95          BELLE PLAINE                            MN                                 56011                            0                            0          3H                         HARD
        122647340                    2040.16                        310560                  310258.29                 3/1/2006               2/1/2036                        100          HEMPSTEAD                               NY                                 11550                            0                            0                          0          NONE
        122655393                    1820.77                        311000                  310863.58                 3/1/2006               2/1/2036                     63.469          WALDWICK                                NJ                                  7463                            0                            0                          0          NONE
        121746809                    2257.87                        311400                     309870                 9/1/2005               8/1/2035                         60          PALM CITY                               FL                                 34990                            0                            0          2H                         HARD
        122110663                    2566.75                        312000                  311838.25                 3/1/2006               2/1/2036                         90          BURKE                                   VA                                 22015                            0                            0                          0          NONE
        122583596                    1967.26                        312000                  311885.24                 3/1/2006               2/1/2036                         85          LANCASTER                               CA                                 93535                            0                            0          2H                         HARD
        122923446                    1995.78                        312000                     312000                 4/1/2006               3/1/2036                     81.462          CHICAGO                                 IL                                 60641                            0                            0          1H                         HARD
        122508734                     1982.5                        312000                     312000                 3/1/2006               2/1/2036                        100          BRENTWOOD                               NY                                 11717                            0                            0                          0          NONE
        122634112                       1690                        312000                     312000                 3/1/2006               2/1/2036                        100          SAN JUAN CAPISTRANO                     CA                                 92675                            0                            0          2H                         HARD
        122404167                    2018.23                        312500                     312500                 1/1/2006              12/1/2035                      74.99          DAVENPORT                               FL                                 33897                            0                            0          3S                         SOFT
        123055500                    2267.65                        312750                     312750                 5/1/2006               4/1/2036                         90          LAS VEGAS                               NV                                 89139                            0                            0          2H                         HARD
        122588648                    2192.04                        313500                  313267.34                 3/1/2006               2/1/2036                         95          HILLSBOROUGH                            NJ                                  8844                            0                            0                          0          NONE
        122700280                    2514.53                        313500                     313500                 3/1/2006               2/1/2036                         95          CROMWELL                                CT                                  6416                            0                            0          2H                         HARD
        121749529                    2018.34                        314400                  313286.63                12/1/2005              11/1/2035                        100          NORCO                                   CA                                 92860                            0                            0          2H                         HARD
        120802293                    2310.41                        314640                  312011.33                 3/1/2005               2/1/2035                         90          ACWORTH                                 GA                                 30101                            0                            0                          0          NONE
        122787177                    2764.35                        315000                     315000                 4/1/2006               3/1/2036                     83.333          ST PETERSBURG                           FL                                 33715                            0                            0                          0          NONE
        122822800                    2478.11                        315000                  314818.77                 3/1/2006               2/1/2036                      78.75          STAFFORD                                VA                                 22556                            0                            0          2H                         HARD
        122823391                    2677.47                        315000                     315000                 4/1/2006               3/1/2036                         90          ELK GROVE                               CA                                 95624                            0                            0          2H                         HARD
        122823497                    2366.49                        315000                     315000                 4/1/2006               3/1/2036                         90          MORENO VALLEY                           CA                                 92551                            0                            0          2H                         HARD
        122839939                    2399.52                        315000                  314930.17                 3/1/2006               2/1/2036                         90          RANDALLSTOWN                            MD                                 21133                            0                            0                          0          NONE
        121946831                    1572.38                        315000                     315000                 9/1/2005               8/1/2035                         70          ASHBURN                                 VA                                 20147                            0                            0          2H                         HARD
        122715284                    1817.36                        315200                  315057.14                 3/1/2006               2/1/2036                        100          ONTARIO                                 CA                                 91764                            0                            0          2H                         HARD
        122686134                    2831.68                        316000                  315867.49                 3/1/2006               2/1/2036                         67          BENSALEM                                PA                                 19020                            0                            0          3H                         HARD
        122745579                    2182.53                        316000                  315759.55                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33174                            0                            0          2H                         HARD
        122851551                    2346.29                        316000                     316000                 4/1/2006               3/1/2036                         80          HENDERSON                               NV                                 89012                            0                            0          2H                         HARD
        122604264                    1683.92                        316000                  315830.25                 3/1/2006               2/1/2036                     99.241          LA HABRA                                CA                                 90631                            0                            0          3H                         HARD
        122475421                    1909.17                        316000                     316000                 1/1/2006              12/1/2035                        100          SAN DIEGO                               CA                                 92154                            0                            0          2H                         HARD
        122481256                    2073.75                        316000                     316000                 3/1/2006               2/1/2036                         90          HEMET                                   CA                                 92545                            0                            0          2H                         HARD
        122615561                    1909.17                        316000                     316000                 3/1/2006               2/1/2036                     92.658          EDMONDS                                 WA                                 98020                            0                            0          2H                         HARD
        122625357                    1810.42                        316000                     316000                 3/1/2006               2/1/2036                        100          SACRAMENTO                              CA                                 95828                            0                            0          2H                         HARD
        122629087                    1843.33                        316000                  315999.91                 3/1/2006               2/1/2036                        100          WOODBRIDGE                              VA                                 22193                            0                            0          1H                         HARD
        121746888                    1995.26                        316000                  313963.61                 9/1/2005               8/1/2035                        100          DOVER                                   NJ                                  7801                            0                            0                          0          NONE
        122635912                    1936.32                        316200                     316200                 4/1/2006               3/1/2036                         85          POMPANO BEACH                           FL                                 33076                            0                            0          2H                         HARD
        122825316                    2135.69                        317000                     317000                 4/1/2006               3/1/2036                     83.421          CORAM                                   NY                                 11727                            0                            0          3H                         HARD
        122654173                    2189.44                        317000                  316758.79                 3/1/2006               2/1/2036                     88.056          FRANKLIN PARK                           NJ                                  8823                            0                            0                          0          NONE
        121746863                    2286.31                        317600                  316011.67                 9/1/2005               8/1/2035                         80          RONKONKOMA                              NY                                 11779                            0                            0                          0          NONE
        122728395                    2113.01                        317600                   317077.8                 2/1/2006               1/1/2036                         80          SNOHOMISH                               WA                                 98296                            0                            0                          0          NONE
        122401725                    2456.43                        318000                  317398.87                 1/1/2006              12/1/2035                      69.89          PHOENIX                                 AZ                                 85045                            0                            0                          0          NONE
        122575034                    2333.07                        318250                   318171.2                 3/1/2006               2/1/2036                         95          MANASSAS                                VA                                 20112                            0                            0                          0          NONE
        122679712                    2095.96                        318500                  318394.67                 3/1/2006               2/1/2036                     82.727          RIVERSIDE                               CA                                 92506                            0                            0          2H                         HARD
        122646279                    2681.65                        318750                  318698.04                 3/1/2006               2/1/2036                         85          POMONA                                  CA                                 91768                            0                            0          2H                         HARD
        122401717                    2271.09                        318750                     318750                 1/1/2006              12/1/2035                      83.88          LEESBURG                                VA                                 20175                            0                            0                          0          NONE
        121746887                    2242.38                        319200                     319200                 9/1/2005               8/1/2035                        100          JERSEY CITY                             NJ                                  7307                            0                            0                          0          NONE
        122594821                    2229.84                        319500                  319499.84                 3/1/2006               2/1/2036                         90          MIAMI                                   FL                                 33186                            0                            0          2H                         HARD
        122450826                     2319.5                        319900                  319458.24                 2/1/2006               1/1/2036                     68.078          BOSTON                                  MA                                  2125                            0                            0                          0          NONE
        122455641                    2431.47                        319900                  319701.17                 3/1/2006               2/1/2036                        100          CAPE CORAL                              FL                                 33914                            0                            0          2H                         HARD
        122696768                    2264.94                        320000                  319768.39                 3/1/2006               2/1/2036                        100          PATERSON                                NJ                                  7524                            0                            0                          0          NONE
        122796300                    2574.79                        320000                     320000                 4/1/2006               3/1/2036                     64.646          LAS VEGAS                               NV                                 89129                            0                            0          1H                         HARD
        122735782                    2076.33                        320000                  319890.34                 3/1/2006               2/1/2036                     99.502          SANTA CLARITA                           CA                                 91387                            0                            0          2H                         HARD
        122620540                    2315.52                        320000                  319917.81                 3/1/2006               2/1/2036                         80          HYATTSVILLE                             MD                                 20783                            0                            0                          0          NONE
        122686423                    2376.38                        320000                  319923.62                 3/1/2006               2/1/2036                         80          LOS ANGELES                             CA                                 90002                            0                            0          2H                         HARD
        122609920                    2066.67                        320000                     320000                 2/1/2006               1/1/2036                        100          SAN DIEGO                               CA                                 92113                            0                            0          2H                         HARD
        122667014                    1966.67                        320000                     320000                 3/1/2006               2/1/2036                     65.979          SAINT ALBANS                            NY                                 11412                            0                            0                          0          NONE
        122670255                       2300                        320000                     320000                 3/1/2006               2/1/2036                     92.269          WASHINGTON                              DC                                 20017                            0                            0                          0          NONE
        121747070                     1916.5                        320000                  318060.94                10/1/2005               9/1/2035                      59.81          SIMI VALLEY                             CA                                 93063                            0                            0          2H                         HARD
        121749248                    1896.31                        320000                  319450.25                12/1/2005              11/1/2035                        100          AREA OF QUARTZ HILL                     CA                                 93536                            0                            0          2H                         HARD
        121749490                    2129.51                        320000                  319689.52                 1/1/2006              12/1/2035                      82.05          BEAUMONT                                CA                                 92223                            0                            0                          0          NONE
        121749465                    2118.23                        320000                   319200.7                 1/1/2006              12/1/2035                        100          ROSEDALE                                NY                                 11422                            0                            0                          0          NONE
        122457096                    1935.57                        320800                  320668.93                 3/1/2006               2/1/2036                        100          PERRIS                                  CA                                 92571                            0                            0          2H                         HARD
        122783659                    2588.87                        321750                     321750                 5/1/2006               4/1/2036                         65          STATEN ISLAND                           NY                                 10309                            0                            0                          0          NONE
        122699559                    2225.36                        322200                  321854.83                 3/1/2006               2/1/2036                         90          MELBOURNE                               FL                                 32904                            0                            0          3H                         HARD
        122567619                     1711.9                        322240                     322240                 3/1/2006               2/1/2036                        100          BAYSHORE                                NY                                 11706                            0                            0          1H                         HARD
        122582438                     2118.6                        322500                  322229.06                 3/1/2006               2/1/2036                     88.356          LEOMINSTER                              MA                                  1453                            0                            0                          0          NONE
        121747193                    2097.09                        322500                  320818.56                10/1/2005               9/1/2035                      83.77          CORONA                                  CA                                 92879                            0                            0          2H                         HARD
        121733407                    2016.06                        323000                     322851                10/1/2005               9/1/2035                         95          CORONA                                  CA                                 92882                            0                            0          2H                         HARD
        120704067                     1822.5                        324000                     324000                 2/1/2005               1/1/2035                         90          SHARPSBURG                              GA                                 30277                            0                            0                          0          NONE
        122563902                    2321.18                        324000                     324000                 4/1/2006               3/1/2036                        100          HUNTINGTON STATION                      NY                                 11746                            0                            0          1H                         HARD
        122634446                    2406.08                        324000                  323922.67                 3/1/2006               2/1/2036                         80          UNION                                   NJ                                  7083                            0                            0                          0          NONE
        121749399                    2586.85                        324000                  323689.36                12/1/2005              11/1/2035                         90          KENT                                    WA                                 98032                            0                            0          1S                         SOFT
        121746890                    2489.68                        324090                  322683.22                 9/1/2005               8/1/2035                         90          PATERSON                                NJ                                  7603                            0                            0                          0          NONE
        121749578                     2337.4                        324724                  324468.35                 1/1/2006              12/1/2035                         85          CAMAS                                   WA                                 98607                            0                            0                          0          NONE
        122572849                    2368.33                        324800                     324800                 3/1/2006               2/1/2036                        100          NYACK                                   NY                                 10960                            0                            0          2H                         HARD
        122884587                    2356.48                        325000                     325000                 4/1/2006               3/1/2036                     76.471          ORLANDO                                 FL                                 32833                            0                            0          2H                         HARD
        122545629                    2259.76                        325000                  324906.91                 3/1/2006               2/1/2036                     55.085          SAN FRANCISCO                           CA                                 94134                            0                            0          2H                         HARD
        122723300                    2049.23                        325000                     325000                 4/1/2006               3/1/2036                     53.542          SANTA ROSA                              CA                                 95407                            0                            0          2H                         HARD
        122579307                    2498.97                        325000                  324753.13                 3/1/2006               2/1/2036                     84.416          CENTRAL ISLIP                           NY                                 11722                            0                            0          1H                         HARD
        121749485                    2138.73                        325000                  324675.54                 1/1/2006              12/1/2035                      59.09          LOS ANGELES (NORTH HOLLYWOOD A          CA                                 91605                            0                            0          2H                         HARD
        122773628                    2417.59                        325550                     325550                 4/1/2006               3/1/2036                         85          ELIZABETH                               NJ                                  7202                            0                            0                          0          NONE
        122734189                    2136.75                        325600                     325600                 3/1/2006               2/1/2036                        100          CHARLES TOWN                            WV                                 25414                            0                            0                          0          NONE
        122617993                    2170.67                        325600                     325600                 3/1/2006               2/1/2036                        100          UNION                                   NJ                                  7083                            0                            0                          0          NONE
        122627200                    2389.81                        326000                  325780.81                 3/1/2006               2/1/2036                     73.756          CLINTON                                 MD                                 20735                            0                            0                          0          NONE
        122698150                    1954.53                        326000                  325675.47                 3/1/2006               2/1/2036                     99.994          ELGIN                                   IL                                 60123                            0                            0          3H                         HARD
        122808727                    2330.95                        326400                     326400                 4/1/2006               3/1/2036                     89.425          MATTAPAN                                MA                                  2126                            0                            0                          0          NONE
        122638670                    2074.51                        326480                     326480                 3/1/2006               2/1/2036                        100          FAR ROCKAWAY                            NY                                 11691                            0                            0                          0          NONE
        121747069                    2140.73                        326700                  324735.89                 9/1/2005               8/1/2035                         90          BRIDGEPORT                              CT                                  6604                            0                            0          2H                         HARD
        122598540                    2273.67                        327000                  326877.53                 3/1/2006               2/1/2036                     86.053          FRANKFORT                               IL                                 60423                            0                            0                          0          NONE
        122536317                    2293.42                        328000                  327756.58                 3/1/2006               2/1/2036                         95          HOWELL                                  NJ                                  7731                            0                            0          1H                         HARD
        122700205                    2073.18                        328000                     328000                 4/1/2006               3/1/2036                        100          DEER PARK                               NY                                 11724                            0                            0                          0          NONE
        122615117                    2249.91                        328000                  327902.59                 3/1/2006               2/1/2036                        100          NEWBURYPORT                             MA                                  1950                            0                            0                          0          NONE
        122735553                    2321.56                        328000                     328000                 4/1/2006               3/1/2036                        100          SCOTTS                                  MI                                 49088                            0                            0          2H                         HARD
        121749392                    2149.25                        328000                  327164.49                 1/1/2006              12/1/2035                        100          HEMPSTEAD                               NY                                 11550                            0                            0                          0          NONE
        122401769                    2656.89                        328000                   327286.4                12/1/2005              11/1/2035                      71.11          ANN ARBOR                               MI                                 48104                            0                            0                          0          NONE
        121747807                     1947.5                        328000                  327780.11                12/1/2005              11/1/2035                      93.71          GALT                                    CA                                 95632                            0                            0          3S                         SOFT
        122681805                    2270.94                        328800                  328549.81                 3/1/2006               2/1/2036                        100          INWOOD                                  NY                                 11096                            0                            0                          0          NONE
        122541271                    2766.41                        329000                  328799.09                 3/1/2006               2/1/2036                        100          LAKEWOOD                                CO                                 80214                            0                            0                          0          NONE
        122588002                    2540.67                        329600                     329600                 4/1/2006               3/1/2036                         80          SEFFNER                                 FL                                 33584                            0                            0                          0          NONE
        122509277                    2774.82                        330000                  329837.68                 3/1/2006               2/1/2036                        100          DEARBORN HEIGHTS                        MI                                 48127                            0                            0          3H                         HARD
        122570383                    2080.75                        330000                  329878.63                 3/1/2006               2/1/2036                     89.189          FISHKILL                                NY                                 12524                            0                            0          2H                         HARD
        121746851                    2171.63                        330000                  329219.19                 9/1/2005               8/1/2035                         75          BROOKLYN                                NY                                 11234                            0                            0                          0          NONE
        122704230                    1996.17                        330400                     330400                 3/1/2006               2/1/2036                        100          MILILANI                                HI                                 96789                            0                            0          1H                         HARD
        122719104                    2578.37                        331500                  331304.29                 3/1/2006               2/1/2036                         85          WOODBRIDGE                              VA                                 22193                            0                            0          2H                         HARD
        122839885                    2787.43                        331500                     331500                 4/1/2006               3/1/2036                         85          ANCHORAGE                               AK                                 99504                            0                            0                          0          NONE
        122753456                    2236.75                        332000                     332000                 4/1/2006               3/1/2036                        100          MIAMI BEACH                             FL                                 33140                            0                            0          2H                         HARD
        122540957                    2455.42                        332000                     332000                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33165                            0                            0          2H                         HARD
        122900539                    2386.25                        332000                     332000                 4/1/2006               3/1/2036                        100          PEMBROKE PINES                          FL                                 33028                            0                            0                          0          NONE
        122658461                    1594.67                        332800                     332800                 3/1/2006               2/1/2036                        100          DENVER                                  CO                                 80209                            0                            0          2H                         HARD
        122871439                    2679.39                        333000                     333000                 4/1/2006               3/1/2036                         90          LINTHICUM HEIGHTS                       MD                                 21090                            0                            0                          0          NONE
        122746949                    2431.84                        333000                  332774.28                 3/1/2006               2/1/2036                         90          REDLANDS                                CA                                 92374                            0                            0          2H                         HARD
        121746826                    1911.68                        333000                  330460.92                 9/1/2005               8/1/2035                         90          FOREST HILL                             MD                                 21050                            0                            0          2H                         HARD
        122401710                    2639.52                        334000                  333425.24                 1/1/2006              12/1/2035                       85.2          STUART                                  FL                                 34997                            0                            0                          0          NONE
        121749635                    1998.87                        334277                  333856.31                 1/1/2006              12/1/2035                        100          MORENO VALLEY                           CA                                 92555                            0                            0          2H                         HARD
        122724792                    1915.83                        334400                     334400                 3/1/2006               2/1/2036                        100          ERIE                                    CO                                 80516                            0                            0          3H                         HARD
        122607444                    2640.95                        335700                  335506.86                 3/1/2006               2/1/2036                         95          VIRGINIA GARDENS                        FL                                 33166                            0                            0          2H                         HARD
        122724127                    2150.93                        335920                  335623.63                 3/1/2006               2/1/2036                        100          NEWARK                                  DE                                 19702                            0                            0          2H                         HARD
        122571105                    2494.79                        336000                  335780.21                 3/1/2006               2/1/2036                        100          MIAMI                                   FL                                 33155                            0                            0          2H                         HARD
        122799040                    2304.79                        336000                     336000                 4/1/2006               3/1/2036                        100          DENNISPORT                              MA                                  2639                            0                            0                          0          NONE
        122901239                     3136.5                        336000                     336000                 4/1/2006               3/1/2036                         70          SPARTA                                  NJ                                  7871                            0                            0                          0          NONE
        122878996                       2205                        336000                     336000                 4/1/2006               3/1/2036                        100          HIALEAH                                 FL                                 33018                            0                            0          2H                         HARD
        121746945                    2524.26                        336000                   334468.9                 9/1/2005               8/1/2035                         80          FONTANA                                 CA                                 92337                            0                            0          1H                         HARD
        121746830                    2213.85                        337000                  334983.79                 9/1/2005               8/1/2035                      94.93          NORTH STONINGTON                        CT                                  6359                            0                            0          1H                         HARD
        122902260                     3150.5                        337500                     337500                 4/1/2006               3/1/2036                         75          UNION                                   NJ                                  7083                            0                            0                          0          NONE
        122531277                    2766.82                        337500                  337439.67                 3/1/2006               2/1/2036                         90          LEESBURG                                VA                                 20175                            0                            0                          0          NONE
        122731874                    2460.94                        337500                     337500                 4/1/2006               3/1/2036                         90          NORTH BERGEN                            NJ                                  7047                            0                            0                          0          NONE
        122781636                    2903.94                        338000                     338000                 4/1/2006               3/1/2036                      84.08          LONG BEACH                              CA                                 90806                            0                            0          2H                         HARD
        122485037                    2371.74                        339200                  338948.26                 3/1/2006               2/1/2036                     89.894          HAVERSTRAW                              NY                                 10927                            0                            0          2H                         HARD
        122537723                     2494.8                        340000                  339771.87                 3/1/2006               2/1/2036                         85          MISSOULA                                MT                                 59808                            0                            0          2H                         HARD
        122647127                    2705.19                        340000                  339809.39                 3/1/2006               2/1/2036                         80          WALTHAM                                 MA                                  2452                            0                            0                          0          NONE
        122685784                     2348.3                        340000                  339741.28                 3/1/2006               2/1/2036                        100          HOMESTEAD                               FL                                 33035                            0                            0                          0          NONE
        122695062                    2233.56                        340000                     340000                 4/1/2006               3/1/2036                        100          SPRINGFIELD GARDENS                     NY                                 11434                            0                            0                          0          NONE
        122855739                    1696.16                        340000                     340000                 4/1/2006               3/1/2036                        100          PICO RIVERA                             CA                                 90660                            0                            0          1H                         HARD
        122611700                    2300.51                        340000                  339895.32                 3/1/2006               2/1/2036                         80          MUSKEGON                                MI                                 49445                            0                            0          3H                         HARD
        122474873                    2372.92                        340000                     340000                 3/1/2006               2/1/2036                     74.725          CORONA                                  CA                                 92882                            0                            0          2H                         HARD
        121747082                    2614.31                        340000                  338742.03                10/1/2005               9/1/2035                         85          DERRY                                   NH                                  3038                            0                            0          2H                         HARD
        122614074                    2271.58                        340400                  340291.38                 3/1/2006               2/1/2036                         74          SAN JACINTO                             CA                                 92582                            0                            0          2H                         HARD
        122784594                    1830.33                        340526                     340526                 1/1/2006              12/1/2035                         90          ROMOLAND                                CA                                 92585                            0                            0          2H                         HARD
        122687557                    1816.61                        341950                     341950                 2/1/2006               1/1/2036                     79.998          RICHMOND                                CA                                 94801                            0                            0          2S                         SOFT
        121756595                     2507.1                        342000                  339250.08                 8/1/2005               7/1/2035                      82.41          FREEPORT                                NY                                 11520                            0                            0          1H                         HARD
        121759816                    2263.86                        342000                  339688.67                 8/1/2005               7/1/2035                         90          MODESTO                                 CA                                 95350                            0                            0          3H                         HARD
        122401714                    2751.81                        342000                  341435.36                 1/1/2006              12/1/2035                         90          LAKE VILLA                              IL                                 60046                            0                            0                          0          NONE
        122741532                    2386.31                        343200                     343200                 4/1/2006               3/1/2036                         90          LIVINGSTON                              NJ                                  7039                            0                            0          3H                         HARD
        122560704                    2610.09                        343400                  342971.63                 2/1/2006               1/1/2036                     78.943          LOS ANGELES                             CA                                 90032                            0                            0          3H                         HARD
        120791584                    2465.89                        344000                     340916                 3/1/2005               2/1/2035                        100          CHICAGO                                 IL                                 60660                            0                            0                          0          NONE
        122447602                    2614.65                        344000                     344000                 4/1/2006               3/1/2036                         80          BETHPAGE                                NY                                 11714                            0                            0          2H                         HARD
        122700558                     2042.5                        344000                     344000                 3/1/2006               2/1/2036                        100          DORAL                                   FL                                 33178                            0                            0          2H                         HARD
        121746882                     2715.6                        344250                  342841.52                 9/1/2005               8/1/2035                         85          PATERSON                                NJ                                  7513                            0                            0                          0          NONE
        121746832                    1828.83                        344250                     344250                10/1/2005               9/1/2035                         85          SIMI VALLEY                             CA                                 93065                            0                            0          2H                         HARD
        122560822                    2807.03                        345000                  344816.41                 3/1/2006               2/1/2036                        100          RIVERSIDE                               CA                                 92506                            0                            0          2H                         HARD
        122475859                    1989.18                        345000                  344843.63                 3/1/2006               2/1/2036                     62.205          NORCO                                   CA                                 92860                            0                            0          3H                         HARD
        122721163                     1549.8                        346000                     346000                 2/1/2006               1/1/2036                     98.844          SANTA CLARITA                           CA                                 91355                            0                            0          2H                         HARD
        122853511                    2737.72                        348000                     348000                 4/1/2006               3/1/2036                     72.956          JERSEY CITY                             NJ                                  7305                            0                            0                          0          NONE
        122511520                    2226.06                        348000                  347876.44                 3/1/2006               2/1/2036                        100          EAST ELMHURST                           NY                                 11369                            0                            0          1H                         HARD
        121746849                    2737.72                        348000                  346567.43                 9/1/2005               8/1/2035                         80          WHEATLY HEIGHTS                         NY                                 11798                            0                            0                          0          NONE
        121746743                     2162.8                        348500                  345741.42                 8/1/2005               7/1/2035                         85          CAMBRIA HEIGHTS                         NY                                 11411                            0                            0          2H                         HARD
        121746848                    2641.34                        348500                  347938.84                 9/1/2005               8/1/2035                         85          JAMAICA                                 NY                                 11434                            0                            0                          0          NONE
        121747272                    2145.77                        348500                  346489.98                10/1/2005               9/1/2035                         85          RENO                                    NV                                 89523                            0                            0          3H                         HARD
        122621032                    2167.55                        348800                  348667.12                 3/1/2006               2/1/2036                        100          PICO RIVERA                             CA                                 90660                            0                            0          2H                         HARD
        122554934                    2409.24                        348824                  348558.57                 3/1/2006               2/1/2036                        100          CHESTER                                 VA                                 23831                            0                            0          2H                         HARD
        122430920                    2591.32                        349000                   348771.7                 3/1/2006               2/1/2036                        100          LAKE RONKONKOMA                         NY                                 11779                            0                            0          1H                         HARD
        122644263                     2840.6                        349125                   348939.2                 3/1/2006               2/1/2036                         95          CORAL SPRINGS                           FL                                 33065                            0                            0          3H                         HARD
        122537958                    2212.24                        350000                  349683.59                 3/1/2006               2/1/2036                        100          EAST ROCKAWAY                           NY                                 11518                            0                            0          2H                         HARD
        122570980                    2879.36                        350000                  349674.59                 3/1/2006               2/1/2036                     66.414          MIAMI                                   FL                                 33175                            0                            0          3H                         HARD
        122692353                    2629.43                        350000                  349776.82                 3/1/2006               2/1/2036                     68.627          AMITYVILLE                              NY                                 11701                            0                            0                          0          NONE
        122756570                    2974.96                        350000                  349832.33                 3/1/2006               2/1/2036                     55.556          STOCKTON                                CA                                 95219                            0                            0          2H                         HARD
        122794095                    3168.92                        350000                     350000                 5/1/2006               4/1/2036                     74.468          BALTIMORE                               MD                                 21209                            0                            0                          0          NONE
        122714930                    2114.58                        350000                     350000                 3/1/2006               2/1/2036                        100          INDIO                                   CA                                 92201                            0                            0          3H                         HARD
        122401695                    2679.77                        350125                  349477.53                 1/1/2006              12/1/2035                      78.68          ROWLETT                                 TX                                 75088                            0                            0                          0          NONE
        122699252                    2636.95                        351000                     351000                 4/1/2006               3/1/2036                      87.75          PLAINFIELD                              NJ                                  7060                            0                            0                          0          NONE
        122605642                    2486.25                        351000                     351000                 3/1/2006               2/1/2036                         95          BAY SHORE                               NY                                 11706                            0                            0                          0          NONE
        121747074                    2394.44                        351000                   349332.1                10/1/2005               9/1/2035                         90          SACRAMENTO AREA                         CA                                 95827                            0                            0          2H                         HARD
        122655645                     2341.2                        351900                  351611.55                 3/1/2006               2/1/2036                     79.977          VALLEY COTTAGE                          NY                                 10989                            0                            0          2H                         HARD
        122740730                    2341.86                        352000                     352000                 4/1/2006               3/1/2036                        100          CHEBOYGAN                               MI                                 49721                            0                            0          2H                         HARD
        122739922                    2075.33                        352000                     352000                 1/1/2006              12/1/2035                         80          MANASSAS                                VA                                 20110                            0                            0          3H                         HARD
        122784587                    1763.66                        352731                     352731                 1/1/2006              12/1/2035                        100          HEMET                                   CA                                 92545                            0                            0          3H                         HARD
        122635675                    2966.11                        352750                  352576.49                 3/1/2006               2/1/2036                         85          VALLEY STREAM                           NY                                 11580                            0                            0                          0          NONE
        122652801                     2552.5                        352750                   352659.4                 3/1/2006               2/1/2036                         85          JERSEY CITY                             NJ                                  7305                            0                            0                          0          NONE
        122802820                     2224.2                        352750                     352750                 4/1/2006               3/1/2036                         85          FRESNO                                  CA                                 93706                            0                            0          2H                         HARD
        122636880                    3048.92                        354875                     354875                 4/1/2006               3/1/2036                         85          CEDAR PARK                              TX                                 78613                            0                            0          2H                         HARD
        122630058                    2438.55                        355500                  355394.42                 3/1/2006               2/1/2036                         90          BERKLEY                                 MA                                  2739                            0                            0                          0          NONE
        122608994                    2519.75                        356000                  355742.33                 3/1/2006               2/1/2036                        100          VIENNA                                  VA                                 22181                            0                            0          2H                         HARD
        122679521                    2147.95                        356000                     356000                 4/1/2006               3/1/2036                        100          FRAMINGHAM                              MA                                  1701                            0                            0                          0          NONE
        122640333                    2768.93                        356000                  355789.82                 3/1/2006               2/1/2036                     78.761          ZIONSVILLE                              IN                                 46077                            0                            0          1H                         HARD
        121749286                    2601.63                        356250                  355520.78                 1/1/2006              12/1/2035                        100          BRENTWOOD                               NY                                 11717                            0                            0                          0          NONE
        122529925                    2525.21                        356500                     356500                 3/1/2006               2/1/2036                     99.996          WINCHESTER                              CA                                 92596                            0                            0                          0          NONE
        122965190                    3366.12                        357000                     357000                 4/1/2006               3/1/2036                         60          MORGANVILLE                             NJ                                  7751                            0                            0                          0          NONE
        122556848                    2515.81                        357000                  356901.38                 3/1/2006               2/1/2036                      89.25          MIAMI                                   FL                                 33165                            0                            0          3H                         HARD
        122626884                    2565.94                        357000                     357000                 3/1/2006               2/1/2036                         85          LITTLETON                               CO                                 80127                            0                            0          2H                         HARD
        122724203                    3141.71                        358000                  357841.62                 3/1/2006               2/1/2036                     61.197          ROSWELL                                 GA                                 30076                            0                            0                          0          NONE
        121746784                    1924.25                        358000                  357999.99                 9/1/2005               8/1/2035                      79.91          WOODBRIDGE                              VA                                 22193                            0                            0          2H                         HARD
        122731679                    1944.58                        359000                     359000                 2/1/2006               1/1/2036                     69.709          THE SEA RANCH                           CA                                 95497                            0                            0                          0          NONE
        122520077                    2240.63                        359150                  358482.94                 2/1/2006               1/1/2036                        100          ALTADENA                                CA                                 91001                            0                            0          3H                         HARD
        122888316                    3288.95                        359550                     359550                 4/1/2006               3/1/2036                         85          EQUALITY                                AL                                 36026                            0                            0                          0          NONE
        122612625                    2832.12                        360000                  359792.88                 3/1/2006               2/1/2036                     64.865          MARBLEHEAD                              MA                                  1945                            0                            0                          0          NONE
        122582036                    2364.94                        360000                  359697.56                 3/1/2006               2/1/2036                     84.706          MATHER                                  CA                                 95655                            0                            0          2H                         HARD
        122673198                    3326.75                        360000                  359860.75                 3/1/2006               2/1/2036                        100          VENTNOR CITY                            NJ                                  8406                            0                            0                          0          NONE
        122682118                    2672.99                        360000                  359764.51                 3/1/2006               2/1/2036                        100          BLOOMFIELD                              NJ                                  7003                            0                            0                          0          NONE
        122710933                    2455.83                        360000                  359719.17                 3/1/2006               2/1/2036                        100          GAITHERSBURG                            MD                                 20879                            0                            0                          0          NONE
        122741597                    2832.12                        360000                     360000                 4/1/2006               3/1/2036                         80          CLIFTON                                 NJ                                  7014                            0                            0                          0          NONE
        122910714                    2641.55                        360000                     360000                 4/1/2006               3/1/2036                     84.706          ROCHELLE PARK                           NJ                                  7662                            0                            0                          0          NONE
        122787436                    2579.08                        360000                     360000                 5/1/2006               4/1/2036                        100          FREEPORT                                NY                                 11520                            0                            0                          0          NONE
        122548695                    2204.54                        360000                  359857.96                 3/1/2006               2/1/2036                        100          BERLIN                                  MA                                  1503                            0                            0                          0          NONE
        122653153                    1949.49                        360000                  359813.01                 3/1/2006               2/1/2036                        100          LOS ANGELES                             CA                                 90042                            0                            0          2H                         HARD
        122678574                    2335.87                        360000                     360000                 4/1/2006               3/1/2036                         75          ORLANDO                                 FL                                 32820                            0                            0          2H                         HARD
        122730588                    2707.81                        360000                     360000                 4/1/2006               3/1/2036                         72          BROOKLYN                                NY                                 11229                            0                            0                          0          NONE
        122750920                    2846.38                        360000                  359928.62                 3/1/2006               2/1/2036                      88.67          PLAINFIELD                              IL                                 60544                            0                            0                          0          NONE
        122586868                    2844.99                        360000                  359695.01                 3/1/2006               2/1/2036                     87.805          MIAMI                                   FL                                 33150                            0                            0          3H                         HARD
        122798247                       2400                        360000                     360000                 4/1/2006               3/1/2036                     78.261          MIAMI                                   FL                                 33193                            0                            0          2H                         HARD
        121749047                    2517.17                        360000                  358647.35                11/1/2005              10/1/2035                      78.26          HILTON HEAD ISLAND                      SC                                 29926                            0                            0          1H                         HARD
        121747265                    2504.86                        360000                   358355.5                10/1/2005               9/1/2035                      89.11          HYATTSVILLE                             MD                                 20783                            0                            0                          0          NONE
        121746983                    2443.64                        360000                  357978.42                 9/1/2005               8/1/2035                         80          PHOENIX                                 AZ                                 85018                            0                            0          2H                         HARD
        121749588                     2660.4                        360000                  359281.49                 1/1/2006              12/1/2035                         90          WINDER                                  GA                                 30680                            0                            0                          0          NONE
        121730818                       2055                        360000                     360000                10/1/2005               9/1/2035                         90          LOS ANGELES                             CA                                 90011                            0                            0          2H                         HARD
        121747153                       2595                        360000                  357992.79                10/1/2005               9/1/2035                         75          ESCONDIDO                               CA                                 92027                            0                            0          2H                         HARD
        122602240                    2295.13                        361200                     361200                 3/1/2006               2/1/2036                        100          OZONE PARK                              NY                                 11416                            0                            0                          0          NONE
        122316270                    2375.45                        361600                  361296.22                 3/1/2006               2/1/2036                        100          COPIAGUE                                NY                                 11726                            0                            0          2H                         HARD
        122775466                    2596.28                        362400                     362400                 4/1/2006               3/1/2036                     97.419          BOSTON                                  MA                                  2124                            0                            0                          0          NONE
        122745911                    2710.11                        365000                     365000                 4/1/2006               3/1/2036                     79.348          LYNN                                    MA                                  1905                            0                            0                          0          NONE
        122836975                    2367.38                        365000                     365000                 4/1/2006               3/1/2036                     79.869          WEST BABYLON                            NY                                 11704                            0                            0          3H                         HARD
        122724582                    2370.63                        365500                  365185.31                 3/1/2006               2/1/2036                         85          BRONX                                   NY                                 10463                            0                            0          2H                         HARD
        122140177                    3347.95                        366000                  365854.55                 3/1/2006               2/1/2036                         60          GLEN MILLS                              PA                                 19342                            0                            0                          0          NONE
        122825651                    2846.71                        366000                     366000                 4/1/2006               3/1/2036                     47.226          CORONA                                  NY                                 11368                            0                            0          2H                         HARD
        122801792                    1908.33                        366400                     366400                 4/1/2006               3/1/2036                        100          SAN JOSE                                CA                                 95132                            0                            0          2H                         HARD
        122690591                     2218.5                        367200                     367200                 4/1/2006               3/1/2036                        100          GLENDALE                                CA                                 91205                            0                            0          2H                         HARD
        122785002                    3157.39                        367500                     367500                 4/1/2006               3/1/2036                         75          PISCATAWAY                              NJ                                  8854                            0                            0                          0          NONE
        122725595                    2253.53                        368000                     368000                 4/1/2006               3/1/2036                        100          ONTARIO                                 CA                                 91762                            0                            0          2H                         HARD
        122823117                    2510.41                        368000                     368000                 4/1/2006               3/1/2036                        100          NORTH BEND                              WA                                 98045                            0                            0          3H                         HARD
        122739907                       2277                        368000                     368000                 2/1/2006               1/1/2036                        100          CHANTILLY                               VA                                 20151                            0                            0          3H                         HARD
        122152587                    2289.83                        368000                   365866.1                11/1/2005              10/1/2035                         80          MODESTO                                 CA                                 95355                            0                            0          3H                         HARD
        122686257                    2201.87                        368000                     368000                11/1/2005              10/1/2035                        100          WEST ORANGE                             NJ                                  7052                            0                            0                          0          NONE
        121746791                       2208                        368000                     368000                 9/1/2005               8/1/2035                         80          MANASSAS                                VA                                 20111                            0                            0          2H                         HARD
        121935735                    1870.67                        368000                     368000                 9/1/2005               8/1/2035                        100          WALDORF                                 MD                                 20602                            0                            0                          0          NONE
        122691966                    2496.73                        369000                     369000                 4/1/2006               3/1/2036                         90          PATERSON                                NJ                                  7514                            0                            0                          0          NONE
        122132851                    2812.27                        370000                  369770.02                 3/1/2006               2/1/2036                     79.914          DORCHESTER                              MA                                  2124                            0                            0                          0          NONE
        122571351                    2697.92                        370000                     370000                 3/1/2006               2/1/2036                     87.059          STERLING                                VA                                 20164                            0                            0          2H                         HARD
        122551505                    2816.07                        370500                  370269.71                 3/1/2006               2/1/2036                         95          SACRAMENTO                              CA                                 95833                            0                            0          2H                         HARD
        122807804                    3115.36                        370500                     370500                 4/1/2006               3/1/2036                         95          MIAMI LAKES                             FL                                 33018                            0                            0          2H                         HARD
        122880734                     2271.9                        371000                     371000                 4/1/2006               3/1/2036                     67.455          SILVER SPRING                           MD                                 20904                            0                            0          2H                         HARD
        122244597                    2407.54                        371192                  370872.42                 3/1/2006               2/1/2036                     99.909          FONTANA                                 CA                                 92336                            0                            0                          0          NONE
        122707228                    3160.29                        371803                  371624.88                 3/1/2006               2/1/2036                         90          PISCATAWAY                              NJ                                  8854                            0                            0                          0          NONE
        122525615                     2729.6                        372000                   371750.4                 3/1/2006               2/1/2036                        100          BRONX                                   NY                                 10469                            0                            0          3H                         HARD
        122809166                    2523.79                        373000                     373000                 4/1/2006               3/1/2036                      89.88          ELIZABETH                               NJ                                  7202                            0                            0                          0          NONE
        122482646                    2412.19                        373500                     373500                 3/1/2006               2/1/2036                         90          STOCKTON                                CA                                 95209                            0                            0          2H                         HARD
        122838951                    3142.69                        373750                     373750                 4/1/2006               3/1/2036                         65          ELMONT                                  NY                                 11003                            0                            0          1H                         HARD
        121746825                    2653.58                        374000                  372078.26                 9/1/2005               8/1/2035                         85          OCOEE                                   FL                                 34761                            0                            0          2H                         HARD
        122401718                    3185.81                        374000                  373461.01                 1/1/2006              12/1/2035                         85          SAYREVILLE BOROUGH                      NJ                                  8859                            0                            0                          0          NONE
        121746880                    1792.08                        374000                     374000                 9/1/2005               8/1/2035                         85          NORTH BERGEN                            NJ                                  7047                            0                            0                          0          NONE
        122359120                    2883.43                        375000                  374772.82                 3/1/2006               2/1/2036                     79.787          NORTH HIGHLANDS                         CA                                 95660                            0                            0          2H                         HARD
        122543588                    2398.77                        375000                  374866.86                 3/1/2006               2/1/2036                     67.084          COLTS NECK                              NJ                                  7722                            0                            0                          0          NONE
        121746664                     2464.8                        375200                  373281.41                10/1/2005               9/1/2035                        100          RIVERSIDE                               CA                                 92501                            0                            0                          0          NONE
        122562885                    2341.38                        375300                   374952.4                 3/1/2006               2/1/2036                         90          UNIONDALE                               NY                                 11553                            0                            0          3H                         HARD
        122910194                    3127.38                        376000                     376000                 4/1/2006               3/1/2036                         80          NORTH BRUNSWICK                         NJ                                  8902                            0                            0                          0          NONE
        122589737                    2268.62                        376000                  375846.38                 3/1/2006               2/1/2036                        100          BELLEVILLE                              NJ                                  7109                            0                            0          1H                         HARD
        122399185                    2438.73                        376000                  375023.34                 1/1/2006              12/1/2035                         90          FRANKFORT                               IL                                 60423                            0                            0                          0          NONE
        122224477                    2508.19                        377000                  376378.34                 2/1/2006               1/1/2036                     67.928          NATICK                                  MA                                  1760                            0                            0                          0          NONE
        122703119                    2735.21                        378000                  377902.92                 3/1/2006               2/1/2036                     73.398          OSSINING                                NY                                 10562                            0                            0          2H                         HARD
        122354353                    2973.73                        378000                  377782.52                 3/1/2006               2/1/2036                     56.166          WOODHAVEN                               NY                                 11421                            0                            0                          0          NONE
        122254821                       2449                        379200                     379200                 1/1/2006              12/1/2035                        100          SAN LEANDRO                             CA                                 94578                            0                            0          2H                         HARD
        122588812                    2920.43                        379812                  379581.91                 3/1/2006               2/1/2036                        100          CATHEDRAL CITY                          CA                                 92234                            0                            0                          0          NONE
        122639367                    2854.81                        380000                  379670.01                 3/1/2006               2/1/2036                         95          FAYETTEVILLE                            GA                                 30214                            0                            0          1H                         HARD
        122653127                    3057.57                        380000                  379792.43                 3/1/2006               2/1/2036                         80          SPRING                                  TX                                 77386                            0                            0                          0          NONE
        122782622                    2642.18                        380000                     380000                 4/1/2006               3/1/2036                     71.028          COMPTON                                 CA                                 90220                            0                            0          2H                         HARD
        122818281                    3376.13                        380700                  380536.03                 3/1/2006               2/1/2036                         90          WOODBRIDGE                              VA                                 22191                            0                            0                          0          NONE
        122677603                    3212.06                        382000                  381812.11                 3/1/2006               2/1/2036                     81.277          BORDENTOWN                              NJ                                  8505                            0                            0                          0          NONE
        122658221                    2315.17                        383200                     383200                 3/1/2006               2/1/2036                        100          WALNUT CREEK                            CA                                 94597                            0                            0          2H                         HARD
        122764744                    2458.79                        384000                     384000                 4/1/2006               3/1/2036                        100          SANTA ANA                               CA                                 92707                            0                            0          2H                         HARD
        122545980                       2040                        384000                     384000                 2/1/2006               1/1/2036                        100          ESCONDIDO                               CA                                 92027                            0                            0          2H                         HARD
        122665581                       2360                        384000                     384000                 3/1/2006               2/1/2036                        100          BROOKLYN                                NY                                 11205                            0                            0                          0          NONE
        122838618                    2859.08                        385000                     385000                 4/1/2006               3/1/2036                         70          JAMAICA                                 NY                                 11433                            0                            0          1H                         HARD
        121746811                    2389.71                        385000                  383952.25                 9/1/2005               8/1/2035                      85.56          MODESTO                                 CA                                 95350                            0                            0          2H                         HARD
        122249984                    3007.23                        385050                  384970.75                 3/1/2006               2/1/2036                         85          SAN DIEGO                               CA                                 92139                            0                            0                          0          NONE
        122779805                    2575.88                        386000                     386000                 4/1/2006               3/1/2036                     60.313          HOLLAND                                 PA                                 18966                            0                            0          2H                         HARD
        122981267                    3042.56                        386750                     386750                 4/1/2006               3/1/2036                         85          NORTH BRUNSWICK                         NJ                                  8902                            0                            0                          0          NONE
        122802773                    2574.72                        387000                     387000                 4/1/2006               3/1/2036                         90          HAZLET                                  NJ                                  7730                            0                            0          2H                         HARD
        122942522                    3183.75                        387000                     387000                 4/1/2006               3/1/2036                         90          LYNN                                    MA                                  1905                            0                            0                          0          NONE
        121748434                    2254.28                        387000                  386908.29                12/1/2005              11/1/2035                         90          SAN JOSE                                CA                                 95111                            0                            0          2S                         SOFT
        122890853                    2341.02                        388000                     388000                 4/1/2006               3/1/2036                        100          BALDWIN                                 NY                                 11510                            0                            0                          0          NONE
        122897596                    3029.49                        389500                     389500                 4/1/2006               3/1/2036                         95          BRENTWOOD                               NY                                 11717                            0                            0          3H                         HARD
        122447386                    2895.74                        390000                  389744.88                 3/1/2006               2/1/2036                     72.897          NYACK                                   NY                                 10960                            0                            0          2H                         HARD
        122597568                    2562.02                        390000                  389556.88                 3/1/2006               2/1/2036                         65          MECHANICSVILLE                          MD                                 20659                            0                            0                          0          NONE
        122728712                    3603.98                        390000                     390000                 4/1/2006               3/1/2036                         75          BROOKLYN                                NY                                 11226                            0                            0                          0          NONE
        121747081                    2562.02                        390000                  388005.64                10/1/2005               9/1/2035                         65          CHINO HILLS                             CA                                 91709                            0                            0          2H                         HARD
        121749291                    2873.91                        390000                  389615.27                12/1/2005              11/1/2035                      74.29          HUNTINGTON PARK                         CA                                 90255                            0                            0          2H                         HARD
        122784595                       2171                        390000                     390000                 1/1/2006              12/1/2035                      81.25          NATIONAL CITY                           CA                                 91950                            0                            0          2H                         HARD
        122500810                     2561.4                        390308                     390308                 3/1/2006               2/1/2036                         90          PATERSON                                NJ                                  7513                            0                            0          1H                         HARD
        121747901                    1995.73                        391000                     391000                10/1/2005               9/1/2035                         85          MAYWOOD                                 CA                                 90270                            0                            0          2S                         SOFT
        122567403                    2858.33                        392000                     392000                 3/1/2006               2/1/2036                         90          POMONA                                  CA                                 91768                            0                            0          1H                         HARD
        122681737                    2123.33                        392000                     392000                 3/1/2006               2/1/2036                        100          DOVER                                   NJ                                  7801                            0                            0                          0          NONE
        121746780                       2548                        392000                     392000                 8/1/2005               7/1/2035                       84.3          FREDERICKSBURG                          VA                                 22406                            0                            0          2H                         HARD
        121749336                    2920.24                        393300                  392522.95                 1/1/2006              12/1/2035                         90          ODESSA                                  FL                                 33556                            0                            0          2H                         HARD
        122912918                    2997.49                        393500                     393500                 4/1/2006               3/1/2036                        100          WAKE FOREST                             NC                                 27587                            0                            0          2H                         HARD
        122255369                    2728.17                        395000                  394699.43                 3/1/2006               2/1/2036                     84.946          ST ALBANS                               NY                                 11412                            0                            0          2H                         HARD
        122533288                     2967.5                        395000                  394748.13                 3/1/2006               2/1/2036                     65.833          STUART                                  FL                                 34997                            0                            0          2H                         HARD
        122817703                    3085.94                        395000                     395000                 4/1/2006               3/1/2036                        100          COLLEGE PARK                            MD                                 20740                            0                            0                          0          NONE
        122074902                     2161.5                        396000                     396000                10/1/2005               9/1/2035                         80          RIALTO                                  CA                                 92377                            0                            0          3H                         HARD
        122739914                    2268.75                        396000                     396000                 1/1/2006              12/1/2035                        100          CENTREVILLE                             VA                                 20120                            0                            0          2H                         HARD
        122724433                    2647.95                        396800                  396673.38                 3/1/2006               2/1/2036                        100          SOUTH GATE                              CA                                 90280                            0                            0          2H                         HARD
        122686262                    2611.95                        397600                  397265.97                 3/1/2006               2/1/2036                        100          STATEN ISLAND                           NY                                 10306                            0                            0          1H                         HARD
        122509167                    3536.21                        398750                  398578.24                 3/1/2006               2/1/2036                         55          WOODSTOCK                               NY                                 12498                            0                            0          1H                         HARD
        121745807                     2164.5                        399600                     399600                12/1/2005              11/1/2035                         95          OAKLEY                                  CA                                 94561                            0                            0          2H                         HARD
        122571142                    2969.99                        400000                   399738.3                 3/1/2006               2/1/2036                     93.023          NORTH DARTMOUTH                         MA                                  2747                            0                            0                          0          NONE
        122494443                    3075.65                        400000                  395966.29                 3/1/2006               2/1/2036                      77.67          JACKSON                                 NJ                                  8527                            0                            0                          0          NONE
        122649657                     3290.7                        400000                  399792.63                 3/1/2006               2/1/2036                     83.333          HUNTINGTON BEACH                        CA                                 92648                            0                            0                          0          NONE
        122656148                    3111.16                        400000                  399763.84                 3/1/2006               2/1/2036                       62.5          LONG BEACH                              CA                                 90815                            0                            0          2H                         HARD
        122609365                    3218.49                        400000                  399781.51                 3/1/2006               2/1/2036                     97.585          NEWARK                                  NJ                                  7031                            0                            0                          0          NONE
        122622911                    2627.72                        400000                  399663.95                 3/1/2006               2/1/2036                     79.208          WILMINGTON                              CA                                 90744                            0                            0          2H                         HARD
        122735843                     3290.7                        400000                     400000                 4/1/2006               3/1/2036                     67.114          RIO VERDE                               AZ                                 85263                            0                            0                          0          NONE
        122787263                    3218.49                        400000                     400000                 4/1/2006               3/1/2036                      77.67          FLORAL PARK                             NY                                 11001                            0                            0          2H                         HARD
        122825131                    3547.29                        400000                     400000                 4/1/2006               3/1/2036                     83.333          WASHINGTON                              DC                                 20001                            0                            0          1H                         HARD
        122581674                    3047.01                        400000                  399911.32                 3/1/2006               2/1/2036                      77.67          FRESNO                                  CA                                 93720                            0                            0                          0          NONE
        122666196                    2706.48                        400000                     400000                 4/1/2006               3/1/2036                         95          HARRISON                                NJ                                  7029                            0                            0          1H                         HARD
        122778956                    2594.39                        400000                     400000                 4/1/2006               3/1/2036                     97.087          SOUTHAMPTON                             NY                                 11968                            0                            0                          0          NONE
        122860416                    3333.33                        400000                     400000                 4/1/2006               3/1/2036                         80          CORAL SPRINGS                           FL                                 33076                            0                            0                          0          NONE
        121732595                    3196.93                        400000                  398177.64                 8/1/2005               7/1/2035                      89.69          PUTNAM TOWNSHIP                         MI                                 48169                            0                            0                          0          NONE
        122577770                    2349.15                        401250                  401074.29                 3/1/2006               2/1/2036                         75          PEORIA                                  AZ                                 85381                            0                            0          2H                         HARD
        122667816                     2313.8                        402400                     402400                12/1/2005              11/1/2035                        100          SANTA ANA                               CA                                 92703                            0                            0          2H                         HARD
        121746748                    2551.97                        403750                  399889.37                7/22/2005              6/22/2035                         85          BROOKLYN                                NY                                 11208                            0                            0          1H                         HARD
        122895835                    2755.45                        403920                     403920                 5/1/2006               4/1/2036                         80          MANASSAS                                VA                                 20109                            0                            0          3H                         HARD
        122639998                    2283.75                        406000                     406000                 3/1/2006               2/1/2036                     73.153          SANTA ANA                               CA                                 92704                            0                            0          2H                         HARD
        122741954                    3136.51                        407914                     407914                 4/1/2006               3/1/2036                     74.166          WEST PALM BEACH                         FL                                 33404                            0                            0          1H                         HARD
        122480568                    2684.93                        408000                  407865.07                 3/1/2006               2/1/2036                         80          MONTEREY PARK                           CA                                 91754                            0                            0          2H                         HARD
        122959174                    2722.69                        408000                     408000                 4/1/2006               3/1/2036                        100          HUNTINGTON                              NY                                 11743                            0                            0          1H                         HARD
        121747919                       2125                        408000                     407905                11/1/2005              10/1/2035                         85          NORTHRIDGE                              CA                                 91325                            0                            0          3H                         HARD
        122708375                    2504.32                        408953                     408953                 4/1/2006               3/1/2036                        100          BANNING                                 CA                                 92220                            0                            0                          0          NONE
        122466145                    2660.29                        410000                   409859.5                 3/1/2006               2/1/2036                         82          ASTORIA                                 NY                                 11106                            0                            0          3H                         HARD
        122915480                    2982.21                        411300                     411300                 4/1/2006               3/1/2036                         90          YONKERS                                 NY                                 10704                            0                            0                          0          NONE
        122637368                    2826.11                        412000                  411877.64                 3/1/2006               2/1/2036                     77.298          RANDOLPH                                MA                                  2368                            0                            0                          0          NONE
        121934762                     2399.9                        412000                     412000                 1/1/2006              12/1/2035                         95          PASO ROBLES                             CA                                 93446                            0                            0          2H                         HARD
        122748004                    2992.09                        413500                     413500                 4/1/2006               3/1/2036                     89.891          KINGSBURG                               CA                                 93631                            0                            0          2H                         HARD
        122797762                    2650.89                        414000                     414000                 4/1/2006               3/1/2036                     98.113          SOUTH OZONE PARK                        NY                                 11420                            0                            0          3H                         HARD
        122880219                    2754.35                        414000                     414000                 5/1/2006               4/1/2036                         90          BRONX                                   NY                                 10456                            0                            0          2H                         HARD
        122756892                       2415                        414000                     414000                 3/1/2006               2/1/2036                         90          TUSTIN                                  CA                                 92780                            0                            0          3H                         HARD
        122406261                    2479.48                        414000                  412755.02                 1/1/2006              12/1/2035                      66.24          ROSEVILLE                               CA                                 95747                            0                            0          3S                         SOFT
        122627428                    2964.75                        415150                  415039.41                 3/1/2006               2/1/2036                         95          LIVINGSTON                              NJ                                  7039                            0                            0          2H                         HARD
        122635306                     2435.5                        416000                  415817.83                 3/1/2006               2/1/2036                        100          LOS ANGELES                             CA                                 90065                            0                            0          2H                         HARD
        122764925                       2470                        416000                     416000                 3/1/2006               2/1/2036                        100          BELLMORE                                NY                                 11710                            0                            0                          0          NONE
        122980589                    3775.55                        417000                     417000                 5/1/2006               4/1/2036                     77.944          CANYON COUNTRY                          CA                                 91351                            0                            0                          0          NONE
        122739928                       2620                        419200                     419200                12/1/2005              11/1/2035                        100          FAIRFAX                                 VA                                 22030                            0                            0          1H                         HARD
        122554577                    3304.14                        420000                  419758.36                 3/1/2006               2/1/2036                         75          PLEASANT VALLEY                         NY                                 12569                            0                            0                          0          NONE
        122786759                    3608.45                        420000                  419804.05                 3/1/2006               2/1/2036                     58.741          HERCULES                                CA                                 94547                            0                            0          2H                         HARD
        121740586                    2371.55                        420000                   417183.9                10/1/2005               9/1/2035                        100          LAKE FOREST                             CA                                 92630                            0                            0          3H                         HARD
        121749543                    2629.69                        420750                  420749.95                 1/1/2006              12/1/2035                         85          RANCHO CUCAMONGA                        CA                                 91730                            0                            0          2H                         HARD
        122019801                    2624.93                        420750                  418780.35                11/1/2005              10/1/2035                         85          EAST BRUNSWICK                          NJ                                  8816                            0                            0          2H                         HARD
        121746631                    2069.17                        422640                  422639.95                 7/1/2005               6/1/2035                        100          BROOKLYN                                NY                                 11207                            0                            0                          0          NONE
        121746870                    2909.47                        423000                  422109.52                 9/1/2005               8/1/2035                         90          ST. ALBANS                              NY                                 11413                            0                            0                          0          NONE
        122604581                       2385                        424000                     423995                 3/1/2006               2/1/2036                        100          RICHMOND                                CA                                 94806                            0                            0          2H                         HARD
        121749376                    2790.22                        424000                   423576.7                 1/1/2006              12/1/2035                      89.83          UPLAND                                  CA                                 91786                            0                            0          3H                         HARD
        122629062                    3003.59                        424360                  424052.86                 3/1/2006               2/1/2036                        100          NORWALK                                 CT                                  6854                            0                            0          1H                         HARD
        122821669                    2913.91                        424800                     424800                 4/1/2006               3/1/2036                         90          BROOKLYN                                NY                                 11234                            0                            0          3H                         HARD
        122618508                    3230.31                        425000                  424735.84                 3/1/2006               2/1/2036                     85.859          DUNN                                    NC                                 28334                            0                            0                          0          NONE
        122732160                    2915.28                        425000                  424873.78                 3/1/2006               2/1/2036                     74.824          MIAMI                                   FL                                 33145                            0                            0          2H                         HARD
        121747213                    2602.99                        425000                  422525.29                10/1/2005               9/1/2035                      75.89          SOLEDAD                                 CA                                 93960                            0                            0          3H                         HARD
        122600478                    2713.23                        427000                     427000                 3/1/2006               2/1/2036                     99.813          LAKEWOOD                                CA                                 90715                            0                            0          2H                         HARD
        122922514                    3439.76                        427500                     427500                 4/1/2006               3/1/2036                         90          FREELAND                                MD                                 21053                            0                            0                          0          NONE
        122565312                    3363.14                        427500                  427254.05                 3/1/2006               2/1/2036                         90          CORDOVA                                 TN                                 38018                            0                            0          3H                         HARD
        122710428                    2244.01                        428000                  427762.24                 3/1/2006               2/1/2036                        100          BUENA PARK                              CA                                 90620                            0                            0          2H                         HARD
        121749475                    3209.67                        430000                  429591.07                12/1/2005              11/1/2035                      56.58          REDWOOD CITY                            CA                                 94061                            0                            0          2H                         HARD
        121746657                    2585.26                        431200                  428592.03                10/1/2005               9/1/2035                        100          BURBANK                                 CA                                 91501                            0                            0          2H                         HARD
        121746949                    3493.23                        431250                  429832.02                10/1/2005               9/1/2035                         75          KNOXVILLE                               TN                                 37920                            0                            0          2H                         HARD
        122887792                    2983.72                        432000                     432000                 4/1/2006               3/1/2036                        100          MIRAMAR                                 FL                                 33027                            0                            0          1H                         HARD
        122687563                    2766.14                        432000                  431235.62                 2/1/2006               1/1/2036                        100          LONG BEACH                              CA                                 90807                            0                            0          2S                         SOFT
        122784596                       2466                        432000                     432000                12/1/2005              11/1/2035                        100          LOS ANGELES                             CA                                 90043                            0                            0          1H                         HARD
        122664280                    3229.86                        435000                  434715.45                 3/1/2006               2/1/2036                     74.359          ELLICOTT CITY                           MD                                 21043                            0                            0          2H                         HARD
        122809653                    3268.01                        435000                     435000                 5/1/2006               4/1/2036                     59.184          SAN JOSE                                CA                                 95121                            0                            0          2H                         HARD
        122863985                    3098.37                        437750                     437750                 4/1/2006               3/1/2036                         85          CLIFFSIDE PARK                          NJ                                  7010                            0                            0                          0          NONE
        121746958                     3043.7                        439600                  437571.96                10/1/2005               9/1/2035                        100          STAFFORD                                VA                                 22554                            0                            0          2H                         HARD
        122586677                    3344.32                        440000                  439726.51                 3/1/2006               2/1/2036                     77.601          ENGLEWOOD                               FL                                 34223                            0                            0          1H                         HARD
        122705959                    3059.37                        440000                  439873.96                 3/1/2006               2/1/2036                        100          MCKINNEY                                TX                                 75070                            0                            0          1H                         HARD
        122456447                    3500.84                        440000                  439753.33                 3/1/2006               2/1/2036                     71.545          FLUSHING                                NY                                 11354                            0                            0                          0          NONE
        122642232                    2890.49                        440000                  439630.34                 3/1/2006               2/1/2036                         80          LAUREL                                  MD                                 20724                            0                            0          3H                         HARD
        122043025                    2566.67                        440000                     440000                12/1/2005              11/1/2035                      79.71          JUPITER                                 FL                                 33458                            0                            0          2H                         HARD
        121749348                    2911.78                        440000                  439566.94                 1/1/2006              12/1/2035                        100          ANAHEIM                                 CA                                 92801                            0                            0          2H                         HARD
        121733026                    2053.33                        440000                     440000                10/1/2005               9/1/2035                        100          FRANKLIN SQUARE                         NY                                 11010                            0                            0                          0          NONE
        121730982                    2072.14                        440100                   439996.4                 9/1/2005               8/1/2035                         90          SAN DIEGO                               CA                                 92119                            0                            0          2H                         HARD
        121747894                    2390.48                        442000                     441000                10/1/2005               9/1/2035                         85          OXNARD                                  CA                                 93033                            0                            0          2S                         SOFT
        121747996                    2348.13                        442000                     442000                 9/1/2005               8/1/2035                         85          TIGARD                                  OR                                 97223                            0                            0          2H                         HARD
        122928924                    3714.09                        442500                     442500                 4/1/2006               3/1/2036                         75          WEST COVINA                             CA                                 91791                            0                            0                          0          NONE
        122401726                    3652.68                        444000                  443304.13                 1/1/2006              12/1/2035                         80          BRISTOW                                 VA                                 20136                            0                            0                          0          NONE
        122646787                    2552.92                        445600                     445600                 3/1/2006               2/1/2036                        100          ANAHEIM                                 CA                                 92801                            0                            0          2H                         HARD
        121935737                    2879.51                        445860                     445860                 9/1/2005               8/1/2035                     89.839          HAGERSTOWN                              MD                                 21740                            0                            0                          0          NONE
        122800757                    3389.92                        446000                  445722.79                 3/1/2006               2/1/2036                     81.758          SAINT PAUL                              MN                                 55126                            0                            0          3H                         HARD
        122594483                    3528.32                        446250                  446161.52                 3/1/2006               2/1/2036                         75          SILVER SPRING                           MD                                 20905                            0                            0                          0          NONE
        122689095                     3660.4                        446500                   446420.9                 3/1/2006               2/1/2036                         95          MORENO VALLEY                           CA                                 92555                            0                            0          3H                         HARD
        122406535                    2943.04                        448000                   447245.1                 2/1/2006               1/1/2036                         95          OVIEDO                                  FL                                 32766                            0                            0          3H                         HARD
        122506458                    3104.17                        449440                  449098.01                 3/1/2006               2/1/2036                        100          JAMAICA                                 NY                                 11433                            0                            0                          0          NONE
        121997213                    2985.94                        455000                   454850.7                11/1/2005              10/1/2035                     64.085          REDMOND                                 WA                                 98053                            0                            0          2H                         HARD
        122761362                    2844.85                        456000                  455577.65                 3/1/2006               2/1/2036                        100          LOS ANGELES                             CA                                 91331                            0                            0          2H                         HARD
        122214312                     2802.5                        456000                     456000                 3/1/2006               2/1/2036                        100          ARDSLEY                                 NY                                 10502                            0                            0          2H                         HARD
        122784971                    3472.01                        456800                     456800                 4/1/2006               3/1/2036                        100          HOUSTON                                 TX                                 77006                            0                            0          2H                         HARD
        122636515                    3317.92                        457600                  457285.08                 3/1/2006               2/1/2036                         80          SILVER SPRING                           MD                                 20901                            0                            0                          0          NONE
        121749250                    2949.34                        458150                     458150                 1/1/2006              12/1/2035                         85          KING CITY                               CA                                 93930                            0                            0          2H                         HARD
        122472878                    3901.45                        459000                  458780.11                 3/1/2006               2/1/2036                         90          HANOVER                                 MA                                  2339                            0                            0                          0          NONE
        121749454                    3139.93                        459000                  458445.16                12/1/2005              11/1/2035                         90          CHINO HILLS                             CA                                 91709                            0                            0          2H                         HARD
        121746865                    3002.63                        459000                     458995                 9/1/2005               8/1/2035                         90          WEST ISLIP                              NY                                 11795                            0                            0                          0          NONE
        122762805                    2730.78                        459920                     459920                 4/1/2006               3/1/2036                        100          SILVER SPRING                           MD                                 20903                            0                            0          3H                         HARD
        122521230                    2983.55                        460000                  459603.95                 3/1/2006               2/1/2036                        100          CORONA                                  CA                                 92880                            0                            0          2H                         HARD
        122115124                     3069.7                        460000                  459853.22                 3/1/2006               2/1/2036                        100          FORT WASHINGTON                         MD                                 20744                            0                            0                          0          NONE
        122635997                    2984.72                        460000                  459842.36                 3/1/2006               2/1/2036                        100          LOS ANGELES                             CA                                 91401                            0                            0          3H                         HARD
        122770626                    4043.85                        460800                  460596.15                 3/1/2006               2/1/2036                     79.984          MILFORD                                 MI                                 48380                            0                            0                          0          NONE
        122359513                    2952.73                        461600                  461105.33                 1/1/2006              12/1/2035                        100          JAMAICA                                 NY                                 11434                            0                            0          2H                         HARD
        122665980                    2803.33                        464000                     464000                 3/1/2006               2/1/2036                        100          GLENDORA                                CA                                 91740                            0                            0                          0          NONE
        121746756                       2320                        464000                  463827.12                 8/1/2005               7/1/2035                      90.86          EAST ELMHURST                           NY                                 11369                            0                            0                          0          NONE
        121733240                    2471.74                        466000                  465971.59                10/1/2005               9/1/2035                        100          SAN DIEGO                               CA                                 92128                            0                            0          2H                         HARD
        122620524                    3076.48                        467500                   467345.4                 3/1/2006               2/1/2036                     84.923          OCEAN CITY                              MD                                 21842                            0                            0                          0          NONE
        122853245                    3516.58                        467524                     467524                 5/1/2006               4/1/2036                     89.999          PALMDALE                                CA                                 93550                            0                            0          2H                         HARD
        122632452                    3681.76                        468000                  467730.74                 3/1/2006               2/1/2036                         90          TOWNSEND                                DE                                 19734                            0                            0                          0          NONE
        121747683                    2486.25                        468000                  467879.99                10/1/2005               9/1/2035                      79.86          SACRAMENTO                              CA                                 95841                            0                            0          2S                         SOFT
        122669232                    2694.14                        470250                  469702.35                 2/1/2006               1/1/2036                         95          STATEN ISLAND                           NY                                 10309                            0                            0                          0          NONE
        122705067                    3062.58                        472000                     472000                 3/1/2006               2/1/2036                        100          TUSTIN                                  CA                                 92780                            0                            0          2H                         HARD
        121746750                     3127.7                        472500                  469306.01                7/27/2005              6/27/2035                         90          BROOKLYN                                NY                                 11236                            0                            0          3H                         HARD
        122643033                    3244.54                        473000                     473000                 4/1/2006               3/1/2036                     78.833          GARDENA                                 CA                                 90247                            0                            0          3H                         HARD
        122788953                    3347.37                        475000                     475000                 4/1/2006               3/1/2036                     54.724          WATSONVILLE                             CA                                 95076                            0                            0          3H                         HARD
        121749511                    3044.84                        476000                  475317.81                12/1/2005              11/1/2035                        100          OAKLAND                                 CA                                 94609                            0                            0          2H                         HARD
        122655868                    3330.01                        476250                  475896.55                 3/1/2006               2/1/2036                         75          CORONA                                  CA                                 92880                            0                            0                          0          NONE
        122709739                       3139                        477000                     477000                 4/1/2006               3/1/2036                         90          ANDERSON                                CA                                 96007                            0                            0          2H                         HARD
        121746738                    3170.29                        477000                  473785.73                 8/1/2005               7/1/2035                         90          EAST SETAUKET                           NY                                 11733                            0                            0          1H                         HARD
        122656102                    2893.96                        479000                     479000                 3/1/2006               2/1/2036                     73.806          ROCKVILLE                               MD                                 20852                            0                            0                          0          NONE
        122648482                    3702.32                        481500                  481207.62                 3/1/2006               2/1/2036                         90          ELIZABETH                               NJ                                  7201                            0                            0                          0          NONE
        122470978                     3815.5                        485000                  484640.78                 3/1/2006               2/1/2036                     65.541          ALISO VIEJO                             CA                                 92656                            0                            0          1H                         HARD
        121749537                    3599.85                        486000                  485646.93                 1/1/2006              12/1/2035                         90          BRONX                                   NY                                 10472                            0                            0                          0          NONE
        121748427                    2475.59                        487800                  487699.49                11/1/2005              10/1/2035                         90          DOWNEY                                  CA                                 90242                            0                            0          3S                         SOFT
        122582373                    2988.38                        488000                     488000                 4/1/2006               3/1/2036                        100          LOS ANGELES                             CA                                 90042                            0                            0          2H                         HARD
        121746716                    3705.71                        488000                   484503.3                 7/1/2005               6/1/2035                         80          MILPITAS                                CA                                 95035                            0                            0          2H                         HARD
        122711468                    3799.04                        488440                     488440                 4/1/2006               3/1/2036                         90          LOXAHATCHEE                             FL                                 33470                            0                            0          2H                         HARD
        122466698                    3846.96                        489000                  488718.67                 3/1/2006               2/1/2036                        100          NEWARK                                  NJ                                  7105                            0                            0                          0          NONE
        122668740                     3051.3                        491012                  490824.94                 3/1/2006               2/1/2036                        100          HARMONY                                 FL                                 34773                            0                            0                          0          NONE
        122635367                     3993.6                        493000                  492817.92                 2/1/2006               1/1/2036                         85          IMPERIAL BEACH                          CA                                 91932                            0                            0                          0          NONE
        122764434                    3461.11                        495000                     495000                 4/1/2006               3/1/2036                         90          BROOKLYN                                NY                                 11208                            0                            0          1H                         HARD
        121746747                    3128.74                        495000                  491351.48                7/20/2005              6/20/2035                        100          EAST MEADOW                             NY                                 11554                            0                            0          1H                         HARD
        122613351                    3461.67                        496000                     496000                 3/1/2006               2/1/2036                        100          SEASIDE                                 CA                                 93955                            0                            0                          0          NONE
        122667813                     3738.3                        497600                  496317.65                12/1/2005              11/1/2035                         95          DIAMOND BAR                             CA                                 91765                            0                            0          2S                         SOFT
        122612015                    3277.19                        498000                     498000                 4/1/2006               3/1/2036                     67.297          IRVINE                                  CA                                 92612                            0                            0          3H                         HARD
        122696322                    2699.67                        498400                     498400                 3/1/2006               2/1/2036                        100          ALHAMBRA                                CA                                 91803                            0                            0                          0          NONE
        122790693                       2808                        499200                     498128                 3/1/2006               2/1/2036                        100          SAN JOSE                                CA                                 95122                            0                            0          1H                         HARD
        122139935                    3712.49                        500000                  499672.93                 3/1/2006               2/1/2036                        100          MIAMI BEACH                             FL                                 33141                            0                            0          2H                         HARD
        122771318                    4527.04                        500000                  499795.88                 3/1/2006               2/1/2036                        100          LEWISVILLE                              TX                                 75056                            0                            0          2H                         HARD
        122531192                    3582.06                        500000                     500000                 4/1/2006               3/1/2036                     98.425          PATCHOUGE                               NY                                 11772                            0                            0          1H                         HARD
        122608627                    3119.35                        500000                   499536.9                 3/1/2006               2/1/2036                         90          FONTANA                                 CA                                 92336                            0                            0          2H                         HARD
        122790098                     3933.5                        500000                  499712.33                 3/1/2006               2/1/2036                       51.6          VENICE                                  CA                                 90291                            0                            0          2H                         HARD
        121749407                    3128.97                        500000                  499434.78                 1/1/2006              12/1/2035                       88.5          PARAMOUNT                               CA                                 90723                            0                            0          2H                         HARD
        121749284                    3360.16                        500000                  498787.37                 1/1/2006              12/1/2035                         80          HANOVER TOWNSHIP                        PA                                 18706                            0                            0          3S                         SOFT
        122687556                    2554.13                        500400                     500400                 2/1/2006               1/1/2036                         80          SANTA MARIA                             CA                                 93455                            0                            0                          0          NONE
        122721162                    3605.25                        501600                     501600                 2/1/2006               1/1/2036                     99.936          DOWNEY                                  CA                                 90241                            0                            0          3S                         SOFT
        122794652                    3830.76                        504000                     504000                 4/1/2006               3/1/2036                         70          MCGUIREVILLE                            AZ                                 86335                            0                            0          2H                         HARD
        122562541                    3270.21                        504000                  503827.29                 3/1/2006               2/1/2036                        100          WESTMINSTER                             CA                                 92683                            0                            0          3H                         HARD
        122593215                    3438.17                        504000                  503606.83                 3/1/2006               2/1/2036                        100          HUNTERSVILLE                            NC                                 28078                            0                            0          3H                         HARD
        122271642                    3212.67                        505600                     505600                 3/1/2006               2/1/2036                     99.778          LOS ANGELES                             CA                                 90065                            0                            0          2H                         HARD
        121747270                    3233.93                        506363                  503632.09                10/1/2005               9/1/2035                         85          POWAY                                   CA                                 92064                            0                            0          2H                         HARD
        121730854                       2432                        512000                     512000                10/1/2005               9/1/2035                        100          ANAHEIM                                 CA                                 92805                            0                            0          2H                         HARD
        122602493                    3020.96                        516000                  515774.04                 3/1/2006               2/1/2036                        100          RIDGEWOOD                               NY                                 11385                            0                            0                          0          NONE
        122670857                    4484.79                        522000                  521532.22                 3/1/2006               2/1/2036                         90          ATTLEBORO                               MA                                  2703                            0                            0                          0          NONE
        121747104                    3560.96                        522000                  519519.53                10/1/2005               9/1/2035                         90          JAMUL                                   CA                                 91935                            0                            0          2H                         HARD
        121746741                    3739.64                        522500                  519476.28                 8/1/2005               7/1/2035                         95          OAK HILLS                               CA                                 92345                            0                            0                          0          NONE
        122621275                    2838.33                        524000                     524000                 3/1/2006               2/1/2036                        100          SANTA PAULA                             CA                                 93060                            0                            0          2H                         HARD
        122738464                    3770.48                        526300                  525554.68                 2/1/2006               1/1/2036                     91.085          NEW ROCHELLE                            NY                                 10804                            0                            0          1H                         HARD
        122677040                    3502.61                        527000                     527000                 4/1/2006               3/1/2036                         85          JAMAICA                                 NY                                 11434                            0                            0          3H                         HARD
        122720073                    3563.53                        534000                   533829.6                 3/1/2006               2/1/2036                     74.167          BELLFLOWER                              CA                                 90706                            0                            0          2H                         HARD
        122693700                    3387.88                        536000                  535515.45                 3/1/2006               2/1/2036                     90.929          HUNTINGTON BEACH                        CA                                 92647                            0                            0          3H                         HARD
        122635828                       3685                        536000                     536000                 3/1/2006               2/1/2036                         90          WHITTIER                                CA                                 90603                            0                            0          2H                         HARD
        121746632                    3070.83                        536000                     536000                 9/1/2005               8/1/2035                        100          BROOKLYN                                NY                                 11226                            0                            0                          0          NONE
        121747114                     3122.2                        539849                   538371.4                10/1/2005               9/1/2035                         90          MURRIETA                                CA                                 92563                            0                            0          3H                         HARD
        121747794                    3025.42                        548000                     548000                12/1/2005              11/1/2035                      84.31          ORANGE                                  CA                                 92868                            0                            0          2S                         SOFT
        121747660                    3082.81                        548055                     548055                 9/1/2005               8/1/2035                         95          OAKLAND                                 CA                                 94608                            0                            0          1S                         SOFT
        121747937                    3156.77                        551000                     551000                12/1/2005              11/1/2035                         95          CAMARILLO                               CA                                 93010                            0                            0          1S                         SOFT
        122667815                    3489.02                        552000                  549987.65                12/1/2005              11/1/2035                         80          HUNTINGTON BEACH                        CA                                 92647                            0                            0          2H                         HARD
        121747667                     2822.6                        553000                     553000                 9/1/2005               8/1/2035                      88.48          SAN JOSE                                CA                                 95122                            0                            0          2S                         SOFT
        121749143                     3532.6                        556000                  552972.35                10/1/2005               9/1/2035                        100          KAILUA KONA                             HI                                 96740                            0                            0                          0          NONE
        122680944                     2912.5                        559200                     559150                 3/1/2006               2/1/2036                        100          NORCO                                   CA                                 92860                            0                            0                          0          NONE
        122580186                    4355.62                        560000                  559336.38                 2/1/2006               1/1/2036                        100          MIAMI                                   FL                                 33131                            0                            0          2H                         HARD
        122953503                    4548.13                        565250                     565250                 4/1/2006               3/1/2036                         85          FAYETTEVILLE                            GA                                 30215                            0                            0                          0          NONE
        122693322                    2710.17                        565600                     565600                 3/1/2006               2/1/2036                        100          HUNTINGTON BEACH                        CA                                 92647                            0                            0          1H                         HARD
        122461596                    3449.79                        571000                  570999.79                 3/1/2006               2/1/2036                     89.921          ELK GROVE                               CA                                 95757                            0                            0          2H                         HARD
        121747918                    3375.59                        579500                  579475.59                11/1/2005              10/1/2035                         95          PALMDALE                                CA                                 93551                            0                            0          2S                         SOFT
        122769465                    3657.08                        580000                     580000                 5/1/2006               4/1/2036                     90.069          OXNARD                                  CA                                 93030                            0                            0                          0          NONE
        122807389                     3924.4                        580000                     580000                 5/1/2006               4/1/2036                     83.453          WEYMOUTH                                MA                                  2188                            0                            0                          0          NONE
        122625722                    4588.04                        583200                  582864.46                 3/1/2006               2/1/2036                         80          AUSTIN                                  TX                                 78732                            0                            0                          0          NONE
        122822050                    4077.82                        583200                     583200                 4/1/2006               3/1/2036                      77.76          SOUTH SAN FRANCISCO                     CA                                 94080                            0                            0          2H                         HARD
        121747256                     3794.3                        585000                  579731.44                10/1/2005               9/1/2035                         90          LOS ANGELES                             CA                                 90064                            0                            0          3H                         HARD
        121730851                    3600.84                        585900                     585900                10/1/2005               9/1/2035                         90          LA CRESCENTA                            CA                                 91214                            0                            0          2H                         HARD
        122754405                    3929.22                        588800                     588800                 5/1/2006               4/1/2036                         80          NAPERVILLE                              IL                                 60564                            0                            0                          0          NONE
        120039774                    3393.34                        592500                   590430.3                 9/1/2004               8/1/2034                     89.997          CHARLESTON                              SC                                 29492                            0                            0                          0          NONE
        122614257                       4673                        594000                  593658.25                 3/1/2006               2/1/2036                         90          MONEE                                   IL                                 60449                            0                            0                          0          NONE
        122406330                    3593.15                        599950                  596902.85                11/1/2005              10/1/2035                        100          PALMDALE AREA                           CA                                 93551                            0                            0          3S                         SOFT
        120247634                    3850.14                        600000                  591537.89                11/1/2004              10/1/2034                        100          DES PLAINES                             IL                                 60018                            0                            0                          0          NONE
        121747716                       3250                        600000                     600000                11/1/2005              10/1/2035                       88.9          SANTA CLARA                             CA                                 95051                            0                            0          2S                         SOFT
        121747878                       2875                        600000                     600000                10/1/2005               9/1/2035                      81.08          LOS ANGELES                             CA                                 91304                            0                            0          3S                         SOFT
        122429272                    3853.13                        616500                     616500                 3/1/2006               2/1/2036                         90          WOODBURY                                NY                                 11360                            0                            0                          0          NONE
        122790269                    4229.49                        620000                     620000                 4/1/2006               3/1/2036                         95          CORONA                                  NY                                 11368                            0                            0          1H                         HARD
        122494609                    3728.75                        628000                     628000                 1/1/2006              12/1/2035                        100          RANCHO SANTA MARGARITA                  CA                                 92688                            0                            0          2H                         HARD
        122899926                    4231.32                        636000                     636000                 5/1/2006               4/1/2036                         90          SUFFOLK                                 VA                                 23435                            0                            0          2H                         HARD
        122699196                    3919.19                        640000                  639747.48                 3/1/2006               2/1/2036                         80          FRESNO                                  CA                                 93711                            0                            0          2H                         HARD
        121749329                    4427.32                        649000                  647471.97                 1/1/2006              12/1/2035                     69.785          SEA GIRT                                NJ                                  8750                            0                            0                          0          NONE
        122681754                    4942.71                        650000                     650000                 3/1/2006               2/1/2036                     76.471          SAN DIEGO                               CA                                 92131                            0                            0                          0          NONE
        122398460                    3591.25                        676000                     676000                12/1/2005              11/1/2035                        100          SAN RAMON                               CA                                 94583                            0                            0          2S                         SOFT
        122594360                    4930.47                        680000                  679532.03                 3/1/2006               2/1/2036                     94.706          CLARENDON HILLS                         IL                                 60514                            0                            0                          0          NONE
        122694465                    5247.83                        682500                     682500                 4/1/2006               3/1/2036                         65          FT ANN                                  NY                                 12827                            0                            0                          0          NONE
        122060640                    3655.55                        746667                  745144.51                12/1/2005              11/1/2035                         90          CHARLESTON                              SC                                 29492                            0                            0                          0          NONE
        122566956                     5312.5                        750000                     750000                 3/1/2006               2/1/2036                     94.947          GLENDALE                                CA                                 91201                            0                            0                          0          NONE
        122827525                    6339.65                        796794                     796794                 4/1/2006               3/1/2036                         95          SPRING                                  TX                                 77379                            0                            0          2H                         HARD


      Loan Number          MERS Mortgage Loan       Index               Next Adjustment Date            Minimum Rate            Maximum Rate             Periodic rate             Margin
      -----------          ------------------       -----               --------------------            ------------            ------------             -------------             ------
        122661630          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122673821          X                        6L                          3/1/2008                   6.125                    15.75                       6                   6.125
        122216663          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122500225          X                        6L                          1/1/2008                     6.5                     14.5                       6                     6.5
        122653738          X                        6L                          2/1/2008                    6.75                    15.75                       6                    6.75
        122616386          X                        6L                          3/1/2009                     3.5                       14                       6                     3.5
        122438844          X                        6L                          3/1/2008                     6.5                   17.375                       6                     6.5
        122121278          X                        6L                          2/1/2008                     7.5                       17                       6                     7.5
        122686749          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122493958          X                        6L                          3/1/2008                   6.875                   15.875                       6                   6.875
        122547072          X                        6L                          2/1/2008                    7.25                     15.5                       6                    7.25
        122878975          X                        6L                          4/1/2008                    5.75                   13.875                       6                    5.75
        122796066          X                        6L                          2/1/2008                    5.25                   14.125                       6                    5.25
        122264441          X                        6L                          2/1/2008                    4.25                       13                       6                    4.25
        122565160          X                        6L                          2/1/2008                    5.75                   16.875                       6                    5.75
        122374724          X                        6L                          2/1/2008                    5.75                   16.625                       6                    5.75
        122632544          X                        6L                          2/1/2008                     6.5                   15.875                       6                     6.5
        122283798          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122692591          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        123028939          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122739153          X                        6L                          3/1/2008                       8                   18.125                       6                       8
        121749039          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122488572          X                        6L                          2/1/2008                    5.75                   15.375                       6                    5.75
        122541050          X                        6L                          2/1/2008                    5.75                    14.25                       6                    5.75
        122740237          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122750878          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122549351          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122672424          X                        6L                          3/1/2008                     6.5                     15.5                       6                     6.5
        122713312          X                        LL                          3/1/2011                    5.25                   15.125                       6                    5.25
        121856025          X                        6L                         10/1/2007                     6.5                   14.875                       6                     6.5
        122669298          X                        6L                          2/1/2008                       6                   16.375                       6                       6
        122614881          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122297910          X                        6L                          2/1/2008                    5.75                     16.5                       6                    5.75
        122630265          X                        6L                          2/1/2008                     6.5                       16                       6                     6.5
        122625259          X                        6L                          2/1/2008                     7.5                    18.75                       6                     7.5
        122646376          X                        6L                          2/1/2008                     7.5                       16                       6                     7.5
        122631094          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122580866          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122672913          X                        6L                          3/1/2008                       6                     16.5                       6                       6
        122289889          X                        6L                          2/1/2008                    5.75                   15.125                       6                    5.75
        122728087          X                        1T                          3/1/2009                     7.5                       15                       6                     7.5
        122743870          X                        6L                          3/1/2008                    6.75                   17.375                       6                    6.75
        122532997          X                        6L                          2/1/2008                     6.5                   15.375                       6                     6.5
        122566028          X                        6L                          2/1/2008                    5.75                     13.5                       6                    5.75
        122903242          X                        6L                          4/1/2008                     6.5                   15.625                       6                     6.5
        122903728          X                        6L                          4/1/2008                     6.5                   15.625                       6                     6.5
        122903987          X                        6L                          4/1/2008                     6.5                   15.625                       6                     6.5
        122145486          X                        6L                          3/1/2008                   6.125                       15                       6                   6.125
        122539010          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122702967          X                        6L                          3/1/2008                    7.25                    16.25                       6                   6.875
        122630546          X                        6L                          2/1/2008                    6.75                   15.875                       6                    6.75
        122943755          X                        6L                          3/1/2008                     6.5                   16.375                       6                     6.5
        122640935          X                        6L                          2/1/2008                    5.75                   15.625                       6                    5.75
        122680735          X                        6L                          3/1/2008                       6                   14.125                       6                       6
        122755048          X                        6L                          3/1/2008                       7                    17.75                       6                       7
        122829092          X                        6L                          3/1/2008                    5.75                   15.125                       6                    5.75
        122560311          X                        6L                          4/1/2008                    5.25                       15                       6                    5.25
        122580856          X                        6L                          2/1/2008                     6.5                   14.875                       6                     6.5
        122632560          X                        LL                          2/1/2009                    5.75                   15.125                       6                    5.75
        121724924          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122625113          X                        6L                          3/1/2008                     7.5                       16                       6                     7.5
        122767649          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122761537          X                        6L                          3/1/2008                    5.75                    15.75                       6                    5.75
        122681008          X                        6L                          2/1/2008                     6.5                   16.625                       6                     6.5
        122630695          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122535362          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122663900          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122768364          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122583040          X                        6L                          2/1/2008                       7                     15.5                       6                       7
        122892132          X                        6L                          3/1/2008                    5.25                   16.375                       6                    5.25
        122713247          X                        6L                          2/1/2008                     7.5                    18.25                       6                     7.5
        122619970          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122715992          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121724860          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749161          X                        6L                         12/1/2007                   7.825                   13.825                       6                   6.825
        121749201          X                        6L                         11/1/2007                     9.3                     15.3                       6                    6.95
        122593743          X                        6L                          2/1/2008                   6.125                   15.125                       6                   6.125
        122833035          X                        6L                          3/1/2008                     6.5                   16.625                       6                     6.5
        121749406          X                        6L                         11/1/2007                    9.49                    15.49                       6                    6.95
        121749169          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122749265          X                        6L                          4/1/2008                    4.25                   14.625                       6                    4.25
        122858786          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122441496          X                        6L                          2/1/2009                    5.75                    15.25                       6                    5.75
        122308581          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122602227          X                        6L                          2/1/2008                    5.75                       16                       6                    5.75
        122849324          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121746722          X                        6L                          7/1/2007                       6                    15.95                       7                       6
        121746972          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749456          X                        6L                         12/1/2007                    9.55                    15.55                       6                    6.95
        122697147          X                        6L                          2/1/2008                     7.5                   15.725                       6                     7.5
        122597681          X                        6L                          2/1/2008                     7.5                       17                       6                     7.5
        122658213          X                        6L                          2/1/2008                    5.75                   16.625                       6                    5.75
        122599013          X                        6L                          2/1/2008                   6.875                     16.5                       6                   6.875
        121749165          X                        6L                         11/1/2007                   9.375                   15.375                       6                    6.95
        121749160          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122564688          X                        6L                          2/1/2008                     7.5                   16.375                       6                     7.5
        121747141          X                        6L                          9/1/2007                     9.2                     15.2                       6                    6.99
        122782137          X                        6L                          3/1/2008                   6.875                    16.25                       6                   6.875
        122875405          X                        LL                          3/1/2009                    5.25                   15.125                       6                    5.25
        122969716          X                        LL                          3/1/2009                    5.75                   15.875                       6                    5.75
        122224655          X                        6L                          2/1/2008                     5.5                   14.375                       6                     5.5
        122593164          X                        6L                          2/1/2008                    3.75                    14.75                       6                    3.75
        120715265          X                        6L                          1/1/2007                   5.875                   14.875                       6                       5
        122748132          X                        6L                          3/1/2008                    5.75                    16.25                       6                    5.75
        121749450          X                        6L                         12/1/2007                    7.55                    13.55                       6                    6.55
        121749500          X                        6L                         12/1/2007                     8.1                     14.1                       6                    6.95
        121749302          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122779336          X                        6L                          3/1/2008                   6.875                    16.25                       6                   6.875
        122782150          X                        6L                          3/1/2008                   6.875                    16.25                       6                   6.875
        122431509          X                        6L                          3/1/2009                   7.125                   16.125                       6                   6.875
        122700060          X                        6L                          2/1/2009                     6.5                       16                       6                     6.5
        122561143          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121907773          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122702938          X                        6L                          3/1/2008                    5.75                    14.75                       6                    5.75
        122733270          X                        6L                          3/1/2008                     7.5                     18.5                       6                     7.5
        122634814          X                        6L                          3/1/2008                    7.75                    18.25                       6                    7.75
        122759599          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122833688          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749174          X                        6L                         12/1/2007                     8.3                     14.3                       6                    6.95
        121747284          X                        6L                          9/1/2008                     7.2                     13.2                       6                    5.25
        121749158          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122549467                      342          F                           1/1/2050                     N/A                      N/A                       0                       0
        122493290          X                        6L                          2/1/2008                     7.5                   16.875                       6                     7.5
        122615783          X                        6L                          2/1/2008                   15.25                   15.375                       6                    5.75
        122911094          X                        LL                          3/1/2011                    5.25                       15                       6                    5.25
        122891679          X                        6L                          3/1/2008                    5.75                   15.625                       6                    5.75
        122747630          X                        6L                          2/1/2008                     7.5                       16                       6                     7.5
        122562552          X                        6L                          2/1/2008                     6.5                    14.25                       6                     6.5
        122571493          X                        6L                          2/1/2008                    5.75                   14.875                       6                    5.75
        122979356          X                        6L                          4/1/2008                   5.625                   14.625                       6                       3
        122922245                      304          6L                          3/1/2008                    6.75                     17.5                       6                    6.75
        122536234          X                        6L                          2/1/2008                   6.375                    15.75                       6                   6.375
        122714258          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122595145          X                        6L                          2/1/2008                     6.5                   16.625                       6                     6.5
        122594138          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122881396          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122571629          X                        6L                          2/1/2008                   6.625                   15.625                       6                     6.5
        122571793          X                        6L                          2/1/2008                   6.625                   15.625                       6                     6.5
        122772894          X                        6L                          4/1/2008                    5.25                    15.25                       6                    5.25
        122630183          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121747222          X                        6L                          9/1/2007                     7.5                     13.5                       6                    6.25
        121749581          X                        6L                         12/1/2007                       8                       14                       6                    6.95
        121749312          X                        6L                         11/1/2008                   9.325                   15.325                       6                    6.95
        122914911          X                        6L                          4/1/2008                     6.5                    15.75                       6                     6.5
        122881662          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749421          X                        6L                         11/1/2007                     9.2                     15.2                       6                    6.95
        121749560          X                        6L                         12/1/2007                       8                       14                       6                    6.95
        122566143          X                        6L                          2/1/2008                   6.125                   16.625                       6                   6.125
        122894106          X                        6L                          4/1/2008                     6.5                   15.625                       6                     6.5
        122848050          X                        6L                          3/1/2008                     6.5                   16.625                       6                     6.5
        122548629          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122470286          X                        6L                          3/1/2008                    7.25                    15.75                       6                    7.25
        122471196          X                        6L                          2/1/2008                    6.25                   14.625                       6                    6.25
        122540792          X                        6L                          2/1/2008                     5.5                   13.875                       6                     5.5
        122555016          X                        6L                          2/1/2008                     5.5                    16.25                       6                     5.5
        122612896          X                        6L                          2/1/2008                    7.25                     16.5                       6                    7.25
        122656914          X                        6L                          2/1/2008                    7.25                    16.25                       6                    7.25
        122683728          X                        6L                          4/1/2008                     7.5                   17.625                       6                     7.5
        122298274          X                        6L                          2/1/2008                   6.625                   15.625                       6                   5.875
        122874384          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121748432          X                        6L                         11/1/2007                  10.625                   17.625                       7                    5.99
        122651855          X                        6L                          2/1/2008                    6.25                    15.75                       6                    6.25
        122661293          X                        6L                          2/1/2008                     5.5                       15                       6                     5.5
        122640383          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122501835          X                        6L                          1/1/2008                    5.25                    13.25                       6                    5.25
        121747117          X                        6L                          8/1/2007                     8.9                     14.9                       6                    5.25
        121749478          X                        6L                         12/1/2008                   9.975                   15.975                       6                    6.95
        122534704          X                        6L                          2/1/2008                    6.25                   16.375                       6                    6.25
        122540968          X                        6L                          2/1/2008                   9.375                   18.375                       6                     7.5
        123002428          X                        6L                          4/1/2008                    5.25                   14.125                       6                    5.25
        122566741          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122594912          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749149          X                        6L                         12/1/2008                    8.85                    14.85                       6                    6.95
        122372605          X                        6L                          2/1/2008                     5.5                   14.125                       6                     5.5
        122871851          X                        6L                          3/1/2008                    6.25                   15.625                       6                    6.25
        122555731          X                        6F                          2/1/2008                   6.375                    13.75                       6                   6.375
        122625127          X                        6L                          2/1/2008                     5.5                   13.875                       6                     5.5
        122606939          X                        6L                          2/1/2008                     6.5                     14.5                       6                     6.5
        121746975          X                        7L                          5/1/2007                       6                   15.625                     6.5                       6
        122730234          X                        6L                          2/1/2008                    6.25                   16.375                       6                    6.25
        121748250          X                        6L                         11/1/2007                   7.125                   13.125                       6                   6.125
        122879297          X                        6L                          3/1/2008                   7.375                   16.375                       6                    5.75
        121749531          X                        6L                         12/1/2007                    9.85                    15.85                       6                    6.95
        122784461          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122464218          X                        6L                          2/1/2008                   9.625                   18.625                       6                    7.25
        121747319          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122610800          X                        6L                          2/1/2008                     7.5                   17.625                       6                     7.5
        122619929          X                        6L                          4/1/2008                    6.75                     15.5                       6                    6.75
        122637315          X                        6L                          2/1/2009                     6.5                     15.5                       6                     6.5
        122788925          X                        6L                          3/1/2008                    6.75                    15.75                       6                     5.5
        122834681          X                        6L                          3/1/2008                     5.5                   15.375                       6                     5.5
        122369481          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749186          X                        6L                         11/1/2007                   7.975                   13.975                       6                    6.95
        121749554          X                        6L                         12/1/2007                    8.74                    14.74                       6                    6.95
        122681585          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122662211          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749220          X                        6L                         11/1/2008                   9.675                       16                       6                    6.95
        122535400          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122716668          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749112          X                        6L                          6/1/2007                       9                       15                       6                    6.95
        122630895          X                        6L                          3/1/2008                    5.25                    13.75                       6                    5.25
        121747184          X                        6L                          9/1/2007                     8.5                     14.5                       6                    6.99
        121749155          X                        6L                         12/1/2007                     8.5                     14.5                       6                    6.95
        121749207          X                        6L                         11/1/2008                      10                       16                       6                    6.95
        122644407          X                        6L                          2/1/2008                     5.5                       16                       6                     5.5
        122514886          X                        6L                          2/1/2008                       6                     16.5                       6                       6
        122651468          X                        6L                          4/1/2008                    5.25                       15                       6                    5.25
        122662052          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122524782          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122775516          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122508434          X                        6L                          2/1/2008                     7.5                    18.25                       6                     7.5
        122467972          X                        6L                          2/1/2008                     6.5                    14.25                       6                     6.5
        122587777          X                        6L                          2/1/2008                   6.125                   15.125                       6                     5.5
        122965040          X                        6L                          4/1/2008                    5.25                       15                       6                    5.25
        122667492          X                        6L                          3/1/2011                    5.25                   13.125                       5                    5.25
        121725262          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122711247          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122394595          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122815816          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122330242          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122401763          X                        6L                         11/1/2008                    7.55                   16.925                       7                    7.55
        122714274          X                        6L                          2/1/2008                    5.25                   14.375                       6                    5.25
        122978252          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749629          X                        6L                         12/1/2007                   7.875                   13.875                       6                   6.875
        122681343          X                        6L                          3/1/2008                     7.5                    17.75                       6                     7.5
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        122585250          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122923021          X                        6L                          4/1/2008                    5.25                   15.875                       6                    5.25
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        121749301          X                        6L                         12/1/2007                    8.95                    14.95                       6                    6.95
        122401770          X                        6L                         12/1/2008                   7.375                   15.875                       7                   7.375
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        122923984          X                        6L                          3/1/2008                       6                     16.5                       6                       6
        122731678          X                        LL                          1/1/2011                    2.25                   12.125                       6                    2.25
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        122401709          X                        6L                         11/1/2008                     6.7                    15.45                       7                     6.7
        123070990          X                        6L                          4/1/2008                       3                    14.25                       6                       3
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        122563952          X                        6L                          4/1/2008                    3.75                    13.75                       6                    3.75
        122577513          X                        6L                          2/1/2009                     5.5                    13.75                       6                     5.5
        122228621          X                        6L                          2/1/2008                       7                       18                       6                       7
        122581790          X                        6L                          3/1/2008                    7.25                    16.75                       6                    7.25
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        122589501          X                        6L                          2/1/2008                    5.25                   15.125                       6                    5.25
        122634348          X                        6L                          2/1/2008                   5.875                    15.75                       6                   5.875
        122723786          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        123036517          X                        6L                          4/1/2008                    5.25                   15.875                       6                    5.25
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        122788424          X                        6L                          3/1/2009                    7.25                   16.875                       6                    7.25
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        120852124          X                        6L                          3/1/2007                   6.625                   15.625                       6                    5.25
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        122670142          X                        6L                          2/1/2008                       6                   14.875                       6                       6
        122762639          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122573431          X                        6F                          2/1/2008                   5.875                   13.875                       6                   5.875
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        122788633          X                        6L                          3/1/2008                    5.75                   13.875                       6                    5.75
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        122322991          X                        6L                          1/1/2008                       6                       14                       6                       6
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        122772389          X                        6L                          4/1/2008                       6                   14.875                       6                       6
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        122795316          X                        6L                          3/1/2008                      10                   12.875                       6                   3.625
        121676196          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122401681          X                        6L                         12/1/2008                     7.6                     16.1                       7                     7.6
        121746850          X                        7L                          8/1/2007                    5.75                     12.8                       6                    5.75
        122568018          X                        6L                          2/1/2008                      12                       15                       6                    5.25
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        122292374          X                        6L                          3/1/2008                   7.125                   16.125                       6                    5.25
        121725494          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749459          X                        6L                         12/1/2007                    8.65                    14.65                       6                    6.95
        122651166          X                        6L                          2/1/2009                     6.5                     14.5                       6                     6.5
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        121749484          X                        6L                         12/1/2007                     8.9                     14.9                       6                    6.95
        122577966          X                        6L                          2/1/2008                       5                    18.25                       6                       5
        122554018          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749586          X                        6L                         12/1/2008                    7.05                    13.05                       6                    6.05
        121746813          X                        7L                          8/1/2007                    8.79                    14.79                       6                    6.79
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        122575370          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121747174          X                        6L                          9/1/2007                    8.35                    14.35                       6                    6.25
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        122712863          X                        6L                          2/1/2008                    5.25                   15.875                       6                    5.25
        122401696          X                        6L                          9/1/2008                    7.45                     16.2                       7                    7.45
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        122658111          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122804034          X                        6L                          3/1/2008                   5.875                   14.625                       6                   5.875
        121700233          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122836424          X                        6L                          3/1/2008                   3.875                   14.375                       6                   3.875
        122775250          X                        LL                          3/1/2011                    5.25                   13.375                       6                    5.25
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        122631533          X                        6L                          2/1/2008                       3                       13                       6                       3
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        121747055          X                        6L                          8/1/2007                    5.99                    12.75                       6                    5.99
        122672778          X                        6L                          2/1/2009                   5.375                   12.625                       6                   5.375
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        122922186          X                        6L                          3/1/2008                       6                       15                       6                       6
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        122998292          X                        6L                          3/1/2008                   8.625                   17.625                       6                    7.25
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        122883412                      342          F                           1/1/2050                     N/A                      N/A                       0                       0
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        121749626          X                        6L                         12/1/2007                   9.925                   15.925                       6                    6.95
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        122739930          X                        6L                          1/1/2008                       7                    13.25                       6                       7
        121747301          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122406408          X                        6L                          9/1/2010                    5.99                    11.99                       6                    4.99
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        122821439          X                        6L                          3/1/2008                       6                   15.125                       6                       6
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        122617949          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122804648          X                        6L                          3/1/2008                       6                    13.75                       6                       6
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        122440303          X                        6L                          2/1/2008                       6                   13.875                       6                       6
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        122900711          X                        6L                          3/1/2008                       7                    15.75                       6                       7
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        122641679          X                        6L                          2/1/2008                       7                     18.5                       6                       7
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        122590136          X                        6L                          2/1/2008                       6                       15                       6                       6
        122763147          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        121749576          X                        6L                         12/1/2007                    6.75                    12.75                       6                    5.75
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        122978206          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122743345          X                        6L                          2/1/2008                    5.25                    14.25                       6                    5.25
        122222822          X                        6L                         11/1/2007                     5.5                    14.25                       6                     5.5
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        122568934          X                        6L                          2/1/2008                       6                   14.625                       6                       6
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        122060753          X                        6L                         11/1/2007                    5.75                   14.375                       6                    5.75
        121768625          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122613056          X                        6L                          2/1/2008                    5.25                   15.375                       6                    5.25
        122810709          X                        6F                          3/1/2008                    5.25                    14.75                       6                    5.25
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        122562316          X                        6L                          2/1/2008                   5.625                     14.5                       6                   5.625
        122652449          X                        6L                          2/1/2008                    5.25                   14.625                       6                    5.25
        122763165          X                        6L                          4/1/2008                    5.25                   14.875                       6                    5.25
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        122489017          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122616182          X                        6L                          2/1/2008                    5.25                   13.875                       6                    5.25
        122663928          X                        6L                          3/1/2008                    5.25                    15.25                       6                    5.25
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        122728529          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122648450          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122779813          X                        6L                          3/1/2008                    5.25                    15.25                       6                    5.25
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        122825119          X                        6L                          3/1/2008                    6.25                   14.625                       6                    6.25
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        122401753          X                        6L                         11/1/2008                    5.95                     14.7                       7                    5.95
        122695470          X                        6L                          2/1/2008                    5.25                    13.25                       6                    5.25
        122589144          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122798429          X                        6L                          3/1/2008                    5.25                    15.75                       6                    5.25
        122583515          X                        6L                          2/1/2008                    5.25                   14.125                       6                    5.25
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        122646510          X                        6L                          2/1/2009                    5.25                       12                       6                    5.25
        122772822          X                        6F                          3/1/2008                    3.75                   12.875                       6                    3.75
        121747062          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121747240          X                        6L                          9/1/2007                     8.5                     14.5                       6                    5.25
        122814750          X                        6L                          3/1/2008                    5.25                   15.375                       6                    5.25
        122543235          X                        6L                          2/1/2008                       7                    17.25                       6                       7
        122915763          X                        6L                          3/1/2008                    7.25                    17.25                       6                    7.25
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        122927266          X                        LL                          3/1/2009                       7                   17.875                       6                       7
        122784593          X                        6L                         11/1/2008                    9.88                    15.88                       6                    8.88
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        122739916          X                        6F                         11/1/2007                       7                     13.5                       6                       7
        122403816          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122890710          X                        6L                          3/1/2008                   6.875                   15.875                       6                    6.25
        122627662          X                        6L                          3/1/2008                    5.25                       15                       6                    5.25
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        122613311          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122761373          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122507197          X                        6L                          2/1/2008                    7.25                   16.875                       6                    7.25
        121747180          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122704342          X                        6L                          2/1/2008                   6.375                   14.625                       6                   6.375
        121747274          X                        6L                          9/1/2007                     7.7                     13.7                       6                    5.99
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        121749342          X                        6L                         12/1/2007                       8                    13.25                       6                    6.25
        122767811          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121747139          X                        6L                          9/1/2007                       8                       14                       6                    6.25
        122291797          X                        6L                          2/1/2008                    7.25                   15.875                       6                    7.25
        120921253          X                        6L                          2/1/2007                    5.25                   13.875                       6                    5.25
        122829221          X                        6L                          3/1/2008                    7.25                    18.25                       6                    7.25
        122847984          X                        6L                          3/1/2008                   5.625                   14.875                       6                   5.625
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        122489185          X                        6L                          3/1/2008                    5.75                   15.375                       6                    5.75
        122820678          X                        6L                          4/1/2008                    3.75                   12.375                       6                    3.75
        122649718          X                        6L                          3/1/2008                       6                     14.5                       6                       6
        122784689          X                        6L                          3/1/2008                     5.5                    16.25                       6                     5.5
        122815084          X                        6L                          3/1/2008                    4.25                       14                       6                    4.25
        122757737          X                        6L                          3/1/2008                       5                   14.625                       6                       5
        122631204          X                        6L                          2/1/2008                    5.25                     14.5                       6                    5.25
        123044113          X                        6L                          4/1/2008                    5.25                   13.875                       6                    5.25
        121732558          X                        6L                          9/1/2008                    5.75                   15.125                       7                    5.75
        122630586          X                        6L                          2/1/2008                       5                    14.75                       6                       5
        122757935          X                        6L                          3/1/2008                    5.25                   14.625                       6                    5.25
        122621280          X                        6L                          2/1/2008                    5.25                    14.75                       6                    5.25
        121749359          X                        6L                         11/1/2007                     8.7                     14.7                       6                    6.95
        122597863          X                        6L                          2/1/2008                       7                   18.625                       6                       7
        122646122          X                        6L                          2/1/2008                       5                   13.875                       6                       5
        122732850          X                        6L                          2/1/2008                    7.25                   18.125                       6                    7.25
        122909855          X                        6L                          3/1/2008                    3.75                    14.75                       6                    3.75
        122959149          X                        6L                          3/1/2008                       7                    15.75                       6                       7
        122783569          X                        6L                          4/1/2008                   6.375                    14.25                       6                   6.375
        122955908          X                        6L                          4/1/2008                    7.25                   15.375                       6                    7.25
        122594708          X                        6L                          2/1/2008                    5.25                    12.75                       6                    5.25
        122762227          X                        6L                          3/1/2008                       6                   13.825                       6                       6
        122852865          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122696032          X                        6F                          2/1/2008                     5.5                    13.25                       6                     5.5
        122517798          X                        6F                          2/1/2008                       6                    12.75                       6                       6
        122579426          X                        6F                          2/1/2008                   5.875                   13.125                       6                   5.875
        122581394          X                        6F                          1/1/2008                       3                     11.5                       6                       3
        122608195          X                        6F                          2/1/2008                   5.625                   14.625                       6                    5.25
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        121749397          X                        6L                         11/1/2007                    7.45                    13.45                       6                    6.45
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        122739476          X                        6L                          4/1/2008                       6                    14.75                       6                       6
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        122833172          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122665001          X                        6L                          2/1/2008                   3.625                   14.125                       6                   3.625
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        122954836                      304          6L                          3/1/2008                   6.375                   17.875                       6                   6.375
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        122757632          X                        LL                          3/1/2009                    2.75                   13.125                       6                    2.75
        122533428          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122921067          X                        6L                          3/1/2008                   5.875                   14.625                       6                   5.875
        122702392          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122627411          X                        6L                          3/1/2008                       5                   16.125                       6                       5
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        121747045          X                        6L                          8/1/2007                    5.99                       14                       6                    5.99
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        122969039          X                        LL                          3/1/2009                   5.375                    13.75                       6                   5.375
        122389215          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        121746967          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        121745823          X                        7L                         11/1/2007                    6.75                    12.75                       6                    5.75
        121732482          X                        6L                          9/1/2008                    5.45                     14.2                       7                    5.45
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        122328302          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122678763          X                        6L                          2/1/2008                   5.875                   13.625                       6                   5.875
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        122763735          X                        6L                          3/1/2008                    5.25                   16.125                       6                    5.25
        121746845          X                        F                          1/15/2050                     N/A                      N/A                       0                       0
        122608182          X                        6F                          2/1/2008                       6                    13.25                       6                       6
        121746836          X                        7L                          8/1/2007                   6.275                   12.275                       6                   4.275
        122698920          X                        6L                          3/1/2008                   5.375                   13.375                       6                   5.375
        122764196          X                        6L                          3/1/2008                   5.375                   13.625                       6                   5.375
        121748684          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122696495          X                        6F                          2/1/2008                    4.25                    12.75                       6                    4.25
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        122693170          X                        6L                          2/1/2008                   5.375                       15                       6                   5.375
        122481435          X                        6L                          2/1/2008                    5.25                   14.125                       6                    5.25
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        121749077          X                        6L                         11/1/2007                   5.875                   11.875                       6                   4.875
        122571415          X                        6L                          2/1/2008                       7                   17.375                       6                       7
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        122807574          X                        6L                          3/1/2008                       5                    13.75                       6                       5
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        122633318          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122756971          X                        6L                          3/1/2008                   5.375                    14.25                       6                   5.375
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        122746574          X                        6F                          3/1/2008                    5.25                   14.375                       6                    5.25
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        122624738          X                        6L                          2/1/2008                       6                   15.375                       6                       6
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        122632770          X                        6L                          2/1/2008                       5                    13.25                       6                       5
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        122685938          X                        6L                          2/1/2008                       5                       15                       6                       5
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        122500329          X                        6L                          2/1/2008                       5                    13.25                       6                       5
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        121746964          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122763643          X                        6L                          3/1/2008                       6                       15                       6                    5.75
        122511998          X                        6L                          2/1/2008                   6.875                   15.875                       6                       6
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        121864205          X                        6L                          9/1/2007                   5.375                    13.99                       6                   5.375
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        122591398          X                        6F                          2/1/2008                       6                   14.625                       6                       6
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        122739256          X                        6L                          3/1/2008                   5.375                   15.875                       6                   5.375
        122072339          X                        6L                          2/1/2008                   5.375                    15.75                       6                   5.375
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        122514062          X                        6L                          2/1/2009                   5.875                   14.375                       6                   5.875
        122533562          X                        6F                          2/1/2008                   5.375                     13.5                       6                   5.375
        121746862          X                        7L                          8/1/2007                    5.95                    11.95                       6                    5.75
        120832157          X                        6L                          3/1/2007                    8.25                    17.25                       6                    4.75
        120787490          X                        6L                          2/1/2007                   4.625                   13.625                       6                     4.5
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        122761425          X                        6F                          2/1/2008                   6.475                     13.5                       6                   6.475
        122583769          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122589755          X                        6L                          2/1/2008                    6.75                    15.75                       6                       6
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        122603109          X                        6L                          2/1/2008                       6                   15.375                       6                       6
        122680982          X                        6L                          2/1/2009                   5.875                   13.625                       6                   5.875
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        122392955          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121747131          X                        6L                          9/1/2007                   10.05                    16.05                       6                    6.25
        122654443          X                        6L                          2/1/2008                    5.25                   14.125                       6                    5.25
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        122669473          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122363391          X                        6F                          2/1/2008                   5.875                     13.5                       6                   5.875
        122550150          X                        6L                          2/1/2008                   5.375                     13.5                       6                   5.375
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        122652434          X                        6L                          2/1/2008                       5                    13.75                       6                       5
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        122919002          X                        6L                          3/1/2008                   3.875                   14.375                       6                   3.875
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        122786185          X                        6L                          3/1/2008                       5                       14                       6                       5
        122672800          X                        6L                          3/1/2009                    5.25                    13.75                       6                    5.25
        122640536          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122460813          X                        6F                          2/1/2008                    5.25                       14                       6                    5.25
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        121749067          X                        6L                         12/1/2007                   5.375                   11.375                       6                   4.375
        121749331          X                        6L                         11/1/2008                       7                       13                       6                       6
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        122638486          X                        6L                          2/1/2008                    6.75                    15.75                       6                    5.75
        122630139          X                        6L                          2/1/2008                       7                   15.375                       6                       7
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        122558693          X                        6L                          2/1/2008                       5                   15.875                       6                       5
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        121749542          X                        6L                         11/1/2008                     6.9                     12.9                       6                     5.9
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        122794215          X                        6L                          3/1/2008                       7                   17.375                       6                       7
        122674246          X                        6F                          2/1/2008                       5                    13.75                       6                       5
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        121768609          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122751520          X                        6L                          2/1/2008                       5                   13.125                       6                       5
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        122571149          X                        6L                          2/1/2008                       5                   12.875                       6                       5
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        121892167          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122534511          X                        6F                          1/1/2008                   5.375                    13.25                       6                   5.375
        122716205          X                        6L                          2/1/2008                       7                     17.5                       6                       7
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        123006151          X                        6L                          3/1/2008                    5.75                   15.625                       6                    5.75
        121768892          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122507945          X                        6L                          2/1/2008                       5                   14.625                       6                       5
        122692695          X                        6L                          2/1/2008                    6.75                   16.375                       6                    6.75
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        122596933          X                        6L                          3/1/2008                   5.375                       13                       6                   5.375
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        122775774          X                        6L                          3/1/2008                       5                   14.625                       6                       5
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        122645732          X                        1T                          3/1/2009                    5.25                   12.875                       6                    5.25
        122619058          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122847029          X                        6L                          3/1/2008                   7.375                   16.375                       6                       5
        122630612          X                        6L                          2/1/2008                   5.375                   13.875                       6                   5.375
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        122443317          X                        6L                          3/1/2008                       5                       14                       6                       5
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        122689540          X                        6L                          3/1/2008                   5.625                       16                       6                   5.625
        122649879          X                        6L                          2/1/2008                     4.5                     13.5                       6                   4.375
        122487360          X                        6L                          2/1/2008                   5.375                    13.75                       6                   5.375
        122728718          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122145638          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122305509          X                        6F                          2/1/2008                   5.375                     13.5                       6                   5.375
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        122647340          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122728395          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122401710          X                        6L                         12/1/2008                     7.3                     15.8                       7                     7.3
        121749635          X                        6L                         12/1/2007                   6.675                   12.675                       6                   5.675
        122724792          X                        6L                          2/1/2011                    5.25                   12.875                       6                    5.25
        122607444          X                        6L                          2/1/2008                   5.625                   14.625                   5.875                   5.625
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        122686262          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
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        122043025          X                        6F                         11/1/2007                   5.375                       13                       6                   5.375
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        121747894          X                        6L                          9/1/2007                    6.49                    12.49                       6                     5.5
        121747996          X                        6L                          8/1/2007                   6.375                   12.375                       6                   5.375
        122928924          X                        6L                          3/1/2008                   6.875                   15.875                       6                   5.375
        122401726          X                        6L                         12/1/2008                    7.75                    16.25                       7                    7.75
        122646787          X                        6F                          2/1/2008                    4.25                   12.875                       6                    4.25
        121935737          X                        6L                          8/1/2008                    6.75                    13.75                       6                    6.75
        122800757          X                        6L                          2/1/2009                    5.25                   14.375                       6                    5.25
        122594483          X                        6L                          2/1/2008                       5                    15.25                       6                       5
        122689095          X                        6L                          2/1/2008                     5.5                   15.625                       6                     5.5
        122406535          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122506458          X                        6L                          2/1/2008                       3                   13.375                       6                       3
        121997213          X                        6F                         10/1/2007                    5.75                   13.875                       6                    5.75
        122761362          X                        6L                          2/1/2008                     3.5                   12.375                       6                     3.5
        122214312          X                        6F                          2/1/2008                   5.375                   13.375                       6                    3.75
        122784971          X                        6L                          3/1/2008                    4.25                   14.375                       6                    4.25
        122636515          X                        6L                          2/1/2008                       5                   13.875                       6                       5
        121749250          X                        6L                         12/1/2007                   7.725                   13.725                       6                   6.725
        122472878          X                        6L                          2/1/2008                   6.375                   15.625                       6                   6.375
        121749454          X                        6L                         11/1/2007                    7.85                    13.85                       6                    6.85
        121746865          X                        7L                          8/1/2007                    7.85                    13.85                       6                    5.95
        122762805          X                        6F                          3/1/2008                    3.25                   13.125                       6                    3.25
        122521230          X                        6L                          2/1/2008                       5                    12.75                       6                       5
        122115124          X                        6L                          2/1/2008                   5.375                   13.625                       6                   5.375
        122635997          X                        6L                          2/1/2008                   5.375                   13.375                       6                   5.375
        122770626          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122359513          X                        6L                         12/1/2007                    5.25                    13.25                       6                    5.25
        122665980          X                        6F                          2/1/2008                       3                    13.25                       6                       3
        121746756          X                        6L                          7/1/2007                       5                       12                       6                       5
        121733240          X                        6L                          9/1/2007                   5.365                   12.365                       6                   5.365
        122620524          X                        6L                          2/1/2008                   5.375                     13.5                       6                   5.375
        122853245          X                        6L                          4/1/2008                   5.375                    14.75                       6                   5.375
        122632452          X                        6L                          2/1/2008                       5                    14.75                       6                       5
        121747683          X                        6L                          9/1/2007                   6.375                   12.375                       6                   5.375
        122669232          X                        1T                          1/1/2011                    2.75                   12.875                       6                    2.75
        122705067          X                        6L                          2/1/2008                   5.375                   13.375                       6                   5.375
        121746750          X                        F                          1/27/2050                     N/A                      N/A                       0                       0
        122643033          X                        1T                          3/1/2009                    5.25                   13.875                       6                    5.25
        122788953          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121749511          X                        6L                         11/1/2007                    7.25                    13.25                       6                    6.25
        122655868          X                        6L                          2/1/2009                       5                     13.5                       6                       5
        122709739          X                        6L                          3/1/2008                   5.375                     13.5                       6                   5.375
        121746738          X                        6L                          7/1/2007                    6.99                    12.99                       6                    6.75
        122656102          X                        6F                          2/1/2008                   6.125                    13.25                       6                   6.125
        122648482          X                        6L                          2/1/2008                   5.625                     14.5                       6                   5.625
        122470978          X                        6L                          2/1/2008                       5                    14.75                       6                       5
        121749537          X                        6L                         12/1/2007                     8.6                     14.6                       6                    6.95
        121748427          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122582373          X                        6L                          3/1/2008                    5.25                   12.875                       6                    5.25
        121746716          X                        6L                          6/1/2007                       6                   15.365                       7                       6
        122711468          X                        6L                          3/1/2008                   5.625                   14.625                       6                       5
        122466698          X                        6L                          2/1/2008                    5.25                    14.75                       6                    5.25
        122668740          X                        6L                          2/1/2008                   3.625                       13                       6                   3.625
        122635367          X                        6L                          1/1/2008                   5.625                     15.5                       6                   5.625
        122764434          X                        6L                          3/1/2008                    5.25                     13.5                       6                    5.25
        121746747          X                        F                          1/20/2050                     N/A                      N/A                       0                       0
        122613351          X                        6F                          2/1/2008                    5.25                   14.375                       6                    5.25
        122667813          X                        6L                         11/1/2010                    2.75                    13.25                       5                    2.75
        122612015          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122696322          X                        6F                          2/1/2008                    3.75                     12.5                       6                    3.75
        122790693          X                        6F                          2/1/2008                    4.25                    12.75                       6                    4.25
        122139935          X                        6L                          2/1/2008                       5                   14.125                       6                       5
        122771318          X                        6L                          2/1/2008                     5.5                   16.375                       6                     5.5
        122531192          X                        6L                          3/1/2008                    4.25                    13.75                       6                    4.25
        122608627          X                        6L                          2/1/2008                       5                   12.375                       6                       5
        122790098          X                        6L                          2/1/2008                   5.875                    14.75                       6                   5.875
        121749407          X                        6L                         12/1/2007                    7.06                    13.06                       6                    6.06
        121749284          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122687556          X                        6F                          1/1/2008                     3.5                   12.125                       6                     3.5
        122721162          X                        6F                          1/1/2008                    2.75                   14.625                       6                    2.75
        122794652          X                        6L                          3/1/2008                    5.25                   14.375                       6                    5.25
        122562541          X                        6L                          2/1/2008                   5.125                   13.375                       6                   5.125
        122593215          X                        6L                          2/1/2009                    5.25                    13.25                       6                    5.25
        122271642          X                        6F                          2/1/2008                   5.375                   13.625                       6                   5.375
        121747270          X                        6L                          9/1/2007                     6.6                     12.6                       6                    6.25
        121730854          X                        6L                          9/1/2007                     5.7                     11.7                       6                    4.95
        122602493          X                        6L                          2/1/2008                    5.25                     12.5                       6                   3.375
        122670857          X                        6L                          2/1/2008                     5.5                    15.75                       6                     5.5
        121747104          X                        6L                          9/1/2007                    7.25                    13.25                       6                    5.25
        121746741          X                        7L                          7/1/2007                    6.74                    13.74                       6                    6.74
        122621275          X                        6F                          2/1/2008                       3                     12.5                       6                       3
        122738464          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122677040          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122720073          X                        6L                          2/1/2008                       5                   13.625                       6                       5
        122693700          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        122635828          X                        6F                          2/1/2008                     5.5                    14.25                       6                     5.5
        121746632          X                        7L                          8/1/2007                       3                   12.875                       6                       3
        121747114          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121747794          X                        6L                         11/1/2007                   6.625                   12.625                       6                   5.625
        121747660          X                        6L                          8/1/2007                    6.75                    12.75                       6                    5.75
        121747937          X                        6L                         11/1/2007                   6.875                   12.875                       6                   6.375
        122667815          X                        6L                         11/1/2007                    6.25                       13                     6.5                    6.25
        121747667          X                        6L                          8/1/2007                   6.125                   12.125                       6                   5.125
        121749143          X                        6L                          9/1/2008                    6.55                    12.55                       6                    5.55
        122680944          X                        6F                          2/1/2008                    3.25                    12.25                       6                       3
        122580186          X                        6L                          1/1/2008                    5.25                   14.625                       6                    5.25
        122953503          X                        6L                          3/1/2008                     5.5                       15                       6                     5.5
        122693322          X                        6F                          2/1/2008                       3                    11.75                       6                       3
        122461596          X                        6F                          2/1/2008                    5.75                    13.25                       6                    5.75
        121747918          X                        6L                         10/1/2007                    6.99                    12.99                       6                    5.99
        122769465          X                        LL                          4/1/2011                    2.75                   12.125                       5                    2.75
        122807389          X                        6L                          4/1/2008                       5                    13.75                       6                       5
        122625722          X                        6L                          2/1/2008                       5                    14.75                       6                       5
        122822050          X                        6L                          3/1/2008                   5.375                     13.5                       6                   5.375
        121747256          X                        F                           1/1/2050                     N/A                      N/A                       0                       0
        121730851          X                        6L                          9/1/2007                   7.375                   13.375                       6                   6.375
        122754405          X                        6L                          4/1/2008                       7                   13.625                       6                       7
        120039774          X                        6L                          8/1/2006                    5.75                    14.75                       6                   5.625
        122614257          X                        6L                          2/1/2008                   5.625                    14.75                       6                   5.625
        122406330          X                        6L                         10/1/2010                    5.99                    11.99                       6                    4.99
        120247634          X                        6L                         10/1/2006                   5.125                     13.5                       6                   5.125
        121747716          X                        6L                         10/1/2007                     6.5                     12.5                       6                     5.5
        121747878          X                        6L                          9/1/2010                    5.75                    11.75                       6                    4.75
        122429272          X                        6F                          2/1/2008                   5.375                     13.5                       6                   5.375
        122790269          X                        6L                          3/1/2008                   5.375                    13.25                       6                   5.375
        122494609          X                        6F                         12/1/2007                   5.375                   13.125                       6                   5.375
        122899926          X                        6L                          4/1/2008                       5                       13                       6                       5
        122699196          X                        6L                          2/1/2008                       5                   12.875                       6                       5
        121749329          X                        6L                         12/1/2008                    7.25                    13.25                       6                    6.25
        122681754          X                        6F                          2/1/2008                   5.875                   15.125                       6                   5.875
        122398460          X                        7L                         11/1/2007                     6.5                   12.375                       6                     6.5
        122594360          X                        6L                          2/1/2008                       5                   13.875                       6                       5
        122694465          X                        6L                          3/1/2008                     8.5                     14.5                       6                     5.5
        122060640          X                        6L                         11/1/2010                    2.75                   11.875                       6                    2.75
        122566956          X                        6F                          2/1/2008                     5.5                     14.5                       6                     5.5
        122827525          X                        6L                          3/1/2008                   5.875                   14.875                       6                   5.875

 

 



Schedule II
 
Home Equity Mortgage Loan Asset-Backed Certificates,
 
Series INABS 2006-B
 
Representations and Warranties of the Seller/Servicer
 

Indy Mac Bank, F.S.B. (“IndyMac”) hereby makes the representations and warranties in this Schedule II to the Depositor and the Trustee as of the Closing Date. Capitalized terms used but not otherwise defined in this Schedule II shall have the meanings ascribed thereto in the Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”) relating to the above-referenced Series, among IndyMac, as Seller and Servicer, IndyMac ABS, Inc., as Depositor, and Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Trustee.
 
(10)    IndyMac is duly organized as a federally insured savings bank and is validly existing and in good standing under the laws of the United States of America and is duly authorized and qualified to transact any business contemplated by the Pooling and Servicing Agreement to be conducted by IndyMac 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, to service the Mortgage Loans in accordance with the Pooling and Servicing Agreement and to perform any of its other obligations under the Pooling and Servicing Agreement and any Subsequent Transfer Instrument in accordance with the terms thereof.
 
(11)    IndyMac has the full corporate power and authority to sell and service each Mortgage Loan, and to execute, deliver and perform, and to enter into and consummate the transactions contemplated by the Pooling and Servicing Agreement and any Subsequent Transfer Instrument and has duly authorized by all necessary corporate action on the part of IndyMac the execution, delivery and performance of the Pooling and Servicing Agreement and any Subsequent Transfer Instrument; and each of the Pooling and Servicing Agreement and any Subsequent Transfer Instrument, assuming the due authorization, execution and delivery thereof by the other parties thereto, constitutes a legal, valid and binding obligation of IndyMac, enforceable against IndyMac in accordance with its terms, except that (a) the enforceability thereof may be limited by bankruptcy, insolvency, moratorium, receivership and other similar laws relating to creditors’ rights generally and (b) the remedy of specific performance and injunctive and other forms of equitable relief may be subject to equitable defenses and to the discretion of the court before which any proceeding therefor may be brought.
 
(12)    The execution and delivery of the Pooling and Servicing Agreement and any Subsequent Transfer Instrument by IndyMac, the sale and servicing of the Mortgage Loans by IndyMac under the Pooling and Servicing Agreement, the consummation of any other of the transactions contemplated by the Pooling and Servicing Agreement and any Subsequent Transfer Instrument, and the fulfillment of or compliance with the terms of the Pooling and Servicing Agreement and any Subsequent Transfer Instrument are in the ordinary course of business of IndyMac and will not (A) result in a material breach of any term or provision of the charter or by-laws of IndyMac, (B) materially conflict with, result in a material breach, violation or acceleration of, or result in a material default under, any other material agreement or instrument to which IndyMac is a party or by which it may be bound, or (C) constitute a material violation of any statute, order or regulation applicable to IndyMac of any court, regulatory body, administrative agency or governmental body having jurisdiction over IndyMac (including the OTS, the FDIC or any other governmental entity having regulatory authority over IndyMac); and IndyMac is not in breach or violation of any material indenture or other material agreement or instrument, or in violation of any statute, order or regulation of any court, regulatory body, administrative agency or governmental body having jurisdiction over it (including the OTS, the FDIC or any other governmental entity having regulatory authority over IndyMac) which breach or violation may materially impair IndyMac’s ability to perform or meet any of its obligations under the Pooling and Servicing Agreement and any Subsequent Transfer Instrument.
 
(13)    IndyMac is an approved servicer of conventional mortgage loans for FNMA or FHLMC or is a mortgagee approved by the Secretary of Housing and Urban Development pursuant to Sections 203 and 211 of the National Housing Act.
 
(14)    No litigation is pending or, to the best of IndyMac’s knowledge, threatened against IndyMac that would prohibit the execution or delivery of, or performance under, the Pooling and Servicing Agreement and any Subsequent Transfer Instrument by IndyMac.
 
(15)    IndyMac is a member of MERS in good standing, and will comply in all material respects with the rules and procedures of MERS in connection with the servicing of the MERS Mortgage Loans for as long as such Mortgage Loans are registered with MERS.
 
 
 



Schedule III
 
Home Equity Mortgage Loan Asset-Backed Certificates,
 
Series INABS 2006-B
 
Representations and Warranties as to the Mortgage Loans
 

IndyMac Bank, F.S.B. (“IndyMac”) hereby makes the representations and warranties in this Schedule III to the Depositor and the Trustee, as of the Closing Date (or Subsequent Transfer Date, as applicable), or if so specified herein, as of the applicable Cut-off Date or date of origination of the Mortgage Loan (as applicable). Capitalized terms used but not otherwise defined in this Schedule III shall have the meanings ascribed thereto in the Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”) relating to the above-referenced Series, among IndyMac, as Seller and Servicer, IndyMac ABS, Inc., as Depositor, and Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Trustee.
 
(1)    The information on Schedule I to the Pooling and Servicing Agreement with respect to each Mortgage Loan is true and correct in all material respects as of the Closing Date (or Subsequent Transfer Date, as applicable).
 
(2)    As of the Closing Date (or Subsequent Transfer Date, as applicable), all regularly scheduled monthly payments due with respect to each Mortgage Loan up to and including the Due Date before the applicable Cut-off Date have been made; and as of the applicable Cut-off Date, no Mortgage Loan had a regularly scheduled monthly payment that was 30 or more days Delinquent during the twelve months before the applicable Cut-off Date.
 
(3)    With respect to any Mortgage Loan, each Mortgage is a valid and enforceable first lien on the Mortgaged Property subject only to (a) the lien of nondelinquent current real property taxes and assessments and liens or interests arising under or as a result of any federal, state or local law, regulation or ordinance relating to hazardous wastes or hazardous substances and, if the related Mortgaged Property is a unit in a condominium project or planned unit development, any lien for common charges permitted by statute or homeowner association fees, (b) covenants, conditions and restrictions, rights of way, easements and other matters of public record as of the date of recording of such Mortgage, such exceptions appearing of record being generally acceptable to mortgage lending institutions in the area wherein the related Mortgaged Property is located or specifically reflected in the appraisal made in connection with the origination of the related Mortgage Loan, and (c) other matters to which like properties are commonly subject that do not materially interfere with the benefits of the security intended to be provided by such Mortgage.
 
(4)    Immediately before the assignment of the Mortgage Loans to the Depositor, the Seller had good title to, and was the sole owner of, each Mortgage Loan free and clear of any pledge, lien, encumbrance or security interest and had full right and authority, subject to no interest or participation of, or agreement with, any other party, to sell and assign the same pursuant to the Pooling and Servicing Agreement.
 
(5)    As of the date of origination of each Mortgage Loan, there was no delinquent tax or assessment lien against the related Mortgaged Property.
 
(6)    There is no valid offset, defense or counterclaim to any Mortgage Note or Mortgage, including the obligation of the Mortgagor to pay the unpaid principal of or interest on such Mortgage Note.
 
(7)    There are no mechanics’ liens or claims for work, labor or material affecting any Mortgaged Property that are or may be a lien before, or equal with, the lien of such Mortgage, except those that are insured against by the title insurance policy referred to in item (11) below.
 
(8)    No Mortgaged Property has been materially damaged by water, fire, earthquake, windstorm, flood, tornado or similar casualty (excluding casualty from the presence of hazardous wastes or hazardous substances, as to which the Seller makes no representation) so as to affect adversely the value of the related Mortgaged Property as security for the Mortgage Loan.
 
(9)    Each Mortgage Loan and prepayment penalty associated with the Mortgage Loan at origination complied in all material respects with applicable federal, state and local laws, including usury, equal credit opportunity, real estate settlement procedures, truth-in-lending, Home Ownership and Equity Protection Act of 1994, applicable predatory and abusive lending and disclosure laws, or any noncompliance does not have a material adverse effect on the value of the related Mortgage Loan.
 
(10)    As of the Closing Date (or Subsequent Transfer Date, as applicable), the Seller has not modified the Mortgage in any material respect (except that a Mortgage Loan may have been modified by a written instrument that has been recorded or submitted for recordation, if necessary, to protect the interests of the Certificateholders and that has been delivered to the Trustee); satisfied, cancelled or subordinated such Mortgage in whole or in part; released the related Mortgaged Property in whole or in part from the lien of such Mortgage; or executed any instrument of release, cancellation, modification or satisfaction with respect thereto.
 
(11)    A lender’s policy of title insurance together with a condominium endorsement and extended coverage endorsement, if applicable, in an amount at least equal to the Cut-off Date Principal Balance or Subsequent Cut-off Date Principal Balance, as applicable, of each Mortgage Loan or a commitment (binder) to issue the same was effective on the date of the origination of each Mortgage Loan, each such policy is valid and remains in full force and effect.
 
(12)    Each Mortgage Loan was originated (within the meaning of Section 3(a)(41) of the Exchange Act) by an entity that satisfied at the time of origination the requirements of Section 3(a)(41) of the Exchange Act.
 
(13)    To the best of the Seller’s knowledge, all of the improvements that were included for the purpose of determining the Appraised Value of the Mortgaged Property lie wholly within the boundaries and building restriction lines of such property, and no improvements on adjoining properties encroach upon the Mortgaged Property, unless such failure to be wholly within such boundaries and restriction lines or such encroachment, as the case may be, does not have a material effect on the value of the Mortgaged Property.
 
(14)    To the best of the Seller’s knowledge, as of the date of origination of each Mortgage Loan, no improvement located on or being part of the Mortgaged Property is in violation of any applicable zoning law or regulation unless such violation would not have a material adverse effect on the value of the related Mortgaged Property. To the best of the Seller’s knowledge, 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 certificates of occupancy and fire underwriting certificates, have been made or obtained from the appropriate authorities, unless the lack thereof would not have a material adverse effect on the value of the Mortgaged Property.
 
(15)    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 and under applicable law.
 
(16)    The proceeds of the Mortgage Loan have been fully disbursed and there is no requirement for future advances thereunder.
 
(17)    The related Mortgage contains customary and enforceable provisions that render the rights and remedies of the holder thereof adequate for the realization against the Mortgaged Property of the benefits of the security, including, (i) in the case of a Mortgage designated as a deed of trust, by trustee’s sale, and (ii) otherwise by judicial foreclosure.
 
(18)    With respect to each Mortgage constituting 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 such Mortgage, and no fees or expenses are or will become payable by the Certificateholders to the trustee under the deed of trust, except in connection with a trustee’s sale after default by the Mortgagor.
 
(19)    As of the applicable Cut-off Date, the improvements upon each Mortgaged Property are covered by a valid and existing hazard insurance policy with a generally acceptable carrier that provides for fire and extended coverage and coverage for such other hazards as are customarily required by institutional single family mortgage lenders in the area where the Mortgaged Property is located, and the Seller has received no notice that any premiums due and payable thereon have not been paid; the Mortgage obligates the Mortgagor thereunder to maintain all such insurance including flood insurance at the Mortgagor’s cost and expense. Anything to the contrary in this item (19) notwithstanding, no breach of this item (19) shall be deemed to give rise to any obligation of the Seller to repurchase or substitute for such affected Mortgage Loan or Loans so long as the Servicer maintains a blanket policy pursuant to the second paragraph of Section 3.10(a) of the Pooling and Servicing Agreement.
 
(20)    If at the time of origination of each Mortgage Loan, the related Mortgaged Property was in an area then identified in the Federal Register by the Federal Emergency Management Agency as having special flood hazards, a flood insurance policy in a form meeting the then-current requirements of the Flood Insurance Administration is in effect with respect to the Mortgaged Property with a generally acceptable carrier.
 
(21)    To the best of the Seller’s knowledge, there is no proceeding pending or threatened for the total or partial condemnation of any Mortgaged Property, nor is such a proceeding currently occurring.
 
(22)    To the best of the Seller’s knowledge, there is no material event that, with the passage of time or with notice and the expiration of any grace or cure period, would constitute a material non-monetary default, breach, violation or event of acceleration under the Mortgage or the related Mortgage Note; and the Seller has not waived any material non-monetary default, breach, violation or event of acceleration.
 
(23)    Each Mortgage File contains an Appraisal Form 1004 of the related Mortgaged Property.
 
(24)    Any leasehold estate securing a Mortgage Loan has a stated term at least as long as the term of the related Mortgage Loan.
 
(25)    Each Mortgage Loan was selected from among the outstanding one- to four-family mortgage loans in the Seller’s mortgage portfolio at the Closing Date (or Subsequent Transfer Date, as applicable) as to which the representations and warranties made with respect to the Mortgage Loans in this Schedule III can be made. No such selection was made in a manner intended to adversely affect the interests of the Certificateholders.
 
(26)    None of the Mortgage Loans in Loan Group I and none of the Mortgage Loans in Loan Group II are cooperative loans.
 
(27)    [Reserved.]
 
(28)    [Reserved.]
 
(29)    No Mortgage Loan is a High Cost Loan or Covered Loan, as applicable (as such terms are defined in the then-current version of Standard & Poor's LEVELS® Glossary, which is now Version 5.6(b) Revised, Appendix E) and no Mortgage Loan originated on or after Oct. 1, 2002 through March 6, 2003 is governed by the Georgia Fair Lending Act.
 
(30)    No Mortgage Loan is a “High-Cost Home Loan” as defined in any of the following statutes: the Georgia Fair Lending Act, as amended (the “Georgia Act”), the New York Banking Law 6-1, the Arkansas Home Loan Protection Act effective July 16, 2003 (Act 1340 of 2003), the Kentucky high-cost home loan statute effective June 24, 2003 (Ky. Rev. Stat. Section 360.100), the New Jersey Home Ownership Act effective November 27, 2003 (N.J.S.A. 46:10B-22 et seq.), or the New Mexico Home Loan Protection Act effective January 1, 2004 (N.M. Stat. Ann §§ 58-21A-1 et seq.). No Mortgage Loan secured by owner occupied real property or an owner occupied manufactured home located in the state of Georgia was originated (or modified) on or after October 1, 2002 through and including March 6, 2003. No Mortgage Loan is a “High-Risk Home Loan” as defined in the Illinois High-Risk Home Loan Act effective January 1, 2004 (815 Ill. Comp. Stat. 137/1 et seq.).
 
(31)    None of the Mortgage Loans is a “high cost” loan, “covered” loan or any other similarly designated loan as defined under any state, local or federal law, as defined by applicable predatory and abusive lending laws.
 
(32)    None of the Mortgage Loans that are secured by property located in the State of Illinois are in violation of the provisions of the Illinois Interest Act.
 
(33)    Each Mortgage Loan has been underwritten and serviced substantially in accordance with the Seller’s guidelines, subject to such variances as the Seller has approved.
 
(34)     No proceeds from any Mortgage Loan underlying the Certificates were used to finance single-premium credit insurance policies.
 
(35)    No Mortgage Loan is subject to the requirements of the Home Ownership and Equity Protection Act of 1994 and no mortgage loan is in violation of any comparable state law.
 
(36)    With respect to each Mortgage Loan in Loan Group I, each Mortgage Loan had a principal balance at origination that conformed to Fannie Mae and Freddie Mac guidelines.
 
(37)    The Servicer has fully furnished, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information (i.e., favorable and unfavorable) on the credit files for the related Mortgagor for each Mortgage Loan to Equifax, Experian and Trans Union Credit Information Company on a monthly basis.
 
(38)    With respect to any mortgage loan in Loan Group I underlying the Security that contains a provision permitting imposition of a premium upon a prepayment prior to maturity: (a) prior to the mortgage loan’s origination, the borrower agreed to such premium in exchange for a monetary benefit, including but not limited to a rate or fee reduction; (b) prior to the mortgage loan’s origination, the borrower was offered the option of obtaining a mortgage loan that did not require payment of such a premium; (c) the prepayment premium is adequately disclosed to the borrower pursuant to applicable state and federal law; (d) no subprime loan originated on or after October 1, 2002 underlying the Security will impose a prepayment premium for a term in excess of three years and any loans originated prior to such date, and any non-subprime loans, will not impose prepayment penalties in excess of five years; in each case unless the loan was modified to reduce the prepayment period to no more than three years from the date of the note and the borrower was notified in writing of such reduction in prepayment period; and (e) notwithstanding any state or federal law to the contrary, the servicer shall not impose such prepayment premium in any instance when the mortgage loan is accelerated or paid off in connection with the workout of a delinquent mortgage or due to the borrower’s default.
 
(39)    With respect to each mortgage loan in Loan Group I originated on or after August 1, 2004 and underlying the Certificates, neither the related Mortgage nor the related Mortgage Note requires the Mortgagors to submit to arbitration to resolve any dispute arising out of or relating in any way to the related mortgage loan transaction.
 
(40)    With respect to each mortgage loan in Loan Group I underlying the Security, no borrower obtained a prepaid single-premium credit-life, credit disability, credit unemployment or credit property insurance policy in connection with the origination of the mortgage loan.
 
(41)    With respect to each mortgage loan in Loan Group I underlying the Security, the mortgage loan’s originator offered the borrower mortgage loan products offered by such mortgage loan’s originator, or any affiliate of such mortgage loan’s originator, for which the borrower qualified.
 
(42)    The methodology used in underwriting the extension of credit for each mortgage loan in Loan Group I employs objective mathematical principles which relate the borrower’s income, assets and liabilities to the proposed payment and such underwriting methodology does not rely on the extent of the borrower’s equity in the collateral as the principal determining factor in approving such credit extension. Such underwriting methodology confirmed that at the time of origination (application/approval) the borrower had a reasonable ability to make timely payments on the mortgage loan.
 
(43)    No borrower under a mortgage loan in Loan Group I was charged “points and fees” in an amount greater than (a) $1,000 or (b) 5% of the principal amount of such mortgage loan, whichever is greater. For purposes of this representation, “points and fees” (x) include origination, underwriting, broker and finder’s fees and charges that the lender imposed as a condition of making the mortgage loan, whether they are paid to the lender or a third party; and (y) exclude bona fide discount points, fees paid for actual services rendered in connection with the origination of the mortgage (such as attorneys’ fees, notaries fees and fees paid for property appraisals, credit reports, surveys, title examinations and extracts, flood and tax certifications, and home inspections); the cost of mortgage insurance or credit-risk price adjustments; the costs of title, hazard, and flood insurance policies; state and local transfer taxes or fees; escrow deposits for the future payment of taxes and insurance premiums; and other miscellaneous fees and charges that, in total, do not exceed 0.25 percent of the loan amount.
 
(44)    All points, fees and charges (including finance charges), and whether or not financed, assessed, collected or to be collected in connection with the origination and servicing of each mortgage loan in Loan Group I, have been disclosed in writing to the borrower in accordance with applicable state and federal law and regulation.
 
 

 
 

EXHIBIT A

FORM OF CLASS A AND SUBORDINATED CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO ISSUER OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, ANY PERSON ACQUIRING THIS CERTIFICATE DIRECTLY OR INDIRECTLY BY, ON BEHALF OF, OR WITH PLAN ASSETS OF AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT THAT IS SUBJECT TO TITLE I OF THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR SECTION 4975 OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED, SHALL BE DEEMED TO MAKE THE REPRESENTATIONS IN SECTION 5.02(C) OF THE POOLING AND SERVICING AGREEMENT.
 

 

Certificate No.
:
[ ]
     
Cut-off Date
:
March 1, 2006
     
First Distribution Date
:
April 25, 2006
     
Initial Certificate Balance of this Certificate (“Denomination”)
:
$[__]
     
Initial Certificate Balances of all Certificates of this Class
:
$[__]
     
CUSIP
:
[_______]
     








INDYMAC ABS, INC.
 
Home Equity Mortgage Loan Asset-Backed Trust
 
Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B
 
Class [ ]
 
evidencing a percentage interest in the distributions allocable to the Certificates of the above-referenced Class.

Principal in respect of this Certificate is distributable monthly as stated herein. Accordingly, the Certificate Balance at any time may be less than the Certificate Balance as set forth herein. This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Servicer or the Trustee referred to below or any of their respective affiliates. Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that [___________] is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the Denomination of this Certificate by the aggregate of the Denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions pursuant to a Pooling and Servicing Agreement dated as of the Cut-off Date specified above (the “Agreement”) among IndyMac ABS, Inc., as depositor (the “Depositor”), IndyMac Bank, F.S.B., as seller (in such capacity, the “Seller”) and as servicer (in such capacity, the “Servicer”), and Deutsche Bank National Trust Company, as trustee (in such capacity, the “Trustee”) and supplemental interest trust trustee. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 
IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.
 
Dated: ________, 2006

           
DEUTSCHE BANK NATIONAL TRUST COMPANY,
not in its individual capacity, but solely as Trustee
                         
                         
           
By:
 
               
               



Countersigned:

By:
   
 
Authorized Signatory of
DEUTSCHE BANK NATIONAL TRUST COMPANY,
not in its individual capacity,
but solely as Trustee
 
 
 





EXHIBIT B

FORM OF CLASS P CERTIFICATE
 
NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUSTEE A TRANSFER AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

SUBJECT TO THE PROVISIONS OF SECTION 5.02(B) OF THE AGREEMENT. NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE TRANSFEREE DELIVERS TO THE TRUSTEE EITHER A REPRESENTATION LETTER TO THE EFFECT THAT SUCH TRANSFEREE IS NOT AN EMPLOYEE BENEFIT PLAN SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR A PLAN SUBJECT TO SECTION 4975 OF THE CODE, AND IS NOT INVESTING ON BEHALF OF OR WITH ASSETS OF SUCH A PLAN, OR, IF THE CERTIFICATE HAS BEEN THE SUBJECT OF AN ERISA-QUALIFYING UNDERWRITING, A REPRESENTATION IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN, OR AN OPINION OF COUNSEL IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN. NOTWITHSTANDING ANYTHING ELSE TO THE CONTRARY HEREIN, ANY PURPORTED TRANSFER OF THIS CERTIFICATE TO OR ON BEHALF OF AN EMPLOYEE BENEFIT PLAN SUBJECT TO ERISA OR TO THE CODE WITHOUT THE REPRESENTATION LETTER OR THE OPINION OF COUNSEL SATISFACTORY TO THE TRUSTEE AS DESCRIBED ABOVE SHALL BE VOID AND OF NO EFFECT.



Certificate No.
:
[ ]
     
Cut-off Date
:
March 1, 2006
     
First Distribution Date
:
April 25, 2006
     
Percentage Interest of this Certificate (“Denomination”)
:
[__]%
     
CUSIP
:
[_______]
     
 
 



INDYMAC ABS, INC.
 
Home Equity Mortgage Loan Asset-Backed Trust,
 
Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B
 
Class P
 
evidencing a percentage interest in the distributions allocable to the Certificates of the above-referenced Class payable solely from Prepayment Charges.

Distributions in respect of this Certificate are distributable monthly as set forth herein. This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Servicer or the Trustee referred to below or any of their respective affiliates. Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that [_________] is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the Denomination of this Certificate by the aggregate of the Denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions pursuant to a Pooling and Servicing Agreement dated as of the Cut-off Date specified above (the “Agreement”) among IndyMac ABS, Inc., as depositor (the “Depositor”), IndyMac Bank, F.S.B., as seller (in such capacity, the “Seller”) and as servicer (in such capacity, the “Servicer”), and Deutsche Bank National Trust Company, as trustee (in such capacity, the “Trustee”) and supplemental interest trust trustee. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound. This Certificate represents an interest in the Trust, but does not represent an interest in any REMIC.
 
This Certificate does not have a Certificate Balance or Pass-Through Rate and will be entitled to distributions only to the extent set forth in the Agreement and solely payable from Prepayment Charges. In addition, any distribution of the proceeds of any remaining assets of the Trust will be made only upon presentment and surrender of this Certificate at the office or agency maintained by the Trustee.
 
No transfer of a Certificate of this Class shall be made unless such disposition is exempt from the registration requirements of the Securities Act of 1933, as amended (the “1933 Act”), and any applicable state securities laws or is made in accordance with the 1933 Act and such laws. In the event of any such transfer, subject to the provisions in Section 5.02(b) of the Agreement, the Trustee shall require the transferor to execute a transferor certificate (in substantially the form attached to the Pooling and Servicing Agreement) and deliver either (i) an Investment Letter or the Rule 144A Letter, in either case substantially in the form attached to the Agreement, or (ii) a written Opinion of Counsel to the Trustee that such transfer may be made pursuant to an exemption, describing the applicable exemption and the basis therefor, from the 1933 Act or is being made pursuant to the 1933 Act, which Opinion of Counsel shall be an expense of the transferor.
 
Subject to the provisions in Section 5.02(b) of the Agreement, no transfer of a Certificate of this Class shall be made unless the Trustee shall have received either (i) a representation letter from the transferee of such Certificate, acceptable to and in form and substance satisfactory to the Trustee, to the effect that (x) such transferee is not an employee benefit plan subject to Section 406 of ERISA or Section 4975 of the Code, nor a person acting on behalf of any such plan, which representation letter shall not be an expense of the Trustee or (y) if the Certificate has been the subject of an ERISA-Qualifying Underwriting, a representation that the transferee is an insurance company which is acquiring such Certificate with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”)) and that the purchase and holding of such Certificate satisfy the requirements for exemptive relief under PTCE 95-60, or (ii) in the case of a Certificate presented for registration in the name of an employee benefit plan subject to ERISA, or a plan or arrangement subject to Section 4975 of the Code (or comparable provisions of any subsequent enactments), or a trustee of any such plan or any other person acting on behalf of any such plan or arrangement or using such plan’s or arrangement’s assets, an Opinion of Counsel satisfactory to the Trustee, the NIM Insurer and the Servicer, which Opinion of Counsel shall not be an expense of the Trustee, the NIM Insurer, the Servicer or the Trust Fund, addressed to the Trustee, to the effect that the purchase or holding of such Certificate will not result in a nonexempt prohibited transaction under ERISA or Section 4975 of the Code and will not subject the Trustee or the Servicer to any obligation in addition to those expressly undertaken in this Agreement or to any liability.
 
Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 
IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.
 
Dated: ________, 2006

           
DEUTSCHE BANK NATIONAL TRUST COMPANY,
not in its individual capacity, but solely as Trustee
                         
                         
           
By:
 
               
               



Countersigned:

By:
   
 
Authorized Signatory of
DEUTSCHE BANK NATIONAL TRUST COMPANY,
not in its individual capacity,
but solely as Trustee
 





EXHIBIT C

FORM OF RESIDUAL CERTIFICATE
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “RESIDUAL INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUSTEE A TRANSFER AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
SUBJECT TO THE PROVISIONS OF SECTION 5.02(b) OF THE AGREEMENT, NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE TRANSFEREE DELIVERS TO THE TRUSTEE EITHER A REPRESENTATION LETTER TO THE EFFECT THAT SUCH TRANSFEREE IS NOT AN EMPLOYEE BENEFIT PLAN SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR A PLAN SUBJECT TO SECTION 4975 OF THE CODE OR AN OPINION OF COUNSEL IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN. IN THE EVENT THAT SUCH REPRESENTATION IS VIOLATED, OR ANY ATTEMPT TO TRANSFER TO A PLAN OR ARRANGEMENT SUBJECT TO SECTION 406 OF ERISA OR A PLAN SUBJECT TO SECTION 4975 OF THE CODE, OR A PERSON ACTING ON BEHALF OF ANY SUCH PLAN OR ARRANGEMENT OR USING THE ASSETS OF ANY SUCH PLAN OR ARRANGEMENT, WITHOUT SUCH OPINION OF COUNSEL, SUCH ATTEMPTED TRANSFER OR ACQUISITION SHALL BE VOID AND OF NO EFFECT.
 

Certificate No.
:
[ ]
     
Cut-off Date
:
March 1, 2006
     
Initial Certificate Balance of this Certificate (“Denomination”)
:
$[__]
     
Initial Certificate Balances of all Certificates of this Class
:
$[__]
     
CUSIP
:
[_______]
     





INDYMAC ABS, INC.
 
Home Equity Mortgage Loan Asset-Backed Trust,
 
Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B
 
Class [R] [R-X]
 

evidencing the distributions allocable to the Class [R] [R-X] Certificates with respect to a Trust Fund consisting primarily of a pool of fixed-rate and adjustable-rate conventional loans (the “Mortgage Loans”) secured by first liens on one- to four-family residential properties IndyMac ABS, Inc., as Depositor

Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Balance at any time may be less than the Certificate Balance as set forth herein. This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Servicer or the Trustee referred to below or any of their respective affiliates. Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that [___] is the registered owner of the Percentage Interest (obtained by dividing the Denomination of this Certificate by the aggregate of the Denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions pursuant to a Pooling and Servicing Agreement dated as of the Cut-off Date specified above (the “Agreement”) among IndyMac ABS, Inc., as depositor (the “Depositor”), IndyMac Bank, F.S.B., as seller (in such capacity, the “Seller”) and as servicer (in such capacity, the “Servicer”), and Deutsche Bank National Trust Company, as trustee (in such capacity, the “Trustee”) and supplemental interest trust trustee. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any distribution of the proceeds of any remaining assets of the Trust Fund will be made only upon presentment and surrender of this Class [R] [R-X] Certificate at the office or agency maintained by the Trustee.
 
Subject to the provisions in Section 5.02(b) of the Agreement, no transfer of a Class [R] [R-X] Certificate shall be made unless the Trustee shall have received either (i) a representation letter from the transferee 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 or arrangement subject to Section 406 of ERISA, or a plan or arrangement subject to Section 4975 of the Code or a person acting on behalf of any such plan or arrangement or using the assets of any such plan or arrangement to effect such transfer, which representation letter shall not be an expense of the Trustee, the Servicer or the Trust Fund or (ii) an Opinion of Counsel satisfactory to the Trustee, the NIM Insurer and the Servicer to the effect that the purchase or holding of such Class [R] [R-X] Certificate will not result in a non-exempt prohibited transaction under ERISA or Section 4975 of the Code and will not subject the Trustee, the NIM Insurer or the Servicer to any obligation in addition to those expressly undertaken in the Agreement or to any liability, which Opinion of Counsel shall not be an expense of the Trustee, the NIM Insurer, the Servicer or the Trust Fund. In the event that such representation is violated, or any attempt to transfer to a plan or arrangement subject to Section 406 of ERISA or a plan subject to Section 4975 of the Code, or a person acting on behalf of any such plan or arrangement or using the assets of any such plan or arrangement, without such Opinion of Counsel, such attempted transfer or acquisition shall be void and of no effect.
 
Each Holder of this Class [R] [R-X] Certificate shall be deemed by the acceptance or acquisition an Ownership Interest in this Class [R] [R-X] Certificate to have agreed to be bound by the following provisions, and the rights of each Person acquiring any Ownership Interest in this Class [R] [R-X] Certificate are expressly subject to the following provisions: (i) each Person holding or acquiring any Ownership Interest in this Class [R] [R-X] Certificate shall be a Permitted Transferee and shall promptly notify the Trustee of any change or impending change in its status as a Permitted Transferee, (ii) no Ownership Interest in this Class [R] [R-X] Certificate may be registered on the Closing Date or thereafter transferred, and the Trustee shall not register the Transfer of this Certificate unless, in addition to the certificates required to be delivered to the Trustee under Section 5.02(b) of the Agreement, the Trustee shall have been furnished with a Transfer Affidavit of the initial owner or the proposed transferee in the form attached as Exhibit I to the Agreement (subject to the limitations with respect thereto as set forth in Section 5.02(b) of the Agreement), (iii) each Person holding or acquiring any Ownership Interest in this Class [R] [R-X] Certificate shall agree (A) to obtain a Transfer Affidavit from any other Person to whom such Person attempts to Transfer its Ownership Interest this Class [R] [R-X] Certificate (subject to the limitations with respect thereto as set forth in Section 5.02(b) of the Agreement), (B) to obtain a Transfer Affidavit from any Person for whom such Person is acting as nominee, trustee or agent in connection with any Transfer of this Class [R] [R-X] Certificate (subject to the limitations with respect thereto as set forth in Section 5.02(b) of the Agreement) and (C) not to Transfer the Ownership Interest in this Class [R] [R-X] Certificate or to cause the Transfer of the Ownership Interest in this Class [R] [R-X] Certificate to any other Person if it has actual knowledge that such Person is not a Permitted Transferee and (iv) any attempted or purported Transfer of the Ownership Interest in this Class [R] [R-X] Certificate in violation of the provisions herein shall be absolutely null and void and shall vest no rights in the purported Transferee.
 
Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 
IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.
 
Dated: ________, 2006

           
DEUTSCHE BANK NATIONAL TRUST COMPANY,
not in its individual capacity, but solely as Trustee
                         
                         
           
By:
 
               
               



Countersigned:

By:
   
 
Authorized Signatory of
DEUTSCHE BANK NATIONAL TRUST COMPANY,
not in its individual capacity,
but solely as Trustee
 






EXHIBIT D

FORM OF CLASS C 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, AS AMENDED (THE “CODE”).
 
NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUSTEE A TRANSFER AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
SUBJECT TO THE PROVISIONS IN SECTION 5.02(b) OF THE AGREEMENT, NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE TRANSFEREE DELIVERS TO THE TRUSTEE EITHER A REPRESENTATION LETTER TO THE EFFECT THAT SUCH TRANSFEREE IS NOT AN EMPLOYEE BENEFIT PLAN SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR A PLAN SUBJECT TO SECTION 4975 OF THE CODE OR AN OPINION OF COUNSEL IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN. IN THE EVENT THAT SUCH REPRESENTATION IS VIOLATED, OR ANY ATTEMPT TO TRANSFER TO A PLAN OR ARRANGEMENT SUBJECT TO SECTION 406 OF ERISA OR A PLAN SUBJECT TO SECTION 4975 OF THE CODE, OR A PERSON ACTING ON BEHALF OF ANY SUCH PLAN OR ARRANGEMENT OR USING THE ASSETS OF ANY SUCH PLAN OR ARRANGEMENT, WITHOUT SUCH OPINION OF COUNSEL, SUCH ATTEMPTED TRANSFER OR ACQUISITION SHALL BE VOID AND OF NO EFFECT.
 

 

Certificate No.
:
[ ]
     
Cut-off Date
:
March 1, 2006
     
First Distribution Date
:
April 25, 2006
     
Percentage Interest of this Certificate (“Denomination”)
:
[__]%
     
CUSIP
:
 
     

 


INDYMAC ABS, INC.
 
Home Equity Mortgage Loan Asset-Backed Trust,
 
Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B
 
Class C
 

evidencing a percentage interest in the distributions allocable to the Certificates of the above-referenced Class.

Distributions in respect of this Certificate are distributable monthly as set forth herein. This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Seller, the Servicer or the Trustee referred to below or any of their respective affiliates. Neither this Certificate nor the Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality.
 
This certifies that [______] is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the Denomination of this Certificate by the aggregate of the Denominations of all Certificates of the Class to which this Certificate belongs) in certain monthly distributions pursuant to a Pooling and Servicing Agreement dated as of the Cut-off Date specified above (the “Agreement”) among IndyMac ABS, Inc., as depositor (the “Depositor”), IndyMac Bank, F.S.B., as seller (in such capacity, the “Seller”) and as servicer (in such capacity, the “Servicer”), and Deutsche Bank National Trust Company, as trustee (in such capacity, the “Trustee”) and supplemental interest trust trustee. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
This Certificate does not have a Certificate Balance or Pass-Through Rate and will be entitled to distributions only to the extent set forth in the Agreement. In addition, any distribution of the proceeds of any remaining assets of the Trust will be made only upon presentment and surrender of this Certificate at the office or agency maintained by the Trustee.
 
No transfer of a Certificate of this Class shall be made unless such disposition is exempt from the registration requirements of the Securities Act of 1933, as amended (the “1933 Act”), and any applicable state securities laws or is made in accordance with the 1933 Act and such laws. In the event of any such transfer, subject to the provisions in Section 5.02(b) of the Agreement, the Trustee shall require the transferor to execute a transferor certificate (in substantially the form attached to the Pooling and Servicing Agreement) and deliver either (i) an Investment Letter or the Rule 144A Letter, in either case substantially in the form attached to the Agreement, or (ii) a written Opinion of Counsel to the Trustee that such transfer may be made pursuant to an exemption, describing the applicable exemption and the basis therefor, from the 1933 Act or is being made pursuant to the 1933 Act, which Opinion of Counsel shall be an expense of the transferor.
 
Subject to the provisions in Section 5.02(b) of the Agreement, no transfer of a Certificate of this Class shall be made unless the Trustee shall have received either (i) a representation letter from the transferee 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 or other benefit plan or arrangement subject to Section 406 of ERISA or Section 4975 of the Code, or a person acting on behalf of any such plan or investing plan assets of any such plan, which representation letter shall not be an expense of the Trustee, or (ii) in the case of a Certificate presented for registration in the name of an employee benefit plan subject to ERISA, or a plan or arrangement subject to Section 4975 of the Code (or comparable provisions of any subsequent enactments), or a trustee of any such plan or any other person acting on behalf of any such plan or arrangement or using such plan’s or arrangement’s assets, an Opinion of Counsel satisfactory to the Trustee, the NIM Insurer and the Servicer, which Opinion of Counsel shall not be an expense of the Trustee, the NIM Insurer, the Servicer or the Trust Fund, addressed to the Trustee, to the effect that the purchase or holding of such Certificate will not result in a nonexempt prohibited transaction under ERISA or Section 4975 of the Code and will not subject the Trustee, the NIM Insurer or the Servicer to any obligation in addition to those expressly undertaken in this Agreement or to any liability.
 
Reference is hereby made to the further provisions of this Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 
IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.
 
Dated: ________, 2006

           
DEUTSCHE BANK NATIONAL TRUST COMPANY,
not in its individual capacity, but solely as Trustee
                         
                         
           
By:
 
               
               



Countersigned:

By:
   
 
Authorized Signatory of
DEUTSCHE BANK NATIONAL TRUST COMPANY,
not in its individual capacity,
but solely as Trustee
 
 
 

 




EXHIBIT E

[Reserved].
 





EXHIBIT F


FORM OF REVERSE OF CERTIFICATES
 
INDYMAC ABS, INC.
 
Home Equity Mortgage Loan Asset-Backed Trust,
 
Home Equity Mortgage Loan Asset-Backed Certificates
 
This Certificate is one of a duly authorized issue of Certificates designated as IndyMac ABS, Inc., Home Equity Mortgage Loan Asset-Backed Certificates, of the Series specified on the face hereof (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust Fund created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement. The Record Date applicable to each Distribution Date is the last Business Day of the month next preceding the month of such Distribution Date.
 
Distributions on this Certificate shall be made by wire transfer of immediately available funds to the account of the Holder hereof at a bank or other entity having appropriate facilities therefor, if such Certificateholder shall have so notified the Trustee in writing at least five (5) Business Days prior to the related Record Date and such Certificateholder shall satisfy the conditions to receive such form of payment set forth in the Agreement, or, if not, by check mailed by first class mail to the address of such Certificateholder appearing in the Certificate Register. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the location specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIM Insurer and the Holders of Certificates affected by such amendment evidencing the requisite Percentage Interest, as provided in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee, accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust Fund will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Depositor, the Servicer, the Seller and the Trustee and any agent of the Depositor 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 Trustee or any such agent shall be affected by any notice to the contrary.
 
On any Distribution Date following the date on which the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Remittance Period is less than 10% of the sum of the Cut-off Date Principal Balance and the Subsequent Cut-off Date Principal Balances, as applicable, of the Mortgage Loans, the Servicer will have the option to purchase, in whole, from the Trust Fund all remaining Mortgage Loans and all property acquired in respect of the Mortgage Loans at a purchase price determined as provided in the Agreement. The obligations and responsibilities created by the Agreement will terminate as provided in Section 9.01 of the Agreement.
 
Any term used herein that is defined in the Agreement shall have the meaning assigned in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 
 

 
ASSIGNMENT
 

FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
 



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

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

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

 


STATE OF_____________
)
 
 
)
ss.:
COUNTY OF___________
)
 

On the ___ th day of __________, 200_ before me, a notary public in and for said State, personally appeared _______________________, known to me who, being by me duly sworn, did depose and say that he executed the foregoing instrument.
 
   
 
Notary Public

 

[Notarial Seal]

 



EXHIBIT G-1


FORM OF INITIAL CERTIFICATION OF TRUSTEE
 
[date]
 
[Depositor]
[Servicer]
[Seller]
_____________________
_____________________

 
Re:
Pooling and Servicing Agreement among IndyMac ABS, Inc., as Depositor, IndyMac Bank, F.S.B., as Seller and Servicer, and Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Trustee, Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B, Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B

Gentlemen:

In accordance with Section 2.02 of the above-captioned Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”), the undersigned, as Trustee, hereby certifies that, as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan listed in the attached schedule), it has received:
 
(i) the original Mortgage Note, endorsed as provided in the following form: “Pay to the order of ________, without recourse”; and
 
(ii) a duly executed assignment of the Mortgage (which may be included in a blanket assignment or assignments); provided, however, that it has received no assignment with respect to any Mortgage for which the related Mortgaged Property is located in the Commonwealth of Puerto Rico.
 
Based on its review and examination and only as to the foregoing documents, such documents appear regular on their face and related to such Mortgage Loan.
 
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 each 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 have the respective meanings assigned to them in the Pooling and Servicing Agreement.
 

             
Deutsche Bank National Trust Company
as Trustee
                           
                           
             
By:
 
             
Name:
 
             
Title:
 
 
 

 
 
EXHIBIT G-2

FORM OF DELAYED DELIVERY CERTIFICATION
 
[date]
 

[Depositor]
[Servicer]

Re: Pooling and Servicing Agreement among IndyMac ABS, Inc., as Depositor, IndyMac Bank, F.S.B., as Seller and Servicer, and Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Trustee, Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B, Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B  

Gentlemen:

[Reference is made to the Initial Certification of Trustee relating to the above-referenced series, with the schedule of exceptions attached thereto, delivered by the undersigned, as Trustee, on the Closing Date in accordance with Section 2.02 of the above-captioned Pooling and Servicing Agreement.] The undersigned hereby certifies that as to each Delayed Delivery Mortgage Loan listed on the Schedule A attached hereto (other than any Mortgage Loan paid in full or listed on Schedule B attached hereto) it has received:
 
(i) (A) the original Mortgage Note, endorsed by manual or facsimile signature in blank in the following form: “Pay to the order of ______________________________ without recourse,” with all intervening endorsements showing a complete chain of endorsement from the originator to the Person endorsing the Mortgage Note (each such endorsement being sufficient to transfer all interest of the party so endorsing, as noteholder or assignee thereof, in that Mortgage Note) and (B) with respect to any Lost Mortgage Note, a lost note affidavit from the Seller stating that the original Mortgage Note was lost or destroyed, together with a copy of such Mortgage Note;
 
(ii) a duly executed assignment of the Mortgage (which may be included in a blanket assignment or assignments), together with, except as provided below, all interim recorded assignments of such mortgage (each such assignment, when duly and validly completed, to be in recordable form and sufficient to effect the assignment of and transfer to the assignee thereof, under the Mortgage to which the assignment relates); provided, however, that such assignment of Mortgage need not be delivered in the case of a Mortgage for which the related Mortgaged Property is located in the Commonwealth of Puerto Rico.
 
Based on its review and examination and only as to the foregoing documents, such documents appear regular on their face and related to the Mortgage Loan.
 
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 each Mortgage File of any of the Mortgages identified on the [Mortgage Loan Schedule][Loan Number and Borrower Identification Mortgage Loan Schedule] or (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan.
 
Capitalized words and phrases used herein have the respective meanings assigned to them in the above-captioned Pooling and Servicing Agreement.
 
             
Deutsche Bank National Trust Company
as Trustee
                           
                           
             
By:
 
             
Name:
 
             
Title:
 

 




EXHIBIT H


FORM OF FINAL CERTIFICATION OF TRUSTEE
 
[date]
 
[Depositor]
[Servicer]
[Seller]
_____________________
_____________________

Re: Pooling and Servicing Agreement among IndyMac ABS, Inc., as Depositor, IndyMac Bank, F.S.B., as Seller and Servicer, and Deutsche Bank
      National Trust Company, as Trustee and Supplemental Interest Trust Trustee, Home Equity Mortgage Loan Asset-Backed Trust, Series INABS
      2006-B, Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B  

Gentlemen:

In accordance with Section 2.02 of the above-captioned Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”), the undersigned, as Trustee, hereby certifies that as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or listed on the attached Document Exception Report) it has received:
 
(i) The original Mortgage Note, endorsed in the form provided in Section 2.01(c)(i) of the Pooling and Servicing Agreement, with all intervening endorsements showing a complete chain of endorsement from the originator to the Seller.
 
(ii) The original recorded Mortgage.
 
(iii) A duly executed assignment of the Mortgage in the form provided in Section 2.01(c)(iii) of the Pooling and Servicing Agreement; provided, however, that it has received no assignment with respect to any Mortgage for which the related Mortgaged Property is located in the Commonwealth of Puerto Rico, or, if the Depositor has certified or the Trustee otherwise knows that the related Mortgage has not been returned from the applicable recording office, a copy of the assignment of the Mortgage (excluding information to be provided by the recording office).
 
(iv) The original or duplicate original recorded assignment or assignments of the Mortgage showing a complete chain of assignment from the originator to the Seller.
 
(v) The original or duplicate original lender’s title policy and all riders thereto or, any one of an original title binder, an original preliminary title report or an original title commitment, or a copy thereof certified by the title company.
 
Based on its review and examination and only as to the foregoing documents, (a) such documents appear regular on their face and related to such Mortgage Loan and (b) the information set forth in items (i), (ii), (iii), (iv), (vi) and (xi)(a) of the definition of the “Mortgage Loan Schedule” in Section 1.01 of the Pooling and Servicing Agreement 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 each 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. Notwithstanding anything herein to the contrary, the Trustee has made no determination and makes no representations as to whether (i) any endorsement is sufficient to transfer all interest of the party so endorsing, as Noteholder or assignee thereof, in that Mortgage Note or (ii) any assignment is in recordable form or sufficient to effect the assignment of and transfer to the assignee thereof, under the Mortgage to which the assignment relates.
 
Capitalized words and phrases used herein shall have the respective meanings assigned to them in the Pooling and Servicing Agreement.
 
             
Deutsche Bank National Trust Company
as Trustee
                           
                           
             
By:___________________________
 
             
Name:________________________
 
             
Title:__________________________
 

 




EXHIBIT I


Or
 
IndyMac ABS, Inc.,
 
Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B
 
Home Equity Mortgage Loan Asset-Backed Certificates,
 
Series INABS 2006-B
 

STATE OF_____________
)
 
 
)
ss.:
COUNTY OF___________
)
 

The undersigned, being first duly sworn, deposes and says as follows:
 
1. The undersigned is an officer of ____________________________, the proposed Transferee of an Ownership Interest in a Class R Certificate or Class R-X Certificate (the “Certificate”) issued pursuant to the Pooling and Servicing Agreement (the “Agreement”), relating to the above-referenced Series, by and among IndyMac ABS, Inc., as depositor (the “Depositor”), IndyMac Bank, F.S.B., as seller and servicer and Deutsche Bank National Trust Company, as trustee and supplemental interest trust trustee. Capitalized terms used, but not defined herein or in Annex 1, shall have the meanings ascribed to such terms in the Agreement. The Transferee has authorized the undersigned to make this affidavit on behalf of the Transferee.
 
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.
 
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 Transferee furnishes to such Person an affidavit that such 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 the Treasury Regulations, persons holding interests in pass-through entities as a nominee for another Person.)
 
5. The Transferee has reviewed Section 5.02(c) of the Agreement (attached hereto as Annex 2 and incorporated herein by reference) 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(c) 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 J 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’s taxpayer identification number is ________________.
 
8. The Transferee is a U.S. Person as defined in Code Section 7701(a)(30).
 
9. The Transferee is aware that the Certificate may be a “noneconomic residual interest” within the meaning of 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. 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.
 
10. Transferee has historically paid the Transferee’s debts as they become due, and Transferee intends, and believes that the Transferee will be able, to continue to pay Transferee’s debts as such debts become due in the future. Transferee has a valid business purpose for purchasing the Residuals.
 
11. Transferee is not a foreign permanent establishment or fixed base (within the meaning of an applicable income tax treaty) (a “Foreign Base”) of a U.S. taxpayer. In addition, the Transferee will not (a) transfer the Class R Certificates, directly or indirectly, to a Foreign Base, and (b) cause income from the Class R Certificates to be attributable to a Foreign Base of the Transferee or another U.S. taxpayer.
 
12. Either:
 
(a) (i) At the time of the transfer, and at the close of each of the Transferee's two fiscal years preceding the Transferee's fiscal year of transfer, the Transferee's gross assets for financial reporting purposes exceed $100 million and its net assets for financial reporting purposes exceed $10 million. For purposes of the preceding sentence, the gross assets and net assets of a Transferee do not include any obligation of any Related Person or any other asset if a principal purpose for holding or acquiring the other asset is to permit the Transferee to satisfy the conditions of this paragraph 12(a); and (ii) the Transferee is an Eligible Corporation and hereby agrees that any subsequent transfer of the interest will be to another Eligible Corporation in a transaction that satisfies this Transfer Affidavit, including this paragraph 12(a). For the purpose of this affidavit, the term “Eligible Corporation” means any domestic C corporation (as defined in section 1361(a)(2) of the Code) other than a corporation which is exempt from, or is not subject to, tax under section 11 of the Code, an entity described in section 851(a) or 856(a) of the Code, a REMIC or an organization to which part I, subchapter T, chapter 1, subtitle A of the Code applies, and the term “Related Person” means any person that bears a relationship to the Transferee enumerated in section 267(b) or 707(b)(1) of the Code, using "20 percent" instead of "50 percent" where it appears under the provisions; or is under common control (within the meaning of section 52(a) and (b) of the Code) with the Transferee; or
 
(b)(i) The Transferee is a United States Person; and (ii) the present value of the anticipated tax liabilities associated with holding the residual interest does not exceed the sum of: (A) the present value of any consideration given to the Transferee to acquire the interest, (B) the present value of the expected future distributions on the interest and (C) the present value of the anticipated tax savings associated with holding the interest as the REMIC generates losses. For purposes of calculating the aforementioned present values: (i) the transferee has assumed that it pays tax at a rate equal to the highest rate of tax specified in Code Section 11(b)(1) (unless 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, in which case the Transferee can assume that it pays tax at the rate specified in Section 55(b)(1)(B) of the Code (provided, that the Transferee states in this Transfer Affidavit that it is using such alternate rate and that 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) the Transferee uses a discount rate equal to the Federal short-term rate prescribed by section 1274(d) of the Code for the month of the transfer and the compounding period used by the Transferee.
 
13. The Transferee hereby represents to and for the benefit of the transferor that the Transferee intends to pay any tax associated with holding the Ownership Interest as they become due, fully understanding that it may incur tax liabilities in excess of any cash flows generated by its Ownership Interest.
 
14. The Transferee is not an employee benefit plan that is subject to ERISA or a plan that is subject to Section 4975 of the Code, and the Transferee is not acting on behalf of or using plan assets of such a plan.
 

 


 
In Witness Whereof, the Transferee has caused this instrument to be executed on its behalf, pursuant to authority of its Board of Directors, by its duly authorized officer and its corporate seal to be hereunto affixed, duly attested, this ____ day of __________________, 20__.
 
   
 
Print Name of Transferee

 
             
By:
 
             
Name:
 
             
Title:
 



[Corporate Seal]

Attest:

     
 
[Assistant] Secretary
 



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

 
   
 
Notary Public

 

My Commission expires the _____ day of ____________, 20___
 
 
 
 

 
Annex 1
to Exhibit I

Certain Definitions
 
Ownership Interest”: As to any Certificate, any ownership interest in the Certificate, including any interest in the Certificate as its Holder and any other interest in it, whether direct or indirect, legal or beneficial.
 
Permitted Transferee”: Any Person other than (i) the United States, any State or political subdivision thereof, or any agency or instrumentality of any of the foregoing, (ii) a foreign government, International Organization or any agency or instrumentality of either of the foregoing, (iii) an organization (except certain farmers’ cooperatives described in Code Section 521) that is exempt from tax imposed by Chapter 1 of the Code (including the tax imposed by Code Section 511 on unrelated business taxable income) on any excess inclusions (as defined in Code Section 860E(c)(1)) with respect to any Class R Certificate, (iv) rural electric and telephone cooperatives described in Code Section 1381(a)(2)(c), (v) a Person that is not a U.S. Person and (vi) any other Person so designated by the Depositor based upon an Opinion of Counsel that the Transfer of an Ownership Interest in a Class R Certificate to such Person may cause the Trust Fund to fail to qualify as a REMIC at any time that certain Certificates are Outstanding. The terms “United States,” “State,” and “International Organization” have the meanings in Code Section 7701 or successor provisions. A corporation will not be treated as an instrumentality of the United States or of any State or political subdivision thereof if all of its activities are subject to tax, and, with the exception of the FHLMC, a majority of its board of directors is not selected by such governmental unit.
 
Person”: Any individual, corporation, partnership, joint venture, bank, joint stock company, trust (including any beneficiary thereof), unincorporated organization or government or any agency or political subdivision thereof.
 
Transfer”: Any direct or indirect transfer or sale of any Ownership Interest in a Certificate, including the acquisition of a Certificate by the Depositor.
 
Transferee”: Any Person who is acquiring by Transfer any Ownership Interest in a Certificate.
 
United States Person” or “U.S. Person”: (i) A citizen or resident of the United States; (ii) a corporation (or entity treated as a corporation for tax purposes) created or organized in the United States or under the laws of the United States or of any state thereof, including, for this purpose, the District of Columbia; (iii) a partnership (or entity treated as a partnership for tax purposes) organized in the United States or under the laws of the United States or of any state thereof, including, for this purpose, the District of Columbia (unless provided otherwise by future Treasury regulations); (iv) an estate whose income is includible in gross income for United States income tax purposes regardless of its source; (v) 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 U.S. Persons have authority to control all substantial decisions of the trust; or (vi) to the extent provided in Treasury regulations, certain trusts in existence on August 20, 1996 that are treated as U.S. Persons before that date and that elect to continue to be treated as U.S. Persons.
 
 
 
Annex 2
to Exhibit I


Section 5.02 (c) of the Agreement
 

(c) 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 the rights of each Person acquiring any Ownership Interest in a Residual Certificate are expressly subject to the following provisions:
 
(i)  Each Person holding or acquiring any Ownership Interest in a Residual Certificate shall be a Permitted Transferee and shall promptly notify the Trustee (with a copy of any such notice to the NIM Insurer) of any change or impending change in its status as a Permitted Transferee.
 
(ii)  No Ownership Interest in a Residual Certificate may be registered on the Closing Date or thereafter transferred, and the Trustee shall not register the Transfer of any Residual Certificate unless, in addition to the certificates required to be delivered to the Trustee under subparagraph (b) above, the Trustee shall have been furnished with an affidavit (a copy of which shall be provided to the NIM Insurer) (a “Transfer Affidavit”) of the initial owner or the proposed transferee in the form of Exhibit I (subject to the limitations with respect thereto as set forth in Section 5.02(b)).
 
(iii)  Subject to the limitations set forth in Section 5.02(b), each Person holding or acquiring any Ownership Interest in a Residual Certificate shall agree:
 
(A)   to obtain a Transfer Affidavit from any other Person to whom such Person attempts to Transfer its Ownership Interest in a Residual Certificate;
 
(B)   to obtain a Transfer Affidavit from any Person for whom such Person is acting as nominee, trustee or agent in connection with any Transfer of a Residual Certificate; and
 
(C)   not to Transfer its Ownership Interest in a Residual Certificate or to cause the Transfer of an Ownership Interest in a Residual Certificate to any other Person if it has actual knowledge that such Person is not a Permitted Transferee.
 
(iv)  Any attempted or purported Transfer of any Ownership Interest in a Residual Certificate in violation of this Section 5.02(c) shall be absolutely null and void and shall vest no rights in the purported Transferee. If any purported transferee shall become a Holder of a Residual Certificate in violation of this Section 5.02(c), then the last preceding Permitted Transferee shall be restored to all rights as Holder thereof retroactive to the date of registration of Transfer of such Residual Certificate. The Trustee shall not be liable to any Person for any registration of Transfer of a Residual Certificate that is in fact not permitted by Section 5.02(b) and this Section 5.02(c) or for making any payments due on such Certificate to the Holder thereof or taking any other action with respect to such Holder under this Agreement so long as the Transfer was registered after receipt of the related Transfer Affidavit, Transferor Certificate and either the Rule 144A Letter or the Investment Letter. The Trustee shall be entitled but not obligated to recover from any Holder of a Residual Certificate that was in fact not a Permitted Transferee at the time it became a Holder or, at such subsequent time as it became other than a Permitted Transferee, all payments made on such Residual Certificate at and after either such time. Any such payments so recovered by the Trustee shall be paid and delivered by the Trustee to the last preceding Permitted Transferee of such Certificate.
 
(v)  The Depositor shall use its best efforts to make available, upon receipt of written request from the Trustee, all information necessary to compute any tax imposed under Section 860E(e) of the Code as a result of a Transfer of an Ownership Interest in a Residual Certificate to any Holder who is not a Permitted Transferee.
 
The restrictions on Transfers of a Residual Certificate in this Section 5.02(c) shall cease to apply (and the applicable portions of the legend on a Residual Certificate may be deleted) with respect to Transfers occurring after delivery to the Trustee of an Opinion of Counsel, which Opinion of Counsel shall not be an expense of the Trust Fund, the Trustee, the Seller, the NIM Insurer or the Servicer, to the effect that the elimination of such restrictions will not cause the Trust Fund hereunder to fail to qualify as a REMIC at any time that the Certificates are outstanding or result in the imposition of any tax on the Trust Fund, a Certificateholder or any other Person. The Opinion of Counsel shall be accompanied by written notification from each Rating Agency that the removal of the restriction will not cause the Rating Agency to downgrade its ratings of the Certificates. Each Person holding or acquiring any Ownership Interest in a Residual Certificate hereby consents to any amendment of this Agreement that, based on an Opinion of Counsel furnished to the Trustee, is reasonably necessary (a) to ensure that the record ownership of, or any beneficial interest in, a Residual Certificate is not transferred, directly or indirectly, to a Person that is not a Permitted Transferee and (b) to provide for a means to compel the Transfer of a Residual Certificate that is held by a Person that is not a Permitted Transferee to a Holder that is a Permitted Transferee.
 

 



Exhibit J
 


Form of Transferor Certificate
 
__________, 20__

IndyMac ABS, Inc.
155 North Lake Avenue
Pasadena, California 91101

Deutsche Bank National Trust Company
1761 East St. Andrew Place
Santa Ana, California 92705-4934

Attention: : [___________]
Series INABS 2006-B

 
Re:
IndyMac ABS, Inc. Home Equity Loan Asset-Backed Trust, Series INABS 2006-B, Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B, Class ___

Ladies and Gentlemen:

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

 
             
By:
 
               
Authorized Officer
                 





EXHIBIT K
 
FORM OF SWAP AGREEMENT

BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
 
DATE:
March 14, 2006
 
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 IndyMac Bank Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B
ATTENTION:
Trust Administration - IN06S2
TELEPHONE:
1-714-247-6000
 
FACSIMILE:
1-714-247-6470
 
 
FROM:
Derivatives Documentation
TELEPHONE:
1-212-272-2711
 
FACSIMILE:
1-212-272-9857
 
 
SUBJECT:
Fixed Income Derivatives Confirmation and Agreement
 
REFERENCE NUMBER(S):
FXNSC7962
 
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 Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the IndyMac Bank Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B ("Counterparty"). 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 and incorporates 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 and not otherwise defined herein, in the ISDA Form Master Agreement or the Definitions shall have the meanings attributed to them in the Pooling and Servicing Agreement, dated as of March 1, 2006among IndyMac ABS, Inc., as Depositor, IndyMac Bank, F.S.B., as Seller and Servicer and Deutsche Bank National Trust Company, as Trustee and Supplemental Interest Trust Trustee (the “Pooling and Servicing Agreement”). Each reference to a “Section” or to a “Section” “of this Agreement” will be construed as a reference to a Section of the ISDA Form Master 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 Calculation Period in Schedule I attached hereto.
 
 
Trade Date:
March 3, 2006
 
 
Effective Date:
April 25, 2006
 
 
Termination Date:
March 25, 2011, with No Adjustment; provided, however, for the purposes of determining the Floating Amount to be paid in respect of the final Calculation Period, such date shall be subject to adjustment in accordance with the Business Day Convention.
 
Fixed Amount:
 
 
Fixed Rate Payer:
Counterparty
 
Fixed Rate Payer
 
Period End Dates:
The 25th calendar day of each month during the Term of this
Transaction, commencing May 25, 2006 and ending on the Termination Date, with No Adjustment.
 
Fixed Rate Payer
 
Payment Date:
Early Payment is applicable. The Fixed Rate Payer Payment Dates
shall be one Business Day prior to each Fixed Rate Payer Period End Date.
 
 
Fixed Rate:
5.14500%
 
 
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 May 25, 2006 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.
 
Floating Rate Payer
 
Payment Dates:
Early Payment is applicable. The Floating Rate Payer Payment
Dates shall be one Business Day prior to each Floating Rate Payer Period End Date.
 
 
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.
 
 
Spread:
None
 
 
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
 
 
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 Agreement 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) [Intentionally omitted]
 
2) The parties agree that subparagraph (ii) of Section 2(c) will apply to any Transaction.
 
3) 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 to 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) shall 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 to Counterparty.
 
(e)
The “Bankruptcy” provision of Section 5(a)(vii)(2) will not apply to Counterparty.
 
(f)           The "Automatic Early Termination" provision of Section 6(a) will not apply to BSFP or to Counterparty.
 
(g)          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.
 
(h)
"Termination Currency" means United States Dollars.
 
(i)
The provisions of Sections 5(a)(ii), 5(a)(iii) and 5(a)(iv) shall not apply to BSFP or Counterparty.
 
(j)           Tax Event. The provisions of Section 2(d)(i)(4) and 2(d)(ii) of the ISDA Form Master Agreement shall not apply to Counterparty and Counterparty shall not be required to pay any additional amounts referred to therein.
 
 
 


 
4) Tax Representations. (a) Payer Representations. For the purpose of Section 3(e) of this Agreement, each of BSFP and the Counterparty will 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 this 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 this Agreement;
 
(ii)  the satisfaction of the agreement contained in Section 4(a)(i) or 4(a)(iii) of this 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 this Agreement; and
 
(iii) the satisfaction of the agreement of the other party contained in Section 4(d) of this 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 to its legal or commercial position.
 
(b) Payee Representations. For the purpose of Section 3(f) of this Agreement, each of BSFP and the Counterparty make the following representations.
 
The following representation will apply to BSFP:
 
BSFP is a corporation organized under the laws of the State of Delaware and its U.S. taxpayer identification number is 13-3866307.
 
The following representation will apply to the Counterparty:
 
Deutsche Bank National Trust Company is the Supplemental Interest Trust Trustee under the Pooling and Servicing Agreement.
 
5) [Reserved]
 
6) Documents to be Delivered. For the purpose of Section 4(a) (i) and 4(a) (iii):
 
(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
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
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 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.
Upon the execution and delivery of this Agreement
Yes
 
7) 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 E. St. Andrew Place
 
Santa Ana, CA 92705
 
 
Attention:
Trust Administration - IN06S2
Facsimile No.: 1-714-247-6470
 
Telephone:
1-714-247-6000
 
 


 
(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 Counterparty have any Offices other than as set forth in the Notices Section and BSFP agrees that, for purposes of Section 6(b) of this 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.
 
Counterparty is not a Multibranch Party.
 
(e)
Calculation Agent. The Calculation Agent is BSFP; provided, however, that if an Event of Default occurs with respect to BSFP, then the Counterparty shall be entitled to appoint a financial institution that could qualify as a Reference Market-maker to act as Calculation Agent.
 
(f)
Credit Support Document. Not applicable for either BSFP or Counterparty.
 
(g)
Credit Support Provider.
 
 
BSFP:
Not Applicable
 
 
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 the conflict of law provision thereof, other than New York General Obligations Law Sections 5-1401 and 5-1402.
 
(i)
Non-Petition. BSFP hereby irrevocably and unconditionally agrees that it will not institute against, or join any other person in instituting against or cause any other person to institute against IndyMac ABS, Inc. or Counterparty, any bankruptcy, reorganization, arrangement, insolvency, or similar proceeding under the laws of the United States, or any other jurisdiction for the non-payment of any amount due hereunder or any other reason until the payment in full
 


of the Certificates and the expiration of a period of one year plus ten days (or, if longer, the applicable preference period) following such payment.
 
(j)
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 and shall remain applicable to all other parties circumstances 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.
 
(k)
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.
 
(l)
Waiver of Jury Trial.   Each party to this Agreement respectively waives any right it may have to a trial by jury in respect of any Proceedings relating to this Agreement, any Credit Support Document or any of the transactions contemplated hereby.
 
(m)
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 Set-off set forth in Section 6(e) of the ISDA Form Master Agreement shall not apply for purposes of this Transaction.
 
(n)
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.
 
(o)
Supplemental Interest Trust Trustee Liability Limitations. It is expressly understood and agreed by the parties hereto that (a) this Agreement is executed and delivered by Deutsche Bank National Trust Company (DBNTC), not individually or personally but solely as Supplemental Interest Trust Trustee, in the exercise of the powers and authority conferred and vested in it, (b) each of the representations, undertakings and agreements herein made on the part of the
 


Counterparty is made and intended not as personal representations, undertakings and agreements by DBNTC but is made and intended for the purpose of binding only the Counterparty, (c) 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 the parties hereto and (d) under no circumstances shall DBNTC be personally liable for the payment of any indebtedness or expenses of the Counterparty or be liable for the breach or failure of any obligation, representation, warranty or covenant made or undertaken by the Counterparty under this Agreement or any other related documents.
 
8) "Affiliate" BSFP and Counterparty shall be deemed to not have any Affiliates for purposes of this Agreement, including for purposes of Section 6(b)(ii).
 
9) 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. (i) 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 and (ii) it has consulted with its own legal, regulatory, tax, business, investment, financial and accounting advisors to the extent it has deemed necessary, and it has made its own investment, hedging and trading decisions based upon its own judgement and upon any advice from such advisors as it has deemed necessary and not upon any view expressed by the other party.
 
(2) Evaluation and Understanding.
 
(i) It has the capacity to evaluate (internally or through independent professional advice) the Transaction and has made its own decision to enter into the Transaction; and
 
(ii) It understands the terms, conditions and risks of the Transaction and is willing and able to accept those terms and conditions and to assume those risks, financially and otherwise.
 
(3) Purpose. It is entering into the Transaction for the purposes of managing its borrowings or investments, hedging its underlying assets or liabilities or in connection with a line of business.
 


 
(4) Status of Parties. The other party is not acting as agent, fiduciary or advisor for it in respect of the Transaction.
 
(5) Eligible Contract Participant. it constitutes an "eligible contract participant" as such term is defined in Section 1(a)12 of the Commodity Exchange Act, as amended.”
 
10) 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.
 
11) Additional Termination Events. Additional Termination Events will apply. The occurrence of the following shall constitute an Additional Termination Event:
 
(i)        If a Rating Agency Downgrade has occurred and BSFP has not, within the 30 day time period specified therein, complied with paragraph (12) 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 Additional Termination Event.
 
(ii)      If, due to insufficient funds in the accounts that the Trustee is holding, the Class A Certificates cannot be paid, or the Trustee fails or admits in writing its inability to pay the 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.
 
(iii)     If, at any time, the NIM Insurer, if any, or the Servicer purchases the Mortgage Loans pursuant to Section 9.01of the Pooling and Servicing Agreement, then an Additional Termination Event shall have occurred with respect to Counterpartywith Counterpartyas the sole Affected Party with respect to such Additional Termination Event. Notwithstanding the provisions of section 6(b)(iv) of the ISDA Form Master Agreement, either BSFP or Counterparty may designate an Early Termination Date (provided that such date shall not be prior to the final Distribution Date under the Pooling and Servicing Agreement) in respect of this Additional Termination Event.
 
(iv)     If BSFP fails to comply with the terms of the Reg AB Agreement (as defined in paragraph 15 below) and BSFP has not, within 10 Business Days after such failure, complied with any of the provisions set forth in the Reg AB Agreement, then an Additional Termination Event shall have occurred with respect to BSFP and BSFP shall be the sole Affected Party with respect to such Additional Termination Event.
 
12) 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 Ratings 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 and Fitch Ratings Ltd. (“Fitch”), the “Swap Rating Agencies”, and such rating thresholds, “Approved Rating Thresholds”), then within 30 days after such rating withdrawal or downgrade, BSFP shall, at its own expense and subject to the Rating Agency Condition, either (i) seek 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) obtain a guaranty of, or a contingent agreement of another person with the Approved Rating Thresholds, to honor, BSFP’s obligations under this Agreement. 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 Certificatesand 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.
 
13) BSFP hereby agrees that, unless notified in writing by Counterpartyof other payment instructions, any and all amounts payable by BSFP to Counterparty under this Agreement shall be paid to Counterparty at the account specified in Section 5.
 
14) No transfer, amendment, waiver, supplement, assignment or other modification of this Transaction shall be permitted by either party unless (i) each of S&P, Fitch and Moody’s has been provided notice of the same, and (ii) each of S&P, Fitch and Moody’s confirms in writing (including by facsimile transmission) that it will not downgrade, qualify, withdraw or otherwise modify its then-current rating of the Certificates.
15) Compliance with Regulation AB. IndyMac Bank, F.S.B., a federal savings bank, IndyMac MBS, Inc., a Delaware corporation, IndyMac ABS, Inc. a Delaware corporation and BSFP have entered into the Regulation AB Agreement, dated as of March 14, 2006 (the “Reg AB Agreement”).
 
16) BSFP will provide upon request, without charge, to each person to whom the prospectus supplement relating to the Certificates is delivered, a copy of (i) the ratings analysis from each of S&P and Moody’s evidencing their respective ratings of BSFP or (ii) the most recent audited annual financial statements of BSFP.
 
17) 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 4.02 of the Pooling and Servicing Agreement and BSFP’s right to receive payment of such amounts shall be subject to Section 4.02 of the Pooling and Servicing Agreement.
 
(18) 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 Supplemental Interest Trust and the proceeds thereof, in accordance with the terms of the Pooling and Servicing Agreement. In the event that the Supplemental Interest Trust and proceeds thereof should be insufficient to satisfy all claims outstanding and following the realization of
 


the Supplemental Interest Trust and the proceeds thereof, all as provided in the Pooling and Servicing Agreement, any claims against or obligations of Counterparty under the ISDA Form Master Agreement or any confirmation thereunder still outstanding shall be extinguished and thereafter not revive. Counterparty shall not have liability for any failure or delay in making a payment hereunder to BSFP due to any failure or delay in receiving amounts in the Supplemental Interest Trust from the Trust created pursuant to 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 OR ANY TRANSACTION COVERED HEREBY.
 
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 National Trust Company
ABA # 021001033
Account # 01419663
Account Name: NYLTD Funds Control/Stars West
Ref: IndyMac INABC 2006-B
 
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.
 
Very truly yours,
 
BEAR STEARNS FINANCIAL PRODUCTS INC.
 
 
By: ________________________________
Name:
 
 
Title:
 
 
 
AGREED AND ACCEPTED:
By: 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 IndyMac Bank Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B
 
 
By: ________________________________
Name:
Title:
 
lm
 


 
SCHEDULE I
(where for the purposes of (i) determining Floating Amounts, all such dates subject to
adjustment in accordance with the Business Day Convention and (ii) determining Fixed Amounts,
all such dates subject to No Adjustment.)
 
From and including
To but excluding
Notional Amount
(USD)
Effective Date
5/25/2006
2,703,573.78
5/25/2006
6/25/2006
2,623,565.18
6/25/2006
7/25/2006
2,545,903.80
7/25/2006
8/25/2006
2,470,519.19
8/25/2006
9/25/2006
2,397,347.08
9/25/2006
10/25/2006
2,326,319.73
10/25/2006
11/25/2006
2,257,376.76
11/25/2006
12/25/2006
2,190,456.72
12/25/2006
1/25/2007
2,125,498.32
1/25/2007
2/25/2007
2,062,446.38
2/25/2007
3/25/2007
2,001,243.47
3/25/2007
4/25/2007
1,941,837.04
4/25/2007
5/25/2007
1,884,172.33
5/25/2007
6/25/2007
1,828,199.43
6/25/2007
7/25/2007
1,773,868.57
7/25/2007
8/25/2007
1,721,132.49
8/25/2007
9/25/2007
1,669,942.84
9/25/2007
10/25/2007
1,620,254.95
10/25/2007
11/25/2007
1,572,025.45
11/25/2007
12/25/2007
1,525,211.09
12/25/2007
1/25/2008
1,479,771.07
1/25/2008
2/25/2008
1,435,663.52
2/25/2008
3/25/2008
1,355,528.99
3/25/2008
4/25/2008
872,378.91
4/25/2008
5/25/2008
748,041.91
5/25/2008
6/25/2008
646,818.72
6/25/2008
7/25/2008
578,292.16
7/25/2008
8/25/2008
524,886.35
8/25/2008
9/25/2008
481,598.01
9/25/2008
10/25/2008
446,063.97
10/25/2008
11/25/2008
416,626.41
11/25/2008
12/25/2008
392,022.30
12/25/2008
1/25/2009
371,311.32
1/25/2009
2/25/2009
351,717.01
 
 


 
 
2/25/2009
3/25/2009
333,181.97
3/25/2009
4/25/2009
313,383.24
4/25/2009
5/25/2009
295,415.08
5/25/2009
6/25/2009
278,955.18
6/25/2009
7/25/2009
264,488.08
7/25/2009
8/25/2009
251,220.95
8/25/2009
9/25/2009
238,606.75
9/25/2009
10/25/2009
226,622.05
10/25/2009
11/25/2009
215,261.86
11/25/2009
12/25/2009
204,492.67
12/25/2009
1/25/2010
194,285.16
1/25/2010
2/25/2010
184,610.05
2/25/2010
3/25/2010
175,438.88
3/25/2010
4/25/2010
166,744.56
4/25/2010
5/25/2010
158,503.70
5/25/2010
6/25/2010
150,691.05
6/25/2010
7/25/2010
143,284.98
7/25/2010
8/25/2010
136,264.31
8/25/2010
9/25/2010
129,607.58
9/25/2010
10/25/2010
123,296.31
10/25/2010
11/25/2010
117,312.64
11/25/2010
12/25/2010
111,638.66
12/25/2010
1/25/2011
106,258.94
1/25/2011
2/25/2011
101,157.14
2/25/2011
Termination Date
96,319.33
 
 
 



 
EXHIBIT L

RULE 144A LETTER
 
____________, 20__


IndyMac ABS, Inc.
155 North Lake Avenue
Pasadena, California 91101

Deutsche Bank National Trust Company
1761 East St. Andrew Place
Santa Ana, California 92705-4934
Attention: : [___________]
Series INABS 2006-B

 
Re:
Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B,
Class [_]         

Ladies and Gentlemen:

In connection with our acquisition of the above Certificates we certify that (a) we understand that the Certificates are not being registered under the Securities Act of 1933, as amended (the “Act”), or any state securities laws and are being transferred to us in a transaction that is exempt from the registration requirements of the Act and any such laws, (b) we have such knowledge and experience in financial and business matters that we are capable of evaluating the merits and risks of investments in the Certificates, (c) we have had the opportunity to ask questions of and receive answers from the Depositor concerning the purchase of the Certificates and all matters relating thereto or any additional information deemed necessary to our decision to purchase the Certificates, (d) (i) we are not an employee benefit plan that is subject to the Employee Retirement Income Security Act of 1974, as amended, or a plan or arrangement that is subject to Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we acting on behalf of any such plan or arrangement or using the assets of any such plan or arrangement to effect such acquisition, (ii) we are purchasing a Certificate that is not a Class C, Class R or Class R-X Certificate and has been the subject of an ERISA-Qualifying Underwriting and we are an insurance company that is purchasing such Certificates with funds contained in an “insurance company general account” (as such term is defined in Section V(e) of Prohibited Transaction Class Exemption 95-60 (“PTCE 95-60”)) and that the purchase and holding of such Certificates satisfy the requirements for exemptive relief under Sections I and III of PTCE 95-60, or (e) we have not, nor has anyone acting on our behalf offered, transferred, pledged, sold or otherwise disposed of the Certificates, any interest in the Certificates or any other similar security to, or solicited any offer to buy or accept a transfer, pledge or other disposition of the Certificates, any interest in the Certificates or any other similar security from, or otherwise approached or negotiated with respect to the Certificates, any interest in the Certificates or any other similar security with, any person in any manner, or made any general solicitation by means of general advertising or in any other manner, or taken any other action, that would constitute a distribution of the Certificates under the Act or that would render the disposition of the Certificates a violation of Section 5 of the Act or require registration pursuant thereto, nor will act, nor has authorized or will authorize any person to act, in such manner with respect to the Certificates, (f) to the extent that the Certificate transferred is a Class C Certificate, we are a bankruptcy-remote entity and (g) we are a “qualified institutional buyer” as that term is defined in Rule 144A under the Act and have completed either of the forms of certification to that effect attached hereto as Annex 1 or Annex 2. We are aware that the sale to us is being made in reliance on Rule 144A. We are acquiring the Certificates for our own account or for resale pursuant to Rule 144A and further, understand that such Certificates may be resold, pledged or transferred only (i) to a person reasonably believed to be a qualified institutional buyer that purchases for its own account or for the account of a qualified institutional buyer to whom notice is given that the resale, pledge or transfer is being made in reliance on Rule 144A, or (ii) pursuant to another exemption from registration under the Act.
 



Annex 1 to Exhibit L
 
Qualified Institutional Buyer Status Under SEC Rule 144A
 
[For Transferees Other Than Registered Investment Companies]
 
The undersigned (the “Buyer”) hereby certifies as follows to the parties listed in the Rule 144A Transferee Certificate to which this certification relates with respect to the Certificates described therein:
 
1. As indicated below, the undersigned is the President, Chief Financial Officer, Senior Vice President or other executive officer of the Buyer.
 
2. In connection with purchases by the Buyer, the Buyer is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933, as amended (“Rule 144A”) because (i) the Buyer owned or invested on a discretionary basis $____________1  in securities (except for the excluded securities referred to below) as of the end of the Buyer’s most recent fiscal year (such amount being calculated in accordance with Rule 144A and (ii) the Buyer satisfies the criteria in the category marked below.
 
___ Corporation, etc. The Buyer is a corporation (other than a bank, savings and loan association or similar institution), Massachusetts or similar business trust, partnership, or charitable organization described in Section 501(c)(3) of the Internal Revenue Code of 1986, as amended.
 
___ Bank. The Buyer (a) is a national bank or banking institution organized under the laws of any State, territory or the District of Columbia, the business of which is substantially confined to banking and is supervised by the State or territorial banking commission or similar official or is a foreign bank or equivalent institution, and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statements, a copy of which is attached hereto.
 
___ Savings and Loan. The Buyer (a) is a savings and loan association, building and loan association, cooperative bank, homestead association or similar institution, that is supervised and examined by a State or Federal authority having supervision over any such institutions or is a foreign savings and loan association or equivalent institution and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statements, a copy of which is attached hereto.
 
___ Broker-dealer. The Buyer is a dealer registered pursuant to Section 15 of the Securities Exchange Act of 1934, as amended.
 
___ Insurance Company. The Buyer is an insurance company whose primary and predominant business activity is the writing of insurance or the reinsuring of risks underwritten by insurance companies and that is subject to supervision by the insurance commissioner or a similar official or agency of a State, territory or the District of Columbia.
 
___ State or Local Plan. The Buyer is a plan established and maintained by a State, its political subdivisions, or any agency or instrumentality of the State or its political subdivisions, for the benefit of its employees.
 
___ ERISA Plan. The Buyer is an employee benefit plan within the meaning of Title I of the Employee Retirement Income Security Act of 1974, as amended.
 
___ Investment Advisor. The Buyer is an investment advisor registered under the Investment Advisors Act of 1940, as amended.
 
___ Small Business Investment Company. Buyer is a small business investment company licensed by the U.S. Small Business Administration under Section 301(c) or (d) of the Small Business Investment Act of 1958.
 
___ Business Development Company. Buyer is a business development company as defined in Section 202(a)(22) of the Investment Advisors Act of 1940, as amended.
 
3. The term “securities” as used herein does not include (i) securities of issuers that are affiliated with the Buyer, (ii) securities that are part of an unsold allotment to or subscription by the Buyer, if the Buyer is a dealer, (iii) securities issued or guaranteed by the U.S. or any instrumentality thereof, (iv) bank deposit notes and certificates of deposit, (v) loan participations, (vi) repurchase agreements, (vii) securities owned but subject to a repurchase agreement and (viii) currency, interest rate and commodity swaps.
 
4. For purposes of determining the aggregate amount of securities owned or invested on a discretionary basis by the Buyer, the Buyer used the cost of such securities to the Buyer and did not include any of the securities referred to in the preceding paragraph, except (i) where the Buyer reports its securities holdings in its financial statements on the basis of their market value and (ii) no current information with respect to the cost of those securities has been published. If clause (ii) in the preceding sentence applies, the securities may be valued at market. Further, in determining such aggregate amount, the Buyer may have included securities owned by subsidiaries of the Buyer, but only if such subsidiaries are consolidated with the Buyer in its financial statements prepared in accordance with generally accepted accounting principles and if the investments of such subsidiaries are managed under the Buyer’s direction. However, such securities were not included if the Buyer is a majority-owned, consolidated subsidiary of another enterprise and the Buyer is not itself a reporting company under the Securities Exchange Act of 1934, as amended.
 
5. The Buyer acknowledges that it is familiar with Rule 144A and understands that the seller to it and other parties related to the Certificates are relying and will continue to rely on the statements made herein because one or more sales to the Buyer may be in reliance on Rule 144A.
 
6. Until the date of purchase of the Rule 144A Securities, the Buyer will notify each of the parties to which this certification is made of any changes in the information and conclusions herein. Until such notice is given, the Buyer’s purchase of the Certificates will constitute a reaffirmation of this certification as of the date of such purchase. In addition, if the Buyer is a bank or savings and loan is provided above, the Buyer agrees that it will furnish to such parties updated annual financial statements promptly after they become available.
 
               
             
Print Name of Transferee
                 

 
             
By:
 
             
Name:
 
             
Title:
 
                 
             
Date:
 
 
 
 



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

 



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

 
               
             
Print Name of Buyer or Advisor
                 

 
             
By:
 
             
Name:
 
             
Title:
 


If an Adviser:

               
             
Print Name of Buyer
                 
                 
             
Date:
 
 
 
 


EXHIBIT M


FORM OF REQUEST FOR RELEASE
 
(for Trustee)
 
IndyMac ABS, Inc.,
 
Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B
 
Home Equity Mortgage Loan Asset-Backed Certificates,
 
Series INABS 2006-B
 

Loan Information
 
Name of Mortgagor
   
Servicer
Loan No.:
   
Trustee
 
Name:
   
Address:
   
     
     
Trustee
Mortgage File No.:
   

The undersigned Servicer hereby acknowledges that it has received from Deutsche Bank National Trust Company, as Trustee for the Holders of Home Equity Mortgage Loan Asset-Backed Certificates, of the above-referenced Series, 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 (the “Pooling and Servicing Agreement”) relating to the above-referenced Series among the Trustee, IndyMac Bank, F.S.B., as Seller and Servicer and IndyMac ABS, Inc., as Depositor.
 
(__)
Mortgage Note dated ____________, ____, 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 knowingly 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 Certificate 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.
 
             
IndyMac Bank, F.S.B.
                           
                           
             
By:
 
                 
             
Its:
 

 
Date: ________________
 
 



EXHIBIT N


FORM OF REQUEST FOR RELEASE OF DOCUMENTS
 
To:
Deutsche Bank National Trust Company, Attn: [____________]

Re:
The Pooling & Servicing Agreement dated as of March 1, 2006 among IndyMac Bank, F.S.B., as Seller and Servicer, IndyMac ABS, Inc., as Depositor, and Deutsche Bank National Trust Company as Trustee and Supplemental Interest Trust Trustee

Ladies and Gentlemen:

In connection with the administration of the Mortgage Loans held by you as Trustee for IndyMac ABS, Inc., we request the release of the Mortgage Loan File for the Mortgage Loans described below, for the reason indicated.
 
FT Account #:  Pool #:

Mortgagor’s Name, Address and Zip Code:

Mortgage Loan Number:

Reason for Requesting Documents (check one)

_______1. Mortgage Loan paid in full (IndyMac hereby certifies that all amounts have been received.)

_______2. Mortgage Loan Liquidated (IndyMac hereby certifies that all proceeds of foreclosure, insurance, or other liquidation have been finally received.)

_______3. Mortgage Loan in Foreclosure.

_______4. Other (explain): ____________________________________

If item 1 or 2 above is checked, and if all or part of the Mortgage File was previously released to us, please release to us our previous receipt on file with you, as well as an additional documents in your possession relating to the above-specified Mortgage Loan. If item 3 or 4 is checked, upon return of all of the above documents to you as Trustee, please acknowledge your receipt by signing in the space indicated below, and returning this form.
 

IndyMac Bank, F.S.B.
888 East Walnut Street
Pasadena, California 91101

By:
   
Name:
   
Title:
   
     
Date:
   


Trustee Consent to Release and
Acknowledgment of Receipt

By:
   
Name:
   
Title:
   
     
Date:
   





 

 
EXHIBIT O-1
 
 
FORM OF CERTIFICATION TO BE PROVIDED BY THE DEPOSITOR WITH FORM 10-K
 
Re: IndyMac ABS Inc.
Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B

I, [identify the certifying individual], certify that:
 
1. I have reviewed this annual report on Form 10-K and all reports on Form 10-D required to be filed in respect of the period covered by this report on Form 10-K of Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B (the “Exchange Act Periodic Reports”);
 
2. Based on my knowledge, the Exchange Act Periodic 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 with respect to the period covered by this report;
 
3. Based on my knowledge, the distribution, servicing and other information required to be provided under Form 10-D for the period covered by this report is included in the Exchange Act Periodic Reports;
 
4. Based on my knowledge and the servicer compliance statement(s) required in this report under Item 1123 of Regulation AB and except as disclosed in the Exchange Act Periodic Reports, the servicer(s) [has/have] fulfilled [its/their] obligations under the servicing agreement(s) in all material respects; and;
 
5. All of the reports on assessment of compliance with servicing criteria for asset-backed securities and their related attestation reports on assessment of compliance with servicing criteria for asset-backed securities required to be included in this report in accordance with Item 1122 of Regulation AB and Exchange Act Rules 13a-18 and 15d-18 have been included as an exhibit to this report, except as otherwise disclosed in this report. Any material instances of noncompliance described in such reports have been disclosed in this report on Form 10-K.
 
In giving the certifications above, I have reasonably relied on information provided to me by the following unaffiliated parties: Deutsche Bank National Trust Company.
 

 
Date: __________________
 
   
 
[Signature]
[Title]

 





EXHIBIT O-2


 
TRUSTEE’S OFFICER’S CERTIFICATE
 

I, ____________________, a duly elected and acting officer of Deutsche Bank National Trust Company (the “Trustee”) hereby certify as follows:

Reference is hereby made to the Pooling and Servicing Agreement dated as of March 1, 2006 (the “Pooling Agreement”) by and among IndyMac Bank, F.S.B., as seller and servicer,
IndyMac ABS, Inc., as depositor and Deutsche Bank National Trust Company, as trustee and supplemental interest trustee, pursuant to which was created the Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B (the “Trust”). Capitalized terms used herein but not defined shall have the meanings assigned to them in the Pooling Agreement.

1. I am an authorized officer of the Trustee and I have reviewed this annual report on Form 10-K and all reports on Form 10-D required to be filed in respect of the period covered by this report on Form 10-K of Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B (the “Exchange Act Periodic Reports”);
 
2. For purposes of this certificate, “Relevant Information” means the information in the report on assessment of the Trustee’s compliance with the servicing criteria set forth in Item 1122(d) of Reg AB (the “Servicing Assessment”), the registered public accounting firm’s attestation provided in accordance with Rules 13a-18 and 15d-18 under the Exchange Act and Section 1122(b) of Reg AB ( the “Attestation Report”) applicable to the Trustee and the Monthly Statements (excluding information provided, or based on information provided, by the Servicer or any servicer) and those items in Exhibit S attached to the Pooling and Servicing Agreement which indicate the 4.03 statement or the Trustee as the responsible party during the Relevant Year. Based on my knowledge, the Relevant Information, 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 with respect to the period covered by this 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 the Monthly Statements.
 
4. I am responsible for reviewing the activities performed by the Trustee, as servicer under the Pooling Agreement during the Relevant Year. Based upon the review required by the Pooling Agreement and except as disclosed in the Servicing Assessment or Attestation Report, to the best of my knowledge, the Trustee has fulfilled its obligations under the Pooling Agreement throughout the Relevant Year. Relevant Year shall mean 200__.

DATED as of _____________, 200____.
 
By: ___________________________
Name: _________________________
Title: __________________________
 
 

 
EXHIBIT P

FORM OF ADDITION NOTICE

__________, 2006

Deutsche Bank National Trust Company
1761 East St. Andrew Place
Santa Ana, California 92705-4934

[S&P]
[Moody’s]
[Fitch]

Re: Pooling and Servicing Agreement, dated as of March 1, 2006, among IndyMac ABS, Inc., IndyMac Bank, F.S.B. and Deutsche Bank National Trust Company, relating to IndyMac ABS, Inc., Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B  

Ladies and Gentlemen:

Pursuant to Section 2.07 of the referenced Pooling and Servicing Agreement, IndyMac ABS, Inc. has designated Subsequent Mortgage Loans to be sold to the Trust Fund on __________, 2006 with an aggregate principal balance of $__________ as of __________, 2006. Capitalized terms not otherwise defined herein have the meaning set forth in the Pooling and Servicing Agreement.
 

Please acknowledge your receipt of this notice by countersigning the enclosed copy in the space indicated below and returning it to the attention of the undersigned.
 

 


                           
             
Very truly yours,
                           
                           
             
INDYMAC ABS, INC.
                           
                 
             
By:
 
             
Name:
 
             
Title:
 



Acknowledged and Agreed:

DEUTSCHE BANK NATIONAL TRUST
COMPANY, as Trustee

By:
   
Name:
   
Title:
   


By:
   
Name:
   
Title:
   






 
EXHIBIT Q


FORM OF SUBSEQUENT TRANSFER INSTRUMENT

Pursuant to this Subsequent Transfer Instrument, dated _________, 2006 (the “Instrument”), among IndyMac ABS, Inc. (the “Depositor”), IndyMac Bank, F.S.B. (the “Seller”) and Deutsche Bank National Trust Company (the “Trustee”), and pursuant to the Pooling and Servicing Agreement, dated as of March 1, 2006 (the “Pooling and Servicing Agreement”), among the Depositor as depositor, the Seller as Servicer (in such capacity, the “Servicer”) and the Trustee as trustee and Supplemental Interest Trust Trustee of the IndyMac ABS, Inc., Home Equity Mortgage Loan Asset-Backed Certificates, Series INABS 2006-B, the Seller and Depositor agree to the sale by the Seller and the purchase by the Depositor, and the Depositor and Trustee agree to the sale by the Depositor and the purchase by the Trustee, on behalf of the Trust Fund, of the Mortgage Loans listed on the attached Schedule of Subsequent Mortgage Loans (the “Subsequent Mortgage Loans”).
 
Capitalized terms used but not otherwise defined herein shall have the meanings set forth in the Pooling and Servicing Agreement.
 
Section 1. Conveyance of Subsequent Mortgage Loans.

(a) The Seller does hereby sell, transfer, assign, set over and convey to the Depositor, without recourse, and the Depositor does hereby sell, transfer, assign, set over and convey to the Trustee on behalf of the Trust Fund, without recourse, all of its right, title and interest in and to the Subsequent Mortgage Loans, including all amounts due on the Subsequent Mortgage Loans after the related Subsequent Cut-off Date, and all items with respect to the Subsequent Mortgage Loans to be delivered pursuant to Section 2.01 of the Pooling and Servicing Agreement; provided, however, that the Seller reserves and retains all right, title and interest in and to amounts due on the Subsequent Mortgage Loans on or prior to the related Subsequent Cut-off Date. The Seller and the Depositor, contemporaneously with the delivery of this Instrument, have delivered or caused to be delivered to the Depositor and the Trustee, respectively, each applicable item set forth in Section 2.01 of the Pooling and Servicing Agreement. The transfer to the Depositor by the Seller of the Subsequent Mortgage Loans identified on the attached Schedule of Subsequent Mortgage Loans shall be absolute and is intended by the Seller to constitute and to be treated as a sale by the Seller to the Depositor. The transfer to the Trustee by the Depositor of the Subsequent Mortgage Loans identified on the attached Schedule of Subsequent Mortgage Loans shall be absolute and is intended by the Depositor, the Servicer, the Trustee and the Certificateholders to constitute and to be treated as a sale by the Depositor to the Trust Fund.
 
(b) Reserved.
 
(c) Additional terms of the sale are set forth on Attachment A hereto.
 

Section 2. Representations and Warranties; Conditions Precedent.
 
(a) Each of the Seller and the Depositor hereby confirms that each of the applicable conditions precedent and applicable representations and warranties set forth in Section 2.07 of the Pooling and Servicing Agreement are satisfied as of the date hereof.
 
(b) All terms and conditions of the Pooling and Servicing Agreement are hereby ratified and confirmed; provided, however, that in the event of any conflict, the provisions of this Instrument shall control over the conflicting provisions of the Pooling and Servicing Agreement.
 
Section 3. Recordation of Instrument.
 
To the extent permitted by applicable law, this Instrument, or a memorandum thereof if permitted under applicable law, is subject to recordation in all appropriate public offices for real property records in all of 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 Certificateholders' expense on direction of the related Certificateholders, but only when accompanied by an Opinion of Counsel to the effect that such recordation materially and beneficially affects the interests of the Certificateholders or is necessary for the administration or servicing of the Mortgage Loans.
 
Section 4. Governing Law.
 
This Instrument 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 giving effect to principles of conflicts of law.
 
Section 5. Counterparts.
 
This Instrument may be executed in one or more counterparts and by the different parties hereto on separate counterparts, each of which, when so executed, shall be deemed to be an original; such counterparts, together, shall constitute one and the same instrument.
 
Section 6. Successors and Assigns.
 
This Instrument shall inure to the benefit of and be binding upon the Seller, the Depositor, the Trustee and their respective successors and assigns.
 

 

             
INDYMAC ABS, INC.,
as Depositor
                           
                           
             
By:
 
             
Name:
 
             
Title:
 

 
             
INDYMAC BANK, F.S.B.,
as Seller
                           
                           
             
By:
 
             
Name:
 
             
Title:
 

 
             
DEUTSCHE BANK NATIONAL TRUST
COMPANY,
as Trustee
                           
                           
             
By:
 
             
Name:
 
             
Title:
 

 
             
By:
 
             
Name:
 
             
Title:
 

 

 

 
 
ATTACHMENTS
 

 
A. Additional terms of sale.
 
B. Schedule of Subsequent Mortgage Loans.
 

 


 
ATTACHMENT A
 
 
ADDITIONAL TERMS OF SALE
 
(ii)  General
 
(a)    Subsequent Cut-off Date: __________, 2006
 
(b)    Subsequent Transfer Date: __________, 2006
 
  (c)    Aggregate Principal Balance of the Subsequent Mortgage Loans as of the Subsequent Cut-off Date: $__________
 
(d)   Purchase Price: [100.00]%
 
(ii) The obligation of the Trust Fund to purchase a Subsequent Mortgage Loan on any Subsequent Transfer Date is subject to the satisfaction of the conditions set forth in the immediately preceding paragraph and the accuracy of the following representations and warranties with respect to each such Subsequent Mortgage Loan determined as of the applicable Subsequent Cut-off Date: (i) such Mortgage Loan may not be 30 or more days delinquent as of the related Cut-off Date; provided, however that such Mortgage Loan may have a first payment date occurring on or after the Cut-off Date and, therefore, such Mortgage Loan could not have been delinquent as of such Cut-off Date; (ii) the remaining term to stated maturity of such Mortgage Loan will not be less than 170 and will not exceed 360 months from its first payment date; (iii) such Mortgage Loan will not provide for negative amortization; (iv) such Mortgage Loan will not have a Loan-to-Value Ratio greater than 100%; (v) such Mortgage Loans will have, as of the related Cut-off Date, a weighted average age since origination not in excess of two months; (vi) such Mortgage Loan will not have a Mortgage Rate less than 5.0% or greater than 14.0%; (vii) such Mortgage Loan will have been serviced by the servicer since origination or purchase by the seller in accordance with its standard servicing practices; (viii) such Mortgage Loan will have a first payment date occurring on or before June 1, 2006; (ix) such Mortgage Loan will have a principal balance no greater than $1,000,000; and (x) such Mortgage Loan will have been underwritten in accordance with the criteria set forth under “The Mortgage Pool-Underwriting Standards” in the Prospectus Supplement.
 

(iii) Following the purchase of any Subsequent Mortgage Loan by the Trust Fund to be included in Loan Group I, the Mortgage Loans in Loan Group I (including the related Subsequent Mortgage Loans) will as of the related Cut-off Date subject to a variance of plus or minus 5%: (i) have an original term to stated maturity of not more than 360 months from the first payment date thereon; (ii) have a Mortgage Rate of not less than 5.125% and not more than 13.500%; (iii) have a weighted average Loan-to-Value Ratio of approximately 81.94%; (iv) have no Mortgage Loan with a principal balance in excess of $554,499; (v) will consist of Mortgage Loans with Prepayment Charges representing no less than approximately 59.49% of the Mortgage Loans in Loan Group I; (vi) with respect to the adjustable-rate mortgage loans in loan group I, have a weighted average gross Margin of approximately 5.565%; and (vii) have a weighted average FICO Score of approximately 610; in each case measured by the aggregate Stated Principal Balance of the Mortgage Loans in Loan Group I as of the related Cut-off Date applicable to each Mortgage Loan. For purposes of the calculations described in this paragraph, percentages of the Mortgage Loans in Loan Group I will be based on the principal balance of the Closing Date Mortgage Loans and Subsequent Mortgage Loans in Loan Group I as of their respective Cut-off Dates.
 

(iv) Following the purchase of any Subsequent Mortgage Loan by the Trust Fund to be included in Loan Group II, the Mortgage Loans in Loan Group II (including the related Subsequent Mortgage Loans) will as of the related Subsequent Cut-off Date: (i) have an original term to stated maturity of not more than 360 months from the first payment date thereon; (ii) have a Mortgage Rate of not less than 5.250% and not more than 13.250%; (iii) have a weighted average Loan-to-Value Ratio of approximately 76.70%; (iv) have no Mortgage Loan with a principal balance in excess of $750,000; (v) will consist of Mortgage Loans with Prepayment Charges representing no less than approximately 66.55% of the Mortgage Loans in Loan Group II; (vi) with respect to the adjustable-rate Mortgage Loans in Loan Group II, have a weighted average gross Margin of approximately 5.340%; and (vii) have a weighted average FICO Score of approximately 619; in each case measured by aggregate principal balance of the Mortgage Loans in Loan Group II as of the Cut-off Date or Subsequent Cut-off Date applicable to each Mortgage Loan. For purposes of the calculations described in this paragraph, percentages of the Mortgage Loans in Loan Group II will be based on the principal balance of the Closing Date Mortgage Loans in Loan Group II as of the Cut-off Date and the principal balance of the Subsequent Mortgage Loans in Loan Group II as of the related Subsequent Cut-off Date.



 


 
ATTACHMENT B
 
 
SCHEDULE OF SUBSEQUENT MORTGAGE LOANS
 
 
Available Upon Request
 






EXHIBIT R

SERVICING CRITERIA TO BE ADDRESSED
IN ASSESSMENT OF COMPLIANCE

Key:
X - obligation


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


Reg AB Reference
Servicing Criteria
Servicer
Trustee
Notes
1122(d)(1)(i)
Policies and procedures are instituted to monitor any performance or other triggers and events of default in accordance with the transaction agreements.
X
X
 
1122(d)(1)(ii)
If any material servicing activities are outsourced to third parties, policies and procedures are instituted to monitor the third party’s performance and compliance with such servicing activities.
X
X
 
1122(d)(1)(iii)
Any requirements in the transaction agreements to maintain a back-up servicer for the Pool Assets are maintained.
   
NA
1122(d)(1)(iv)
A fidelity bond and errors and omissions policy is in effect on the party participating in the servicing function throughout the reporting period in the amount of coverage required by and otherwise in accordance with the terms of the transaction agreements.
X
   


Reg AB Reference
Servicing Criteria
Primary Servicer
Trustee
Notes
1122(d)(2)(i)
Payments on pool assets are deposited into the appropriate custodial bank accounts and related bank clearing accounts no more than two business days following receipt, or such other number of days specified in the transaction agreements.
X
X
 
1122(d)(2)(ii)
Disbursements made via wire transfer on behalf of an obligor or to an investor are made only by authorized personnel.
X
X
 
1122(d)(2)(iii)
Advances of funds or guarantees regarding collections, cash flows or distributions, and any interest or other fees charged for such advances, are made, reviewed and approved as specified in the transaction agreements.
X
   
1122(d)(2)(iv)
The related accounts for the transaction, such as cash reserve accounts or accounts established as a form of over collateralization, are separately maintained (e.g., with respect to commingling of cash) as set forth in the transaction agreements.
X
X
 
1122(d)(2)(v)
Each custodial account is maintained at a federally insured depository institution as set forth in the transaction agreements. For purposes of this criterion, “federally insured depository institution” with respect to a foreign financial institution means a foreign financial institution that meets the requirements of Rule 13k-1(b)(1) of the Securities Exchange Act.
X
X
 
1122(d)(2)(vi)
Unissued checks are safeguarded so as to prevent unauthorized access.
X
   
1122(d)(2)(vii)
Reconciliations are prepared on a monthly basis for all asset-backed securities related bank accounts, including custodial accounts and related bank clearing accounts. These reconciliations are (A) mathematically accurate; (B) prepared within 30 calendar days after the bank statement cutoff date, or such other number of days specified in the transaction agreements; (C) reviewed and approved by someone other than the person who prepared the reconciliation; and (D) contain explanations for reconciling items. These reconciling items are resolved within 90 calendar days of their original identification, or such other number of days specified in the transaction agreements.
X
X
 



Reg AB Reference
Servicing Criteria
Servicer
Trustee
Notes
1122(d)(3)(i)
Reports to investors, including those to be filed with the Commission, are maintained in accordance with the transaction agreements and applicable Commission requirements. Specifically, such reports (A) are prepared in accordance with timeframes and other terms set forth in the transaction agreements; (B) provide information calculated in accordance with the terms specified in the transaction agreements; (C) are filed with the Commission as required by its rules and regulations; and (D) agree with investors’ or the trustee’s records as to the total unpaid principal balance and number of Pool Assets serviced by the Servicer.
X
X
 
1122(d)(3)(ii)
Amounts due to investors are allocated and remitted in accordance with timeframes, distribution priority and other terms set forth in the transaction agreements.
X
X
 
1122(d)(3)(iii)
Disbursements made to an investor are posted within two business days to the Servicer’s investor records, or such other number of days specified in the transaction agreements.
X
X
 
1122(d)(3)(iv)
Amounts remitted to investors per the investor reports agree with cancelled checks, or other form of payment, or custodial bank statements.
X
X
 


Reg AB Reference
Servicing Criteria
Servicer
Trustee
Notes
1122(d)(4)(i)
Collateral or security on pool assets is maintained as required by the transaction agreements or related pool asset documents.
X
X
 
1122(d)(4)(ii)
Pool assets and related documents are safeguarded as required by the transaction agreements.
X
X
 
1122(d)(4)(iii)
Any additions, removals or substitutions to the asset pool are made, reviewed and approved in accordance with any conditions or requirements in the transaction agreements.
X
X
 
1122(d)(4)(iv)
Payments on pool assets, including any payoffs, made in accordance with the related pool asset documents are posted to the Servicer’s obligor records maintained no more than two business days after receipt, or such other number of days specified in the transaction agreements, and allocated to principal, interest or other items (e.g., escrow) in accordance with the related pool asset documents.
X
   
1122(d)(4)(v)
The Servicer’s records regarding the pool assets agree with the Servicer’s records with respect to an obligor’s unpaid principal balance.
X
   
1122(d)(4)(vi)
Changes with respect to the terms or status of an obligor's pool assets (e.g., loan modifications or re-agings) are made, reviewed and approved by authorized personnel in accordance with the transaction agreements and related pool asset documents.
X
   
1122(d)(4)(vii)
Loss mitigation or recovery actions (e.g., forbearance plans, modifications and deeds in lieu of foreclosure, foreclosures and repossessions, as applicable) are initiated, conducted and concluded in accordance with the timeframes or other requirements established by the transaction agreements.
X
   
1122(d)(4)(viii)
Records documenting collection efforts are maintained during the period a pool asset is delinquent in accordance with the transaction agreements. Such records are maintained on at least a monthly basis, or such other period specified in the transaction agreements, and describe the entity’s activities in monitoring delinquent pool assets including, for example, phone calls, letters and payment rescheduling plans in cases where delinquency is deemed temporary (e.g., illness or unemployment).
X
   
1122(d)(4)(ix)
Adjustments to interest rates or rates of return for pool assets with variable rates are computed based on the related pool asset documents.
X
   
         
Reg AB Reference
Servicing Criteria
Servicer
Trustee
Notes
1122(d)(4)(x)
Regarding any funds held in trust for an obligor (such as escrow accounts): (A) such funds are analyzed, in accordance with the obligor’s pool asset documents, on at least an annual basis, or such other period specified in the transaction agreements; (B) interest on such funds is paid, or credited, to obligors in accordance with applicable pool asset documents and state laws; and (C) such funds are returned to the obligor within 30 calendar days of full repayment of the related pool assets, or such other number of days specified in the transaction agreements.
X
   
1122(d)(4)(xi)
Payments made on behalf of an obligor (such as tax or insurance payments) are made on or before the related penalty or expiration dates, as indicated on the appropriate bills or notices for such payments, provided that such support has been received by the servicer at least 30 calendar days prior to these dates, or such other number of days specified in the transaction agreements.
X
   
1122(d)(4)(xii)
Any late payment penalties in connection with any payment to be made on behalf of an obligor are paid from the Servicer’s funds and not charged to the obligor, unless the late payment was due to the obligor’s error or omission.
X
   
1122(d)(4)(xiii)
Disbursements made on behalf of an obligor are posted within two business days to the obligor’s records maintained by the servicer, or such other number of days specified in the transaction agreements.
X
   
1122(d)(4)(xiv)
Delinquencies, charge-offs and uncollectible accounts are recognized and recorded in accordance with the transaction agreements.
X
   
1122(d)(4)(xv)
Any external enhancement or other support, identified in Item 1114(a)(1) through (3) or Item 1115 of Regulation AB, is maintained as set forth in the transaction agreements.
X (with respect to a swap disclosure event)
X
 


EXHIBIT S

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

As to each item described below, the entity indicated as the Responsible Party shall be primarily responsible for reporting the information to the Trustee pursuant to Section 3.24(e). If the Trustee is indicated below as to any item, then the Trustee is primarily responsible for obtaining that information.

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

Form
Item
Description
Responsible Party
10-D
Must be filed within 15 days of the distribution date for the asset-backed securities.
1
Distribution and Pool Performance Information
 
Item 1121(a) - Distribution and Pool Performance Information
 
(1) Any applicable record dates, accrual dates, determination dates for calculating distributions and actual distribution dates for the distribution period.
4.03 statement
(2) Cash flows received and the sources thereof for distributions, fees and expenses.
4.03 statement
(3) Calculated amounts and distribution of the flow of funds for the period itemized by type and priority of payment, including:
4.03 statement
(i) Fees or expenses accrued and paid, with an identification of the general purpose of such fees and the party receiving such fees or expenses.
4.03 statement
(ii) Payments accrued or paid with respect to enhancement or other support identified in Item 1114 of Regulation AB (such as insurance premiums or other enhancement maintenance fees), with an identification of the general purpose of such payments and the party receiving such payments.
4.03 statement
(iii) Principal, interest and other distributions accrued and paid on the asset-backed securities by type and by class or series and any principal or interest shortfalls or carryovers.
4.03 statement
(iv) The amount of excess cash flow or excess spread and the disposition of excess cash flow.
4.03 statement
(4) Beginning and ending principal balances of the asset-backed securities.
4.03 statement
(5) Interest rates applicable to the pool assets and the asset-backed securities, as applicable.
4.03 statement
(6) Beginning and ending balances of transaction accounts, such as reserve accounts, and material account activity during the period.
4.03 statement
(7) Any amounts drawn on any credit enhancement or other support identified in Item 1114 of Regulation AB, as applicable, and the amount of coverage remaining under any such enhancement, if known and applicable.
4.03 statement
(8) Number and amount of pool assets at the beginning and ending of each period, and updated pool composition information, such as weighted average coupon, weighted average life, weighted average remaining term, pool factors and prepayment amounts.
4.03 statement
 
Updated pool composition information fields to be as specified by Depositor from time to time
(9) Delinquency and loss information for the period.
 
In addition, describe any material changes to the information specified in Item 1100(b)(5) of Regulation AB regarding the pool assets.
4.03 statement.
 
 
Form 10-D report: Servicer
(10) Information on the amount, terms and general purpose of any advances made or reimbursed during the period, including the general use of funds advanced and the general source of funds for reimbursements.
4.03 statement
(11) Any material modifications, extensions or waivers to pool asset terms, fees, penalties or payments during the distribution period or that have cumulatively become material over time.
Form 10-D report: Servicer
(12) Material breaches of pool asset representations or warranties or transaction covenants.
Form 10-D report: Trustee (based on actual knowledge to the extent not notified by the Servicer or the Depositor)and Depositor (to the extent of actual knowledge)
(13) Information on ratio, coverage or other tests used for determining any early amortization, liquidation or other performance trigger and whether the trigger was met.
4.03 statement
(14) Information regarding any new issuance of asset-backed securities backed by the same asset pool,
 
[information regarding] any pool asset changes (other than in connection with a pool asset converting into cash in accordance with its terms), such as additions or removals in connection with a pre-funding or revolving period and pool asset substitutions and repurchases (and purchase rates, if applicable), and cash flows available for future purchases, such as the balances of any pre-funding or revolving accounts, if applicable.
 
Disclose any material changes in the solicitation, credit-granting, underwriting, origination, acquisition or pool selection criteria or procedures, as applicable, used to originate, acquire or select the new pool assets.
Form 10-D report: Depositor
 
 
Form 10-D report: Servicer
 
 
 
 
 
 
 
 
 
Form 10-D report: Servicer
Item 1121(b) - Pre-Funding or Revolving Period Information
 
Updated pool information as required under Item 1121(b).
N/A
2
Legal Proceedings
 
Item 1117 - Legal proceedings pending against the following entities, or their respective property, that is material to Certificateholders, including proceedings known to be contemplated by governmental authorities:
 
Sponsor (Seller)
 
Depositor
 
Trustee
 
Issuing entity
 
Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers
 
Originator of 20% or more of pool assets as of the Cut-off Date
 
Custodian
 
 
 
 
 
 
Seller
 
Depositor
 
Trustee
 
Depositor
 
Servicer
 
 
 
Seller
 
 
Trustee
3
Sales of Securities and Use of Proceeds
 
Information from Item 2(a) of Part II of Form 10-Q:
 
With respect to any sale of securities by the sponsor, depositor or issuing entity, that are backed by the same asset pool or are otherwise issued by the issuing entity, whether or not registered, provide the sales and use of proceeds information in Item 701 of Regulation S-K. Pricing information can be omitted if securities were not registered.
 
 
 
Depositor
4
Defaults Upon Senior Securities
 
Information from Item 3 of Part II of Form 10-Q:
 
Report the occurrence of any Event of Default (after expiration of any grace period and provision of any required notice)
 
 
 
Trustee
5
Submission of Matters to a Vote of Security Holders
 
Information from Item 4 of Part II of Form 10-Q
Party submitting the matter to Holders for vote
6
Significant Obligors of Pool Assets
 
Item 1112(b) - Significant Obligor Financial Information*
N/A
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Item.
 
7
Significant Enhancement Provider Information
 
Item 1114(b)(2) - Credit Enhancement Provider Financial Information*
 
Determining applicable disclosure threshold
 
 
Obtaining required financial information or effecting incorporation by reference
Depositor
 
 
 
Item 1115(b) - Derivative Counterparty Financial Information*
 
Determining current maximum probable exposure
 
Determining current significance percentage
 
 
Obtaining required financial information or effecting incorporation by reference
Depositor
 
 
 
 
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Items.
 
8
Other Information
 
Disclose any information required to be reported on Form 8-K during the period covered by the Form 10-D but not reported
The Responsible Party for the applicable Form 8-K item as indicated below
9
Exhibits
 
Distribution report
Trustee
Exhibits required by Item 601 of Regulation S-K, such as material agreements
Depositor
8-K
Must be filed within four business days of an event reportable on Form 8-K.
1.01
Entry into a Material Definitive Agreement
 
Disclosure is required regarding entry into or amendment of any definitive agreement that is material to the securitization, even if depositor is not a party.
 
Examples: servicing agreement, custodial agreement.
 
Note: disclosure not required as to definitive agreements that are fully disclosed in the prospectus
Servicer; or any of the following that is a party to the agreement if Servicer is not: Trustee, Sponsor, Depositor
1.02
Termination of a Material Definitive Agreement
 
Disclosure is required regarding termination of any definitive agreement that is material to the securitization (other than expiration in accordance with its terms), even if depositor is not a party.
 
Examples: servicing agreement, custodial agreement.
Servicer; or any of the following that is a party to the agreement if Servicer is not: Trustee, Sponsor, Depositor
1.03
Bankruptcy or Receivership
 
Disclosure is required regarding the bankruptcy or receivership, if known to the Depositor, with respect to any of the following:
 
Sponsor (Seller), Depositor, Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers, Trustee, significant obligor, credit enhancer (10% or more), derivatives counterparty
Depositor
2.04
Triggering Events that Accelerate or Increase a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement
 
Includes an early amortization, performance trigger or other event, including event of default, that would materially alter the payment priority/distribution of cash flows/amortization schedule.
 
Disclosure will be made of events other than waterfall triggers which are disclosed in the 4.03 statement
Servicer/Trustee (to the extent of actual knowledge)
3.03
Material Modification to Rights of Security Holders
 
Disclosure is required of any material modification to documents defining the rights of Certificateholders, including the Pooling and Servicing Agreement
Trustee
5.03
Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year
 
Disclosure is required of any amendment “to the governing documents of the issuing entity”
Depositor
5.06
Change in Shell Company Status
 
[Not applicable to ABS issuers]
Depositor
6.01
ABS Informational and Computational Material
 
[Not included in reports to be filed under Section 3.18]
Depositor
6.02
Change of Servicer or Trustee
 
Requires disclosure of any removal, replacement, substitution or addition of any servicer, affiliated servicer, other servicer servicing 10% or more of pool assets at time of report, other material servicers, certificate administrator or trustee. Reg AB disclosure about any new servicer or trustee is also required.
Trustee or Servicer
6.03
Change in Credit Enhancement or Other External Support
 
Covers termination of any enhancement in manner other than by its terms, the addition of an enhancement, or a material change in the enhancement provided. Applies to external credit enhancements as well as derivatives. Reg AB disclosure about any new enhancement provider is also required.
Depositor or Trustee
6.04
Failure to Make a Required Distribution
Trustee
6.05
Securities Act Updating Disclosure
 
If any material pool characteristic differs by 5% or more at the time of issuance of the securities from the description in the final prospectus, provide updated Reg AB disclosure about the actual asset pool.
Depositor
If there are any new servicers or originators required to be disclosed under Regulation AB as a result of the foregoing, provide the information called for in Items 1108 and 1110 respectively.
Depositor
7.01
Regulation FD Disclosure
Depositor
8.01
Other Events
 
Any event, with respect to which information is not otherwise called for in Form 8-K, that the registrant deems of importance to security holders.
Depositor
9.01
Financial Statements and Exhibits
The Responsible Party applicable to reportable event
10-K
Must be filed within 90 days of the fiscal year end for the registrant.
9B
Other Information
 
Disclose any information required to be reported on Form 8-K during the fourth quarter covered by the Form 10-K but not reported
The Responsible Party for the applicable Form 8-K item as indicated above
15
Exhibits and Financial Statement Schedules
 
Item 1112(b) - Significant Obligor Financial Information
Servicer
Item 1114(b)(2) - Credit Enhancement Provider Financial Information
 
Determining applicable disclosure threshold
 
Obtaining required financial information or effecting incorporation by reference
 
Depositor
 
Item 1115(b) - Derivative Counterparty Financial Information
 
Determining current maximum probable exposure
 
Determining current significance percentage
 
Obtaining required financial information or effecting incorporation by reference
Depositor
 
 
Item 1117 - Legal proceedings pending against the following entities, or their respective property, that is material to Certificateholders, including proceedings known to be contemplated by governmental authorities:
 
Sponsor (Seller)
 
Depositor
 
Trustee
 
Issuing entity
 
Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers
 
Originator of 20% or more of pool assets as of the Cut-off Date
 
 
 
 
 
 
Seller
 
Depositor
 
Trustee
 
Depositor
 
Servicer
 
 
 
Servicer
Item 1119 - Affiliations and relationships between the following entities, or their respective affiliates, that are material to Certificateholders:
 
Sponsor (Seller)
 
Depositor
 
Trustee
 
Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers
 
Originator
 
Credit Enhancer/Support Provider
 
Significant Obligor
 
 
 
 
 
Seller
 
Depositor
 
Trustee (only as to affiliations between the Trustee and such other parties listed)
 
Servicer
 
 
 
Depositor
 
Depositor
 
Servicer
Item 1122 - Assessment of Compliance with Servicing Criteria
Each Party participating in the servicing function
Item 1123 - Servicer Compliance Statement
Servicer and Trustee